Spherical harmonics approach to parabolic partial differential equations
NASA Astrophysics Data System (ADS)
SenGupta, Indranil; Mariani, Maria C.
2012-12-01
This paper is devoted to extend the spherical harmonics technique to the solution of parabolic differential equations and to integro-differential equations. The heat equation and the Black-Scholes equation are solved by using the method of spherical harmonics.
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.
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.
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.
NASA Astrophysics Data System (ADS)
Khairullin, Ermek
2016-08-01
In this paper we consider a special boundary value problem for multidimensional parabolic integro-differential equation with boundary conditions that contains as a boundary condition containing derivatives of order higher than the order of the equation. The solution is sought in the form of a thermal potential of a double layer. Shows lemma of finding the limits of the derivatives of the unknown function in the neighborhood of the hyperplane. Using the boundary condition and lemma obtained integral-differential equation (IDE) of parabolic operators, whĐţre an unknown function under the integral contains higher-order space variables derivatives. IDE is reduced to a singular integral equation (SIE), when an unknown function in the spatial variables satisfies the Holder. The characteristic part is solved in the class of distribution function using method of transformation of Fourier-Laplace. Found an algebraic condition for the transition to the classical generalized solution. Integral equation of the resolvent for the characteristic part of SIE is obtained. Integro-differential equation is reduced to the Volterra-Fredholm type integral equation of the second kind by method of regularization. It is shown that the solution of SIE is a solution of IDE. Obtain a theorem on the solvability of the boundary value problem of multidimensional parabolic integro-differential equation, when a known function of the spatial variables belongs to the Holder class and satisfies the solvability conditions.
NASA Astrophysics Data System (ADS)
Minchev, Emil; Yoshida, Norio
2003-02-01
Vector parabolic differential equations with functional arguments are studied and the oscillations of solutions of boundary value problems are investigated. Our approach is to reduce the oscillation problems to the nonexistence of positive solutions of scalar differential inequalities by employing the concept of H-oscillation introduced by Domslak (see: R. Courant, D. Hilbert, Methods of Mathematical Physics, Vol. I, Interscience, New York, 1996), where H denotes a unit vector.
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.
Noniterative three-dimensional grid generation using parabolic partial differential equations
NASA Technical Reports Server (NTRS)
Edwards, T. A.
1985-01-01
A new algorithm for generating three-dimensional grids has been developed and implemented which numerically solves a parabolic partial differential equation (PDE). The solution procedure marches outward in two coordinate directions, and requires inversion of a scalar tridiagonal system in the third. Source terms have been introduced to control the spacing and angle of grid lines near the grid boundaries, and to control the outer boundary point distribution. The method has been found to generate grids about 100 times faster than comparable grids generated via solution of elliptic PDEs, and produces smooth grids for finite-difference flow calculations.
Du Kai Qiu, Jinniao Tang Shanjian
2012-04-15
This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An L{sup p}-theory is given for the Cauchy problem of BSPDEs, separately for the case of p Element-Of (1,2] and for the case of p Element-Of (2,{infinity}). A comparison theorem is also addressed.
Parabolized stability equations
NASA Astrophysics Data System (ADS)
Herbert, Thorwald
1994-04-01
The parabolized stability equations (PSE) are a new approach to analyze the streamwise evolution of single or interacting Fourier modes in weakly nonparallel flows such as boundary layers. The concept rests on the decomposition of every mode into a slowly varying amplitude function and a wave function with slowly varying wave number. The neglect of the small second derivatives of the slowly varying functions with respect to the streamwise variable leads to an initial boundary-value problem that can be solved by numerical marching procedures. The PSE approach is valid in convectively unstable flows. The equations for a single mode are closely related to those of the traditional eigenvalue problems for linear stability analysis. However, the PSE approach does not exploit the homogeneity of the problem and, therefore, can be utilized to analyze forced modes and the nonlinear growth and interaction of an initial disturbance field. In contrast to the traditional patching of local solutions, the PSE provide the spatial evolution of modes with proper account for their history. The PSE approach allows studies of secondary instabilities without the constraints of the Floquet analysis and reproduces the established experimental, theoretical, and computational benchmark results on transition up to the breakdown stage. The method matches or exceeds the demonstrated capabilities of current spatial Navier-Stokes solvers at a small fraction of their computational cost. Recent applications include studies on localized or distributed receptivity and prediction of transition in model environments for realistic engineering problems. This report describes the basis, intricacies, and some applications of the PSE methodology.
