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Sample records for local differential equation

  1. Local behavior of autonomous neutral functional differential equations.

    NASA Technical Reports Server (NTRS)

    Hale, J. K.

    1972-01-01

    Basic problems for a special class of neutral functional differential equations (NFDE) are formulated, and some contributions to a general qualitative theory in the neighborhood of an equilibrium point are indicated. The properties of a NFDE (G,f) are examined to determine in what sense these properties are insensitive to small changes in (G,f) in the topology G x F. The special class of equations that is introduced includes retarded functional differential equations and difference equations.

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

    PubMed Central

    Ding, A. Adam; Wu, Hulin

    2015-01-01

    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. PMID:26401093

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

    NASA Technical Reports Server (NTRS)

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

    2002-01-01

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

  4. 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…

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

    SciTech Connect

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

    2015-01-08

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

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

    SciTech Connect

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

    2007-07-19

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

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

    NASA Astrophysics Data System (ADS)

    Jia, Jinhong; Wang, Hong

    2015-10-01

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

  8. 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.

  9. Nonlinear differential equations

    SciTech Connect

    Dresner, L.

    1988-01-01

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

  10. SIMULTANEOUS DIFFERENTIAL EQUATION COMPUTER

    DOEpatents

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

    1960-05-10

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

  11. Stochastic differential equations

    SciTech Connect

    Sobczyk, K. )

    1990-01-01

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

  12. 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…

  13. 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…

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

    SciTech Connect

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

    1998-07-01

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

  15. The instantaneous local transition of a stable equilibrium to a chaotic attractor in piecewise-smooth systems of differential equations

    NASA Astrophysics Data System (ADS)

    Simpson, D. J. W.

    2016-09-01

    An attractor of a piecewise-smooth continuous system of differential equations can bifurcate from a stable equilibrium to a more complicated invariant set when it collides with a switching manifold under parameter variation. Here numerical evidence is provided to show that this invariant set can be chaotic. The transition occurs locally (in a neighbourhood of a point) and instantaneously (for a single critical parameter value). This phenomenon is illustrated for the normal form of a boundary equilibrium bifurcation in three dimensions using parameter values adapted from of a piecewise-linear model of a chaotic electrical circuit. The variation of a secondary parameter reveals a period-doubling cascade to chaos with windows of periodicity. The dynamics is well approximated by a one-dimensional unimodal map which explains the bifurcation structure. The robustness of the attractor is also investigated by studying the influence of nonlinear terms.

  16. Solving Differential Equations in R

    NASA Astrophysics Data System (ADS)

    Soetaert, Karline; Meysman, Filip; Petzoldt, Thomas

    2010-09-01

    The open-source software R has become one of the most widely used systems for statistical data analysis and for making graphs, but it is also well suited for other disciplines in scientific computing. One of the fields where considerable progress has been made is the solution of differential equations. Here we first give an overview of the types of differential equations that R can solve, and then demonstrate how to use R for solving a 2-Dimensional partial differential equation.

  17. 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.

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

    NASA Technical Reports Server (NTRS)

    Chang, S. C.

    1986-01-01

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

  19. Solving Differential Equations in R

    EPA Science Inventory

    Although R is still predominantly applied for statistical analysis and graphical representation, it is rapidly becoming more suitable for mathematical computing. One of the fields where considerable progress has been made recently is the solution of differential equations. Here w...

  20. Some problems in fractal differential equations

    NASA Astrophysics Data System (ADS)

    Su, Weiyi

    2016-06-01

    Based upon the fractal calculus on local fields, or p-type calculus, or Gibbs-Butzer calculus ([1],[2]), we suggest a constructive idea for "fractal differential equations", beginning from some special examples to a general theory. However, this is just an original idea, it needs lots of later work to support. In [3], we show example "two dimension wave equations with fractal boundaries", and in this note, other examples, as well as an idea to construct fractal differential equations are shown.

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

    NASA Technical Reports Server (NTRS)

    Chang, S. C.

    1986-01-01

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

  2. Interpolated Differential Operator (IDO) scheme for solving partial differential equations

    NASA Astrophysics Data System (ADS)

    Aoki, Takayuki

    1997-05-01

    We present a numerical scheme applicable to a wide variety of partial differential equations (PDEs) in space and time. The scheme is based on a high accurate interpolation of the profile for the independent variables over a local area and repetitive differential operations regarding PDEs as differential operators. We demonstrate that the scheme is uniformly applicable to hyperbolic, ellipsoidal and parabolic equations. The equations are solved in terms of the primitive independent variables, so that the scheme has flexibility for various types of equations including source terms. We find out that the conservation holds accurate when a Hermite interpolation is used. For compressible fluid problems, the shock interface is found to be sharply described by adding an artificial viscosity term.

  3. On abstract degenerate neutral differential equations

    NASA Astrophysics Data System (ADS)

    Hernández, Eduardo; O'Regan, Donal

    2016-10-01

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

  4. Pendulum Motion and Differential Equations

    ERIC Educational Resources Information Center

    Reid, Thomas F.; King, Stephen C.

    2009-01-01

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

  5. Ordinary Differential Equation System Solver

    1992-03-05

    LSODE is a package of subroutines for the numerical solution of the initial value problem for systems of first order ordinary differential equations. The package is suitable for either stiff or nonstiff systems. For stiff systems the Jacobian matrix may be treated in either full or banded form. LSODE can also be used when the Jacobian can be approximated by a band matrix.

  6. 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.

  7. Local Algebras of Differential Operators

    NASA Astrophysics Data System (ADS)

    Church, P. T.; Timourian, J. G.

    2002-05-01

    There is an increasing literature devoted to the study of boundary value problems using singularity theory. The resulting differential operators are typically Fredholm with index 0, defined on infinite-dimensional spaces, and they have often led to folds, cusps, and even higher-order Morin singularities. In this paper we develop some of the local algebras of germs of such differential Fredholm operators, extending the theory of the finite-dimensional case. We apply this work to nonlinear elliptic boundary value problems: in particular, we make further progress on a question proposed and initially studied by Ruf [1999, J. Differential Equations 151, 111-133]. We also make comments on several problems raised by others.

  8. Variable-mesh method of solving differential equations

    NASA Technical Reports Server (NTRS)

    Van Wyk, R.

    1969-01-01

    Multistep predictor-corrector method for numerical solution of ordinary differential equations retains high local accuracy and convergence properties. In addition, the method was developed in a form conducive to the generation of effective criteria for the selection of subsequent step sizes in step-by-step solution of differential equations.

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

    SciTech Connect

    Shananin, N A

    2000-04-30

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

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

    SciTech Connect

    Fuhrman, Marco Tessitore, Gianmario

    2005-05-15

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

  11. 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.

  12. Differential operator multiplication method for fractional differential equations

    NASA Astrophysics Data System (ADS)

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

    2016-08-01

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

  13. Note on parallel processing techniques for algebraic equations, ordinary differential equations and partial differential equations

    SciTech Connect

    Allidina, A.Y.; Malinowski, K.; Singh, M.G.

    1982-12-01

    The possibilities were explored for enhancing parallelism in the simulation of systems described by algebraic equations, ordinary differential equations and partial differential equations. These techniques, using multiprocessors, were developed to speed up simulations, e.g. for nuclear accidents. Issues involved in their design included suitable approximations to bring the problem into a numerically manageable form and a numerical procedure to perform the computations necessary to solve the problem accurately. Parallel processing techniques used as simulation procedures, and a design of a simulation scheme and simulation procedure employing parallel computer facilities, were both considered.

  14. 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…

  15. 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.

  16. Topologies for neutral functional differential equations.

    NASA Technical Reports Server (NTRS)

    Melvin, W. R.

    1973-01-01

    Bounded topologies are considered for functional differential equations of the neutral type in which present dynamics of the system are influenced by its past behavior. A special bounded topology is generated on a collection of absolutely continuous functions with essentially bounded derivatives, and an application to a class of nonlinear neutral functional differential equations due to Driver (1965) is presented.

  17. 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…

  18. Stochastic differential equation model to Prendiville processes

    SciTech Connect

    Granita; Bahar, Arifah

    2015-10-22

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

  19. Sparse dynamics for partial differential equations

    PubMed Central

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

    2013-01-01

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

  20. Differential equations of time dependent order

    NASA Astrophysics Data System (ADS)

    Ludu, A.

    2016-10-01

    We introduce a special type of ordinary differential equations dx x/dtx = f (t, x) whose order of differentiation is a continuous variable depending on the dependent x or independent t variables. We show that such variable order of differentiation equations (VODE) can be solved as Volterra integral equations of second kind with singular integrable kernel. We find the conditions for existence and uniqueness of solutions of such VODE, and present some numeric solutions for particular cases exhibiting bifurcations and blow-up.

  1. Local Linear Observed-Score Equating

    ERIC Educational Resources Information Center

    Wiberg, Marie; van der Linden, Wim J.

    2011-01-01

    Two methods of local linear observed-score equating for use with anchor-test and single-group designs are introduced. In an empirical study, the two methods were compared with the current traditional linear methods for observed-score equating. As a criterion, the bias in the equated scores relative to true equating based on Lord's (1980)…

  2. 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.

  3. 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.

  4. 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.

  5. Differential equations in airplane mechanics

    NASA Technical Reports Server (NTRS)

    Carleman, M T

    1922-01-01

    In the following report, we will first draw some conclusions of purely theoretical interest, from the general equations of motion. At the end, we will consider the motion of an airplane, with the engine dead and with the assumption that the angle of attack remains constant. Thus we arrive at a simple result, which can be rendered practically utilizable for determining the trajectory of an airplane descending at a constant steering angle.

  6. Weak self-adjoint differential equations

    NASA Astrophysics Data System (ADS)

    Gandarias, M. L.

    2011-07-01

    The concepts of self-adjoint and quasi self-adjoint equations were introduced by Ibragimov (2006 J. Math. Anal. Appl. 318 742-57 2007 Arch. ALGA 4 55-60). In Ibragimov (2007 J. Math. Anal. Appl. 333 311-28), a general theorem on conservation laws was proved. In this paper, we generalize the concept of self-adjoint and quasi self-adjoint equations by introducing the definition of weak self-adjoint equations. We find a class of weak self-adjoint quasi-linear parabolic equations. The property of a differential equation to be weak self-adjoint is important for constructing conservation laws associated with symmetries of the differential equation.

  7. Extended Trial Equation Method for Nonlinear Partial Differential Equations

    NASA Astrophysics Data System (ADS)

    Gepreel, Khaled A.; Nofal, Taher A.

    2015-04-01

    The main objective of this paper is to use the extended trial equation method to construct a series of some new solutions for some nonlinear partial differential equations (PDEs) in mathematical physics. We will construct the solutions in many different functions such as hyperbolic function solutions, trigonometric function solutions, Jacobi elliptic function solutions, and rational functional solutions for the nonlinear PDEs when the balance number is a real number via the Zhiber-Shabat nonlinear differential equation. The balance number of this method is not constant as we shown in other methods, but it is changed by changing the trial equation derivative definition. This method allowed us to construct many new types of solutions. It is shown by using the Maple software package that all obtained solutions satisfy the original PDEs.

  8. 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.)

  9. Laplace and the era of differential equations

    NASA Astrophysics Data System (ADS)

    Weinberger, Peter

    2012-11-01

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

  10. 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.

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

    NASA Astrophysics Data System (ADS)

    Rüdiger, S.

    2014-06-01

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

  12. Differential equation models for sharp threshold dynamics.

    PubMed

    Schramm, Harrison C; Dimitrov, Nedialko B

    2014-01-01

    We develop an extension to differential equation models of dynamical systems to allow us to analyze probabilistic threshold dynamics that fundamentally and globally change system behavior. We apply our novel modeling approach to two cases of interest: a model of infectious disease modified for malware where a detection event drastically changes dynamics by introducing a new class in competition with the original infection; and the Lanchester model of armed conflict, where the loss of a key capability drastically changes the effectiveness of one of the sides. We derive and demonstrate a step-by-step, repeatable method for applying our novel modeling approach to an arbitrary system, and we compare the resulting differential equations to simulations of the system's random progression. Our work leads to a simple and easily implemented method for analyzing probabilistic threshold dynamics using differential equations. PMID:24184349

  13. Differential equation models for sharp threshold dynamics.

    PubMed

    Schramm, Harrison C; Dimitrov, Nedialko B

    2014-01-01

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

  14. 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.

  15. On some differential transformations of hypergeometric equations

    NASA Astrophysics Data System (ADS)

    Hounkonnou, M. N.; Ronveaux, A.

    2015-04-01

    Many algebraic transformations of the hypergeometric equation σ(x)z"(x) + τ(x)z'(x) + lz(x) = 0, where σ, τ, l are polynomial functions of degrees 2 (at most), 1, 0, respectively, are well known. Some of them involve x = x(t), a polynomial of degree r, in order to recover the Heun equation, extension of the hypergeometric equation by one more singularity. The case r = 2 was investigated by K. Kuiken (see 1979 SIAM J. Math. Anal. 10 (3) 655-657) and extended to r = 3,4, 5 by R. S. Maier (see 2005 J. Differ. Equat. 213 171 - 203). The transformations engendered by the function y(x) = A(x)z(x), also very popular in mathematics and physics, are used to get from the hypergeometric equation, for instance, the Schroedinger equation with appropriate potentials, as well as Heun and confluent Heun equations. This work addresses a generalization of Kimura's approach proposed in 1971, based on differential transformations of the hypergeometric equations involving y(x) = A(x)z(x) + B(x)z'(x). Appropriate choices of A(x) and B(x) permit to retrieve the Heun equations as well as equations for some exceptional polynomials. New relations are obtained for Laguerre and Hermite polynomials.

  16. 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.

  17. 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…

  18. Parallel Algorithm Solves Coupled Differential Equations

    NASA Technical Reports Server (NTRS)

    Hayashi, A.

    1987-01-01

    Numerical methods adapted to concurrent processing. Algorithm solves set of coupled partial differential equations by numerical integration. Adapted to run on hypercube computer, algorithm separates problem into smaller problems solved concurrently. Increase in computing speed with concurrent processing over that achievable with conventional sequential processing appreciable, especially for large problems.

  19. 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.

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

    ERIC Educational Resources Information Center

    Savoye, Philippe

    2009-01-01

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

  1. 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.

  2. 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.

  3. Spurious Numerical Solutions Of Differential Equations

    NASA Technical Reports Server (NTRS)

    Lafon, A.; Yee, H. C.

    1995-01-01

    Paper presents detailed study of spurious steady-state numerical solutions of differential equations that contain nonlinear source terms. Main objectives of this study are (1) to investigate how well numerical steady-state solutions of model nonlinear reaction/convection boundary-value problem mimic true steady-state solutions and (2) to relate findings of this investigation to implications for interpretation of numerical results from computational-fluid-dynamics algorithms and computer codes used to simulate reacting flows.

  4. Spurious Solutions Of Nonlinear Differential Equations

    NASA Technical Reports Server (NTRS)

    Yee, H. C.; Sweby, P. K.; Griffiths, D. F.

    1992-01-01

    Report utilizes nonlinear-dynamics approach to investigate possible sources of errors and slow convergence and non-convergence of steady-state numerical solutions when using time-dependent approach for problems containing nonlinear source terms. Emphasizes implications for development of algorithms in CFD and computational sciences in general. Main fundamental conclusion of study is that qualitative features of nonlinear differential equations cannot be adequately represented by finite-difference method and vice versa.

  5. Observability of discretized partial differential equations

    NASA Technical Reports Server (NTRS)

    Cohn, Stephen E.; Dee, Dick P.

    1988-01-01

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

  6. Underdetermined systems of partial differential equations

    SciTech Connect

    Bender, Carl M.; Dunne, Gerald V.; Mead, Lawrence R.

    2000-09-01

    This paper examines underdetermined systems of partial differential equations in which the independent variables may be classical c-numbers or even quantum operators. One can view an underdetermined system as expressing the kinematic constraints on a set of dynamical variables that generate a Lie algebra. The arbitrariness in the general solution reflects the freedom to specify the dynamics of such a system. (c) 2000 American Institute of Physics.

  7. 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…

  8. A few remarks on ordinary differential equations

    SciTech Connect

    Desjardins, B.

    1996-12-31

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

  9. 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.

  10. 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.

  11. Algorithm refinement for stochastic partial differential equations.

    SciTech Connect

    Alexander, F. J.; Garcia, Alejandro L.,; Tartakovsky, D. M.

    2001-01-01

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

  12. Solving Partial Differential Equations on Overlapping Grids

    SciTech Connect

    Henshaw, W D

    2008-09-22

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

  13. 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.

  14. Differential equations, associators, and recurrences for amplitudes

    NASA Astrophysics Data System (ADS)

    Puhlfürst, Georg; Stieberger, Stephan

    2016-01-01

    We provide new methods to straightforwardly obtain compact and analytic expressions for ɛ-expansions of functions appearing in both field and string theory amplitudes. An algebraic method is presented to explicitly solve for recurrence relations connecting different ɛ-orders of a power series solution in ɛ of a differential equation. This strategy generalizes the usual iteration by Picard's method. Our tools are demonstrated for generalized hypergeometric functions. Furthermore, we match the ɛ-expansion of specific generalized hypergeometric functions with the underlying Drinfeld associator with proper Lie algebra and monodromy representations. We also apply our tools for computing ɛ-expansions for solutions to generic first-order Fuchsian equations (Schlesinger system). Finally, we set up our methods to systematically get compact and explicit α‧-expansions of tree-level superstring amplitudes to any order in α‧.

  15. Generalized Ordinary Differential Equation Models 1

    PubMed Central

    Miao, Hongyu; Wu, Hulin; Xue, Hongqi

    2014-01-01

    Existing estimation methods for ordinary differential equation (ODE) models are not applicable to discrete data. The generalized ODE (GODE) model is therefore proposed and investigated for the first time. We develop the likelihood-based parameter estimation and inference methods for GODE models. We propose robust computing algorithms and rigorously investigate the asymptotic properties of the proposed estimator by considering both measurement errors and numerical errors in solving ODEs. The simulation study and application of our methods to an influenza viral dynamics study suggest that the proposed methods have a superior performance in terms of accuracy over the existing ODE model estimation approach and the extended smoothing-based (ESB) method. PMID:25544787

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

    PubMed

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

    2016-01-01

    By using the Nevanlinna theory of value distribution, we investigate the existence of solutions of some types of non-linear q-difference differential equations. In particular, we generalize the Rellich-Wittich-type theorem and Malmquist-type theorem about differential equations to the case of q-difference differential equations (system). PMID:27218006

  17. Solving Differential Equations in R: Package deSolve

    EPA Science Inventory

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

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

    NASA Astrophysics Data System (ADS)

    Lu, Yanfei; Lekszycki, Tomasz

    2016-10-01

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

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

    NASA Technical Reports Server (NTRS)

    Hunt, L. R.; Villarreal, Ramiro

    1987-01-01

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

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

    PubMed

    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

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

    PubMed

    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.

  2. Improved local linearization algorithm for solving the quaternion equations

    NASA Technical Reports Server (NTRS)

    Yen, K.; Cook, G.

    1980-01-01

    The objective of this paper is to develop a new and more accurate local linearization algorithm for numerically solving sets of linear time-varying differential equations. Of special interest is the application of this algorithm to the quaternion rate equations. The results are compared, both analytically and experimentally, with previous results using local linearization methods. The new algorithm requires approximately one-third more calculations per step than the previously developed local linearization algorithm; however, this disadvantage could be reduced by using parallel implementation. For some cases the new algorithm yields significant improvement in accuracy, even with an enlarged sampling interval. The reverse is true in other cases. The errors depend on the values of angular velocity, angular acceleration, and integration step size. One important result is that for the worst case the new algorithm can guarantee eigenvalues nearer the region of stability than can the previously developed algorithm.

  3. Extrapolation methods for dynamic partial differential equations

    NASA Technical Reports Server (NTRS)

    Turkel, E.

    1978-01-01

    Several extrapolation procedures are presented for increasing the order of accuracy in time for evolutionary partial differential equations. These formulas are based on finite difference schemes in both the spatial and temporal directions. On practical grounds the methods are restricted to schemes that are fourth order in time and either second, fourth or sixth order in space. For hyperbolic problems the second order in space methods are not useful while the fourth order methods offer no advantage over the Kreiss-Oliger method unless very fine meshes are used. Advantages are first achieved using sixth order methods in space coupled with fourth order accuracy in time. Computational results are presented confirming the analytic discussions.

  4. 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.

  5. 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.

  6. 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.

  7. Compatible Spatial Discretizations for Partial Differential Equations

    SciTech Connect

    Arnold, Douglas, N, ed.

    2004-11-25

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

  8. Legendre-tau approximations for functional differential equations

    NASA Technical Reports Server (NTRS)

    Ito, K.; Teglas, R.

    1986-01-01

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

  9. The Painlevé property for partial differential equations

    NASA Astrophysics Data System (ADS)

    Weiss, John; Tabor, M.; Carnevale, George

    1983-03-01

    In this paper we define the Painlevé property for partial differential equations and show how it determines, in a remarkably simple manner, the integrability, the Bäcklund transforms, the linearizing transforms, and the Lax pairs of three well-known partial differential equations (Burgers' equation, KdV equation, and the modified KdV equation). This indicates that the Painlevé property may provide a unified description of integrable behavior in dynamical systems (ordinary and partial differential equations), while, at the same time, providing an efficient method for determining the integrability of particular systems.

  10. 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.

  11. 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.

  12. Differential form of the Skornyakov-Ter-Martirosyan Equations

    SciTech Connect

    Pen'kov, F. M.; Sandhas, W.

    2005-12-15

    The Skornyakov-Ter-Martirosyan three-boson integral equations in momentum space are transformed into differential equations. This allows us to take into account quite directly the Danilov condition providing self-adjointness of the underlying three-body Hamiltonian with zero-range pair interactions. For the helium trimer the numerical solutions of the resulting differential equations are compared with those of the Faddeev-type AGS equations.

  13. Parameter Estimation of Partial Differential Equation Models.

    PubMed

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

    2013-01-01

    Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown, and need to be estimated from the measurements of the dynamic system in the present of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE, and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from LIDAR data. PMID:24363476

  14. 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.

  15. Patchwork sampling of stochastic differential equations.

    PubMed

    Kürsten, Rüdiger; Behn, Ulrich

    2016-03-01

    We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The method is based on a complete, nonoverlapping partition of the state space into patches on which the stochastic process is ergodic. On each of these patches we run simulations of the process strictly truncated to the corresponding patch, which allows effective simulations also in rarely visited regions. The correct weight for each patch is obtained by counting the attempted transitions between all different patches. The results are patchworked to cover the whole state space. We extend the concept of truncated Markov chains which is originally formulated for processes which obey detailed balance to processes not fulfilling detailed balance. The method is illustrated by three examples, describing the one-dimensional diffusion of an overdamped particle in a double-well potential, a system of many globally coupled overdamped particles in double-well potentials subject to additive Gaussian white noise, and the overdamped motion of a particle on the circle in a periodic potential subject to a deterministic drift and additive noise. In an appendix we explain how other well-known Markov chain Monte Carlo algorithms can be related to truncated Markov chains. PMID:27078484

  16. Regularized Semiparametric Estimation for Ordinary Differential Equations

    PubMed Central

    Li, Yun; Zhu, Ji; Wang, Naisyin

    2015-01-01

    Ordinary differential equations (ODEs) are widely used in modeling dynamic systems and have ample applications in the fields of physics, engineering, economics and biological sciences. The ODE parameters often possess physiological meanings and can help scientists gain better understanding of the system. One key interest is thus to well estimate these parameters. Ideally, constant parameters are preferred due to their easy interpretation. In reality, however, constant parameters can be too restrictive such that even after incorporating error terms, there could still be unknown sources of disturbance that lead to poor agreement between observed data and the estimated ODE system. In this paper, we address this issue and accommodate short-term interferences by allowing parameters to vary with time. We propose a new regularized estimation procedure on the time-varying parameters of an ODE system so that these parameters could change with time during transitions but remain constants within stable stages. We found, through simulation studies, that the proposed method performs well and tends to have less variation in comparison to the non-regularized approach. On the theoretical front, we derive finite-sample estimation error bounds for the proposed method. Applications of the proposed method to modeling the hare-lynx relationship and the measles incidence dynamic in Ontario, Canada lead to satisfactory and meaningful results. PMID:26392639

  17. 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

  18. 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.