Fast Time and Space Parallel Algorithms for Solution of Parabolic Partial Differential Equations
NASA Technical Reports Server (NTRS)
Fijany, Amir
1993-01-01
In this paper, fast time- and Space -Parallel agorithms for solution of linear parabolic PDEs are developed. It is shown that the seemingly strictly serial iterations of the time-stepping procedure for solution of the problem can be completed decoupled.
A three-point backward finite-difference method has been derived for a system of mixed hyperbolic_{¯¯}parabolic (convection_{¯¯}diffusion) partial differential equations (mixed PDEs). The method resorts to the three-point backward differenci...
Finite-difference methods for solving loaded parabolic equations
NASA Astrophysics Data System (ADS)
Abdullayev, V. M.; Aida-zade, K. R.
2016-01-01
Loaded partial differential equations are solved numerically. For illustrative purposes, a boundary value problem for a parabolic equation with various point loads is considered. By applying difference approximations, the problems are reduced to systems of algebraic equations of special structure, which are solved using a parametric representation involving solutions of auxiliary linear systems with tridiagonal matrices. Numerical results are presented and analyzed.
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, extension of the procedure to semiunstructured grids is briefly described. Extensions of the methodology are also described using two-dimensional equations.
Accuracy-based time step criteria for solving parabolic equations
Mohtar, R.; Segerlind, L.
1995-12-31
Parabolic equations govern many transient engineering problems. Space integration using finite element or finite difference methods changes the parabolic partial differential equation into an ordinary differential equation. Time integration schemes are needed to solve the later equation. In order to accurately perform the later integration a proper time step must be provided. Time step estimates based on a stability criteria have been prescribed in the literature. The following paper presents time step estimates that satisfy stability as well as accuracy criteria. These estimates were correlated to the Froude and Courant Numbers. The later criteria were found to be overly conservative for some integration schemes. Suggestions as to which time integration scheme is the best to use are also presented.
Asymptotic behaviour of solutions of semilinear parabolic equations
Egorov, Yu V; Kondratiev, V A
2008-04-30
The asymptotic behaviour of solutions of a second-order semilinear parabolic equation is analyzed in a cylindrical domain that is bounded in the space variables. The dominant term of the asymptotic expansion of the solution as t{yields}+{infinity} is found. It is shown that the solution of this problem is asymptotically equivalent to the solution of a certain non-linear ordinary differential equation. Bibliography: 8 titles.
NASA Astrophysics Data System (ADS)
Acebrón, Juan A.; Rodríguez-Rozas, Ángel
2011-09-01
A probabilistic representation for initial value semilinear parabolic problems based on generalized random trees has been derived. Two different strategies have been proposed, both requiring generating suitable random trees combined with a Pade approximant for approximating accurately a given divergent series. Such series are obtained by summing the partial contribution to the solution coming from trees with arbitrary number of branches. The new representation greatly expands the class of problems amenable to be solved probabilistically, and was used successfully to develop a generalized probabilistic domain decomposition method. Such a method has been shown to be suited for massively parallel computers, enjoying full scalability and fault tolerance. Finally, a few numerical examples are given to illustrate the remarkable performance of the algorithm, comparing the results with those obtained with a classical method.
Singular parabolic equations of second order on manifolds with singularities
NASA Astrophysics Data System (ADS)
Shao, Yuanzhen
2016-01-01
The main aim of this article is to establish an Lp-theory for elliptic operators on manifolds with singularities. The particular class of differential operators discussed herein may exhibit degenerate or singular behavior near the singular ends of the manifolds. Such a theory is of importance for the study of elliptic and parabolic equations on non-compact, or even incomplete manifolds, with or without boundary.