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

    PubMed

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

    2016-08-01

    This paper investigates the Korteweg-de Vries equation within the scope of the local fractional derivative formulation. The exact traveling wave solutions of non-differentiable type with the generalized functions defined on Cantor sets are analyzed. The results for the non-differentiable solutions when fractal dimension is 1 are also discussed. It is shown that the exact solutions for the local fractional Korteweg-de Vries equation characterize the fractal wave on shallow water surfaces. PMID:27586629

  20. Solving Space-Time Fractional Differential Equations by Using Modified Simple Equation Method

    NASA Astrophysics Data System (ADS)

    Kaplan, Melike; Akbulut, Arzu; Bekir, Ahmet

    2016-05-01

    In this article, we establish new and more general traveling wave solutions of space-time fractional Klein–Gordon equation with quadratic nonlinearity and the space-time fractional breaking soliton equations using the modified simple equation method. The proposed method is so powerful and effective to solve nonlinear space-time fractional differential equations by with modified Riemann–Liouville derivative.

  1. What It Means to Understand a Differential Equation.

    ERIC Educational Resources Information Center

    Hubbard, John H.

    1994-01-01

    Presents ideas, techniques, and examples to illustrate how to focus on the behavior of solutions of differential equations, including: assigning meaning to a differential equation, performing computer experiments, playing roulette with a pendulum, analyzing the pictures, and addressing the theory. (MKR)

  2. 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…

  3. 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…

  4. 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…

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

    PubMed

    Homburg, Ale Jan; Young, Todd R

    2010-03-01

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

  6. Stochastic fuzzy differential equations of a nonincreasing type

    NASA Astrophysics Data System (ADS)

    Malinowski, Marek T.

    2016-04-01

    Stochastic fuzzy differential equations constitute an apparatus in modeling dynamic systems operating in fuzzy environment and governed by stochastic noises. In this paper we introduce a new kind of such the equations. Namely, the stochastic fuzzy differential of nonincreasing type are considered. The fuzzy stochastic processes which are solutions to these equations have trajectories with nonincreasing fuzziness in their values. In our previous papers, as a first natural extension of crisp stochastic differential equations, stochastic fuzzy differential equations of nondecreasing type were studied. In this paper we show that under suitable conditions each of the equations has a unique solution which possesses property of continuous dependence on data of the equation. To prove existence of the solutions we use sequences of successive approximate solutions. An estimation of an error of the approximate solution is established as well. Some examples of equations are solved and their solutions are simulated to illustrate the theory of stochastic fuzzy differential equations. All the achieved results apply to stochastic set-valued differential equations.

  7. 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.

  8. Local search strategies for equational satisfiability.

    SciTech Connect

    Keefe, K.

    2004-09-21

    The search for models of an algebra is an important and demanding aspect of automated reasoning. Typically, a model is represented in the form of a matrix or a set of matrices. When a model is found that satisfies all the given theorems of an algebra, it is called a solution model. This paper considers algebras that can be represented by using a single operation, by way of the Sheffer stroke. The characteristic of needing only one operation to represent an algebra reduces the problem by requiring a search through all instances of a single matrix. This search is simple when the domain size is small, say 2, but for a larger domain size, say 10, the search space increases dramatically. Clearly, a method other than a brute-force, global search is desirable. Most modern model-finding programs use a global search; instead of checking every possible matrix, however a set of heuristics is used that allows the search space to be dramatically smaller and thus increases the likelihood of reaching a solution. An alternative approach is local search. This paper discusses several local search strategies that were applied to the problem of equational satisfiability.

  9. 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…

  10. 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…

  11. 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.

  12. 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.

  13. A Note on Euler Approximations for Stochastic Differential Equations with Delay

    SciTech Connect

    Gyöngy, Istvan; Sabanis, Sotirios

    2013-12-15

    An existence and uniqueness theorem for a class of stochastic delay differential equations is presented, and the convergence of Euler approximations for these equations is proved under general conditions. Moreover, the rate of almost sure convergence is obtained under local Lipschitz and also under monotonicity conditions.

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

    ERIC Educational Resources Information Center

    Goldston, J. W.

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

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

    PubMed

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

    2001-06-01

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

  16. New exact solutions to some difference differential equations

    NASA Astrophysics Data System (ADS)

    Wang, Zhen; Zhang, Hong-Qing

    2006-10-01

    In this paper, we use our method to solve the extended Lotka-Volterra equation and discrete KdV equation. With the help of Maple, we obtain a number of exact solutions to the two equations including soliton solutions presented by hyperbolic functions of sinh and cosh, periodic solutions presented by trigonometric functions of sin and cos, and rational solutions. This method can be used to solve some other nonlinear difference-differential equations.

  17. Derivation of kinetic equations from non-Wiener stochastic differential equations

    NASA Astrophysics Data System (ADS)

    Basharov, A. M.

    2013-12-01

    Kinetic differential-difference equations containing terms with fractional derivatives and describing α -stable Levy processes with 0 < α < 1 have been derived in a unified manner in terms of one-dimensional stochastic differential equations controlled merely by the Poisson processes.

  18. A neuro approach to solve fuzzy Riccati differential equations

    SciTech Connect

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

    2015-10-22

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

  19. On the Singular Perturbations for Fractional Differential Equation

    PubMed Central

    Atangana, Abdon

    2014-01-01

    The goal of this paper is to examine the possible extension of the singular perturbation differential equation to the concept of fractional order derivative. To achieve this, we presented a review of the concept of fractional calculus. We make use of the Laplace transform operator to derive exact solution of singular perturbation fractional linear differential equations. We make use of the methodology of three analytical methods to present exact and approximate solution of the singular perturbation fractional, nonlinear, nonhomogeneous differential equation. These methods are including the regular perturbation method, the new development of the variational iteration method, and the homotopy decomposition method. PMID:24683357

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

    PubMed

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

    2016-01-01

    Fractional differential equations have been discussed in this study. We utilize the Riemann-Liouville fractional calculus to implement it within the generalization of the well known class of differential equations. The Rayleigh differential equation has been generalized of fractional second order. The existence of periodic and positive outcome is established in a new method. The solution is described in a fractional periodic Sobolev space. Positivity of outcomes is considered under certain requirements. We develop and extend some recent works. An example is constructed. PMID:27390664

  1. 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.

  2. Almost automorphic solutions for some partial functional differential equations

    NASA Astrophysics Data System (ADS)

    Ezzinbi, Khalil; N'guerekata, Gaston Mandata

    2007-04-01

    In this work, we study the existence of almost automorphic solutions for some partial functional differential equations. We prove that the existence of a bounded solution on implies the existence of an almost automorphic solution. Our results extend the classical known theorem by Bohr and Neugebauer on the existence of almost periodic solutions for inhomegeneous linear almost periodic differential equations. We give some applications to hyperbolic equations and Lotka-Volterra type equations used to describe the evolution of a single diffusive animal species.

  3. 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.

  4. 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

  5. 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.

  6. 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.

  7. 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.

  8. 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.

  9. 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.

  10. Existence of anti-periodic (differentiable) mild solutions to semilinear differential equations with nondense domain.

    PubMed

    Liu, Jinghuai; Zhang, Litao

    2016-01-01

    In this paper, we investigate the existence of anti-periodic (or anti-periodic differentiable) mild solutions to the semilinear differential equation [Formula: see text] with nondense domain. Furthermore, an example is given to illustrate our results. PMID:27350933

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

    SciTech Connect

    Thomas Hou

    2006-12-12

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

  12. Finite Element Analysis for Pseudo Hyperbolic Integral-Differential Equations

    NASA Astrophysics Data System (ADS)

    Cui, Xia

    The finite element method and its analysis for pseudo-hyperbolic integral-differential equations with nonlinear boundary conditions is considered. A new projection is introduced to obtain optimal L2 convergence estimates. The present techniques can be applied to treat elastic wave problems with absorbing boundary conditions in porous media. Keywords: pseudo-hyperbolic integral-differential equation, finite element, Sobolev-Volterra projection, convergence analysis

  13. Symmetries of stochastic differential equations: A geometric approach

    NASA Astrophysics Data System (ADS)

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

    2016-06-01

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

  14. Rough differential equations driven by signals in Besov spaces

    NASA Astrophysics Data System (ADS)

    Prömel, David J.; Trabs, Mathias

    2016-03-01

    Rough differential equations are solved for signals in general Besov spaces unifying in particular the known results in Hölder and p-variation topology. To this end the paracontrolled distribution approach, which has been introduced by Gubinelli, Imkeller and Perkowski [24] to analyze singular stochastic PDEs, is extended from Hölder to Besov spaces. As an application we solve stochastic differential equations driven by random functions in Besov spaces and Gaussian processes in a pathwise sense.

  15. Wavelet operational matrix method for solving the Riccati differential equation

    NASA Astrophysics Data System (ADS)

    Li, Yuanlu; Sun, Ning; Zheng, Bochao; Wang, Qi; Zhang, Yingchao

    2014-03-01

    A Haar wavelet operational matrix method (HWOMM) was derived to solve the Riccati differential equations. As a result, the computation of the nonlinear term was simplified by using the Block pulse function to expand the Haar wavelet one. The proposed method can be used to solve not only the classical Riccati differential equations but also the fractional ones. The capability and the simplicity of the proposed method was demonstrated by some examples and comparison with other methods.

  16. Canonical coordinates for partial differential equations

    NASA Technical Reports Server (NTRS)

    Hunt, L. R.; Villarreal, Ramiro

    1988-01-01

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

  17. 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.

  18. Liouvillian propagators, Riccati equation and differential Galois theory

    NASA Astrophysics Data System (ADS)

    Acosta-Humánez, Primitivo; Suazo, Erwin

    2013-11-01

    In this paper a Galoisian approach to building propagators through Riccati equations is presented. The main result corresponds to the relationship between the Galois integrability of the linear Schrödinger equation and the virtual solvability of the differential Galois group of its associated characteristic equation. As the main application of this approach we solve Ince’s differential equation through the Hamiltonian algebrization procedure and the Kovacic algorithm to find the propagator for a generalized harmonic oscillator. This propagator has applications which describe the process of degenerate parametric amplification in quantum optics and light propagation in a nonlinear anisotropic waveguide. Toy models of propagators inspired by integrable Riccati equations and integrable characteristic equations are also presented.

  19. A numerical method for solving partial differential algebraic equations

    NASA Astrophysics Data System (ADS)

    Diep, Nguyen Khac; Chistyakov, V. F.

    2013-06-01

    Linear systems of partial differential equations with constant coefficient matrices are considered. The matrices multiplying the derivatives of the sought vector function are assumed to be singular. The structure of solutions to such systems is examined. The numerical solution of initialboundary value problems for such equations by applying implicit difference schemes is discussed.

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

    SciTech Connect

    T. Fishaleck and R.B. White

    2008-02-19

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

  1. Integro-differential diffusion equation and neutron scattering experiment

    NASA Astrophysics Data System (ADS)

    Sau Fa, Kwok

    2015-02-01

    An integro-differential diffusion equation with linear force, based on the continuous time random walk model, is considered. The equation generalizes the ordinary and fractional diffusion equations which includes short, intermediate and long-time memory effects. Analytical expression for the intermediate scattering function is obtained and applied to ribonucleic acid (RNA) hydration water data from torula yeast. The model can capture the dynamics of hydrogen atoms in RNA hydration water, including the long-relaxation times.

  2. A simple way of introducing stochastic differential equations

    NASA Astrophysics Data System (ADS)

    Basharov, A. M.

    2016-05-01

    The notion of the Ito increment and the stochastic differential equation of the non-Wiener type were introduced using the simple “natural” property of counting process. The properties of the stochastic differential and integral were demonstrated and clarified in a simple and original way.

  3. 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.

  4. Similarity analysis of differential equations by Lie group.

    NASA Technical Reports Server (NTRS)

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

    1971-01-01

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

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

    NASA Technical Reports Server (NTRS)

    Wathen, A. J.

    1992-01-01

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

  6. Generating functionals and Lagrangian partial differential equations

    SciTech Connect

    Vankerschaver, Joris; Liao, Cuicui; Leok, Melvin

    2013-08-15

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

  7. 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.

  8. Spaces of initial data for differential equations in a Hilbert space

    SciTech Connect

    Shamin, R V

    2003-10-31

    Spaces of initial data for differential equations in a Hilbert space are considered. Necessary and sufficient conditions for the strong solubility of parabolic differential-difference equations and parabolic functional differential equations with dilated and contracted variables are obtained.

  9. A New Fractional Projective Riccati Equation Method for Solving Fractional Partial Differential Equations

    NASA Astrophysics Data System (ADS)

    Feng, Qing-Hua

    2014-08-01

    In this paper, a new fractional projective Riccati equation method is proposed to establish exact solutions for fractional partial differential equations in the sense of modified Riemann—Liouville derivative. This method can be seen as the fractional version of the known projective Riccati equation method. For illustrating the validity of this method, we apply this method to solve the space-time fractional Whitham—Broer—Kaup (WBK) equations and the nonlinear fractional Sharma—Tasso—Olever (STO) equation, and as a result, some new exact solutions for them are obtained.

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

    SciTech Connect

    Marczynski, Slawomir

    2011-09-15

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

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

    PubMed

    Grima, Ramon

    2011-11-01

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

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

    SciTech Connect

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

    1998-12-10

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

  13. 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.

  14. Translationally invariant conservation laws of local Lindblad equations

    SciTech Connect

    Žnidarič, Marko; Benenti, Giuliano; Casati, Giulio

    2014-02-15

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

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

    ERIC Educational Resources Information Center

    González, B. Jorge; von Davier, Matthias

    2013-01-01

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

  16. Dedalus: Flexible framework for spectrally solving differential equations

    NASA Astrophysics Data System (ADS)

    Burns, Keaton; Brown, Ben; Lecoanet, Daniel; Oishi, Jeff; Vasil, Geoff

    2016-03-01

    Dedalus solves differential equations using spectral methods. It is designed to solve initial-value, boundary-value, and eigenvalue problems involving nearly arbitrary equations sets and implements a highly flexible spectral framework that can simulate many domains and custom equations. Its primary features include symbolic equation entry, spectral domain discretization, multidimensional parallelization, implicit-explicit timestepping, and flexible analysis with HDF5. The code is written primarily in Python and features an easy-to-use interface, including text-based equation entry. The numerical algorithm produces highly sparse systems for a wide variety of equations on spectrally-discretized domains; these systems are efficiently solved by Dedalus using compiled libraries and multidimensional parallelization through MPI.

  17. Entropy and convexity for nonlinear partial differential equations.

    PubMed

    Ball, John M; Chen, Gui-Qiang G

    2013-12-28

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

  18. 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.

  19. Entropy and convexity for nonlinear partial differential equations

    PubMed Central

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

    2013-01-01

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

  20. Difference methods for stiff delay differential equations. [DDESUB, in FORTRAN

    SciTech Connect

    Roth, Mitchell G.

    1980-12-01

    Delay differential equations of the form y'(t) = f(y(t), z(t)), where z(t) = (y/sub 1/(..cap alpha../sub 1/(y(t))),..., y/sub n/(..cap alpha../sub n/(y(t))))/sup T/ and ..cap alpha../sub i/(y(t)) less than or equal to t, arise in many scientific and engineering fields when transport lags and propagation times are physically significant in a dynamic process. Difference methods for approximating the solution of stiff delay systems require special stability properties that are generalizations of those employed for stiff ordinary differential equations. By use of the model equation y'(t) = py(t) + qy(t-1), with complex p and q, the definitions of A-stability, A( )-stability, and stiff stability have been generalize to delay equations. For linear multistep difference formulas, these properties extend directly from ordinary to delay equations. This straight forward extension is not true for implicit Runge-Kutta methods, as illustrated by the midpoint formula, which is A-stable for ordinary equations, but not for delay equations. A computer code for stiff delay equations was developed using the BDF. 24 figures, 5 tables.

  1. Normal and quasinormal forms for systems of difference and differential-difference equations

    NASA Astrophysics Data System (ADS)

    Kashchenko, Ilya; Kaschenko, Sergey

    2016-09-01

    The local dynamics of systems of difference and singularly perturbed differential-difference equations is studied in the neighborhood of a zero equilibrium state. Critical cases in the problem of stability of its state of equilibrium have infinite dimension. Special nonlinear evolution equations, which act as normal forms, are set up. It is shown that their dynamics defines the behavior of solutions to the initial system.

  2. Transport equations with second-order differential collision operators

    SciTech Connect

    Cosner, C.; Lenhart, S.M.; Protopopescu, V.

    1988-07-01

    This paper discusses existence, uniqueness, and a priori estimates for time-dependent and time-independent transport equations with unbounded collision operators. These collision operators are described by second-order differential operators resulting from diffusion in the velocity space. The transport equations are degenerate parabolic-elliptic partial differential equations, that are treated by modifications of the Fichera-Oleinik-Radkevic Theory of second-order equations with nonnegative characteristic form. They consider weak solutions in spaces that are extensions of L/sup rho/ to include traces on certain parts of the boundary. This extension is necessary due to the nonclassical boundary conditions imposed by the transport problem, which requires a specific analysis of the behavior of our weak solutions.

  3. Solutions of multidimensional partial differential equations representable as a one-dimensional flow

    NASA Astrophysics Data System (ADS)

    Zenchuk, A. I.

    2014-03-01

    We propose an algorithm for reducing an (M+ 1)-dimensional nonlinear partial differential equation (PDE) representable in the form of a one-dimensional flow ut + (u, ux uxx,…) = 0 (where w is an arbitrary local function of u and its xi derivatives, i = 1,…, M) to a family of M-dimensional nonlinear PDEs F(u,w) = 0, where F is a general (or particular) solution of a certain second-order two-dimensional nonlinear PDE. In particular, the M-dimensional PDE might turn out to be an ordinary differential equation, which can be integrated in some cases to obtain explicit solutions of the original (M+ 1)-dimensional equation. Moreover, a spectral parameter can be introduced in the function F, which leads to a linear spectral equation associated with the original equation. We present simplest examples of nonlinear PDEs together with their explicit solutions.

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

    PubMed Central

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

    2011-01-01

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

  5. 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.

  6. Algebraic Riccati equations in zero-sum differential games

    NASA Technical Reports Server (NTRS)

    Johnson, T. L.; Chao, A.

    1974-01-01

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

  7. Numerical integration of asymptotic solutions of ordinary differential equations

    NASA Technical Reports Server (NTRS)

    Thurston, Gaylen A.

    1989-01-01

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

  8. Asymptotic stability of second-order neutral stochastic differential equations

    NASA Astrophysics Data System (ADS)

    Sakthivel, R.; Ren, Yong; Kim, Hyunsoo

    2010-05-01

    In this paper, we study the existence and asymptotic stability in pth moment of mild solutions to second-order nonlinear neutral stochastic differential equations. Further, this result is extended to establish stability criterion for stochastic equations with impulsive effects. With the help of fixed point strategy, stochastic analysis technique, and semigroup theory, a set of novel sufficient conditions are derived for achieving the required result. Finally, an example is provided to illustrate the obtained result.

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

    NASA Astrophysics Data System (ADS)

    Gituliar, Oleksandr

    2016-02-01

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

  10. Classical field theories from Hamiltonian constraint: Canonical equations of motion and local Hamilton-Jacobi theory

    NASA Astrophysics Data System (ADS)

    Zatloukal, Václav

    2016-04-01

    Classical field theory is considered as a theory of unparametrized surfaces embedded in a configuration space, which accommodates, in a symmetric way, spacetime positions and field values. Dynamics is defined by a (Hamiltonian) constraint between multivector-valued generalized momenta, and points in the configuration space. Starting from a variational principle, we derive local equations of motion, that is, differential equations that determine classical surfaces and momenta. A local Hamilton-Jacobi equation applicable in the field theory then follows readily. The general method is illustrated with three examples: non-relativistic Hamiltonian mechanics, De Donder-Weyl scalar field theory, and string theory.

  11. Existence of a coupled system of fractional differential equations

    SciTech Connect

    Ibrahim, Rabha W.; Siri, Zailan

    2015-10-22

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

  12. Lie symmetry and integrability of ordinary differential equations

    NASA Astrophysics Data System (ADS)

    Zhdanov, R. Z.

    1998-12-01

    Combining a Lie algebraic approach that is due to Wei and Norman [J. Math. Phys. 4, 475 (1963)] and the ideas suggested by Drach [Compt. Rend. 168, 337 (1919)], we have constructed several classes of systems of linear ordinary differential equations that are integrable by quadratures. Their integrability is ensured by integrability of the corresponding stationary cubic Schrödinger, KdV, and Harry-Dym equations. Next, we obtain a hierarchy of integrable reductions of the Dirac equation of an electron moving in the external field. Their integrability is shown to be in correspondence with integrability of the stationary mKdV hierarchy.

  13. Boundary conditions for hyperbolic systems of partial differentials equations

    PubMed Central

    Guaily, Amr G.; Epstein, Marcelo

    2012-01-01

    An easy-to-apply algorithm is proposed to determine the correct set(s) of boundary conditions for hyperbolic systems of partial differential equations. The proposed approach is based on the idea of the incoming/outgoing characteristics and is validated by considering two problems. The first one is the well-known Euler system of equations in gas dynamics and it proved to yield set(s) of boundary conditions consistent with the literature. The second test case corresponds to the system of equations governing the flow of viscoelastic liquids. PMID:25685437

  14. Power-spectral-density relationship for retarded differential equations

    NASA Technical Reports Server (NTRS)

    Barker, L. K.

    1974-01-01

    The power spectral density (PSD) relationship between input and output of a set of linear differential-difference equations of the retarded type with real constant coefficients and delays is discussed. The form of the PSD relationship is identical with that applicable to unretarded equations. Since the PSD relationship is useful if and only if the system described by the equations is stable, the stability must be determined before applying the PSD relationship. Since it is sometimes difficult to determine the stability of retarded equations, such equations are often approximated by simpler forms. It is pointed out that some common approximations can lead to erroneous conclusions regarding the stability of a system and, therefore, to the possibility of obtaining PSD results which are not valid.

  15. 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…

  16. 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…

  17. 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.…

  18. Control of functional differential equations with function space boundary conditions.

    NASA Technical Reports Server (NTRS)

    Banks, H. T.

    1972-01-01

    The results of various authors dealing with problems involving functional differential equations with terminal conditions in function space are reviewed. The review includes not only very recent results, but also some little known results of Soviet mathematicians prior to 1970. Particular attention is given to results concerning controllability, existence of optimal controls, and necessary and sufficient conditions for optimality.

  19. 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,…

  20. 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…

  1. 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…

  2. 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…

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

    ERIC Educational Resources Information Center

    Si, Do Tan

    1977-01-01

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

  4. Local Integral Estimates for Quasilinear Equations with Measure Data.

    PubMed

    Tian, Qiaoyu; Zhang, Shengzhi; Xu, Yonglin; Mu, Jia

    2016-01-01

    Local integral estimates as well as local nonexistence results for a class of quasilinear equations -Δ p u = σP(u) + ω for p > 1 and Hessian equations F k [-u] = σP(u) + ω were established, where σ is a nonnegative locally integrable function or, more generally, a locally finite measure, ω is a positive Radon measure, and P(u) ~ exp⁡αu (β) with α > 0 and β ≥ 1 or P(u) = u (p-1). PMID:27294190

  5. Local Integral Estimates for Quasilinear Equations with Measure Data

    PubMed Central

    Tian, Qiaoyu; Zhang, Shengzhi; Xu, Yonglin; Mu, Jia

    2016-01-01

    Local integral estimates as well as local nonexistence results for a class of quasilinear equations −Δpu = σP(u) + ω for p > 1 and Hessian equations Fk[−u] = σP(u) + ω were established, where σ is a nonnegative locally integrable function or, more generally, a locally finite measure, ω is a positive Radon measure, and P(u) ~ exp⁡αuβ with α > 0 and β ≥ 1 or P(u) = up−1. PMID:27294190

  6. Earth fissures and localized differential subsidence.

    USGS Publications Warehouse

    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.

  7. 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.

  8. Spatial complexity of solutions of higher order partial differential equations

    NASA Astrophysics Data System (ADS)

    Kukavica, Igor

    2004-03-01

    We address spatial oscillation properties of solutions of higher order parabolic partial differential equations. In the case of the Kuramoto-Sivashinsky equation ut + uxxxx + uxx + u ux = 0, we prove that for solutions u on the global attractor, the quantity card {x epsi [0, L]:u(x, t) = lgr}, where L > 0 is the spatial period, can be bounded by a polynomial function of L for all \\lambda\\in{\\Bbb R} . A similar property is proven for a general higher order partial differential equation u_t+(-1)^{s}\\partial_x^{2s}u+ \\sum_{k=0}^{2s-1}v_k(x,t)\\partial_x^k u =0 .