Stability in terms of two measures for a class of semilinear impulsive parabolic equations
Dvirnyj, Aleksandr I; Slyn'ko, Vitalij I
2013-04-30
The problem of stability in terms of two measures is considered for semilinear impulsive parabolic equations. A new version of the comparison method is proposed, and sufficient conditions for stability in terms of two measures are obtained on this basis. An example of a hybrid impulsive system formed by a system of ordinary differential equations coupled with a partial differential equation of parabolic type is given. The efficiency of the described approaches is demonstrated. Bibliography: 24 titles.
Numerical Schemes for Rough Parabolic Equations
Deya, Aurelien
2012-04-15
This paper is devoted to the study of numerical approximation schemes for a class of parabolic equations on (0,1) perturbed by a non-linear rough signal. It is the continuation of Deya (Electron. J. Probab. 16:1489-1518, 2011) and Deya et al. (Probab. Theory Relat. Fields, to appear), where the existence and uniqueness of a solution has been established. The approach combines rough paths methods with standard considerations on discretizing stochastic PDEs. The results apply to a geometric 2-rough path, which covers the case of the multidimensional fractional Brownian motion with Hurst index H>1/3.
Nonuniform depth grids in parabolic equation solutions.
Sanders, William M; Collins, Michael D
2013-04-01
The parabolic wave equation is solved using a finite-difference solution in depth that involves a nonuniform grid. The depth operator is discretized using Galerkin's method with asymmetric hat functions. Examples are presented to illustrate that this approach can be used to improve efficiency for problems in ocean acoustics and seismo-acoustics. For shallow water problems, accuracy is sensitive to the precise placement of the ocean bottom interface. This issue is often addressed with the inefficient approach of using a fine grid spacing over all depth. Efficiency may be improved by using a relatively coarse grid with nonuniform sampling to precisely position the interface. Efficiency may also be improved by reducing the sampling in the sediment and in an absorbing layer that is used to truncate the computational domain. Nonuniform sampling may also be used to improve the implementation of a single-scattering approximation for sloping fluid-solid interfaces. PMID:23556565
NASA Astrophysics Data System (ADS)
Manafian, Jalil
2015-12-01
We apply the Exp-function method (EFM) to the Biswas-Milovic equation and derive the exact solutions. This paper studies the Biswas-Milovic equation with power law, parabolic law and dual parabolic law nonlinearities by the aid of the Exp-function method. The obtained solutions not only constitute a novel analytical viewpoint in nonlinear complex phenomena, but they also form a new stand alone basis from which physical applications in this arena can be comprehended further, and, moreover, investigated. Furthermore, to concretely enrich this research production, we explain all cases, namely m=1 and m≥ 2. This method is developed for searching exact travelling-wave solutions of nonlinear partial differential equations. It is shown that this methods, with the help of symbolic computation, provides a straightforward and powerful mathematical tool for solving nonlinear partial differential equations in mathematical physics.
Transparent boundary conditions for iterative high-order parabolic equations
NASA Astrophysics Data System (ADS)
Petrov, P. S.; Ehrhardt, M.
2016-05-01
Recently a new approach to the construction of high-order parabolic approximations for the Helmholtz equation was developed. These approximations have the form of the system of iterative parabolic equations, where the solution of the n-th equation is used as an input term for the (n + 1)-th equation. In this study the transparent boundary conditions for such systems of coupled parabolic equations are derived. The existence and uniqueness of the solution of the initial boundary value problem for the system of iterative parabolic equations with the derived boundary conditions are proved. The well-posedness of this problem is also established and an unconditionally stable finite difference scheme for its solution is proposed.
Generalization of the rotated parabolic equation to variable slopes.
Outing, Donald A; Siegmann, William L; Collins, Michael D; Westwood, Evan K
2006-12-01
The rotated parabolic equation [J. Acoust. Soc. Am. 87, 1035-1037 (1990)] is generalized to problems involving ocean-sediment interfaces of variable slope. The approach is based on approximating a variable slope in terms of a series of constant slope regions. The original rotated parabolic equation algorithm is used to march the field through each region. An interpolation-extrapolation approach is used to generate a starting field at the beginning of each region beyond the one containing the source. For the elastic case, a series of operators is applied to rotate the dependent variable vector along with the coordinate system. The variable rotated parabolic equation should provide accurate solutions to a large class of range-dependent seismo-acoustics problems. For the fluid case, the accuracy of the approach is confirmed through comparisons with reference solutions. For the elastic case, variable rotated parabolic equation solutions are compared with energy-conserving and mapping solutions. PMID:17225384
Extension of Euler’s method to parabolic equations
NASA Astrophysics Data System (ADS)
Ibragimov, N. H.