  9. 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

  10. BOOK REVIEW: Partial Differential Equations in General Relativity

    NASA Astrophysics Data System (ADS)

    Halburd, Rodney G.

    2008-11-01

    Although many books on general relativity contain an overview of the relevant background material from differential geometry, very little attention is usually paid to background material from the theory of differential equations. This is understandable in a first course on relativity but it often limits the kinds of problems that can be studied rigorously. Einstein's field equations lie at the heart of general relativity. They are a system of partial differential equations (PDEs) relating the curvature of spacetime to properties of matter. A central part of most problems in general relativity is to extract information about solutions of these equations. Most standard texts achieve this by studying exact solutions or numerical and analytical approximations. In the book under review, Alan Rendall emphasises the role of rigorous qualitative methods in general relativity. There has long been a need for such a book, giving a broad overview of the relevant background from the theory of partial differential equations, and not just from differential geometry. It should be noted that the book also covers the basic theory of ordinary differential equations. Although there are many good books on the rigorous theory of PDEs, methods related to the Einstein equations deserve special attention, not only because of the complexity and importance of these equations, but because these equations do not fit into any of the standard classes of equations (elliptic, parabolic, hyperbolic) that one typically encounters in a course on PDEs. Even specifying exactly what ones means by a Cauchy problem in general relativity requires considerable care. The main problem here is that the manifold on which the solution is defined is determined by the solution itself. This means that one does not simply define data on a submanifold. Rendall's book gives a good overview of applications and results from the qualitative theory of PDEs to general relativity. It would be impossible to give detailed

  11. A parareal method for time-fractional differential equations

    NASA Astrophysics Data System (ADS)

    Xu, Qinwu; Hesthaven, Jan S.; Chen, Feng

    2015-07-01

    In this paper, a parareal method is proposed for the parallel-in-time integration of time-fractional differential equations (TFDEs). It is a generalization of the original parareal method, proposed for classic differential equations. To match the global feature of fractional derivatives, the new method has in the correction step embraced the history part of the solution. We provide a convergence analysis under the assumption of Lipschitz stability conditions. We use a multi-domain spectral integrator to build the serial solvers and numerical results demonstrate the feasibility of the new approach and confirm the convergence analysis. Studies also show that both the coarse resolution and the nature of the differential operators can affect the performance.

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

    PubMed

    Murase, Kenya

    2014-01-01

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

  13. Analysis of backward differentiation formula for nonlinear differential-algebraic equations with 2 delays.

    PubMed

    Sun, Leping

    2016-01-01

    This paper is concerned with the backward differential formula or BDF methods for a class of nonlinear 2-delay differential algebraic equations. We obtain two sufficient conditions under which the methods are stable and asymptotically stable. At last, examples show that our methods are true. PMID:27441132

  14. Local Influence Analysis of Nonlinear Structural Equation Models

    ERIC Educational Resources Information Center

    Lee, Sik-Yum; Tang, Nian-Sheng

    2004-01-01

    By regarding the latent random vectors as hypothetical missing data and based on the conditional expectation of the complete-data log-likelihood function in the EM algorithm, we investigate assessment of local influence of various perturbation schemes in a nonlinear structural equation model. The basic building blocks of local influence analysis…

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

    PubMed

    Zjavka, Ladislav; Pedrycz, Witold

    2016-01-01

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

  16. Localization of the sine-Gordon equation solutions

    NASA Astrophysics Data System (ADS)

    Porubov, A. V.; Fradkov, A. L.; Bondarenkov, R. S.; Andrievsky, B. R.

    2016-10-01

    Localization of the waves of the sine-Gordon equation depends on the shape of the initial condition. It is shown how initially motionless Gaussian distribution may be modified to obtain propagation of localized waves in both directions. However, the resulting localized wave profile is described neither by an asymptotic envelope- wave solution to the sine-Gordon equation nor by its exact traveling breather solution. The distributed control algorithms are developed to achieve wave localization independent of the shape of the initial condition. It is shown that localization of the waves in both directions is achieved by means of a feedforward (nonfeedback) control. The waves are similar to the envelope wave solution. The feedback distributed algorithm is shown to provide both localized waves according to analytical solutions and their unidirectional propagation.

  17. Numerical integration of systems of delay differential-algebraic equations

    NASA Astrophysics Data System (ADS)

    Kuznetsov, E. B.; Mikryukov, V. N.

    2007-01-01

    The numerical solution of the initial value problem for a system of delay differential-algebraic equations is examined in the framework of the parametric continuation method. Necessary and sufficient conditions are obtained for transforming this problem to the best argument, which ensures the best condition for the corresponding system of continuation equations. The best argument is the arc length along the integral curve of the problem. Algorithms and programs based on the continuous and discrete continuation methods are developed for the numerical integration of this problem. The efficiency of the suggested transformation is demonstrated using test examples.

  18. 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.

  19. 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.

  20. Dynamical systems and probabilistic methods in partial differential equations

    SciTech Connect

    Deift, P.; Levermore, C.D.; Wayne, C.E.

    1996-12-31

    This publication covers material presented at the American Mathematical Society summer seminar in June, 1994. This seminar sought to provide participants exposure to a wide range of interesting and ongoing work on dynamic systems and the application of probabilistic methods in applied mathematics. Topics discussed include: the application of dynamical systems theory to the solution of partial differential equations; specific work with the complex Ginzburg-Landau, nonlinear Schroedinger, and Korteweg-deVries equations; applications in the area of fluid mechanics; turbulence studies from the perspective of probabilistic methods. Separate abstracts have been indexed into the database from articles in this proceedings.

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

    ERIC Educational Resources Information Center

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

    2009-01-01

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

  2. 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.

  3. 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.

  4. 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.

  5. Numerical solution of three-dimensional magnetic differential equations

    SciTech Connect

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

    1987-02-01

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

  6. Bäcklund transformation of fractional Riccati equation and its applications to nonlinear fractional partial differential equations

    NASA Astrophysics Data System (ADS)

    Lu, Bin

    2012-06-01

    In this Letter, the fractional derivatives in the sense of modified Riemann-Liouville derivative and the Bäcklund transformation of fractional Riccati equation are employed for constructing the exact solutions of nonlinear fractional partial differential equations. The power of this manageable method is presented by applying it to several examples. This approach can also be applied to other nonlinear fractional differential equations.

  7. Higher order matrix differential equations with singular coefficient matrices

    SciTech Connect

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

    2015-03-10

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

  8. Stochastic partial differential equations with unbounded and degenerate coefficients

    NASA Astrophysics Data System (ADS)

    Zhang, Xicheng

    In this article, using DiPerna-Lions theory (DiPerna and Lions, 1989) [1], we investigate linear second order stochastic partial differential equations with unbounded and degenerate non-smooth coefficients, and obtain several conditions for existence and uniqueness. Moreover, we also prove the L-integrability and a general maximal principle for generalized solutions of SPDEs. As applications, we study nonlinear filtering problem and also obtain the existence and uniqueness of generalized solutions for a degenerate nonlinear SPDE.

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

    DOE PAGESBeta

    Clason, Christian; Rund, Armin; Kunisch, Karl; Barnard, Richard C.

    2016-01-19

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

  10. 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.

  11. Delay differential equations for mode-locked semiconductor lasers.

    PubMed

    Vladimirov, Andrei G; Turaev, Dmitry; Kozyreff, Gregory

    2004-06-01

    We propose a new model for passive mode locking that is a set of ordinary delay differential equations. We assume a ring-cavity geometry and Lorentzian spectral filtering of the pulses but do not use small gain and loss and weak saturation approximations. By means of a continuation method, we study mode-locking solutions and their stability. We find that stable mode locking can exist even when the nonlasing state between pulses becomes unstable.

  12. 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.

  13. Pathwise random periodic solutions of stochastic differential equations

    NASA Astrophysics Data System (ADS)

    Feng, Chunrong; Zhao, Huaizhong; Zhou, Bo

    In this paper, we study the existence of random periodic solutions for semilinear stochastic differential equations. We identify these as the solutions of coupled forward-backward infinite horizon stochastic integral equations in general cases. We then use the argument of the relative compactness of Wiener-Sobolev spaces in C([0,T],L(Ω)) and generalized Schauder's fixed point theorem to prove the existence of a solution of the coupled stochastic forward-backward infinite horizon integral equations. The condition on F is then further weakened by applying the coupling method of forward and backward Gronwall inequalities. The results are also valid for stationary solutions as a special case when the period τ can be an arbitrary number.

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

    SciTech Connect

    Toutounji, Mohamad

    2015-02-15

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

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

    NASA Astrophysics Data System (ADS)

    Toutounji, Mohamad

    2015-02-01

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

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

    PubMed

    Niu, Yuanling; Burrage, Kevin; Chen, Luonan

    2016-05-01

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

  17. Series solutions of coupled differential equations with one regular singular point

    NASA Astrophysics Data System (ADS)

    Tomantschger, K. W.

    2002-03-01

    We consider two linear second-order ordinary differential equations. r=0 is a regular singular point of these equations. Applying the classical Method of Frobenius, we do not obtain any indicial equation and therefore no solution, because the differential equations are coupled. In this paper, we present an extended Method of Frobenius on a coupled system of two ordinary differential equations. These equations come from the micropolar theory, which is one of the three kinds of the new 3M physics.

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

    PubMed Central

    Güner, Özkan; Cevikel, Adem C.

    2014-01-01

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

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

    PubMed

    Güner, Özkan; Cevikel, Adem C

    2014-01-01

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

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

    PubMed

    Murase, Kenya

    2015-01-01

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

  1. The condition of regular degeneration for singularly perturbed systems of linear differential-difference equations.

    NASA Technical Reports Server (NTRS)

    Cooke, K. L.; Meyer, K. R.

    1966-01-01

    Extension of problem of singular perturbation for linear scalar constant coefficient differential- difference equation with single retardation to several retardations, noting degenerate equation solution

  2. A differential equation with state-dependent delay from cell population biology

    NASA Astrophysics Data System (ADS)

    Getto, Philipp; Waurick, Marcus

    2016-04-01

    We analyze a differential equation, describing the maturation of a stem cell population, with a state-dependent delay, which is implicitly defined via the solution of an ODE. We elaborate smoothness conditions for the model ingredients, in particular vital rates, that guarantee the existence of a local semiflow and allow to specify the linear variational equation. The proofs are based on theoretical results of Hartung et al. combined with implicit function arguments in infinite dimensions. Moreover we elaborate a criterion for global existence for differential equations with state-dependent delay. To prove the result we adapt a theorem by Hale and Lunel to the C1-topology and use a result on metric spaces from Diekmann et al.

  3. 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.

  4. A new perturbative approach to nonlinear partial differential equations

    SciTech Connect

    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}}.

  5. 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.

  6. Integro-differential equation for Bose-Einstein condensates

    SciTech Connect

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

    2010-11-15

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

  7. 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.

  8. Computation and visualization of geometric partial differential equations

    NASA Astrophysics Data System (ADS)

    Tiee, Christopher L.

    The chief goal of this work is to explore a modern framework for the study and approximation of partial differential equations, recast common partial differential equations into this framework, and prove theorems about such equations and their approximations. A central motivation is to recognize and respect the essential geometric nature of such problems, and take it into consideration when approximating. The hope is that this process will lead to the discovery of more refined algorithms and processes and apply them to new problems. In the first part, we introduce our quantities of interest and reformulate traditional boundary value problems in the modern framework. We see how Hilbert complexes capture and abstract the most important properties of such boundary value problems, leading to generalizations of important classical results such as the Hodge decomposition theorem. They also provide the proper setting for numerical approximations. We also provide an abstract framework for evolution problems in these spaces: Bochner spaces. We next turn to approximation. We build layers of abstraction, progressing from functions, to differential forms, and finally, to Hilbert complexes. We explore finite element exterior calculus (FEEC), which allows us to approximate solutions involving differential forms, and analyze the approximation error. In the second part, we prove our central results. We first prove an extension of current error estimates for the elliptic problem in Hilbert complexes. This extension handles solutions with nonzero harmonic part. Next, we consider evolution problems in Hilbert complexes and prove abstract error estimates. We apply these estimates to the problem for Riemannian hypersurfaces in R. {n+1},generalizing current results for open subsets of R. {n}. Finally, we applysome of the concepts to a nonlinear problem, the Ricci flow on surfaces, and use tools from nonlinear analysis to help develop and analyze the equations. In the appendices, we

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

    NASA Astrophysics Data System (ADS)

    Antonelli, M.; Pizzochero, P. M.

    2016-09-01

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

  10. Minimal parameter solution of the orthogonal matrix differential equation

    NASA Technical Reports Server (NTRS)

    Baritzhack, Itzhack Y.; Markley, F. Landis

    1988-01-01

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

  11. 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.

  12. Minimal parameter solution of the orthogonal matrix differential equation

    NASA Technical Reports Server (NTRS)

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

    1990-01-01

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

  13. 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.

  14. Monotone waves for non-monotone and non-local monostable reaction-diffusion equations

    NASA Astrophysics Data System (ADS)

    Trofimchuk, Elena; Pinto, Manuel; Trofimchuk, Sergei

    2016-07-01

    We propose a new approach for proving existence of monotone wavefronts in non-monotone and non-local monostable diffusive equations. This allows to extend recent results established for the particular case of equations with local delayed reaction. In addition, we demonstrate the uniqueness (modulo translations) of obtained monotone wavefront within the class of all monotone wavefronts (such a kind of conditional uniqueness was recently established for the non-local KPP-Fisher equation by Fang and Zhao). Moreover, we show that if delayed reaction is local then each monotone wavefront is unique (modulo translations) within the class of all non-constant traveling waves. Our approach is based on the construction of suitable fundamental solutions for linear integral-differential equations. We consider two alternative scenarios: in the first one, the fundamental solution is negative (typically holds for the Mackey-Glass diffusive equations) while in the second one, the fundamental solution is non-negative (typically holds for the KPP-Fisher diffusive equations).

  15. A simple derivation of Kepler's laws without solving differential equations

    NASA Astrophysics Data System (ADS)

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

    2009-05-01

    Proceeding like Newton with a discrete time approach of motion and a geometrical representation of velocity and acceleration, we obtain Kepler's laws without solving differential equations. The difficult part of Newton's work, when it calls for non-trivial properties of ellipses, is avoided by the introduction of polar coordinates. Then a simple reconsideration of Newton's figure naturally leads to an explicit expression of the velocity and to the equation of the trajectory. This derivation, which can be fully apprehended by undergraduates or by secondary school teachers (who might use it with their pupils), can be considered as a first application of mechanical concepts to a physical problem of great historical and pedagogical interest.

  16. Differential equation for the spherical dipole matrix elements of hydrogen

    SciTech Connect

    Price, P.N.; Harmin, D.A. )

    1990-09-01

    A differential equation in {ital l} for hydrogenic radial dipole matrix elements is generated from the recursion relations of Infeld and Hull (Rev. Mod. Phys. 23, 31 (1951)). The equation is valid for all ({ital n},{ital n}{prime}){much gt}1, for all {vert bar}{Delta}{ital n}{vert bar}{ital ieq}{vert bar}{ital n}{prime}{minus}{ital n}{vert bar}, and for bound-free transitions from excited states. Approximate solutions are obtained for the case {ital l}{much lt}{ital n} and are found to be equivalent to those of other workers when {vert bar}{Delta}{ital n}{vert bar}{much gt}1. We also present a power-series solution in {ital l} good for all {vert bar}{Delta}{ital n}{vert bar}. General features of the dependence of the matrix elements on {ital l} are explained.

  17. 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.

  18. 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.

  19. 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.

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

    PubMed Central

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

    2014-01-01

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

  1. Population Uncertainty in Model Ecosystem: Analysis by Stochastic Differential Equation

    NASA Astrophysics Data System (ADS)

    Morita, Satoru; Tainaka, Kei-ichi; Nagata, Hiroyasu; Yoshimura, Jin

    2008-09-01

    Perturbation experiments are carried out by the numerical simulations of a contact process and its mean-field version. Here, the mortality rate increases or decreases suddenly. It is known that fluctuation enhancement (FE) occurs after perturbation, where FE indicates population uncertainty. In the present paper, we develop a new theory of stochastic differential equation. The agreement between the theory and the mean-field simulation is almost perfect. This theory enables us to find a much stronger FE than that reported previously. We discuss the population uncertainty in the recovering process of endangered species.

  2. 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.

  3. 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.

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

    SciTech Connect

    Forcadel, Nicolas; Rao Zhiping Zidani, Hasnaa

    2013-08-01

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

  5. 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…

  6. Travelling fronts in non-local evolution equations

    NASA Astrophysics Data System (ADS)

    de Masi, A.; Gobron, T.; Presutti, E.

    1995-06-01

    The existence of travelling fronts and their uniqueness modulo translations are proved in the context of a one-dimensional, non-local, evolution equation derived in [5] from Ising systems with Glauber dynamics and Kac potentials. The front describes the moving interface between the stable and the metastable phases and it is shown to attract all the profiles which at ± ∞ are in the domain of attraction of the stable and, respectively, the metastable states. The results are compared with those of Fife & McLeod [13] for the Allen-Cahn equation.

  7. 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.

  8. Pseudospectral collocation methods for fourth order differential equations

    NASA Technical Reports Server (NTRS)

    Malek, Alaeddin; Phillips, Timothy N.

    1994-01-01

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

  9. 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.

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

    PubMed

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

    2014-03-01

    Latent differential equations (LDE) use differential equations to analyze time series data. Because of the recent development of this technique, some issues critical to running an LDE model remain. In this article, the authors provide solutions to some of these issues and recommend a step-by-step procedure demonstrated on a set of empirical data, which models the interaction between ovarian hormone cycles and emotional eating. Results indicated that emotional eating is self-regulated. For instance, when people do more emotional eating than normal, they will subsequently tend to decrease their emotional eating behavior. In addition, a sudden increase will produce a stronger tendency to decrease than will a slow increase. We also found that emotional eating is coupled with the cycle of the ovarian hormone estradiol, and the peak of emotional eating occurs after the peak of estradiol. The self-reported average level of negative affect moderates the frequency of eating regulation and the coupling strength between eating and estradiol. Thus, people with a higher average level of negative affect tend to fluctuate faster in emotional eating, and their eating behavior is more strongly coupled with the hormone estradiol. Permutation tests on these empirical data supported the reliability of using LDE models to detect self-regulation and a coupling effect between two regulatory behaviors. PMID:23646992

  11. Differential Forms Basis Functions for Better Conditioned Integral Equations

    SciTech Connect

    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.

  12. 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.

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

    PubMed

    Overfelt, P L

    2001-08-01

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

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

    PubMed

    Overfelt, P L

    2001-08-01

    A right-handed helical nonorthogonal coordinate system is used to determine helical localized wave solutions of the homogeneous scalar wave equation. Introducing the characteristic variables in the helical system, i.e., u = zeta - ct and v = zeta + ct, where zeta is the coordinate along the helical axis, we can use the bidirectional traveling plane wave representation and obtain sets of elementary bidirectional helical solutions to the wave equation. Not only are these sets bidirectional, i.e., based on a product of plane waves, but they may also be broken up into right-handed and left-handed solutions. The elementary helical solutions may in turn be used to create general superpositions, both Fourier and bidirectional, from which new solutions to the wave equation may be synthesized. These new solutions, based on the helical bidirectional superposition, are members of the class of localized waves. Examples of these new solutions are a helical fundamental Gaussian focus wave mode, a helical Bessel-Gauss pulse, and a helical acoustic directed energy pulse train. Some of these solutions have the interesting feature that their shape and localization properties depend not only on the wave number governing propagation along the longitudinal axis but also on the normalized helical pitch. PMID:11488494

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

    NASA Astrophysics Data System (ADS)

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

    2014-11-01

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

  16. Computationally efficient statistical differential equation modeling using homogenization

    USGS Publications Warehouse

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

    2013-01-01

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

  17. Parameter identification in periodic delay differential equations with distributed delay

    NASA Astrophysics Data System (ADS)

    Torkamani, Shahab; Butcher, Eric A.; Khasawneh, Firas A.

    2013-04-01

    In this study, a parameter identification approach for identifying the parameters of a periodic delayed system with distributed delay is introduced based on time series analysis and spectral element analysis. Using this approach the parameters of the distributed delayed system can be identified from the time series of the response of the system. The experimental or numerical data of the response is examined with Floquet theory and time series analysis techniques to estimate a reduced order dynamics, or truncated state space to identify the Floquet multipliers. Parameter identification is then completed using a dynamic map developed for the assumed model of the system which can relate the Floquet multipliers to the unknown parameters in the model. The parameter identification technique is validated numerically for first and second order delay differential equations with distributed delay.

  18. 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.

  19. 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.

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

    PubMed

    Tönsing, Christian; Timmer, Jens; Kreutz, Clemens

    2014-08-01

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

  1. 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.

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

    NASA Astrophysics Data System (ADS)

    Tönsing, Christian; Timmer, Jens; Kreutz, Clemens

    2014-08-01

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

  3. A data storage model for novel partial differential equation descretizations.

    SciTech Connect

    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.

  4. A fingerprint inpainting technique using improved partial differential equation methods

    NASA Astrophysics Data System (ADS)

    Yang, Xiukun; Wang, Dan; Yang, Zhigang

    2011-10-01

    In an automatic fingerprint identification system (AFIS), fingerprint inpainting is a critical step in the preprocessing procedures. Because partially fouled, breaking or scratched latent fingerprint is difficult to be correctly matched to a known fingerprint. However, fingerprint restoration proved to be a particularly challenging problem because conventional image restoration schemes can not be directly applied to fingerprint due to the unique ridge and valley structures in typical fingerprint images. Based on partial differential equations algorithm, this paper presents a fingerprint restoration algorithm composing gradient and orientation field. According to gradient and orientation field of the known pixel points, different weights are used in different orientation field in the restoration process. Experimental results demonstrate that the proposed restoration algorithm can effectively reduce the false feature points.

  5. Bayesian Estimation and Uncertainty Quantification in Differential Equation Models

    NASA Astrophysics Data System (ADS)

    Bhaumik, Prithwish

    In engineering, physics, biomedical sciences, pharmacokinetics and pharmacodynamics (PKPD) and many other fields the regression function is often specified as solution of a system of ordinary differential equations (ODEs) given by. dƒtheta(t) / dt = F(t), ƒtheta(, t),theta), t ∈ [0, 1]; here F is a known appropriately smooth vector valued function. Our interest lies in estimating theta from the noisy data. A two-step approach to solve this problem consists of the first step fitting the data nonparametrically, and the second step estimating the parameter by minimizing the distance between the nonparametrically estimated derivative and the derivative suggested by the system of ODEs. In Chapter 2 we consider a Bayesian analog of the two step approach by putting a finite random series prior on the regression function using B-spline basis. We establish a Bernstein-von Mises theorem for the posterior distribution of the parameter of interest induced from that on the regression function with the n --1/2 contraction rate. Although this approach is computationally fast, the Bayes estimator is not asymptotically efficient. This can be remedied by directly considering the distance between the function in the nonparametric model and a Runge-Kutta (RK4) approximate solution of the ODE while inducing the posterior distribution on the parameter as done in Chapter 3. We also study the asymptotic properties of a direct Bayesian method obtained from the approximate likelihood obtained by the RK4 method in Chapter 3. Chapters 4 and 5 contain the extensions of the methods discussed so far for higher order ODE's and partial differential equations (PDE's) respectively. We have mentioned the scopes of some future works in Chapter 6.

  6. Periodic differential equations with self-adjoint monodromy operator

    NASA Astrophysics Data System (ADS)

    Yudovich, V. I.

    2001-04-01

    A linear differential equation \\dot u=A(t)u with p-periodic (generally speaking, unbounded) operator coefficient in a Euclidean or a Hilbert space \\mathbb H is considered. It is proved under natural constraints that the monodromy operator U_p is self-adjoint and strictly positive if A^*(-t)=A(t) for all t\\in\\mathbb R.It is shown that Hamiltonian systems in the class under consideration are usually unstable and, if they are stable, then the operator U_p reduces to the identity and all solutions are p-periodic.For higher frequencies averaged equations are derived. Remarkably, high-frequency modulation may double the number of critical values.General results are applied to rotational flows with cylindrical components of the velocity a_r=a_z=0, a_\\theta=\\lambda c(t)r^\\beta, \\beta<-1, c(t) is an even p-periodic function, and also to several problems of free gravitational convection of fluids in periodic fields.

  7. Robust algorithms for solving stochastic partial differential equations

    SciTech Connect

    Werner, M.J.; Drummond, P.D.