2009-04-01
Euler generalized d'Alembert's solution to a wide class of linear hyperbolic equations with two independent variables. He introduced in 1769 the quantities that were rediscovered by Laplace in 1773 and became known as the Laplace invariants. The present paper is devoted to an extension of Euler's method to linear parabolic equations with two independent variables. The new method allows one to derive an explicit formula for the general solution of a wide class of parabolic equations. In particular, the general solution of the Black-Scholes equation is obtained.
On the parallel solution of parabolic equations
NASA Technical Reports Server (NTRS)
Gallopoulos, E.; Saad, Youcef
1989-01-01
Parallel algorithms for the solution of linear parabolic problems are proposed. The first of these methods is based on using polynomial approximation to the exponential. It does not require solving any linear systems and is highly parallelizable. The two other methods proposed are based on Pade and Chebyshev approximations to the matrix exponential. The parallelization of these methods is achieved by using partial fraction decomposition techniques to solve the resulting systems and thus offers the potential for increased time parallelism in time dependent problems. Experimental results from the Alliant FX/8 and the Cray Y-MP/832 vector multiprocessors are also presented.
A method for the spatial discretization of parabolic equations in one space variable
Skeel, R.D.; Berzins, M.
1987-02-01
The aim of this paper is to describe and analyze a new spatial discretization method for parabolic equations in one space variable: Ordinary and parabolic partial differential equations in one space variable x often have a singularity due to the use of polar cylindrical or spherical coordinates. The method we propose is a simple piecewise nonlinear Galerkin/Petrov-Galerkin method which is second order accurate in space. (It supersedes the method proposed by Skeel). The case m = 1 involves the use of the logarithm function, which is probably the only accurate way to model the logarithmic singularity present in the solution. A code based on a variant of the proposed method has already been included as part of the SPRINT package of Berzins, Dew, and Furzeland. The method that we propose here will be distributed in the next release of the D03P (parabolic equations) section of the NAG Library. 18 refs.
Anisotropic uniqueness classes for a degenerate parabolic equation
Vil'danova, V F; Mukminov, F Kh
2013-11-30
Anisotropic uniqueness classes of Tacklind type are identified for a degenerate linear parabolic equation of the second order in an unbounded domain. The Cauchy problem and mixed problems with boundary conditions of the first and third type are considered. Bibliography: 18 titles.
H-measures and variants applied to parabolic equations
NASA Astrophysics Data System (ADS)
Antonic, Nenad; Lazar, Martin
2008-07-01
Since their introduction H-measures have been mostly used in problems related to propagation effects for hyperbolic equations and systems. In this study we give an attempt to apply the H-measure theory to other types of equations. Through a number of examples we present how do the differences between parabolic and hyperbolic equations reflect in the properties of H-measures corresponding to the solutions. Secondly, we apply the H-measures to the Schrödinger equation, where we succeed in proving a propagation property. However, our conclusion is that a variant of H-measures should be sought which would be better suited to parabolic problems. We propose such a variant, show some fundamental properties and illustrate its applicability by some examples. In particular, we show that the variant provides new information in a number of situations where the original H-measures did not. Finally, we describe how the new variant can be used in small amplitude homogenisation of parabolic equations.
Numerical study of finite-rate supersonic combustion using parabolized equations
NASA Technical Reports Server (NTRS)
Chitsomboon, T.; Kumar, A.; Tiwari, S. N.
1987-01-01
A set of partial differential equations, describing the two-dimensional supersonic chemically-reacting flow of the hydrogen-air system, is formulated such that the equations are parabolic in the streamwise direction. A fully-implicit fully-coupled finite-difference algorithm is used to develop a computer code which solves the governing equations by marching in the streamwise direction. The combustion process is modeled by a two-step finite-rate chemistry whereas turbulence is simulated by an algebraic turbulence model. Results of two calculations of internal supersonic reacting flow show fairly good agreement with the results obtained by the more costly full Navier-Stokes procedure.