    1997-04-01

    A robust semi-implicit central partial difference algorithm for the numerical solution of coupled stochastic parabolic partial differential equations (PDEs) is described. This can be used for calculating correlation functions of systems of interacting stochastic fields. Such field equations can arise in the description of Hamiltonian and open systems in the physics of nonlinear processes, and may include multiplicative noise sources. The algorithm can be used for studying the properties of nonlinear quantum or classical field theories. The general approach is outlined and applied to a specific example, namely the quantum statistical fluctuations of ultra-short optical pulses in X{sup 2} parametric waveguides. This example uses non-diagonal coherent state representation, and correctly predicts the sub-shot noise level spectral fluctuations observed in homodyne detection measurements. It is expected that the methods used will be applicable for higher-order correlation functions and other physical problems as well. A stochastic differencing technique for reducing sampling errors is also introduced. This involves solving nonlinear stochastic parabolic PDEs in combination with a reference process, which uses the Wigner representation in the example presented here. A computer implementation on MIMD parallel architectures is discussed. 27 refs., 4 figs.

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

    SciTech Connect

    Mickens, R.E.

    1997-12-12

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

  9. 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.

  10. Equation of state of gluon plasma from local action

    SciTech Connect

    Zwanziger, Daniel

    2007-12-15

    We review recent analytic and numerical results concerning the confinement scenario in Coulomb gauge. We then consider a local, renormalizable, BRST(Becchi-Rouet-Stora-Tyutin)-invariant action for QCD in Coulomb gauge that contains auxiliary bose and fermi ghost fields and sources. When the auxiliary fields are integrated out, one obtains the standard Coulomb gauge action with a cutoff at the Gribov horizon. We use the local formulation to calculate the leading correction to the Stefan-Boltzmann equation of state at high temperature due to the cutoff at the Gribov horizon. It is of order g{sup 6}, which is precisely the order at which the infrared divergence found by Linde divergence first occurs. No such divergence arises in the present calculation because the propagator of would-be physical gluons is suppressed in the infrared due to the proximity of the Gribov horizon in infrared directions.

  11. Symmetry preserving discretization of ordinary differential equations. Large symmetry groups and higher order equations

    NASA Astrophysics Data System (ADS)

    Campoamor-Stursberg, R.; Rodríguez, M. A.; Winternitz, P.

    2016-01-01

    Ordinary differential equations (ODEs) and ordinary difference systems (OΔSs) invariant under the actions of the Lie groups {{SL}}x(2),{{SL}}y(2) and {{SL}}x(2)× {{SL}}y(2) of projective transformations of the independent variables x and dependent variables y are constructed. The ODEs are continuous limits of the OΔSs, or conversely, the OΔSs are invariant discretizations of the ODEs. The invariant OΔSs are used to calculate numerical solutions of the invariant ODEs of order up to five. The solutions of the invariant numerical schemes are compared to numerical solutions obtained by standard Runge-Kutta methods and to exact solutions, when available. The invariant method performs at least as well as standard ones and much better in the vicinity of singularities of solutions.

  12. Automatic mesh-point clustering near a boundary in grid generation with elliptic partial differential equations

    NASA Technical Reports Server (NTRS)

    Steger, J. L.; Sorenson, R. L.

    1979-01-01

    Elliptic partial differential equations are used to generate a smooth grid that permits a one-to-one mapping in such a way that mesh lines of the same family do not cross. Problems that arise due to lack of clustering at crucial points or intersections of mesh lines at highly acute angles, are examined and various forcing or source terms are used (to correct the problems) that are either compatible with the maximum principle or are so locally controlled that mesh lines do not intersect. Attention is given to various schematics of unclustered grids and grid detail about (highly cambered) airfoils.

  13. 2–stage stochastic Runge–Kutta for stochastic delay differential equations

    SciTech Connect

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

    2015-05-15

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

  14. 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.

  15. 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)

  16. Local approximations for effective scalar field equations of motion

    SciTech Connect

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

    2007-10-15

    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.

  17. Analytic Solutions and Resonant Solutions of Hyperbolic Partial Differential Equations

    NASA Astrophysics Data System (ADS)

    Wagenmaker, Timothy Roger

    This dissertation contains two main subject areas. The first deals with solutions to the wave equation Du/Dt + a Du/Dx = 0, where D/Dt and D/Dx represent partial derivatives and a(t,x) is real valued. The question I studied, which arises in control theory, is whether solutions which are real analytic with respect to the time variable are dense in the space of all solutions. If a is real analytic in t and x, the Cauchy-Kovalevsky Theorem implies that the solutions real analytic in t and x are dense, since it suffices to approximate the initial data by polynomials. The same positive result is valid when a is continuously differentiable and independent of t. This is proved by regularization in time. The hypothesis that a is independent of t cannot be replaced by the weaker assumption that a is real analytic in t, even when it is infinitely smooth. I construct a(t,x) for which the solutions which are analytic in time are automatically periodic in time. In particular these solutions are not dense in the space of all solutions. The second area concerns the resonant interaction of oscillatory waves propagating in a compressible inviscid fluid. An asymptotic description given by Andrew Majda, Rodolfo Rosales, and Maria Schonbek (MRS) involves the genuinely nonlinear quasilinear hyperbolic system Du/Dt + D(uu/2)/Dt + v = 0, Dv/Dt - D(vv/2)/Dt - u = 0. They performed many numerical simulations which indicated that small amplitude solutions of this system tend to evade shock formation, and conjectured that "smooth initial data with a sufficiently small amplitude never develop shocks throughout a long time interval of integration.". I proved that for smooth periodic U(x), V(x) and initial data u(0,x) = epsilonU(x), v(0,x) = epsilonV(x), the solution is smooth for time at least constant times | ln epsilon| /epsilon. This is longer than the lifetime order 1/ epsilon of the solution to the decoupled Burgers equations. The decoupled equation describes nonresonant interaction of

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

    PubMed

    Kleinert, H; Zatloukal, V

    2013-11-01

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

  19. Numerical solution of hybrid fuzzy differential equations using improved predictor-corrector method

    NASA Astrophysics Data System (ADS)

    Kim, Hyunsoo; Sakthivel, Rathinasamy

    2012-10-01

    The hybrid fuzzy differential equations have a wide range of applications in science and engineering. This paper considers numerical solution for hybrid fuzzy differential equations. The improved predictor-corrector method is adapted and modified for solving the hybrid fuzzy differential equations. The proposed algorithm is illustrated by numerical examples and the results obtained using the scheme presented here agree well with the analytical solutions. The computer symbolic systems such as Maple and Mathematica allow us to perform complicated calculations of algorithm.

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

    PubMed Central

    Liu, Yuji; Ahmad, Bashir

    2014-01-01

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

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

    PubMed Central

    Do, Tae Sug; Lee, Young S.

    2014-01-01

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

  2. Multiple scattering of proton via stochastic differential equations

    NASA Astrophysics Data System (ADS)

    Kia, M. R.; Noshad, Houshyar

    2015-08-01

    Multiple scattering of protons through a target is explained by a set of coupled stochastic differential equations. The motion of protons in matter is calculated by analytical random sampling from Moliere and Landau probability density functions (PDF). To satisfy the Vavilov theory, the moments for energy distribution of a 49.1 MeV proton beam in aluminum target are obtained. The skewness for the PDF of energy demonstrates that the energy distribution of protons in thin thickness becomes a Landau function, whereas, by increasing the thickness of the target it does not follow a Gaussian function completely. Afterwards, the depth-dose distributions are calculated for a 60 MeV proton beam traversing soft tissue and for a 160 MeV proton beam travelling through water. The results prove that when elastic scattering is taken into account, the Bragg-peak position is decreased, while the dose deposited in the Bragg region is increased. The results obtained in this article are benchmarked by comparison of our results with the experimental data reported in the literature.

  3. 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.

  4. 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.

  5. Modeling ion channel dynamics through reflected stochastic differential equations.

    PubMed

    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.

  6. 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.

  7. A stochastic differential equation model of diurnal cortisol patterns.

    PubMed

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

    2001-03-01

    Circadian modulation of episodic bursts is recognized as the normal physiological pattern of diurnal variation in plasma cortisol levels. The primary physiological factors underlying these diurnal patterns are the ultradian timing of secretory events, circadian modulation of the amplitude of secretory events, infusion of the hormone from the adrenal gland into the plasma, and clearance of the hormone from the plasma by the liver. Each measured plasma cortisol level has an error arising from the cortisol immunoassay. We demonstrate that all of these three physiological principles can be succinctly summarized in a single stochastic differential equation plus measurement error model and show that physiologically consistent ranges of the model parameters can be determined from published reports. We summarize the model parameters in terms of the multivariate Gaussian probability density and establish the plausibility of the model with a series of simulation studies. Our framework makes possible a sensitivity analysis in which all model parameters are allowed to vary simultaneously. The model offers an approach for simultaneously representing cortisol's ultradian, circadian, and kinetic properties. Our modeling paradigm provides a framework for simulation studies and data analysis that should be readily adaptable to the analysis of other endocrine hormone systems. PMID:11171600

  8. 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.

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

    NASA Astrophysics Data System (ADS)

    Ma, Junchi; Zhang, Xiaolong; Liang, Songxin

    2016-08-01

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

  10. Earth fissures and localized differential subsidence

    USGS Publications Warehouse

    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.

  11. Early-warning signs for pattern-formation in stochastic partial differential equations

    NASA Astrophysics Data System (ADS)

    Gowda, Karna; Kuehn, Christian

    2015-05-01

    There have been significant recent advances in our understanding of the potential use and limitations of early-warning signs for predicting drastic changes, so called critical transitions or tipping points, in dynamical systems. A focus of mathematical modeling and analysis has been on stochastic ordinary differential equations, where generic statistical early-warning signs can be identified near bifurcation-induced tipping points. In this paper, we outline some basic steps to extend this theory to stochastic partial differential equations with a focus on analytically characterizing basic scaling laws for linear SPDEs and comparing the results to numerical simulations of fully nonlinear problems. In particular, we study stochastic versions of the Swift-Hohenberg and Ginzburg-Landau equations. We derive a scaling law of the covariance operator in a regime where linearization is expected to be a good approximation for the local fluctuations around deterministic steady states. We compare these results to direct numerical simulation, and study the influence of noise level, noise color, distance to bifurcation and domain size on early-warning signs.

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

    NASA Astrophysics Data System (ADS)

    Ohmori, Shousuke; Yamazaki, Yoshihiro

    2016-01-01

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

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

    SciTech Connect

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

    2014-06-01

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

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

    PubMed

    Ostwald, Dirk; Starke, Ludger

    2016-08-01

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

  15. Local dynamics and spatiotemporal chaos. The Kuramoto- Sivashinsky equation: A case study

    NASA Astrophysics Data System (ADS)

    Wittenberg, Ralf Werner

    The nature of spatiotemporal chaos in extended continuous systems is not yet well-understood. In this thesis, a model partial differential equation, the Kuramoto- Sivashinsky (KS) equation ut+uxxxx+uxx+uux =0 on a large one-dimensional periodic domain, is studied analytically, numerically, and through modeling to obtain a more detailed understanding of the observed spatiotemporally complex dynamics. In particular, with the aid of a wavelet decomposition, the relevant dynamical interactions are shown to be localized in space and scale. Motivated by these results, and by the idea that the attractor on a large domain may be understood via attractors on smaller domains, a spatially localized low- dimensional model for a minimal chaotic box is proposed. A (de)stabilized extension of the KS equation has recently attracted increased interest; for this situation, dissipativity and analyticity areproven, and an explicit shock-like solution is constructed which sheds light on the difficulties in obtaining optimal bounds for the KS equation. For the usual KS equation, the spatiotemporally chaotic state is carefully characterized in real, Fourier and wavelet space. The wavelet decomposition provides good scale separation which isolates the three characteristic regions of the dynamics: large scales of slow Gaussian fluctuations, active scales containing localized interactions of coherent structures, and small scales. Space localization is shown through a comparison of various correlation lengths and a numerical experiment in which different modes are uncoupled to estimate a dynamic interaction length. A detailed picture of the contributions of different scales to the spatiotemporally complex dynamics is obtained via a Galerkin projection of the KS equation onto the wavelet basis, and an extensive series of numerical experiments in which different combinations of wavelet levels are eliminated or forced. These results, and a formalism to derive an effective equation for

  16. Oscillation criteria for second order forced ordinary differential equations with mixed nonlinearities

    NASA Astrophysics Data System (ADS)

    Sun, Yuan Gong; Wong, James S. W.

    2007-10-01

    We present new oscillation criteria for the second order forced ordinary differential equation with mixed nonlinearities: where , p(t) is positive and differentiable, [alpha]1>...>[alpha]m>1>[alpha]m+1>...>[alpha]n. No restriction is imposed on the forcing term e(t) to be the second derivative of an oscillatory function. When n=1, our results reduce to those of El-Sayed [M.A. El-Sayed, An oscillation criterion for a forced second order linear differential equation, Proc. Amer. Math. Soc. 118 (1993) 813-817], Wong [J.S.W. Wong, Oscillation criteria for a forced second linear differential equations, J. Math. Anal. Appl. 231 (1999) 235-240], Sun, Ou and Wong [Y.G. Sun, C.H. Ou, J.S.W. Wong, Interval oscillation theorems for a linear second order differential equation, Comput. Math. Appl. 48 (2004) 1693-1699] for the linear equation, Nazr [A.H. Nazr, Sufficient conditions for the oscillation of forced super-linear second order differential equations with oscillatory potential, Proc. Amer. Math. Soc. 126 (1998) 123-125] for the superlinear equation, and Sun and Wong [Y.G. Sun, J.S.W. Wong, Note on forced oscillation of nth-order sublinear differential equations, JE Math. Anal. Appl. 298 (2004) 114-119] for the sublinear equation.

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

    NASA Astrophysics Data System (ADS)

    Han, Zhong; Chen, Yong

    2016-09-01

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

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

    ERIC Educational Resources Information Center

    Deboeck, Pascal R.; Boker, Steven M.

    2010-01-01

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

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

    ERIC Educational Resources Information Center

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

    2009-01-01

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

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

    ERIC Educational Resources Information Center

    Graham, Jeff; Barnes, Julia

    1997-01-01

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

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

    ERIC Educational Resources Information Center

    Cid, Jose Angel

    2009-01-01

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

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

    NASA Technical Reports Server (NTRS)

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

    2002-01-01

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

  3. New comparison results for impulsive integro-differential equations and applications

    NASA Astrophysics Data System (ADS)

    Nieto, Juan J.; Rodriguez-Lopez, Rosana

    2007-04-01

    We prove some new maximum principles for ordinary integro-differential equations. This allows us to introduce a new definition of lower and upper solutions which leads to the development of the monotone iterative technique for a periodic boundary value problem related to a nonlinear first-order impulsive integro-differential equation.

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

    NASA Astrophysics Data System (ADS)

    Ashyralyev, Allaberen; Karaca, Bahriye

    2016-08-01

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

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

    ERIC Educational Resources Information Center

    Robin, W.

    2007-01-01

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

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

    NASA Astrophysics Data System (ADS)

    Huang, Ding-jiang; Ivanova, Nataliya M.

    2016-02-01

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

  7. Exact Solutions for Fractional Differential-Difference Equations by an Extended Riccati Sub-ODE Method

    NASA Astrophysics Data System (ADS)

    Feng, Qing-Hua

    2013-05-01

    In this paper, an extended Riccati sub-ODE method is proposed to establish new exact solutions for fractional differential-difference equations in the sense of modified Riemann—Liouville derivative. By a fractional complex transformation, a given fractional differential-difference equation can be turned into another differential-difference equation of integer order. The validity of the method is illustrated by applying it to solve the fractional Hybrid lattice equation and the fractional relativistic Toda lattice system. As a result, some new exact solutions including hyperbolic function solutions, trigonometric function solutions and rational solutions are established.

  8. Numerical approximation of a nonlinear delay-advance functional differential equation by a finite element method

    NASA Astrophysics Data System (ADS)

    Teodoro, M. F.

    2012-09-01

    We are particularly interested in the numerical solution of the functional differential equations with symmetric delay and advance. In this work, we consider a nonlinear forward-backward equation, the Fitz Hugh-Nagumo equation. It is presented a scheme which extends the algorithm introduced in [1]. A computational method using Newton's method, finite element method and method of steps is developped.

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

    ERIC Educational Resources Information Center

    Quinn, Terry; Rai, Sanjay

    2012-01-01

    The method of variation of parameters can be found in most undergraduate textbooks on differential equations. The method leads to solutions of the non-homogeneous equation of the form y = u[subscript 1]y[subscript 1] + u[subscript 2]y[subscript 2], a sum of function products using solutions to the homogeneous equation y[subscript 1] and…

  10. Boundedness of weak solutions to evolutionary partial integro-differential equations with discontinuous coefficients

    NASA Astrophysics Data System (ADS)

    Zacher, Rico

    2008-12-01

    We investigate linear and quasilinear evolutionary partial integro-differential equations of second order which include time fractional evolution equations of time order less than one. By means of suitable energy estimates and De Giorgi's iteration technique we establish results asserting the global boundedness of appropriately defined weak solutions of these problems. We also show that a maximum principle holds for such equations.

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

    SciTech Connect

    Granita; Bahar, A.

    2015-03-09

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

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

    NASA Astrophysics Data System (ADS)

    Granita, Bahar, A.

    2015-03-01

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

  13. New variational principles for locating periodic orbits of differential equations.

    PubMed

    Boghosian, Bruce M; Fazendeiro, Luis M; Lätt, Jonas; Tang, Hui; Coveney, Peter V

    2011-06-13

    We present new methods for the determination of periodic orbits of general dynamical systems. Iterative algorithms for finding solutions by these methods, for both the exact continuum case, and for approximate discrete representations suitable for numerical implementation, are discussed. Finally, we describe our approach to the computation of unstable periodic orbits of the driven Navier-Stokes equations, simulated using the lattice Boltzmann equation.

  14. Advanced Methods for the Solution of Differential Equations.

    ERIC Educational Resources Information Center

    Goldstein, Marvin E.; Braun, Willis H.

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

  15. Lateral boundary differentiability of solutions of parabolic equations in nondivergence form

    NASA Astrophysics Data System (ADS)

    Huang, Yongpan; Li, Dongsheng; Wang, Lihe

    The lateral boundary differentiability is shown for solutions of parabolic differential equations in nondivergence form under the assumptions that the parabolic boundary satisfies the exterior Dini condition and is punctually C1 differentiable one-sided in t-direction. The classical barrier technique, the maximum principle, the interior Harnack inequality and an iteration procedure are the main analytical tools.

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

    SciTech Connect

    Kaise, Hidehiro Sheu, S.-J.

    2005-06-15

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

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

    PubMed Central

    Liang, Hua

    2008-01-01

    Differential equation (DE) models are widely used in many scientific fields that include engineering, physics and biomedical sciences. The so-called “forward problem”, the problem of simulations and predictions of state variables for given parameter values in the DE models, has been extensively studied by mathematicians, physicists, engineers and other scientists. However, the “inverse problem”, the problem of parameter estimation based on the measurements of output variables, has not been well explored using modern statistical methods, although some least squares-based approaches have been proposed and studied. In this paper, we propose parameter estimation methods for ordinary differential equation models (ODE) based on the local smoothing approach and a pseudo-least squares (PsLS) principle under a framework of measurement error in regression models. The asymptotic properties of the proposed PsLS estimator are established. We also compare the PsLS method to the corresponding SIMEX method and evaluate their finite sample performances via simulation studies. We illustrate the proposed approach using an application example from an HIV dynamic study. PMID:19956350

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

    SciTech Connect

    Heinkenschloss, M.

    1994-12-31

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

  19. Higher-order differential variational principle and differential equations of motion for mechanical systems in event space

    NASA Astrophysics Data System (ADS)

    Zhang, Xiang-Wu; Li, Yuan-Yuan; Zhao, Xiao-Xia; Luo, Wen-Feng

    2014-10-01

    In this paper we study the higher-order differential variational principle and differential equations of motion for mechanical systems in event space. Based on the higher-order d'Alembert principle of the system, the higher-order velocity energy and the higher-order acceleration energy of the system in event space are defined, the higher-order d'Alembert—Lagrange principle of the system in event space is established, and the parametric forms of Euler—Lagrange, Nielsen and Appell for this principle are given. Finally, the higher-order differential equations of motion for holonomic systems in event space are obtained.

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

    NASA Astrophysics Data System (ADS)

    Laughlin, Ryan; Close, Hunter

    2012-03-01

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

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

    NASA Astrophysics Data System (ADS)

    Camporesi, Roberto

    2011-06-01

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

  2. On construction of solutions of linear fractional differential equations with constant coefficients

    NASA Astrophysics Data System (ADS)

    Borikhanov, Meiirkhan B.; Turmetov, Batirkhan Kh.

    2016-08-01

    One of the effective methods for finding exact solutions of differential equations is the method based on the operator representation of solutions. The essence of this method is to construct a series, whose members are the relevant iteration operators acting to some classes of sufficiently smooth functions. This method is widely used in the papers of Bondarenko for construction of solutions of differential equations of the integer order. In this paper, the operator method is applied to construct solutions of linear differential equations with constant coefficients and generalized Riemann-Liouville fractional derivative of order α and type γ. Then fundamental solutions are used to obtain the unique solution of the Cauchy problem.

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

    NASA Astrophysics Data System (ADS)

    Aksoy, Esin; Kaplan, Melike; Bekir, Ahmet

    2016-04-01

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

  4. Consistent Riccati Expansion Method and Its Applications to Nonlinear Fractional Partial Differential Equations

    NASA Astrophysics Data System (ADS)

    Huang, Qing; Wang, Li-Zhen; Zuo, Su-Li

    2016-02-01

    In this paper, a consistent Riccati expansion method is developed to solve nonlinear fractional partial differential equations involving Jumarie's modified Riemann-Liouville derivative. The efficiency and power of this approach are demonstrated by applying it successfully to some important fractional differential equations, namely, the time fractional Burgers, fractional Sawada-Kotera, and fractional coupled mKdV equation. A variety of new exact solutions to these equations under study are constructed. Supported by the National Natural Science Foundation of China under Grant Nos. 11101332, 11201371, 11371293 and the Natural Science Foundation of Shaanxi Province under Grant No. 2015JM1037

  5. Experience with the parallel solution of partial differential equations on a distributed computed system

    SciTech Connect

    Gelenbe, E.; Lichnewsky, A.; Staphylopatis, A.

    1982-12-01

    It is of interest to determine whether loosely coupled multiprocessors can be profitably used for the solution of larger numerical problems. The authors present a performance evaluation of the gain obtained by solving partial differential equation systems on such an architecture. The experimental setting is an LSI 11 based multiprocessor system using a fiber optics local area network designed and implemented at Laboratoire de Recherche en Informatique, Universite Paris-Sud. The paper includes a discussion of the numerical methods and of their implementation, a performance model of the parallel processing system, and measurements taken on the experimental system. The experimentally validated theoretical results confirm the interest of the authors approach based on performance models. 11 references.

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

    PubMed

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

    2016-01-01

    In this study, we establish exact solutions of fractional Kawahara equation by using the idea of [Formula: see text]-expansion method. The results of different studies show that the method is very effective and can be used as an alternative for finding exact solutions of nonlinear evolution equations (NLEEs) in mathematical physics. The solitary wave solutions are expressed by the hyperbolic, trigonometric, exponential and rational functions. Graphical representations along with the numerical data reinforce the efficacy of the used procedure. The specified idea is very effective, expedient for fractional PDEs, and could be extended to other physical problems. PMID:27047707

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

    NASA Technical Reports Server (NTRS)

    Simon, M. K.

    1980-01-01

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

  8. Stability Criteria for Differential Equations with Variable Time Delays

    ERIC Educational Resources Information Center

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

    2002-01-01

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

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

    NASA Astrophysics Data System (ADS)

    Akhmet, M. U.

    2007-12-01

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

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

    SciTech Connect

    Fuhrman, Marco Hu, Ying

    2007-09-15

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

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

    NASA Technical Reports Server (NTRS)

    Dickmanns, E. D.

    1972-01-01

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

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

    NASA Technical Reports Server (NTRS)

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

    1993-01-01

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

  13. The coquaternion algebra and complex partial differential equations

    NASA Astrophysics Data System (ADS)

    Dimiev, Stancho; Konstantinov, Mihail; Todorov, Vladimir

    2009-11-01

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

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

    NASA Technical Reports Server (NTRS)

    Jameson, A.

    1976-01-01

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

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

    SciTech Connect

    Jerome L.V. Lewandowski

    2005-01-25

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

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

    PubMed Central

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

    2015-01-01

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

  17. The numerical dynamic for highly nonlinear partial differential equations

    NASA Technical Reports Server (NTRS)

    Lafon, A.; Yee, H. C.

    1992-01-01

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

  18. FAST TRACK COMMUNICATION: On the Liouvillian solution of second-order linear differential equations and algebraic invariant curves

    NASA Astrophysics Data System (ADS)

    Man, Yiu-Kwong

    2010-10-01

    In this communication, we present a method for computing the Liouvillian solution of second-order linear differential equations via algebraic invariant curves. The main idea is to integrate Kovacic's results on second-order linear differential equations with the Prelle-Singer method for computing first integrals of differential equations. Some examples on using this approach are provided.

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

    SciTech Connect

    Gear, C.W.

    1980-01-01

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

  20. Differential invariants and exact solutions of the Einstein equations

    NASA Astrophysics Data System (ADS)

    Lychagin, Valentin; Yumaguzhin, Valeriy

    2016-03-01

    In this paper (cf. Lychagin and Yumaguzhin, in Anal Math Phys, 2016) a class of totally geodesics solutions for the vacuum Einstein equations is introduced. It consists of Einstein metrics of signature (1,3) such that 2-dimensional distributions, defined by the Weyl tensor, are completely integrable and totally geodesic. The complete and explicit description of metrics from these class is given. It is shown that these metrics depend on two functions in one variable and one harmonic function.

  1. SDP-based approximation of stabilising solutions for periodic matrix Riccati differential equations

    NASA Astrophysics Data System (ADS)

    Gusev, Sergei V.; Shiriaev, Anton S.; Freidovich, Leonid B.

    2016-07-01

    Numerically finding stabilising feedback control laws for linear systems of periodic differential equations is a nontrivial task with no known reliable solutions. The most successful method requires solving matrix differential Riccati equations with periodic coefficients. All previously proposed techniques for solving such equations involve numerical integration of unstable differential equations and consequently fail whenever the period is too large or the coefficients vary too much. Here, a new method for numerical computation of stabilising solutions for matrix differential Riccati equations with periodic coefficients is proposed. Our approach does not involve numerical solution of any differential equations. The approximation for a stabilising solution is found in the form of a trigonometric polynomial, matrix coefficients of which are found solving a specially constructed finite-dimensional semidefinite programming (SDP) problem. This problem is obtained using maximality property of the stabilising solution of the Riccati equation for the associated Riccati inequality and sampling technique. Our previously published numerical comparisons with other methods shows that for a class of problems only this technique provides a working solution. Asymptotic convergence of the computed approximations to the stabilising solution is proved below under the assumption that certain combinations of the key parameters are sufficiently large. Although the rate of convergence is not analysed, it appeared to be exponential in our numerical studies.

  2. The unified transform for linear, linearizable and integrable nonlinear partial differential equations

    NASA Astrophysics Data System (ADS)

    Fokas, A. S.; De Lillo, S.

    2014-03-01

    So-called inverse scattering provides a powerful method for analyzing the initial value problem for a large class of nonlinear evolution partial differential equations which are called integrable. In the late 1990s, the first author, motivated by inverse scattering, introduced a new method for analyzing boundary value problems. This method provides a unified treatment for linear, linearizable and integrable nonlinear partial differential equations. Here, this method, which is often referred to as the unified transform, is illustrated for the following concrete cases: the heat equation on the half-line; the nonlinear Schrödinger equation on the half-line; Burger's equation on the half-line; and Burger's equation on a moving boundary.

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

    NASA Astrophysics Data System (ADS)

    Simons, Neil Richard Samuel

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

  4. Numerical solutions of linear differential-algebraic equation systems via Hartley series

    NASA Astrophysics Data System (ADS)

    Ünal, Emrah; Yalçın, Numan; ćelik, Ercan

    2014-08-01

    In this paper, Hartley series are presented first. Then, the operational matrix of integration together with the product and coefficient matrices are presented. They are used to transform linear differential equation systems to a set of linear algebraic equations. Finally, numerical examples are given.

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

    NASA Astrophysics Data System (ADS)

    Khairullin, Ermek

    2016-08-01

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

  6. A Multilevel Algorithm for the Solution of Second Order Elliptic Differential Equations on Sparse Grids

    NASA Technical Reports Server (NTRS)

    Pflaum, Christoph

    1996-01-01

    A multilevel algorithm is presented that solves general second order elliptic partial differential equations on adaptive sparse grids. The multilevel algorithm consists of several V-cycles. Suitable discretizations provide that the discrete equation system can be solved in an efficient way. Numerical experiments show a convergence rate of order Omicron(1) for the multilevel algorithm.

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

    SciTech Connect

    Mikulevicius, R.; Pragarauskas, H.

    2011-08-15

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

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

    USGS Publications Warehouse

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

    1982-01-01

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

  9. Localization transition in one dimension using Wegner flow equations

    NASA Astrophysics Data System (ADS)

    Quito, Victor L.; Titum, Paraj; Pekker, David; Refael, Gil

    2016-09-01

    The flow-equation method was proposed by Wegner as a technique for studying interacting systems in one dimension. Here, we apply this method to a disordered one-dimensional model with power-law decaying hoppings. This model presents a transition as function of the decaying exponent α . We derive the flow equations and the evolution of single-particle operators. The flow equation reveals the delocalized nature of the states for α <1/2 . Additionally, in the regime α >1/2 , we present a strong-bond renormalization group structure based on iterating the three-site clusters, where we solve the flow equations perturbatively. This renormalization group approach allows us to probe the critical point (α =1 ). This method correctly reproduces the critical level-spacing statistics and the fractal dimensionality of the eigenfunctions.

  10. A note on a corrector formula for the numerical solution of ordinary differential equations

    NASA Technical Reports Server (NTRS)

    Chien, Y.-C.; Agrawal, K. M.

    1979-01-01

    A new corrector formula for predictor-corrector methods for numerical solutions of ordinary differential equations is presented. Two considerations for choosing corrector formulas are given: (1) the coefficient in the error term and (2) its stability properties. The graph of the roots of an equation plotted against its stability region, of different values, is presented along with the tables that correspond to various corrector equations, including Hamming's and Milne and Reynolds'.

  11. Study of coupled nonlinear partial differential equations for finding exact analytical solutions

    PubMed Central

    Khan, Kamruzzaman; Akbar, M. Ali; Koppelaar, H.

    2015-01-01

    Exact solutions of nonlinear partial differential equations (NPDEs) are obtained via the enhanced (G′/G)-expansion method. The method is subsequently applied to find exact solutions of the Drinfel'd–Sokolov–Wilson (DSW) equation and the (2+1)-dimensional Painlevé integrable Burgers (PIB) equation. The efficiency of this method for finding these exact solutions is demonstrated. The method is effective and applicable for many other NPDEs in mathematical physics. PMID:26587256

  12. IDSOLVER: A general purpose solver for nth-order integro-differential equations

    NASA Astrophysics Data System (ADS)

    Gelmi, Claudio A.; Jorquera, Héctor

    2014-01-01

    Many mathematical models of complex processes may be posed as integro-differential equations (IDE). Many numerical methods have been proposed for solving those equations, but most of them are ad hoc thus new equations have to be solved from scratch for translating the IDE into the framework of the specific method chosen. Furthermore, there is a paucity of general-purpose numerical solvers that free the user from additional tasks.

  13. Variational estimation of the drift for stochastic differential equations from the empirical density

    NASA Astrophysics Data System (ADS)

    Batz, Philipp; Ruttor, Andreas; Opper, Manfred

    2016-08-01

    We present a method for the nonparametric estimation of the drift function of certain types of stochastic differential equations from the empirical density. It is based on a variational formulation of the Fokker–Planck equation. The minimization of an empirical estimate of the variational functional using kernel based regularization can be performed in closed form. We demonstrate the performance of the method on second order, Langevin-type equations and show how the method can be generalized to other noise models.

  14. Numerical Treatment of Differential-Algebraic Equations with Index 2

    NASA Astrophysics Data System (ADS)

    Attili, Basem S.

    2007-09-01

    We will consider index-2 differential algebraic systems. Since they are usually harder to solve, we will show how to reduce the index 2 problem to index 1 DAE which becomes easier to solve numerically. For the numerical treatment, we will treat the resulting index-1 DAE using power series solutions coupled with pade' approximation for better convergence results. Numerical examples will be presented also.

  15. Stochastic Calculus and Differential Equations for Physics and Finance

    NASA Astrophysics Data System (ADS)

    McCauley, Joseph L.

    2013-02-01

    1. Random variables and probability distributions; 2. Martingales, Markov, and nonstationarity; 3. Stochastic calculus; 4. Ito processes and Fokker-Planck equations; 5. Selfsimilar Ito processes; 6. Fractional Brownian motion; 7. Kolmogorov's PDEs and Chapman-Kolmogorov; 8. Non Markov Ito processes; 9. Black-Scholes, martingales, and Feynman-Katz; 10. Stochastic calculus with martingales; 11. Statistical physics and finance, a brief history of both; 12. Introduction to new financial economics; 13. Statistical ensembles and time series analysis; 14. Econometrics; 15. Semimartingales; References; Index.

  16. Linear Ordinary Differential Equations with Constant Coefficients. Revisiting the Impulsive Response Method Using Factorization

    ERIC Educational Resources Information Center

    Camporesi, Roberto

    2011-01-01

    We present an approach to the impulsive response method for solving linear constant-coefficient ordinary differential equations based on the factorization of the differential operator. The approach is elementary, we only assume a basic knowledge of calculus and linear algebra. In particular, we avoid the use of distribution theory, as well as of…

  17. Derivation of a Differential Equation Exhibiting Replicative Time-Evolution Patterns by Inverse Ultra-Discretization

    NASA Astrophysics Data System (ADS)

    Tanaka, Hiroshi; Nakajima, Asumi; Nishiyama, Akinobu; Tokihiro, Tetsuji

    2009-03-01

    A differential equation exhibiting replicative time-evolution patterns is derived by inverse ultradiscretizatrion of Fredkin’s game, which is one of the simplest replicative cellular automaton (CA) in two dimensions. This is achieved by employing a certain filter and a clock function in the equation. These techniques are applicable to the inverse ultra-discretization (IUD) of other CA and stabilize the time-evolution of the obtained differential equation. Application to the game of life, another CA in two dimensions, is also presented.

  18. Block method of Runge Kutta type for solving differential algebraic equation

    NASA Astrophysics Data System (ADS)

    Wen, Khoo Kai; Majid, Zanariah Abdul; Senu, Norazak

    2015-10-01

    In this paper, a self-starting block method of Runge Kutta type is proposed to solve semi-explicit index-1 differential algebraic equation (DAE). Semi-explicit DAE consists of a system of ordinary differential equations with algebraic constraints. This method will compute the solutions of DAE at two points simultaneously in a block by block steps using constant step size. The DAE is a stiff equation, therefore the Newton iteration is needed during the implementation. Numerical examples are given in order to illustrate the efficiency of the block method when solving the DAE.

  19. A fifth order implicit method for the numerical solution of differential-algebraic equations

    NASA Astrophysics Data System (ADS)

    Skvortsov, L. M.

    2015-06-01

    An implicit two-step Runge-Kutta method of fifth order is proposed for the numerical solution of differential and differential-algebraic equations. The location of nodes in this method makes it possible to estimate the values of higher derivatives at the initial and terminal points of an integration step. Consequently, the proposed method can be regarded as a finite-difference analog of the Obrechkoff method. Numerical results, some of which are presented in this paper, show that our method preserves its order while solving stiff equations and equations of indices two and three. This is the main advantage of the proposed method as compared with the available ones.

  20. Design of three-mirror telescopes via a differential equation method

    NASA Astrophysics Data System (ADS)

    Chao, Shao-Hua; Evans, Neal C.; Shealy, David L.; Johnson, R. Barry

    1996-11-01

    A differential equation method is applied to the design of a three-mirror telescope. The resulting system is mostly free of spherical aberration, coma and astigmatism. From caustic theory and a generalization of the Coddington Equations, the Abbe sine condition and the constant optical path length condition, three coupled differential equations, one for each reflecting surface, are generated. A system which satisfies these conditions will have a high resolution over a wide field of view. Analysis of this application is presented as a comparison to a similar three-mirror telescope system produced by conventional optimization techniques.

  1. Solving the quantum brachistochrone equation through differential geometry

    NASA Astrophysics Data System (ADS)

    You, Chenglong; Wilde, Mark; Dowling, Jonathan; Wang, Xiaoting

    2016-05-01

    The ability of generating a particular quantum state, or model a physical quantum device by exploring quantum state transfer, is important in many applications such as quantum chemistry, quantum information processing, quantum metrology and cooling. Due to the environmental noise, a quantum device suffers from decoherence causing information loss. Hence, completing the state-generation task in a time-optimal way can be considered as a straightforward method to reduce decoherence. For a quantum system whose Hamiltonian has a fixed type and a finite energy bandwidth, it has been found that the time-optimal quantum evolution can be characterized by the quantum brachistochrone equation. In addition, the brachistochrone curve is found to have a geometric interpretation: it is the limit of a one-parameter family of geodesics on a sub-Riemannian model. Such geodesic-brachistochrone connection provides an efficient numerical method to solve the quantum brachistochrone equation. In this work, we will demonstrate this numerical method by studying the time-optimal state-generating problem on a given quantum spin system. We also find that the Pareto weighted-sum optimization turns out to be a simple but efficient method in solving the quantum time-optimal problems. We would like to acknowledge support from NSF under Award No. CCF-1350397.

  2. Approximate controllability of impulsive differential equations with state-dependent delay

    NASA Astrophysics Data System (ADS)

    Sakthivel, R.; Anandhi, E. R.

    2010-02-01

    In order to describe various real-world problems in physical and engineering sciences subject to abrupt changes at certain instants during the evolution process, impulsive differential equations have been used to describe the system model. In this article, the problem of approximate controllability for nonlinear impulsive differential equations with state-dependent delay is investigated. We study the approximate controllability for nonlinear impulsive differential system under the assumption that the corresponding linear control system is approximately controllable. Using methods of functional analysis and semigroup theory, sufficient conditions are formulated and proved. Finally, an example is provided to illustrate the proposed theory.

  3. Convergence of Galerkin Solutions for Linear Differential Algebraic Equations in Hilbert Spaces

    NASA Astrophysics Data System (ADS)

    Matthes, Michael; Tischendorf, Caren

    2010-09-01

    The simulation of complex systems describing different physical effects becomes more and more of interest in various applications. Examples are couplings describing interactions between circuits and semiconductor devices, circuits and electromagnetic fields, fluids and structures. The modeling of such complex processes [1, 2, 3, 4, 7, 8] often leads to coupled systems that are composed of ordinary differential equations (ODEs), differential-algebraic equations (DAEs) and partial differential equations (PDEs). Such coupled systems can be regarded in the general framework of abstract differential-algebraic equations. Here, we discuss a Galerkin approach for handling linear abstract differential-algebraic equations with monotone operators. It is shown to provide solutions that converge to the unique solution of the abstract differential-algebraic system. Furthermore, the solution is proved to depend continuously on the data. The most interesting point of the Galerkin approach is the choice of basis functions. They have to be chosen in proper subspaces in order to guarantee that the solution satisfies the non-dynamic constraints. In contrast to other approaches as e.g. [5, 6], this approach allows time dependent operators but needs monotonicity.

  4. Wavelet transforms as solutions of partial differential equations

    SciTech Connect

    Zweig, G.

    1997-10-01

    This is the final report of a three-year, Laboratory Directed Research and Development (LDRD) project at Los Alamos National Laboratory (LANL). Wavelet transforms are useful in representing transients whose time and frequency structure reflect the dynamics of an underlying physical system. Speech sound, pressure in turbulent fluid flow, or engine sound in automobiles are excellent candidates for wavelet analysis. This project focused on (1) methods for choosing the parent wavelet for a continuous wavelet transform in pattern recognition applications and (2) the more efficient computation of continuous wavelet transforms by understanding the relationship between discrete wavelet transforms and discretized continuous wavelet transforms. The most interesting result of this research is the finding that the generalized wave equation, on which the continuous wavelet transform is based, can be used to understand phenomena that relate to the process of hearing.

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

    NASA Technical Reports Server (NTRS)

    Silver, A. H.; Sullivan, E.

    1973-01-01

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

  6. Perturbations of linear delay differential equations at the verge of instability.

    PubMed

    Lingala, N; Namachchivaya, N Sri

    2016-06-01

    The characteristic equation for a linear delay differential equation (DDE) has countably infinite roots on the complex plane. This paper considers linear DDEs that are on the verge of instability, i.e., a pair of roots of the characteristic equation lies on the imaginary axis of the complex plane and all other roots have negative real parts. It is shown that when small noise perturbations are present, the probability distribution of the dynamics can be approximated by the probability distribution of a certain one-dimensional stochastic differential equation (SDE) without delay. This is advantageous because equations without delay are easier to simulate and one-dimensional SDEs are analytically tractable. When the perturbations are also linear, it is shown that the stability depends on a specific complex number. The theory is applied to study oscillators with delayed feedback. Some errors in other articles that use multiscale approach are pointed out. PMID:27415205

  7. Solution of nonlinear partial differential equations using the Chebyshev spectral method

    NASA Astrophysics Data System (ADS)

    Kapania, R. K.; Eldred, L. B.

    1991-05-01

    The spectral method is a powerful numerical technique for solving engineering differential equations. The method is a specialization of the method of weighted residuals. Trial functions that are easily and exactly differentiable are used. Often the functions used also satisfy an orthogonality equation, which can improve the efficiency of the approximation. Generally, the entire domain is modeled, but multiple sub-domains may be used. A Chebyshev-Collocation Spectral method is used to solve a two-dimensional, highly nonlinear, two parameter Bratu's equation. This equation previously assumed to have only symmetric solutions are shown to have regions where solutions that are non-symmetric in x and y are valid. Away from these regions an accurate and efficient technique for tracking the equation's multi-valued solutions was developed. It is found that the accuracy of the present method is very good, with a significant improvement in computer time.

  8. Perturbations of linear delay differential equations at the verge of instability

    NASA Astrophysics Data System (ADS)

    Lingala, N.; Namachchivaya, N. Sri

    2016-06-01

    The characteristic equation for a linear delay differential equation (DDE) has countably infinite roots on the complex plane. This paper considers linear DDEs that are on the verge of instability, i.e., a pair of roots of the characteristic equation lies on the imaginary axis of the complex plane and all other roots have negative real parts. It is shown that when small noise perturbations are present, the probability distribution of the dynamics can be approximated by the probability distribution of a certain one-dimensional stochastic differential equation (SDE) without delay. This is advantageous because equations without delay are easier to simulate and one-dimensional SDEs are analytically tractable. When the perturbations are also linear, it is shown that the stability depends on a specific complex number. The theory is applied to study oscillators with delayed feedback. Some errors in other articles that use multiscale approach are pointed out.

  9. U(1)-invariant membranes: The geometric formulation, Abel, and pendulum differential equations

    SciTech Connect

    Zheltukhin, A. A.; Trzetrzelewski, M.

    2010-06-15

    The geometric approach to study the dynamics of U(1)-invariant membranes is developed. The approach reveals an important role of the Abel nonlinear differential equation of the first type with variable coefficients depending on time and one of the membrane extendedness parameters. The general solution of the Abel equation is constructed. Exact solutions of the whole system of membrane equations in the D=5 Minkowski space-time are found and classified. It is shown that if the radial component of the membrane world vector is only time dependent, then the dynamics is described by the pendulum equation.

  10. Nonlinear self-adjointness, conservation laws, and the construction of solutions of partial differential equations using conservation laws

    NASA Astrophysics Data System (ADS)

    Ibragimov, N. Kh; Avdonina, E. D.

    2013-10-01

    The method of nonlinear self-adjointness, which was recently developed by the first author, gives a generalization of Noether's theorem. This new method significantly extends approaches to constructing conservation laws associated with symmetries, since it does not require the existence of a Lagrangian. In particular, it can be applied to any linear equations and any nonlinear equations that possess at least one local conservation law. The present paper provides a brief survey of results on conservation laws which have been obtained by this method and published mostly in recent preprints of the authors, along with a method for constructing exact solutions of systems of partial differential equations with the use of conservation laws. In most cases the solutions obtained by the method of conservation laws cannot be found as invariant or partially invariant solutions. Bibliography: 23 titles.

  11. Partial differential equations-based segmentation for radiotherapy treatment planning.

    PubMed

    Gibou, Frederic; Levy, Doron; Cardenas, Carlos; Liu, Pingyu; Boyer, Arthur

    2005-04-01

    The purpose of this study is to develop automatic algorithms for the segmentation phase of radiotherapy treatment planning. We develop new image processing techniques that are based on solving a partial diferential equation for the evolution of the curve that identifies the segmented organ. The velocity function is based on the piecewise Mumford-Shah functional. Our method incorporates information about the target organ into classical segmentation algorithms. This information, which is given in terms of a three- dimensional wireframe representation of the organ, serves as an initial guess for the segmentation algorithm. We check the performance of the new algorithm on eight data sets of three diferent organs: rectum, bladder, and kidney. The results of the automatic segmentation were compared with a manual seg- mentation of each data set by radiation oncology faculty and residents. The quality of the automatic segmentation was measured with the k-statistics", and with a count of over- and undersegmented frames, and was shown in most cases to be very close to the manual segmentation of the same data. A typical segmentation of an organ with sixty slices takes less than ten seconds on a Pentium IV laptop.

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

    SciTech Connect

    Pernice, Michael; Johnson, Christopher R.; Smith, Philip J.; Fogelson, Aaron

    1998-12-08

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

  13. On several aspects and applications of the multigrid method for solving partial differential equations

    NASA Technical Reports Server (NTRS)

    Dinar, N.

    1978-01-01

    Several aspects of multigrid methods are briefly described. The main subjects include the development of very efficient multigrid algorithms for systems of elliptic equations (Cauchy-Riemann, Stokes, Navier-Stokes), as well as the development of control and prediction tools (based on local mode Fourier analysis), used to analyze, check and improve these algorithms. Preliminary research on multigrid algorithms for time dependent parabolic equations is also described. Improvements in existing multigrid processes and algorithms for elliptic equations were studied.

  14. Differentiated Response of Snowpack to Climate Change at Local Scale

    NASA Astrophysics Data System (ADS)

    Pons, M.; López Moreno, J. I.; Rosas-Casals, M.; Jover, E.

    2014-12-01

    Local factors such as topography, aspect, elevation or local wind can significantly affect the spatial distribution of snow. This study intends to understand the effect of these factors and model a differentiated response of snowpack to climate change at small scale. In order to accomplish this objective, a network of wind, temperature and humidity sensors has been deployed in two different ski areas of the Pyrenees to monitor and analyze the effect of local factors on these variables. Moreover, snow depth and density, snowmaking working and time-lapse imagery of slopes will be analyzed during a winter season in order to better understand the snowpack changes and distribution due to local factors and the technical work on the ski resorts. The main aim of this study is to better understand the differentiated response of the snowpack at small scale considering local factors in order to improve and enhance the efficiency of the present daily management for example in ski resort areas and the planning of future adaptation strategies to climate change.

  15. Local random potentials of high differentiability to model the Landscape

    SciTech Connect

    Battefeld, T.; Modi, C.

    2015-03-09

    We generate random functions locally via a novel generalization of Dyson Brownian motion, such that the functions are in a desired differentiability class C{sup k}, while ensuring that the Hessian is a member of the Gaussian orthogonal ensemble (other ensembles might be chosen if desired). Potentials in such higher differentiability classes (k≥2) are required/desirable to model string theoretical landscapes, for instance to compute cosmological perturbations (e.g., k=2 for the power-spectrum) or to search for minima (e.g., suitable de Sitter vacua for our universe). Since potentials are created locally, numerical studies become feasible even if the dimension of field space is large (D∼100). In addition to the theoretical prescription, we provide some numerical examples to highlight properties of such potentials; concrete cosmological applications will be discussed in companion publications.