Cauchy problems of pseudo-parabolic equations with inhomogeneous terms
NASA Astrophysics Data System (ADS)
Li, Zhongping; Du, Wanjuan
2015-12-01
This paper deals with Cauchy problems of pseudo-parabolic equations with inhomogeneous terms. The aim of the paper is to study the influence of the inhomogeneous term on the asymptotic behavior of solutions. We at first determine the critical Fujita exponent and then give the secondary critical exponent on the decay asymptotic behavior of an initial value at infinity. Furthermore, the precise estimate of life span for the blow-up solution is obtained. Our results show that the asymptotic behavior of solutions is seriously affected by the inhomogeneous term.
Mahillo-Isla, R; Gonźalez-Morales, M J; Dehesa-Martínez, C
2011-06-01
The slowly varying envelope approximation is applied to the radiation problems of the Helmholtz equation with a planar single-layer and dipolar sources. The analyses of such problems provide procedures to recover solutions of the Helmholtz equation based on the evaluation of solutions of the parabolic wave equation at a given plane. Furthermore, the conditions that must be fulfilled to apply each procedure are also discussed. The relations to previous work are given as well. PMID:21643384
Solving Ordinary Differential Equations
NASA Technical Reports Server (NTRS)
Krogh, F. T.
1987-01-01
Initial-value ordinary differential equation solution via variable order Adams method (SIVA/DIVA) package is collection of subroutines for solution of nonstiff ordinary differential equations. There are versions for single-precision and double-precision arithmetic. Requires fewer evaluations of derivatives than other variable-order Adams predictor/ corrector methods. Option for direct integration of second-order equations makes integration of trajectory problems significantly more efficient. Written in FORTRAN 77.
Nonlinear differential equations
Dresner, L.
1988-01-01
This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis is on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics.
Nonlocal operators, parabolic-type equations, and ultrametric random walks
Chacón-Cortes, L. F. Zúñiga-Galindo, W. A.
2013-11-15
In this article, we introduce a new type of nonlocal operators and study the Cauchy problem for certain parabolic-type pseudodifferential equations naturally associated to these operators. Some of these equations are the p-adic master equations of certain models of complex systems introduced by Avetisov, V. A. and Bikulov, A. Kh., “On the ultrametricity of the fluctuation dynamicmobility of protein molecules,” Proc. Steklov Inst. Math. 265(1), 75–81 (2009) [Tr. Mat. Inst. Steklova 265, 82–89 (2009) (Izbrannye Voprosy Matematicheskoy Fiziki i p-adicheskogo Analiza) (in Russian)]; Avetisov, V. A., Bikulov, A. Kh., and Zubarev, A. P., “First passage time distribution and the number of returns for ultrametric random walks,” J. Phys. A 42(8), 085003 (2009); Avetisov, V. A., Bikulov, A. Kh., and Osipov, V. A., “p-adic models of ultrametric diffusion in the conformational dynamics of macromolecules,” Proc. Steklov Inst. Math. 245(2), 48–57 (2004) [Tr. Mat. Inst. Steklova 245, 55–64 (2004) (Izbrannye Voprosy Matematicheskoy Fiziki i p-adicheskogo Analiza) (in Russian)]; Avetisov, V. A., Bikulov, A. Kh., and Osipov, V. A., “p-adic description of characteristic relaxation in complex systems,” J. Phys. A 36(15), 4239–4246 (2003); Avetisov, V. A., Bikulov, A. H., Kozyrev, S. V., and Osipov, V. A., “p-adic models of ultrametric diffusion constrained by hierarchical energy landscapes,” J. Phys. A 35(2), 177–189 (2002); Avetisov, V. A., Bikulov, A. Kh., and Kozyrev, S. V., “Description of logarithmic relaxation by a model of a hierarchical random walk,” Dokl. Akad. Nauk 368(2), 164–167 (1999) (in Russian). The fundamental solutions of these parabolic-type equations are transition functions of random walks on the n-dimensional vector space over the field of p-adic numbers. We study some properties of these random walks, including the first passage time.
Solutions to a degenerate system of parabolic equations from marine biology.