  16. Local thermodynamics and the generalized Gibbs-Duhem equation in systems with long-range interactions.

    PubMed

    Latella, Ivan; Pérez-Madrid, Agustín

    2013-10-01

    The local thermodynamics of a system with long-range interactions in d dimensions is studied using the mean-field approximation. Long-range interactions are introduced through pair interaction potentials that decay as a power law in the interparticle distance. We compute the local entropy, Helmholtz free energy, and grand potential per particle in the microcanonical, canonical, and grand canonical ensembles, respectively. From the local entropy per particle we obtain the local equation of state of the system by using the condition of local thermodynamic equilibrium. This local equation of state has the form of the ideal gas equation of state, but with the density depending on the potential characterizing long-range interactions. By volume integration of the relation between the different thermodynamic potentials at the local level, we find the corresponding equation satisfied by the potentials at the global level. It is shown that the potential energy enters as a thermodynamic variable that modifies the global thermodynamic potentials. As a result, we find a generalized Gibbs-Duhem equation that relates the potential energy to the temperature, pressure, and chemical potential. For the marginal case where the power of the decaying interaction potential is equal to the dimension of the space, the usual Gibbs-Duhem equation is recovered. As examples of the application of this equation, we consider spatially uniform interaction potentials and the self-gravitating gas. We also point out a close relationship with the thermodynamics of small systems.

  17. Local thermodynamics and the generalized Gibbs-Duhem equation in systems with long-range interactions.

    PubMed

    Latella, Ivan; Pérez-Madrid, Agustín

    2013-10-01

    The local thermodynamics of a system with long-range interactions in d dimensions is studied using the mean-field approximation. Long-range interactions are introduced through pair interaction potentials that decay as a power law in the interparticle distance. We compute the local entropy, Helmholtz free energy, and grand potential per particle in the microcanonical, canonical, and grand canonical ensembles, respectively. From the local entropy per particle we obtain the local equation of state of the system by using the condition of local thermodynamic equilibrium. This local equation of state has the form of the ideal gas equation of state, but with the density depending on the potential characterizing long-range interactions. By volume integration of the relation between the different thermodynamic potentials at the local level, we find the corresponding equation satisfied by the potentials at the global level. It is shown that the potential energy enters as a thermodynamic variable that modifies the global thermodynamic potentials. As a result, we find a generalized Gibbs-Duhem equation that relates the potential energy to the temperature, pressure, and chemical potential. For the marginal case where the power of the decaying interaction potential is equal to the dimension of the space, the usual Gibbs-Duhem equation is recovered. As examples of the application of this equation, we consider spatially uniform interaction potentials and the self-gravitating gas. We also point out a close relationship with the thermodynamics of small systems. PMID:24229143

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

    NASA Technical Reports Server (NTRS)

    Murphy, K. A.

    1988-01-01

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

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

    NASA Technical Reports Server (NTRS)

    Murphy, K. A.

    1990-01-01

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

  20. Homotopy Perturbation Transform Method with He's Polynomial for Solution of Coupled Nonlinear Partial Differential Equations

    NASA Astrophysics Data System (ADS)

    Sharma, Dinkar; Singh, Prince; Chauhan, Shubha

    2016-01-01

    In this paper, a combined form of the Laplace transform method with the homotopy perturbation method (HPTM) is applied to solve nonlinear systems of partial differential equations viz. the system of third order KdV Equations and the systems of coupled Burgers' equations in one- and two- dimensions. The nonlinear terms can be easily handled by the use of He's polynomials. The results shows that the HPTM is very efficient, simple and avoids the round-off errors. Four test examples are considered to illustrate the present scheme. Further the results are compared with Homotopy perturbation method (HPM) which shows that this method is a suitable method for solving systems of partial differential equations.

  1. Analytical solutions for non-linear differential equations with the help of a digital computer

    NASA Technical Reports Server (NTRS)

    Cromwell, P. C.

    1964-01-01

    A technique was developed with the help of a digital computer for analytic (algebraic) solutions of autonomous and nonautonomous equations. Two operational transform techniques have been programmed for the solution of these equations. Only relatively simple nonlinear differential equations have been considered. In the cases considered it has been possible to assimilate the secular terms into the solutions. For cases where f(t) is not a bounded function, a direct series solution is developed which can be shown to be an analytic function. All solutions have been checked against results obtained by numerical integration for given initial conditions and constants. It is evident that certain nonlinear differential equations can be solved with the help of a digital computer.

  2. Local error estimates for discontinuous solutions of nonlinear hyperbolic equations

    NASA Technical Reports Server (NTRS)

    Tadmor, Eitan

    1989-01-01

    Let u(x,t) be the possibly discontinuous entropy solution of a nonlinear scalar conservation law with smooth initial data. Suppose u sub epsilon(x,t) is the solution of an approximate viscosity regularization, where epsilon greater than 0 is the small viscosity amplitude. It is shown that by post-processing the small viscosity approximation u sub epsilon, pointwise values of u and its derivatives can be recovered with an error as close to epsilon as desired. The analysis relies on the adjoint problem of the forward error equation, which in this case amounts to a backward linear transport with discontinuous coefficients. The novelty of this approach is to use a (generalized) E-condition of the forward problem in order to deduce a W(exp 1,infinity) energy estimate for the discontinuous backward transport equation; this, in turn, leads one to an epsilon-uniform estimate on moments of the error u(sub epsilon) - u. This approach does not follow the characteristics and, therefore, applies mutatis mutandis to other approximate solutions such as E-difference schemes.

  3. Meshless local integral equation method for two-dimensional nonlocal elastodynamic problems

    NASA Astrophysics Data System (ADS)

    Huang, X. J.; Wen, P. H.

    2016-08-01

    This paper presents the meshless local integral equation method (LIEM) for nonlocal analyses of two-dimensional dynamic problems based on the Eringen’s model. A unit test function is used in the local weak-form of the governing equation and by applying the divergence theorem to the weak-form, local boundary-domain integral equations are derived. Radial Basis Function (RBF) approximations are utilized for implementation of displacements. The Newmark method is employed to carry out the time marching approximation. Two numerical examples are presented to demonstrate the application of time domain technique to deal with nonlocal elastodynamic mechanical problems.

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

    NASA Technical Reports Server (NTRS)

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

    1988-01-01

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

  5. A parallel performance study of the Cartesian method for partial differential equations on a sphere

    SciTech Connect

    Drake, J.B.; Coddington, M.P.

    1997-04-01

    A 3-D Cartesian method for integration of partial differential equations on a spherical surface is developed for parallel computation. The target computer architectures are distributed memory, message passing computers such as the Intel Paragon. The parallel algorithms are described along with mesh partitioning strategies. Performance of the algorithms is considered for a standard test case of the shallow water equations on the sphere. The authors find the computation time scale well with increasing numbers of processors.

  6. Lorenz-like chaos in a partial differential equation for a heated fluid loop

    NASA Astrophysics Data System (ADS)

    Yorke, James A.; Yorke, Ellen D.; Mallet-Paret, John

    1987-01-01

    A set of partial differential equations are developed describing fluid flow and temperature variation in a thermosyphon with particularly simple external heating. Several exact mathematical results indicate that a Bessel-Fourier expansion should converge rapidly to a solution. Numerical solutions for the time-dependent coefficients of that expansion exhibit a transition to chaos like that shown by the Lorenz equations over a wide range of fluid material parameters.

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

    NASA Technical Reports Server (NTRS)

    Mickens, Ronald E.; Smith, Arthur

    1990-01-01

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

  8. A Regularized Approach for Solving Magnetic Differential Equations and a Revised Iterative Equilibrium Algorithm

    SciTech Connect

    S.R. Hudson

    2010-10-13

    A method for approximately solving magnetic differential equations is described. The approach is to include a small diffusion term to the equation, which regularizes the linear operator to be inverted. The extra term allows a "source-correction" term to be defned, which is generally required in order to satisfy the solvability conditions. The approach is described in the context of computing the pressure and parallel currents in the iterative approach for computing magnetohydrodynamic equilibria. __________________________________________________

  9. A note on the nonlocal boundary value problem for a third order partial differential equation

    NASA Astrophysics Data System (ADS)

    Belakroum, Kheireddine; Ashyralyev, Allaberen; Guezane-Lakoud, Assia

    2016-08-01

    The nonlocal boundary-value problem for a third order partial differential equation d/3u (t ) d t3 +A d/u (t ) d t =f (t ), 0 differential equations are obtained.

  10. Normal Form of Saddle-Node-Hopf Bifurcation in Retarded Functional Differential Equations and Applications

    NASA Astrophysics Data System (ADS)

    Jiang, Heping; Jiang, Jiao; Song, Yongli

    In this paper, we firstly employ the normal form theory of delayed differential equations according to Faria and Magalhães to derive the normal form of saddle-node-Hopf bifurcation for the general retarded functional differential equations. Then, the dynamical behaviors of a Leslie-Gower predator-prey model with time delay and nonmonotonic functional response are considered. Specially, the dynamical classification near the saddle-node-Hopf bifurcation point is investigated by using the normal form and the center manifold approaches. Finally, the numerical simulations are employed to support the theoretical results.

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

    PubMed

    Shah, Kamal; Khan, Rahmat Ali

    2016-01-01

    In this article, we study existence, uniqueness and nonexistence of positive solution to a highly nonlinear coupled system of fractional order differential equations. Necessary and sufficient conditions for the existence and uniqueness of positive solution are developed by using Perov's fixed point theorem for the considered problem. Further, we also established sufficient conditions for existence of multiplicity results for positive solutions. Also, we developed some conditions under which the considered coupled system of fractional order differential equations has no positive solution. Appropriate examples are also provided which demonstrate our results. PMID:27478733

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

    NASA Technical Reports Server (NTRS)

    Doohovskoy, A.

    1977-01-01

    A change in MACSYMA syntax is proposed to accommodate the operator manipulators necessary to implement direct and indirect methods for the solution of differential equations, calculus of finite differences, and the fractional calculus, as well as their modern counterparts. To illustrate the benefits and convenience of this syntax extension, an example is given to show how MACSYMA's pattern-matching capability can be used to implement a particular set of operator identities which can then be used to obtain exact solutions to nonlinear differential equations.

  13. Vibration of plates using plate characteristic functions obtained by reduction of partial differential equation

    NASA Astrophysics Data System (ADS)

    Bhat, R. B.; Mundkur, G.

    1993-02-01

    Vibration of rectangular plates is studied using a set of plate characteristic functions generated by reduction of the plate partial differential equation, and exactly solving the resulting ordinary differential equation. The plate characteristic functions are used as deflection shape functions in the Rayleigh-Ritz method to obtain the natural frequencies. Because the solution is exact in one direction, the results fall in between the exact values and those obtained with the straight forward Rayleigh-Ritz method, where the complete deflection shape is assumed initially. Results are provided for rectangular plates with combinations of clamped, simply supported and free edge conditions.

  14. On global non-oscillation of linear ordinary differential equations with polynomial coefficients

    NASA Astrophysics Data System (ADS)

    Novikov, Dmitry; Shapiro, Boris

    2016-10-01

    Based on a new explicit upper bound for the number of zeros of exponential polynomials in a horizontal strip, we obtain a uniform upper bound for the number of zeros of solutions to an ordinary differential equation near its Fuchsian singular point, provided that any two distinct characteristic exponents at this point have distinct real parts. The latter result implies that a Fuchsian differential equation with polynomial coefficients is globally non-oscillating in CP1 if and only if every its singular point satisfies the above condition.

  15. Description and use of LSODE, the Livermore Solver for Ordinary Differential Equations

    NASA Technical Reports Server (NTRS)

    Radhakrishnan, Krishnan; Hindmarsh, Alan C.

    1993-01-01

    LSODE, the Livermore Solver for Ordinary Differential Equations, is a package of FORTRAN subroutines designed for the numerical solution of the initial value problem for a system of ordinary differential equations. It is particularly well suited for 'stiff' differential systems, for which the backward differentiation formula method of orders 1 to 5 is provided. The code includes the Adams-Moulton method of orders 1 to 12, so it can be used for nonstiff problems as well. In addition, the user can easily switch methods to increase computational efficiency for problems that change character. For both methods a variety of corrector iteration techniques is included in the code. Also, to minimize computational work, both the step size and method order are varied dynamically. This report presents complete descriptions of the code and integration methods, including their implementation. It also provides a detailed guide to the use of the code, as well as an illustrative example problem.

  16. Smoothness of semiflows for parabolic partial differential equations with state-dependent delay

    NASA Astrophysics Data System (ADS)

    Lv, Yunfei; Yuan, Rong; Pei, Yongzhen

    2016-04-01

    In this paper, the smoothness properties of semiflows on C1-solution submanifold of a parabolic partial differential equations with state-dependent delay are investigated. The problem is formulated as an abstract ordinary retarded functional differential equation of the form du (t) / dt = Au (t) + F (ut) with a continuously differentiable map G from an open subset U of the space C1 ([ - h , 0 ] ,L2 (Ω)), where A is the infinitesimal generator of a compact C0-semigroup. The present study is continuation of a previous work [14] that highlights the classical solutions and C1-smoothness of solution manifold. Here, we further prove the continuous differentiability of the semiflow. We finally verify all hypotheses by a biological example which describes a stage structured diffusive model where the delay, which is the time taken from birth to maturity, is assumed as a function of a immature species population.

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

    PubMed

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

    2013-09-01

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

  18. Local multiplicative Schwarz algorithms for convection-diffusion equations

    NASA Technical Reports Server (NTRS)

    Cai, Xiao-Chuan; Sarkis, Marcus

    1995-01-01

    We develop a new class of overlapping Schwarz type algorithms for solving scalar convection-diffusion equations discretized by finite element or finite difference methods. The preconditioners consist of two components, namely, the usual two-level additive Schwarz preconditioner and the sum of some quadratic terms constructed by using products of ordered neighboring subdomain preconditioners. The ordering of the subdomain preconditioners is determined by considering the direction of the flow. We prove that the algorithms are optimal in the sense that the convergence rates are independent of the mesh size, as well as the number of subdomains. We show by numerical examples that the new algorithms are less sensitive to the direction of the flow than either the classical multiplicative Schwarz algorithms, and converge faster than the additive Schwarz algorithms. Thus, the new algorithms are more suitable for fluid flow applications than the classical additive or multiplicative Schwarz algorithms.

  19. Using trees to compute approximate solutions to ordinary differential equations exactly

    NASA Technical Reports Server (NTRS)

    Grossman, Robert

    1991-01-01

    Some recent work is reviewed which relates families of trees to symbolic algorithms for the exact computation of series which approximate solutions of ordinary differential equations. It turns out that the vector space whose basis is the set of finite, rooted trees carries a natural multiplication related to the composition of differential operators, making the space of trees an algebra. This algebraic structure can be exploited to yield a variety of algorithms for manipulating vector fields and the series and algebras they generate.

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

    NASA Astrophysics Data System (ADS)

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

    2015-03-01

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

  1. FISHPACK: Efficient FORTRAN Subprograms for the Solution of Separable Elliptic Partial Differential Equations

    NASA Astrophysics Data System (ADS)

    Adams, John C.; Swarztrauber, Paul N.; Sweet, Roland

    2016-09-01

    The FISHPACK collection of Fortran77 subroutines solves second- and fourth-order finite difference approximations to separable elliptic Partial Differential Equations (PDEs). These include Helmholtz equations in cartesian, polar, cylindrical, and spherical coordinates, as well as more general separable elliptic equations. The solvers use the cyclic reduction algorithm. When the problem is singular, a least-squares solution is computed. Singularities induced by the coordinate system are handled, including at the origin r=0 in cylindrical coordinates, and at the poles in spherical coordinates.

  2. Symbolic computation of hyperbolic tangent solutions for nonlinear differential-difference equations

    NASA Astrophysics Data System (ADS)

    Baldwin, D.; Göktaş, Ü.; Hereman, W.

    2004-10-01

    A new algorithm is presented to find exact traveling wave solutions of differential-difference equations in terms of tanh functions. For systems with parameters, the algorithm determines the conditions on the parameters so that the equations might admit polynomial solutions in tanh. Examples illustrate the key steps of the algorithm. Through discussion and example, parallels are drawn to the tanh-method for partial differential equations. The new algorithm is implemented in Mathematica. The package DDESpecialSolutions.m can be used to automatically compute traveling wave solutions of nonlinear polynomial differential-difference equations. Use of the package, implementation issues, scope, and limitations of the software are addressed. Program summaryTitle of program: DDESpecialSolutions.m Catalogue identifier:ADUJ Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADUJ Program obtainable from:CPC Program Library, Queen's University of Belfast, N. Ireland Distribution format: tar.gz Computers: Created using a PC, but can be run on UNIX and Apple machines Operating systems under which the program has been tested: Windows 2000 and Windows XP Programming language used: Mathematica, version 3.0 or higher Memory required to execute with typical data: 9 MB Number of processors used: 1 Has the code been vectorised or parallelized?: No Number of lines in distributed program, including test data, etc.: 3221 Number of bytes in distributed program, including test data, etc.: 23 745 Nature of physical problem: The program computes exact solutions to differential-difference equations in terms of the tanh function. Such solutions describe particle vibrations in lattices, currents in electrical networks, pulses in biological chains, etc. Method of solution: After the differential-difference equation is put in a traveling frame of reference, the coefficients of a candidate polynomial solution in tanh are solved for. The resulting traveling wave solutions are tested by

  3. More solutions with local rotational symmetry in which the dirac equation separates

    NASA Astrophysics Data System (ADS)

    Pimentel, Luis O.

    1989-05-01

    Perfect fluid space-times with local rotational symmetry in which the Dirac equation separates and were not found or rejected on physical grounds by Iyer and Vishveswara are found. We argue that the unphysical equation of state can be understood as a physical fluid plus a vacuum fluid.

  4. Solution of a singularly perturbed Cauchy problem for linear systems of ordinary differential equations by the method of spectral decomposition

    NASA Astrophysics Data System (ADS)

    Shaldanbayev, Amir; Shomanbayeva, Manat; Kopzhassarova, Asylzat

    2016-08-01

    This paper proposes a fundamentally new method of investigation of a singularly perturbed Cauchy problem for a linear system of ordinary differential equations based on the spectral theory of equations with deviating argument.

  5. An Enhanced Differential Evolution with Elite Chaotic Local Search

    PubMed Central

    Guo, Zhaolu; Huang, Haixia; Deng, Changshou; Yue, Xuezhi; Wu, Zhijian

    2015-01-01

    Differential evolution (DE) is a simple yet efficient evolutionary algorithm for real-world engineering problems. However, its search ability should be further enhanced to obtain better solutions when DE is applied to solve complex optimization problems. This paper presents an enhanced differential evolution with elite chaotic local search (DEECL). In DEECL, it utilizes a chaotic search strategy based on the heuristic information from the elite individuals to promote the exploitation power. Moreover, DEECL employs a simple and effective parameter adaptation mechanism to enhance the robustness. Experiments are conducted on a set of classical test functions. The experimental results show that DEECL is very competitive on the majority of the test functions. PMID:26379703

  6. An Enhanced Differential Evolution with Elite Chaotic Local Search.

    PubMed

    Guo, Zhaolu; Huang, Haixia; Deng, Changshou; Yue, Xuezhi; Wu, Zhijian

    2015-01-01

    Differential evolution (DE) is a simple yet efficient evolutionary algorithm for real-world engineering problems. However, its search ability should be further enhanced to obtain better solutions when DE is applied to solve complex optimization problems. This paper presents an enhanced differential evolution with elite chaotic local search (DEECL). In DEECL, it utilizes a chaotic search strategy based on the heuristic information from the elite individuals to promote the exploitation power. Moreover, DEECL employs a simple and effective parameter adaptation mechanism to enhance the robustness. Experiments are conducted on a set of classical test functions. The experimental results show that DEECL is very competitive on the majority of the test functions. PMID:26379703

  7. Conic Sections and the Discovery of a Novel Curve Using Differential Equations

    ERIC Educational Resources Information Center

    de Alwis, Amal

    2013-01-01

    We began by observing a variety of properties related to the tangent and normal lines of three conic sections: a parabola, an ellipse, and a hyperbola. Some of these properties include specific relationships between the x- and y-intercepts of the tangent and normal lines. Using these properties, we were able to form several differential equations.…

  8. Fundamentalization of knowledge system on applied mathematics in teaching students of inverse problems for differential equations

    NASA Astrophysics Data System (ADS)

    Bidaibekov, Yessen Y.; Kornilov, Viktor S.; Kamalova, Guldina B.; Akimzhan, Nagima Sh.

    2015-09-01

    Methodical aspects of teaching students of higher educational institutions of natural science orientations of training of inverse problems for differential equations are considered in the article. A fact that an academic knowledge and competence in the field of applied mathematics is formed during such training is taken into consideration.

  9. Who Solved the Bernoulli Differential Equation and How Did They Do It?

    ERIC Educational Resources Information Center

    Parker, Adam E.

    2013-01-01

    The Bernoulli brothers, Jacob and Johann, and Leibniz: Any of these might have been first to solve what is called the Bernoulli differential equation. We explore their ideas and the chronology of their work, finding out, among other things, that variation of parameters was used in 1697, 78 years before 1775, when Lagrange introduced it in general.

  10. Existence of mild solution of impulsive quantum stochastic differential equation with nonlocal conditions

    NASA Astrophysics Data System (ADS)

    Bishop, S. A.; Ayoola, E. O.; Oghonyon, G. J.

    2016-08-01

    New results on existence and uniqueness of solution of impulsive quantum stochastic differential equation with nonlocal conditions are established. The nonlocal conditions are completely continuous. The methods applied here are simple extension of the methods applied in the classical case to this noncummutative quantum setting.

  11. Student Interpretations of the Terms in First-Order Ordinary Differential Equations in Modelling Contexts

    ERIC Educational Resources Information Center

    Rowland, David R.; Jovanoski, Zlatko

    2004-01-01

    A study of first-year undergraduate students' interpretational difficulties with first-order ordinary differential equations (ODEs) in modelling contexts was conducted using a diagnostic quiz, exam questions and follow-up interviews. These investigations indicate that when thinking about such ODEs, many students muddle thinking about the function…

  12. Second derivative multistep method for solving first-order ordinary differential equations

    NASA Astrophysics Data System (ADS)

    Turki, Mohammed Yousif; Ismail, Fudziah; Senu, Norazak; Ibrahim, Zarina Bibi

    2016-06-01

    In this paper, a new second derivative multistep method was constructed to solve first order ordinary differential equations (ODEs). In particular, we used the new method as a corrector method and 5-steps Adam's Bashforth method as a predictor method to solve first order (ODEs). Numerical results were compared with the existing methods which clearly showed the efficiency of the new method.

  13. Lines of Eigenvectors and Solutions to Systems of Linear Differential Equations

    ERIC Educational Resources Information Center

    Rasmussen, Chris; Keynes, Michael

    2003-01-01

    The purpose of this paper is to describe an instructional sequence where students invent a method for locating lines of eigenvectors and corresponding solutions to systems of two first order linear ordinary differential equations with constant coefficients. The significance of this paper is two-fold. First, it represents an innovative alternative…

  14. Cross Coursing in Mathematics: Physical Modelling in Differential Equations Crossing to Discrete Dynamical Systems

    ERIC Educational Resources Information Center

    Winkel, Brian

    2012-01-01

    We give an example of cross coursing in which a subject or approach in one course in undergraduate mathematics is used in a completely different course. This situation crosses falling body modelling in an upper level differential equations course into a modest discrete dynamical systems unit of a first-year mathematics course. (Contains 1 figure.)

  15. Mathematical Modeling with a "CAS" in an Introductory Course 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 includes not only course contents, but also the sequence of introduction to various topics and…

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

    ERIC Educational Resources Information Center

    Dobbs, David E.

    2006-01-01

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

  17. The Minimum Number of Inputs Required for the Controllability of Linear Differential Algebraic Equations

    NASA Astrophysics Data System (ADS)

    Shcheglova, A. A.

    2009-09-01

    Linear control differential algebraic equations are considered. The issue of minimum dimension of the control vector necessitated for complete controllability of the system on any closed interval from the domain of definition is investigated. The problem is analyzed in connection with the time invariant systems having regular matrix pencils and also systems with real-analytic or smooth coefficients, which possess some structural forms.

  18. An Exploration of Metacognition and Its Effect on Mathematical Performance in Differential Equations

    ERIC Educational Resources Information Center

    Smith, Mary Jarratt

    2013-01-01

    Research suggests that students in certain contexts who are "metacognitively aware learners" demonstrate better academic performance (Shraw & Dennison, 1994; Md. Yunus & Ali, 2008). In this research, the metacognitive levels for two classes of differential equations students were studied. Students completed a survey adapted from…

  19. Keep Your Distance! Using Second-Order Ordinary Differential Equations to Model Traffic Flow

    ERIC Educational Resources Information Center

    McCartney, Mark

    2004-01-01

    A simple mathematical model for how vehicles follow each other along a stretch of road is presented. The resulting linear second-order differential equation with constant coefficients is solved and interpreted. The model can be used as an application of solution techniques taught at first-year undergraduate level and as a motivator to encourage…

  20. Subcritical Hopf bifurcation in dynamical systems described by a scalar nonlinear delay differential equation.

    PubMed

    Larger, Laurent; Goedgebuer, Jean-Pierre; Erneux, Thomas

    2004-03-01

    A subcritical Hopf bifurcation in a dynamical system modeled by a scalar nonlinear delay differential equation is studied theoretically and experimentally. The subcritical Hopf bifurcation leads to a significant domain of bistability where stable steady and time-periodic states coexist.

  1. Undergraduate Students' Perceptions of Collaborative Learning in a Differential Equations Mathematics Course

    ERIC Educational Resources Information Center

    Hajra, Sayonita Ghosh; Das, Ujjaini

    2015-01-01

    This paper uses collaborative learning strategies to examine students' perceptions in a differential equations mathematics course. Students' perceptions were analyzed using three collaborative learning strategies including collaborative activity, group-quiz and online discussion. The study results show that students identified both strengths and…

  2. Control of functional differential equations to target sets in function space

    NASA Technical Reports Server (NTRS)

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

    1971-01-01

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

  3. SciCADE 95: International conference on scientific computation and differential equations

    SciTech Connect

    1995-12-31

    This report consists of abstracts from the conference. Topics include algorithms, computer codes, and numerical solutions for differential equations. Linear and nonlinear as well as boundary-value and initial-value problems are covered. Various applications of these problems are also included.

  4. Exploring the Phase Space of a System of Differential Equations: Different Mathematical Registers

    ERIC Educational Resources Information Center

    Dana-Picard, Thierry; Kidron, Ivy

    2008-01-01

    We describe and analyze a situation involving symbolic representation and graphical visualization of the solution of a system of two linear differential equations, using a computer algebra system. Symbolic solution and graphical representation complement each other. Graphical representation helps to understand the behavior of the symbolic…

  5. Closed solutions to a differential-difference equation and an associated plate solidification problem.

    PubMed

    Layeni, Olawanle P; Akinola, Adegbola P; Johnson, Jesse V

    2016-01-01

    Two distinct and novel formalisms for deriving exact closed solutions of a class of variable-coefficient differential-difference equations arising from a plate solidification problem are introduced. Thereupon, exact closed traveling wave and similarity solutions to the plate solidification problem are obtained for some special cases of time-varying plate surface temperature. PMID:27540506

  6. Introduction of the Notion of Differential Equations by Modelling Based Teaching

    ERIC Educational Resources Information Center

    Budinski, Natalija; Takaci, Djurdjica

    2011-01-01

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

  7. Application of partial differential equation modeling of the control/structural dynamics of flexible spacecraft

    NASA Technical Reports Server (NTRS)

    Taylor, Lawrence W., Jr.; Rajiyah, H.

    1991-01-01

    Partial differential equations for modeling the structural dynamics and control systems of flexible spacecraft are applied here in order to facilitate systems analysis and optimization of these spacecraft. Example applications are given, including the structural dynamics of SCOLE, the Solar Array Flight Experiment, the Mini-MAST truss, and the LACE satellite. The development of related software is briefly addressed.

  8. Solutions of differential equations with regular coefficients by the methods of Richmond and Runge-Kutta

    NASA Technical Reports Server (NTRS)

    Cockrell, C. R.

    1989-01-01

    Numerical solutions of the differential equation which describe the electric field within an inhomogeneous layer of permittivity, upon which a perpendicularly-polarized plane wave is incident, are considered. Richmond's method and the Runge-Kutta method are compared for linear and exponential profiles of permittivities. These two approximate solutions are also compared with the exact solutions.

  9. Introducing Differential Equations Students to the Fredholm Alternative--In Staggered Doses

    ERIC Educational Resources Information Center

    Savoye, Philippe

    2011-01-01

    The development, in an introductory differential equations course, of boundary value problems in parallel with initial value problems and the Fredholm Alternative. Examples are provided of pairs of homogeneous and nonhomogeneous boundary value problems for which existence and uniqueness issues are considered jointly. How this heightens students'…

  10. Extending the Constant Coefficient Solution Technique to Variable Coefficient Ordinary Differential Equations

    ERIC Educational Resources Information Center

    Mohammed, Ahmed; Zeleke, Aklilu

    2015-01-01

    We introduce a class of second-order ordinary differential equations (ODEs) with variable coefficients whose closed-form solutions can be obtained by the same method used to solve ODEs with constant coefficients. General solutions for the homogeneous case are discussed.

  11. Matrix Solution of Coupled Differential Equations and Looped Car Following Models

    ERIC Educational Resources Information Center

    McCartney, Mark

    2008-01-01

    A simple mathematical model for the behaviour of how vehicles follow each other along a looped stretch of road is described. The resulting coupled first order differential equations are solved using appropriate matrix techniques and the physical significance of the model is discussed. A number possible classroom exercises are suggested to help…

  12. Identifying and Exploring Relationships between Contextual Situations and Ordinary Differential Equations

    ERIC Educational Resources Information Center

    Camacho-Machín, M.; Guerrero-Ortiz, C.

    2015-01-01

    The aim of this paper is to present and discuss some of the evidence regarding the resources that students use when they establish relationships between a contextual situation and an ordinary differential equation (ODE). We present research results obtained from work by seven students in a graduate level course in mathematics education, where they…

  13. Solving Second-Order Ordinary Differential Equations without Using Complex Numbers

    ERIC Educational Resources Information Center

    Kougias, Ioannis E.

    2009-01-01

    Ordinary differential equations (ODEs) is a subject with a wide range of applications and the need of introducing it to students often arises in the last year of high school, as well as in the early stages of tertiary education. The usual methods of solving second-order ODEs with constant coefficients, among others, rely upon the use of complex…

  14. The symbolic computation of series solutions to ordinary differential equations using trees (extended abstract)

    NASA Technical Reports Server (NTRS)

    Grossman, Robert

    1991-01-01

    Algorithms previously developed by the author give formulas which can be used for the efficient symbolic computation of series expansions to solutions of nonlinear systems of ordinary differential equations. As a by product of this analysis, formulas are derived which relate to trees to the coefficients of the series expansions, similar to the work of Leroux and Viennot, and Lamnabhi, Leroux and Viennot.

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

    ERIC Educational Resources Information Center

    Buendía, Gabriela; Cordero, Francisco

    2013-01-01

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

  16. Sustainability in a Differential Equations Course: A Case Study of Easter Island

    ERIC Educational Resources Information Center

    Koss, Lorelei

    2011-01-01

    Easter Island is a fascinating example of resource depletion and population collapse, and its relatively short period of human habitation combined with its isolation lends itself well to investigation by students in a first-semester ordinary differential equations course. This article describes curricular materials for a semester-long case study…

  17. Latent Differential Equation Modeling of Self-Regulatory and Coregulatory Affective Processes

    ERIC Educational Resources Information Center

    Steele, Joel S.; Ferrer, Emilio

    2011-01-01

    We examine emotion self-regulation and coregulation in romantic couples using daily self-reports of positive and negative affect. We fit these data using a damped linear oscillator model specified as a latent differential equation to investigate affect dynamics at the individual level and coupled influences for the 2 partners in each couple.…

  18. Multilevel Modeling of Two Cyclical Processes: Extending Differential Structural Equation Modeling to Nonlinear Coupled Systems

    ERIC Educational Resources Information Center

    Butner, Jonathan; Amazeen, Polemnia G.; Mulvey, Genna M.

    2005-01-01

    The authors present a dynamical multilevel model that captures changes over time in the bidirectional, potentially asymmetric influence of 2 cyclical processes. S. M. Boker and J. Graham's (1998) differential structural equation modeling approach was expanded to the case of a nonlinear coupled oscillator that is common in bimanual coordination…

  19. Cross coursing in mathematics: physical modelling in differential equations crossing to discrete dynamical systems

    NASA Astrophysics Data System (ADS)

    Winkel, Brian

    2012-03-01

    We give an example of cross coursing in which a subject or approach in one course in undergraduate mathematics is used in a completely different course. This situation crosses falling body modelling in an upper level differential equations course into a modest discrete dynamical systems unit of a first-year mathematics course.

  20. The Effect of Differential Item Functioning in Anchor Items on Population Invariance of Equating

    ERIC Educational Resources Information Center

    Huggins, Anne Corinne

    2014-01-01

    Invariant relationships in the internal mechanisms of estimating achievement scores on educational tests serve as the basis for concluding that a particular test is fair with respect to statistical bias concerns. Equating invariance and differential item functioning are both concerned with invariant relationships yet are treated separately in the…

  1. One-loop pentagon integral in d dimensions from differential equations in ɛ-form

    NASA Astrophysics Data System (ADS)

    Kozlov, Mikhail G.; Lee, Roman N.

    2016-02-01

    We apply the differential equation technique to the calculation of the one-loop massless diagram with five onshell legs. Using the reduction to ɛ-form, we manage to obtain a simple one-fold integral representation exact in space-time dimensionality. The expansion of the obtained result in ɛ and the analytical continuation to physical regions are discussed.

  2. The Mathlet Toolkit: Creating Dynamic Applets for Differential Equations and Dynamical Systems

    ERIC Educational Resources Information Center

    Decker, Robert

    2011-01-01

    Dynamic/interactive graphing applets can be used to supplement standard computer algebra systems such as Maple, Mathematica, Derive, or TI calculators, in courses such as Calculus, Differential Equations, and Dynamical Systems. The addition of this type of software can lead to discovery learning, with students developing their own conjectures, and…

  3. Student Perceptions of Writing Projects in a University Differential-Equations Course

    ERIC Educational Resources Information Center

    Latulippe, Christine; Latulippe, Joe

    2014-01-01

    This qualitative study surveyed 102 differential-equations students in order to investigate how students participating in writing projects in university-level mathematics courses perceive the benefits of writing in the mathematics classroom. Based on previous literature on writing in mathematics, students were asked specifically about the benefits…

  4. Exploring Students' Understanding of Ordinary Differential Equations Using Computer Algebraic System (CAS)

    ERIC Educational Resources Information Center

    Maat, Siti Mistima; Zakaria, Effandi

    2011-01-01

    Ordinary differential equations (ODEs) are one of the important topics in engineering mathematics that lead to the understanding of technical concepts among students. This study was conducted to explore the students' understanding of ODEs when they solve ODE questions using a traditional method as well as a computer algebraic system, particularly…

  5. Approximate polynomial solutions for Riccati differential equations using the squared remains minimization method

    NASA Astrophysics Data System (ADS)

    Bota, C.; Cǎruntu, B.; Bundǎu, O.

    2013-10-01

    In this paper we applied the Squared Remainder Minimization Method (SRMM) to find analytic approximate polynomial solutions for Riccati differential equations. Two examples are included to demonstrated the validity and applicability of the method. The results are compared to those obtained by other methods.

  6. An approximation theory for nonlinear partial differential equations with applications to identification and control

    NASA Technical Reports Server (NTRS)

    Banks, H. T.; Kunisch, K.

    1982-01-01

    Approximation results from linear semigroup theory are used to develop a general framework for convergence of approximation schemes in parameter estimation and optimal control problems for nonlinear partial differential equations. These ideas are used to establish theoretical convergence results for parameter identification using modal (eigenfunction) approximation techniques. Results from numerical investigations of these schemes for both hyperbolic and parabolic systems are given.

  7. Nuclear space-valued stochastic differential equations driven by Poisson random measures

    SciTech Connect

    Xiong, J.

    1992-01-01

    The thesis is devoted primarily to the study of stochastic differential equations on duals of nuclear spaces driven by Poisson random measures. The existence of a weak solution is obtained by the Galerkin method and the uniqueness is established by implementing the Yamada-Watanabe argument in the present setup. When the magnitudes of the driving terms are small enough and the Poisson streams occur frequently enough, it is proved that the stochastic differential equations mentioned above can be approximated by diffusion equations. Finally, the author considers a system of interacting stochastic differential equations driven by Poisson random measures. Let (X[sup n][sub i](t), [center dot][center dot][center dot], X[sup n][sub n](t)) be the solution of this system and consider the empirical measures [zeta]n([omega],B) [identical to] (1/n) (sum of j=1 to n) [delta]x[sup n][sub j]([center dot],[omega])(B) (n[>=]1). It is provided that [zeta][sub n] converges in distribution to a non-random measure which is the unique solution of a McKean-Vlasov equation. The above problems are motivated by applications to neurophysiology, in particular, to the fluctuation of voltage potentials of spatially distributed neurons and to the study of asymptotic behavior of large systems of interacting neurons.

  8. Local pattern classification differentiates processes of economic valuation.

    PubMed

    Clithero, John A; Carter, R McKell; Huettel, Scott A

    2009-05-01

    For effective decision making, individuals must be able to form subjective values from many types of information. Yet, the neural mechanisms that underlie potential differences in value computation across different decision scenarios are incompletely understood. Here, we used functional magnetic resonance imaging (fMRI), in conjunction with the machine learning technique of support vector machines (SVM), to identify brain regions that contain unique local information associated with different types of valuation. We used a combinatoric approach that evaluated the unique contributions of different brain regions to model generalization strength. Local voxel patterns in left posterior parietal cortex contained unique information differentiating probabilistic and intertemporal valuation, a result that was not accessible using standard fMRI analyses. We conclude that the early valuation phases for these reward types differ on a fine spatial scale, suggesting the existence of computational topographies along the value construction pathway.

  9. Asymptotic solution for first and second order linear Volterra integro-differential equations with convolution kernels

    NASA Astrophysics Data System (ADS)

    Bologna, Mauro

    2010-09-01

    This paper addresses the problem of finding an asymptotic solution for first- and second-order integro-differential equations containing an arbitrary kernel, by evaluating the corresponding inverse Laplace and Fourier transforms. The aim of the paper is to go beyond the Tauberian theorem in the case of integral-differential equations which are widely used by the scientific community. The results are applied to the convolute form of the Lindblad equation setting generic conditions on the kernel in such a way as to generate a positive definite density matrix, and show that the structure of the eigenvalues of the correspondent Liouvillian operator plays a crucial role in determining the positivity of the density matrix.

  10. New stability conditions for mixed linear Levin-Nohel integro-differential equations

    NASA Astrophysics Data System (ADS)

    Dung, Nguyen Tien

    2013-08-01

    For the mixed Levin-Nohel integro-differential equation, we obtain new necessary and sufficient conditions of asymptotic stability. These results improve those obtained by Becker and Burton ["Stability, fixed points and inverse of delays," Proc. - R. Soc. Edinburgh, Sect. A 136, 245-275 (2006)], 10.1017/S0308210500004546 and Jin and Luo ["Stability of an integro-differential equation," Comput. Math. Appl. 57(7), 1080-1088 (2009)], 10.1016/j.camwa.2009.01.006 when b(t) = 0 and supplement the 3/2-stability theorem when a(t, s) = 0. In addition, the case of the equations with several delays is discussed as well.

  11. Semi-implicit spectral deferred correction methods for ordinary differential equations

    SciTech Connect

    Minion, Michael L.

    2002-10-06

    A semi-implicit formulation of the method of spectral deferred corrections (SISDC) for ordinary differential equations with both stiff and non-stiff terms is presented. Several modifications and variations to the original spectral deferred corrections method by Dutt, Greengard, and Rokhlin concerning the choice of integration points and the form of the correction iteration are presented. The stability and accuracy of the resulting ODE methods are explored analytically and numerically. The SISDC methods are intended to be combined with the method of lines approach to yield a flexible framework for creating higher-order semi-implicit methods for partial differential equations. A discussion and numerical examples of the SISDC method applied to advection-diffusion type equations are included. The results suggest that higher-order SISDC methods are more efficient than semi-implicit Runge-Kutta methods for moderately stiff problems in terms of accuracy per function evaluation.

  12. Solving ordinary differential equations by electrical analogy: a multidisciplinary teaching tool

    NASA Astrophysics Data System (ADS)

    Sanchez Perez, J. F.; Conesa, M.; Alhama, I.

    2016-11-01

    Ordinary differential equations are the mathematical formulation for a great variety of problems in science and engineering, and frequently, two different problems are equivalent from a mathematical point of view when they are formulated by the same equations. Students acquire the knowledge of how to solve these equations (at least some types of them) using protocols and strict algorithms of mathematical calculation without thinking about the meaning of the equation. The aim of this work is that students learn to design network models or circuits in this way; with simple knowledge of them, students can establish the association of electric circuits and differential equations and their equivalences, from a formal point of view, that allows them to associate knowledge of two disciplines and promote the use of this interdisciplinary approach to address complex problems. Therefore, they learn to use a multidisciplinary tool that allows them to solve these kinds of equations, even students of first course of engineering, whatever the order, grade or type of non-linearity. This methodology has been implemented in numerous final degree projects in engineering and science, e.g., chemical engineering, building engineering, industrial engineering, mechanical engineering, architecture, etc. Applications are presented to illustrate the subject of this manuscript.

  13. Numerical solution of differential algebraic equations (DAEs) by mix-multistep method

    NASA Astrophysics Data System (ADS)

    Rahim, Yong Faezah; Suleiman, Mohamed; Ibrahim, Zarina Bibi

    2014-06-01

    Differential Algebraic Equations (DAEs) are regarded as stiff Ordinary Differential Equations (ODEs). Therefore they are solved using implicit method such as Backward Differentiation Formula (BDF) type of methods which require the use of Newton iteration which need much computational effort. However, not all of the ODEs in DAE system are stiff. In this paper, we describe a new technique for solving DAE, where the ODEs are treated as non-stiff at the start of the integration and putting the non-stiff ODEs into stiff subsystem should instability occurs. Adams type of method is used to solve the non-stiff part and BDF method for solving the stiff part. This strategy is shown to be competitive in terms of computational effort and accuracy. Numerical experiments are presented to validate its efficiency.

  14. A Parabolic Equation Approach to Modeling Acousto-Gravity Waves for Local Helioseismology

    NASA Astrophysics Data System (ADS)

    Del Bene, Kevin; Lingevitch, Joseph; Doschek, George

    2016-08-01

    A wide-angle parabolic-wave-equation algorithm is developed and validated for local-helioseismic wave propagation. The parabolic equation is derived from a factorization of the linearized acousto-gravity wave equation. We apply the parabolic-wave equation to modeling acoustic propagation in a plane-parallel waveguide with physical properties derived from helioseismic data. The wavenumber power spectrum and wave-packet arrival-time structure for receivers in the photosphere with separation up to 30° is computed, and good agreement is demonstrated with measured values and a reference spectral model.

  15. A Stochastic Differential Equation Approach To Multiphase Flow In Porous Media

    NASA Astrophysics Data System (ADS)

    Dean, D.; Russell, T.

    2003-12-01

    The motivation for using stochastic differential equations in multiphase flow systems stems from our work in developing an upscaling methodology for single phase flow. The long term goals of this project include: I. Extending this work to a nonlinear upscaling methodology II. Developing a macro-scale stochastic theory of multiphase flow and transport that accounts for micro-scale heterogeneities and interfaces. In this talk, we present a stochastic differential equation approach to multiphase flow, a typical example of which is flow in the unsaturated domain. Specifically, a two phase problem is studied which consists of a wetting phase and a non-wetting phase. The approach given results in a nonlinear stochastic differential equation describing the position of the non-wetting phase fluid particle. Our fundamental assumption is that the flow of fluid particles is described by a stochastic process and that the positions of the fluid particles over time are governed by the law of the process. It is this law which we seek to determine. The nonlinearity in the stochastic differential equation arises because both the drift and diffusion coefficients depend on the volumetric fraction of the phase which in turn depends on the position of the fluid particles in the experimental domain. The concept of a fluid particle is central to the development of the model described in this talk. Expressions for both saturation and volumetric fraction are developed using the fluid particle concept. Darcy's law and the continuity equation are then used to derive a Fokker-Planck equation using these expressions. The Ito calculus is then applied to derive a stochastic differential equation for the non-wetting phase. This equation has both drift and diffusion terms which depend on the volumetric fraction of the non-wetting phase. Standard stochastic theories based on the Ito calculus and the Wiener process and the equivalent Fokker-Planck PDE's are typically used to model dispersion

  16. Isostable reduction with applications to time-dependent partial differential equations

    NASA Astrophysics Data System (ADS)

    Wilson, Dan; Moehlis, Jeff

    2016-07-01

    Isostables and isostable reduction, analogous to isochrons and phase reduction for oscillatory systems, are useful in the study of nonlinear equations which asymptotically approach a stationary solution. In this work, we present a general method for isostable reduction of partial differential equations, with the potential power to reduce the dimensionality of a nonlinear system from infinity to 1. We illustrate the utility of this reduction by applying it to two different models with biological relevance. In the first example, isostable reduction of the Fokker-Planck equation provides the necessary framework to design a simple control strategy to desynchronize a population of pathologically synchronized oscillatory neurons, as might be relevant to Parkinson's disease. Another example analyzes a nonlinear reaction-diffusion equation with relevance to action potential propagation in a cardiac system.

  17. The Stampacchia maximum principle for stochastic partial differential equations and applications

    NASA Astrophysics Data System (ADS)

    Chekroun, Mickaël D.; Park, Eunhee; Temam, Roger

    2016-02-01

    Stochastic partial differential equations (SPDEs) are considered, linear and nonlinear, for which we establish comparison theorems for the solutions, or positivity results a.e., and a.s., for suitable data. Comparison theorems for SPDEs are available in the literature. The originality of our approach is that it is based on the use of truncations, following the Stampacchia approach to maximum principle. We believe that our method, which does not rely too much on probability considerations, is simpler than the existing approaches and to a certain extent, more directly applicable to concrete situations. Among the applications, boundedness results and positivity results are respectively proved for the solutions of a stochastic Boussinesq temperature equation, and of reaction-diffusion equations perturbed by a non-Lipschitz nonlinear noise. Stabilization results to a Chafee-Infante equation perturbed by a nonlinear noise are also derived.

  18. Isostable reduction with applications to time-dependent partial differential equations.

    PubMed

    Wilson, Dan; Moehlis, Jeff

    2016-07-01

    Isostables and isostable reduction, analogous to isochrons and phase reduction for oscillatory systems, are useful in the study of nonlinear equations which asymptotically approach a stationary solution. In this work, we present a general method for isostable reduction of partial differential equations, with the potential power to reduce the dimensionality of a nonlinear system from infinity to 1. We illustrate the utility of this reduction by applying it to two different models with biological relevance. In the first example, isostable reduction of the Fokker-Planck equation provides the necessary framework to design a simple control strategy to desynchronize a population of pathologically synchronized oscillatory neurons, as might be relevant to Parkinson's disease. Another example analyzes a nonlinear reaction-diffusion equation with relevance to action potential propagation in a cardiac system. PMID:27575127

  19. Global Stability Analysis of Some Nonlinear Delay Differential Equations in Population Dynamics

    NASA Astrophysics Data System (ADS)

    Huang, Gang; Liu, Anping; Foryś, Urszula

    2016-02-01

    By using the direct Lyapunov method and constructing appropriate Lyapunov functionals, we investigate the global stability for the following scalar delay differential equation with nonlinear term y'(t)=f(1-y(t), y(t-τ ))-cy(t), where c is a positive constant and f: {R}^2 → R is of class C^1 and satisfies some additional requirements. This equation is a generalization of the SIS model proposed by Cooke (Rocky Mt J Math 7: 253-263, 1979). Criterions of global stability for the trivial and the positive equilibria of this delay equation are given. A special case of the function f depending only on the variable y(t-τ ) is also considered. Both general and special cases of this equation are often used in biomathematical modelling.

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

    PubMed

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

    2016-01-01

    Several approaches exist for estimating the derivatives of observed data for model exploration purposes, including functional data analysis (FDA; Ramsay & Silverman, 2005 ), generalized local linear approximation (GLLA; Boker, Deboeck, Edler, & Peel, 2010 ), and generalized orthogonal local derivative approximation (GOLD; Deboeck, 2010 ). These derivative estimation procedures can be used in a two-stage process to fit mixed effects ordinary differential equation (ODE) models. While the performance and utility of these routines for estimating linear ODEs have been established, they have not yet been evaluated in the context of nonlinear ODEs with mixed effects. We compared properties of the GLLA and GOLD to an FDA-based two-stage approach denoted herein as functional ordinary differential equation with mixed effects (FODEmixed) in a Monte Carlo (MC) study using a nonlinear coupled oscillators model with mixed effects. Simulation results showed that overall, the FODEmixed outperformed both the GLLA and GOLD across all the embedding dimensions considered, but a novel use of a fourth-order GLLA approach combined with very high embedding dimensions yielded estimation results that almost paralleled those from the FODEmixed. We discuss the strengths and limitations of each approach and demonstrate how output from each stage of FODEmixed may be used to inform empirical modeling of young children's self-regulation. PMID:27391255

  1. Time-local Heisenberg-Langevin equations and the driven qubit

    NASA Astrophysics Data System (ADS)

    Whalen, S. J.; Carmichael, H. J.