Wörz-Busekros, A
1976-11-25
A system of parabolic and ordinary differential equations ut = a2 uxx + F(u,v,w), vt = a2 vxx + G(u,v,w), wx = -k(u) w is studied which has been proposed by Radach and Maier-Reimer for the dynamics of phytoplankton and nutrient in dependence of light intensity. It is shown that there is a unique solution to this system satisfying given initial and boundary conditions. The solution depends continuously on the data. For specific nonlinearities F, G, and k bounds for the solutions are given. PMID:1022838
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.
A Parabolic Equation Approach to Modeling Acousto-Gravity Waves for Local Helioseismology
NASA Astrophysics Data System (ADS)
Del Bene, Kevin; Lingevitch, Joseph; Doschek, George
2016-07-01
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.
Three-dimensional parabolic equation modeling of mesoscale eddy deflection.
Heaney, Kevin D; Campbell, Richard L
2016-02-01
The impact of mesoscale oceanography, including ocean fronts and eddies, on global scale low-frequency acoustics is examined using a fully three-dimensional parabolic equation model. The narrowband acoustic signal, for frequencies from 2 to 16 Hz, is simulated from a seismic event on the Kerguellen Plateau in the South Indian Ocean to an array of receivers south of Ascension Island in the South Atlantic, a distance of 9100 km. The path was chosen for its relevance to seismic detections from the HA10 Ascension Island station of the International Monitoring System, for its lack of bathymetric interaction, and for the dynamic oceanography encountered as the sound passes the Cape of Good Hope. The acoustic field was propagated through two years (1992 and 1993) of the eddy-permitting ocean state estimation ECCO2 (Estimating the Circulation and Climate of the Ocean, Phase II) system. The range of deflection of the back-azimuth was 1.8° with a root-mean-square of 0.34°. The refraction due to mesoscale oceanography could therefore have significant impacts upon localization of distant low-frequency sources, such as seismic or nuclear test events. PMID:26936572
Improved algorithm for solving nonlinear parabolized stability equations
NASA Astrophysics Data System (ADS)
Zhao, Lei; Zhang, Cun-bo; Liu, Jian-xin; Luo, Ji-sheng
2016-08-01
Due to its high computational efficiency and ability to consider nonparallel and nonlinear effects, nonlinear parabolized stability equations (NPSE) approach has been widely used to study the stability and transition mechanisms. However, it often diverges in hypersonic boundary layers when the amplitude of disturbance reaches a certain level. In this study, an improved algorithm for solving NPSE is developed. In this algorithm, the mean flow distortion is included into the linear operator instead of into the nonlinear forcing terms in NPSE. An under-relaxation factor for computing the nonlinear terms is introduced during the iteration process to guarantee the robustness of the algorithm. Two case studies, the nonlinear development of stationary crossflow vortices and the fundamental resonance of the second mode disturbance in hypersonic boundary layers, are presented to validate the proposed algorithm for NPSE. Results from direct numerical simulation (DNS) are regarded as the baseline for comparison. Good agreement can be found between the proposed algorithm and DNS, which indicates the great potential of the proposed method on studying the crossflow and streamwise instability in hypersonic boundary layers. Project supported by the National Natural Science Foundation of China (Grant Nos. 11332007 and 11402167).
Efficient solution of parabolic equations by Krylov approximation methods
NASA Technical Reports Server (NTRS)
Gallopoulos, E.; Saad, Y.
1990-01-01
Numerical techniques for solving parabolic equations by the method of lines is addressed. The main motivation for the proposed approach is the possibility of exploiting a high degree of parallelism in a simple manner. The basic idea of the method is to approximate the action of the evolution operator on a given state vector by means of a projection process onto a Krylov subspace. Thus, the resulting approximation consists of applying an evolution operator of a very small dimension to a known vector which is, in turn, computed accurately by exploiting well-known rational approximations to the exponential. Because the rational approximation is only applied to a small matrix, the only operations required with the original large matrix are matrix-by-vector multiplications, and as a result the algorithm can easily be parallelized and vectorized. Some relevant approximation and stability issues are discussed. We present some numerical experiments with the method and compare its performance with a few explicit and implicit algorithms.
SIMULTANEOUS DIFFERENTIAL EQUATION COMPUTER
Collier, D.M.; Meeks, L.A.; Palmer, J.P.