    2016-06-01

    The time-local master equation for a driven boson system interacting with a boson environment is derived by way of a time-local Heisenberg-Langevin equation. Extension to the driven qubit fails—except for weak excitation—due to the lost linearity of the system-environment interaction. We show that a reported time-local master equation for the driven qubit is incorrect. As a corollary to our demonstration, we also uncover odd asymptotic behavior in the "repackaged" time-local dynamics of a system driven to a far-from-equilibrium steady state: the density operator becomes steady while time-dependent coefficients oscillate (with periodic singularities) forever.

  2. Singular Hopf bifurcation in a differential equation with large state-dependent delay

    PubMed Central

    Kozyreff, G.; Erneux, T.

    2014-01-01

    We study the onset of sustained oscillations in a classical state-dependent delay (SDD) differential equation inspired by control theory. Owing to the large delays considered, the Hopf bifurcation is singular and the oscillations rapidly acquire a sawtooth profile past the instability threshold. Using asymptotic techniques, we explicitly capture the gradual change from nearly sinusoidal to sawtooth oscillations. The dependence of the delay on the solution can be either linear or nonlinear, with at least quadratic dependence. In the former case, an asymptotic connection is made with the Rayleigh oscillator. In the latter, van der Pol’s equation is derived for the small-amplitude oscillations. SDD differential equations are currently the subject of intense research in order to establish or amend general theorems valid for constant-delay differential equation, but explicit analytical construction of solutions are rare. This paper illustrates the use of singular perturbation techniques and the unusual way in which solvability conditions can arise for SDD problems with large delays. PMID:24511255

  3. Singular Hopf bifurcation in a differential equation with large state-dependent delay.

    PubMed

    Kozyreff, G; Erneux, T

    2014-02-01

    We study the onset of sustained oscillations in a classical state-dependent delay (SDD) differential equation inspired by control theory. Owing to the large delays considered, the Hopf bifurcation is singular and the oscillations rapidly acquire a sawtooth profile past the instability threshold. Using asymptotic techniques, we explicitly capture the gradual change from nearly sinusoidal to sawtooth oscillations. The dependence of the delay on the solution can be either linear or nonlinear, with at least quadratic dependence. In the former case, an asymptotic connection is made with the Rayleigh oscillator. In the latter, van der Pol's equation is derived for the small-amplitude oscillations. SDD differential equations are currently the subject of intense research in order to establish or amend general theorems valid for constant-delay differential equation, but explicit analytical construction of solutions are rare. This paper illustrates the use of singular perturbation techniques and the unusual way in which solvability conditions can arise for SDD problems with large delays.

  4. The automatic solution of partial differential equations using a global spectral method

    NASA Astrophysics Data System (ADS)

    Townsend, Alex; Olver, Sheehan

    2015-10-01

    A spectral method for solving linear partial differential equations (PDEs) with variable coefficients and general boundary conditions defined on rectangular domains is described, based on separable representations of partial differential operators and the one-dimensional ultraspherical spectral method. If a partial differential operator is of splitting rank 2, such as the operator associated with Poisson or Helmholtz, the corresponding PDE is solved via a generalized Sylvester matrix equation, and a bivariate polynomial approximation of the solution of degree (nx ,ny) is computed in O ((nxny) 3 / 2) operations. Partial differential operators of splitting rank ≥3 are solved via a linear system involving a block-banded matrix in O (min ⁡ (nx3 ny ,nx ny3)) operations. Numerical examples demonstrate the applicability of our 2D spectral method to a broad class of PDEs, which includes elliptic and dispersive time-evolution equations. The resulting PDE solver is written in MATLAB and is publicly available as part of CHEBFUN. It can resolve solutions requiring over a million degrees of freedom in under 60 seconds. An experimental implementation in the JULIA language can currently perform the same solve in 10 seconds.

  5. Modeling Individual Damped Linear Oscillator Processes with Differential Equations: Using Surrogate Data Analysis to Estimate the Smoothing Parameter

    ERIC Educational Resources Information Center

    Deboeck, Pascal R.; Boker, Steven M.; Bergeman, C. S.

    2008-01-01

    Among the many methods available for modeling intraindividual time series, differential equation modeling has several advantages that make it promising for applications to psychological data. One interesting differential equation model is that of the damped linear oscillator (DLO), which can be used to model variables that have a tendency to…

  6. Adaptice-step time integration package for stiff, nonstiff and multi-rate systems of ordinary differential equations (ODEs)

    SciTech Connect

    2014-06-01

    ARKode is part of a software family called SUNDIALS: SUite of Nonlinear and Differential/ALgebraic equation Solvers [1]. The ARKode solver library provides an adaptive-step time integration package for stiff, nonstiff and multi-rate systems of ordinary differential equations (ODEs) using Runge Kutta methods [2].

  7. Improving Teaching Quality and Problem Solving Ability through Contextual Teaching and Learning in Differential Equations: A Lesson Study Approach

    ERIC Educational Resources Information Center

    Khotimah, Rita Pramujiyanti; Masduki

    2016-01-01

    Differential equations is a branch of mathematics which is closely related to mathematical modeling that arises in real-world problems. Problem solving ability is an essential component to solve contextual problem of differential equations properly. The purposes of this study are to describe contextual teaching and learning (CTL) model in…

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

    ERIC Educational Resources Information Center

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

    1985-01-01

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

  9. On stochastic differential equations driven by the renormalized square of the Gaussian white noise

    NASA Astrophysics Data System (ADS)

    Ben Ammou, Bilel Kacem; Lanconelli, Alberto

    2015-11-01

    We investigate the properties of the Wick square of Gaussian white noises through a new method to perform nonlinear operations on Hida distributions. This method lays in between the Wick product interpretation and the usual definition of nonlinear functions. We prove an Itô-type formula and solve stochastic differential equations driven by the renormalized square of the Gaussian white noise. Our approach works with standard assumptions on the coefficients of the equations, global Lipschitz continuity, and produces existence and uniqueness results in the space where the noise lives. The linear case is studied in details and positivity of the solution is proved.

  10. Conservation properties of numerical integration methods for systems of ordinary differential equations

    NASA Technical Reports Server (NTRS)

    Rosenbaum, J. S.

    1976-01-01

    If a system of ordinary differential equations represents a property conserving system that can be expressed linearly (e.g., conservation of mass), it is then desirable that the numerical integration method used conserve the same quantity. It is shown that both linear multistep methods and Runge-Kutta methods are 'conservative' and that Newton-type methods used to solve the implicit equations preserve the inherent conservation of the numerical method. It is further shown that a method used by several authors is not conservative.

  11. Integro-differential equations and the stability of neural networks with dendritic structure.

    PubMed

    Bressloff, P C

    1995-08-01

    We analyse the effects of dendritic structure on the stability of a recurrent neural network in terms of a set of coupled, non-linear Volterra integro-differential equations. These, which describe the dynamics of the somatic membrane potentials, are obtained by eliminating the dendritic potentials from the underlying compartmental model or cable equations. We then derive conditions for Turing-like instability as a precursor for pattern formation in a spatially organized network. These conditions depend on the spatial distribution of axo-dendritic connections across the network. PMID:7548316

  12. The first variation and Pontryagin's maximum principle in optimal control for partial differential equations

    NASA Astrophysics Data System (ADS)

    Sumin, M. I.

    2009-06-01

    A modification of the classical needle variation, namely, the so-called two-parameter variation of controls is proposed. The first variation of a functional is understood as a repeated limit. It is shown that the modified needle variation can be effectively used to derive necessary optimality conditions for a rather wide class of optimal control problems involving partial differential equations with weak solutions. Specifically, the two-parameter variation is used to obtain necessary optimality conditions in the form of a maximum principle for the optimal control of divergent hyperbolic equations.

  13. Application of multiquadric method for numerical solution of elliptic partial differential equations

    SciTech Connect

    Sharan, M.; Kansa, E.J.; Gupta, S.

    1994-01-01

    We have used the multiquadric (MQ) approximation scheme for the solution of elliptic partial differential equations with Dirichlet and/or Neumann boundary conditions. The scheme has the advantage to use the data points in arbitrary locations with an arbitrary ordering. Two dimensional Laplace, Poisson and Biharmonic equations describing the various physical processes, have been taken as the test examples. The agreement is found to be very good between the computed and exact solutions. The method also provides an excellent approximation with curve boundary.

  14. Periodic motion in a class of nth-order autonomous differential equations

    NASA Technical Reports Server (NTRS)

    Williamson, D.

    1976-01-01

    Sufficient conditions are obtained for the existence of periodic motion in a class of autonomous nonlinear differential equations of order greater than two. The approach is based on the decomposition of an equation into a linear and a nonlinear part. The analysis relies on some basic ideas from linear analysis and geometry. Sufficient conditions for a periodic solution are derived by means of a general topological principle referred to as the torus principle. The existence of a periodic solution is concluded by an appropriate use of the Brouwer fixed-point theorem.

  15. Survey of the status of finite element methods for partial differential equations

    NASA Technical Reports Server (NTRS)

    Temam, Roger

    1986-01-01

    The finite element methods (FEM) have proved to be a powerful technique for the solution of boundary value problems associated with partial differential equations of either elliptic, parabolic, or hyperbolic type. They also have a good potential for utilization on parallel computers particularly in relation to the concept of domain decomposition. This report is intended as an introduction to the FEM for the nonspecialist. It contains a survey which is totally nonexhaustive, and it also contains as an illustration, a report on some new results concerning two specific applications, namely a free boundary fluid-structure interaction problem and the Euler equations for inviscid flows.

  16. Generation of three-dimensional body-fitted grids by solving hyperbolic partial differential equations

    NASA Technical Reports Server (NTRS)

    Steger, Joseph L.

    1989-01-01

    Hyperbolic grid generation procedures are described which have been used in external flow simulations about complex configurations. For many practical applications a single well-ordered (i.e., structured) grid can be used to mesh an entire configuration, in other problems, composite or unstructured grid procedures are needed. Although the hyperbolic partial differential equation grid generation procedure has mainly been utilized to generate structured grids, an extension of the procedure to semiunstructured grids is briefly described. Extensions of the methodology are also described using two-dimensional equations.

  17. Stability and bifurcation analysis of a generalized scalar delay differential equation.

    PubMed

    Bhalekar, Sachin

    2016-08-01

    This paper deals with the stability and bifurcation analysis of a general form of equation D(α)x(t)=g(x(t),x(t-τ)) involving the derivative of order α ∈ (0, 1] and a constant delay τ ≥ 0. The stability of equilibrium points is presented in terms of the stability regions and critical surfaces. We provide a necessary condition to exist chaos in the system also. A wide range of delay differential equations involving a constant delay can be analyzed using the results proposed in this paper. The illustrative examples are provided to explain the theory. PMID:27586623

  18. Stability and bifurcation analysis of a generalized scalar delay differential equation

    NASA Astrophysics Data System (ADS)

    Bhalekar, Sachin

    2016-08-01

    This paper deals with the stability and bifurcation analysis of a general form of equation D α x ( t ) = g ( x ( t ) , x ( t - τ ) ) involving the derivative of order α ∈ (0, 1] and a constant delay τ ≥ 0. The stability of equilibrium points is presented in terms of the stability regions and critical surfaces. We provide a necessary condition to exist chaos in the system also. A wide range of delay differential equations involving a constant delay can be analyzed using the results proposed in this paper. The illustrative examples are provided to explain the theory.

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

    SciTech Connect

    Rupšys, P.

    2015-10-28

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

  20. On exponential stability of linear Levin-Nohel integro-differential equations

    NASA Astrophysics Data System (ADS)

    Tien Dung, Nguyen

    2015-02-01

    The aim of this paper is to investigate the exponential stability for linear Levin-Nohel integro-differential equations with time-varying delays. To the best of our knowledge, the exponential stability for such equations has not yet been discussed. In addition, since we do not require that the kernel and delay are continuous, our results improve those obtained in Becker and Burton [Proc. R. Soc. Edinburgh, Sect. A: Math. 136, 245-275 (2006)]; Dung [J. Math. Phys. 54, 082705 (2013)]; and Jin and Luo [Comput. Math. Appl. 57(7), 1080-1088 (2009)].

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

    NASA Astrophysics Data System (ADS)

    Rupšys, P.

    2015-10-01

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

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

    NASA Astrophysics Data System (ADS)

    Amengonu, Yawo H.; Kakad, Yogendra P.

    2014-07-01

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

  3. Roller Coasters without Differential Equations--A Newtonian Approach to Constrained Motion

    ERIC Educational Resources Information Center

    Muller, Rainer

    2010-01-01

    Within the context of Newton's equation, we present a simple approach to the constrained motion of a body forced to move along a specified trajectory. Because the formalism uses a local frame of reference, it is simpler than other methods, making more complicated geometries accessible. No Lagrangian multipliers are necessary to determine the…

  4. Lagrange interpolation and modified cubic B-spline differential quadrature methods for solving hyperbolic partial differential equations with Dirichlet and Neumann boundary conditions

    NASA Astrophysics Data System (ADS)

    Jiwari, Ram

    2015-08-01

    In this article, the author proposed two differential quadrature methods to find the approximate solution of one and two dimensional hyperbolic partial differential equations with Dirichlet and Neumann's boundary conditions. The methods are based on Lagrange interpolation and modified cubic B-splines respectively. The proposed methods reduced the hyperbolic problem into a system of second order ordinary differential equations in time variable. Then, the obtained system is changed into a system of first order ordinary differential equations and finally, SSP-RK3 scheme is used to solve the obtained system. The well known hyperbolic equations such as telegraph, Klein-Gordon, sine-Gordon, Dissipative non-linear wave, and Vander Pol type non-linear wave equations are solved to check the accuracy and efficiency of the proposed methods. The numerical results are shown in L∞ , RMS andL2 errors form.

  5. Local volume-time averaged equations of motion for dispersed, turbulent, multiphase flows

    SciTech Connect

    Sha, W.T.; Slattery, J.C.

    1980-11-01

    In most flows of liquids and their vapors, the phases are dispersed randomly in both space and time. These dispersed flows can be described only statistically or in terms of averages. Local volume-time averaging is used here to derive a self-consistent set of equations governing momentum and energy transfer in dispersed, turbulent, multiphase flows. The empiricisms required for use with these equations are the subject of current research.

  6. On the Large Time Behavior of the Solutions of a Nonlocal Ordinary Differential Equation with Mass Conservation

    NASA Astrophysics Data System (ADS)

    Hilhorst, Danielle; Matano, Hiroshi; Nguyen, Thanh Nam; Weber, Hendrik

    2016-09-01

    We consider an initial value problem for a nonlocal differential equation with a bistable nonlinearity in several space dimensions. The equation is an ordinary differential equation with respect to the time variable t, while the nonlocal term is expressed in terms of spatial integration. We discuss the large time behavior of solutions and prove, among other things, the convergence to steady-states. The proof that the solution orbits are relatively compact is based upon the rearrangement theory.

  7. Discussion on Collisional Radiative Model from the Viewpoint of Linear Ordinary Differential Equations

    NASA Astrophysics Data System (ADS)

    Akatsuka, Hiroshi

    We examine a general solution to the associated linear homogeneous ordinary differential equations of the collisional radiative model, and survey the behavior of eigenvalues of the characteristic matrix. It is proved that the real part of each eigenvalue is negative with the help of the Gershgorin's theorem. Consequently, the differential equations describing the CR model are exponentially stable. We also examine absolute values of the real part of eigenvalues for the argon CR model. Dependence of real part of the eigenvalue to determine the relaxation time is examined with respect to electron temperature and density for argon plasma with its electron temperature 0.1-10 eV, electron density 109-1014 cm-3, and discharge pressure 1-760 Torr, including the effect of atomic collisional quenching.

  8. Modeling of delays in PKPD: classical approaches and a tutorial for delay differential equations.

    PubMed

    Koch, Gilbert; Krzyzanski, Wojciech; Pérez-Ruixo, Juan Jose; Schropp, Johannes

    2014-08-01

    In pharmacokinetics/pharmacodynamics (PKPD) the measured response is often delayed relative to drug administration, individuals in a population have a certain lifespan until they maturate or the change of biomarkers does not immediately affects the primary endpoint. The classical approach in PKPD is to apply transit compartment models (TCM) based on ordinary differential equations to handle such delays. However, an alternative approach to deal with delays are delay differential equations (DDE). DDEs feature additional flexibility and properties, realize more complex dynamics and can complementary be used together with TCMs. We introduce several delay based PKPD models and investigate mathematical properties of general DDE based models, which serve as subunits in order to build larger PKPD models. Finally, we review current PKPD software with respect to the implementation of DDEs for PKPD analysis.

  9. Electron dynamics inside a vacuum tube diode through linear differential equations

    NASA Astrophysics Data System (ADS)

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

    2014-04-01

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

  10. Parallelizing across time when solving time-dependent partial differential equations

    SciTech Connect

    Worley, P.H.

    1991-09-01

    The standard numerical algorithms for solving time-dependent partial differential equations (PDEs) are inherently sequential in the time direction. This paper describes algorithms for the time-accurate solution of certain classes of linear hyperbolic and parabolic PDEs that can be parallelized in both time and space and have serial complexities that are proportional to the serial complexities of the best known algorithms. The algorithms for parabolic PDEs are variants of the waveform relaxation multigrid method (WFMG) of Lubich and Ostermann where the scalar ordinary differential equations (ODEs) that make up the kernel of WFMG are solved using a cyclic reduction type algorithm. The algorithms for hyperbolic PDEs use the cyclic reduction algorithm to solve ODEs along characteristics. 43 refs.

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

    NASA Astrophysics Data System (ADS)

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

    2015-07-01

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

  12. Data fitting in partial differential algebraic equations: some academic and industrial applications

    NASA Astrophysics Data System (ADS)

    Schittkowski, K.

    2004-02-01

    The paper introduces a numerical method to estimate parameters in systems of one-dimensional partial differential algebraic equations. Proceeding from given experimental data, i.e., observation times and measurements, the minimum least-squares distance of measured data from a fitting criterion is computed, which depends on the solution of the dynamical system. We present a typical black box approach that is easily implemented proceeding from some standard numerical analysis tools. Main emphasis of the paper is to present a couple of practical applications from industry and academia, to give an impression on the complexity of real-life systems of partial differential equations. The domains of application are pharmaceutics, geology, mechanical engineering, chemical engineering, food engineering, and electrical engineering.

  13. Partial differential equations constrained combinatorial optimization on an adiabatic quantum computer

    NASA Astrophysics Data System (ADS)

    Chandra, Rishabh

    Partial differential equation-constrained combinatorial optimization (PDECCO) problems are a mixture of continuous and discrete optimization problems. PDECCO problems have discrete controls, but since the partial differential equations (PDE) are continuous, the optimization space is continuous as well. Such problems have several applications, such as gas/water network optimization, traffic optimization, micro-chip cooling optimization, etc. Currently, no efficient classical algorithm which guarantees a global minimum for PDECCO problems exists. A new mapping has been developed that transforms PDECCO problem, which only have linear PDEs as constraints, into quadratic unconstrained binary optimization (QUBO) problems that can be solved using an adiabatic quantum optimizer (AQO). The mapping is efficient, it scales polynomially with the size of the PDECCO problem, requires only one PDE solve to form the QUBO problem, and if the QUBO problem is solved correctly and efficiently on an AQO, guarantees a global optimal solution for the original PDECCO problem.

  14. Fisher information of special functions and second-order differential equations

    NASA Astrophysics Data System (ADS)

    Yáñez, R. J.; Sánchez-Moreno, P.; Zarzo, A.; Dehesa, J. S.

    2008-08-01

    We investigate a basic question of analytic information theory, namely, the evaluation of the Fisher information and the relative Fisher information with respect to a non-negative function, for the probability distributions obtained by squaring the special functions of mathematical physics which are solutions of second-order differential equations. We obtain explicit expressions for these information-theoretic properties via the expectation values of the coefficients of the differential equation. We illustrate our approach for various nonrelativistic D-dimensional wavefunctions and some special functions of physicomathematical interest. Emphasis is made in the Nikiforov-Uvarov hypergeometric-type functions, which include and generalize the Hermite functions and the Gauss and Kummer hypergeometric functions, among others.

  15. Fourier mode analysis of multigrid methods for partial differential equations with random coefficients

    SciTech Connect

    Seynaeve, Bert; Rosseel, Eveline; Nicolai, Bart; Vandewalle, Stefan . E-mail: Stefan.Vandewalle@cs.kuleuven.be

    2007-05-20

    Partial differential equations with random coefficients appear for example in reliability problems and uncertainty propagation models. Various approaches exist for computing the stochastic characteristics of the solution of such a differential equation. In this paper, we consider the spectral expansion approach. This method transforms the continuous model into a large discrete algebraic system. We study the convergence properties of iterative methods for solving this discretized system. We consider one-level and multi-level methods. The classical Fourier mode analysis technique is extended towards the stochastic case. This is done by taking the eigenstructure into account of a certain matrix that depends on the random structure of the problem. We show how the convergence properties depend on the particulars of the algorithm, on the discretization parameters and on the stochastic characteristics of the model. Numerical results are added to illustrate some of our theoretical findings.

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

    PubMed

    Leander, Jacob; Lundh, Torbjörn; Jirstrand, Mats

    2014-05-01

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

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

    PubMed

    Leander, Jacob; Lundh, Torbjörn; Jirstrand, Mats

    2014-05-01

    In this paper we consider the problem of estimating parameters in ordinary differential equations given discrete time experimental data. The impact of going from an ordinary to a stochastic differential equation setting is investigated as a tool to overcome the problem of local minima in the objective function. Using two different models, it is demonstrated that by allowing noise in the underlying model itself, the objective functions to be minimized in the parameter estimation procedures are regularized in the sense that the number of local minima is reduced and better convergence is achieved. The advantage of using stochastic differential equations is that the actual states in the model are predicted from data and this will allow the prediction to stay close to data even when the parameters in the model is incorrect. The extended Kalman filter is used as a state estimator and sensitivity equations are provided to give an accurate calculation of the gradient of the objective function. The method is illustrated using in silico data from the FitzHugh-Nagumo model for excitable media and the Lotka-Volterra predator-prey system. The proposed method performs well on the models considered, and is able to regularize the objective function in both models. This leads to parameter estimation problems with fewer local minima which can be solved by efficient gradient-based methods. PMID:24631177

  18. Controllability of process described by system of linear integro-differential equations with restrictions

    NASA Astrophysics Data System (ADS)

    Aisagaliev, Serikbai A.; Sevryugin, Ilya

    2016-08-01

    In this work, we study controllability problem for linear integro-differential equation x ˙=A (t )x +B (t )u (t )+C (t ) ∫a b K (t ,τ ) w (τ )d τ +μ (t ), t ∈I =[t0,t1] with boundary conditions and some restrictions. For this problem we have obtained necessary and sufficient conditions of its solvability. The solution of initial problem is reduced to minimization of functional using minimizing sequences.

  19. Investigating stability using nonlinear quasihomogeneous approximation to differential equations with impulsive action

    SciTech Connect

    Dvirny, A. I.; Slyn'ko, V. I. E-mail: vitstab@ukr.net

    2014-06-01

    Inverse theorems to Lyapunov's direct method are established for quasihomogeneous systems of differential equations with impulsive action. Conditions for the existence of Lyapunov functions satisfying typical bounds for quasihomogeneous functions are obtained. Using these results, we establish conditions for an equilibrium of a nonlinear system with impulsive action to be stable, using the properties of a quasihomogeneous approximation to the system. The results are illustrated by an example of a large-scale system with homogeneous subsystems. Bibliography: 30 titles. (paper)

  20. The use of solution adaptive grids in solving partial differential equations

    NASA Technical Reports Server (NTRS)

    Anderson, D. A.; Rai, M. M.

    1982-01-01

    The grid point distribution used in solving a partial differential equation using a numerical method has a substantial influence on the quality of the solution. An adaptive grid which adjusts as the solution changes provides the best results when the number of grid points available for use during the calculation is fixed. Basic concepts used in generating and applying adaptive grids are reviewed in this paper, and examples illustrating applications of these concepts are presented.