1960-05-10
A description is given for an electronic simulator for a system of simultaneous differential equations, including nonlinear equations. As a specific example, a homogeneous nuclear reactor system including a reactor fluid, heat exchanger, and a steam boiler may be simulated, with the nonlinearity resulting from a consideration of temperature effects taken into account. The simulator includes three operational amplifiers, a multiplier, appropriate potential sources, and interconnecting R-C networks.
NASA Astrophysics Data System (ADS)
Kamel, Osman M.; Ammar, M. K.
2006-12-01
Firstly we derive Gauss' perturbation equation for parabolic motion using Murray-Dermott and Kovalevsky procedures. Secondly, we easily deduce the variations of the orbital elements for the parabolic trajectories due to a small impulse at any point along the path and at the vertex of the parabola.
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…
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…
On a regular problem for an elliptic-parabolic equation with a potential boundary condition
NASA Astrophysics Data System (ADS)
Arepova, Gauhar
2016-08-01
In this paper, we construct a lateral boundary condition for an elliptic-parabolic equation in a finite domain. Theorem on existence and uniqueness of a solution of the considered problem is proved by method of theory potential.
NASA Technical Reports Server (NTRS)
Olstad, W. B.
1979-01-01
A class of explicit numerical formulas which involve next nearest neighbor as well as nearest neighbor points are explored in this paper. These formulas are formal approximations to the linear parabolic partial-differential equation of first order in time and second order in distance. It was found that some of these formulas can employ time steps as much as four times that for the conventional explicit technique without becoming unstable. Others showed improved accuracy for a given time step and spatial grid spacing. One formula achieved a steady-state solution of specified accuracy for an example problem in less than 4 percent of the total computational time required by the conventional explicit technique.
Galerkin/Runge-Kutta discretizations for semilinear parabolic equations
NASA Technical Reports Server (NTRS)
Keeling, Stephen L.
1987-01-01
A new class of fully discrete Galerkin/Runge-Kutta methods is constructed and analyzed for semilinear parabolic initial boundary value problems. Unlike any classical counterpart, this class offers arbitrarily high, optimal order convergence. In support of this claim, error estimates are proved, and computational results are presented. Furthermore, it is noted that special Runge-Kutta methods allow computations to be performed in parallel so that the final execution time can be reduced to that of a low order method.
Two parabolic equations for propagation in layered poro-elastic media.
Metzler, Adam M; Siegmann, William L; Collins, Michael D; Collis, Jon M
2013-07-01
Parabolic equation methods for fluid and elastic media are extended to layered poro-elastic media, including some shallow-water sediments. A previous parabolic equation solution for one model of range-independent poro-elastic media [Collins et al., J. Acoust. Soc. Am. 98, 1645-1656 (1995)] does not produce accurate solutions for environments with multiple poro-elastic layers. First, a dependent-variable formulation for parabolic equations used with elastic media is generalized to layered poro-elastic media. An improvement in accuracy is obtained using a second dependent-variable formulation that conserves dependent variables across interfaces between horizontally stratified layers. Furthermore, this formulation expresses conditions at interfaces using no depth derivatives higher than first order. This feature should aid in treating range dependence because convenient matching across interfaces is possible with discretized derivatives of first order in contrast to second order. PMID:23862802
Collis, Jon M; Siegmann, William L; Jensen, Finn B; Zampolli, Mario; Küsel, Elizabeth T; Collins, Michael D
2008-01-01
Recent improvements in the parabolic equation method are combined to extend this approach to a larger class of seismo-acoustics problems. The variable rotated parabolic equation [J. Acoust. Soc. Am. 120, 3534-3538 (2006)] handles a sloping fluid-solid interface at the ocean bottom. The single-scattering solution [J. Acoust. Soc. Am. 121, 808-813 (2007)] handles range dependence within elastic sediment layers. When these methods are implemented together, the parabolic equation method can be applied to problems involving variations in bathymetry and the thickness of sediment layers. The accuracy of the approach is demonstrated by comparing with finite-element solutions. The approach is applied to a complex scenario in a realistic environment. PMID:18177137
NASA Technical Reports Server (NTRS)
Baumeister, K. J.; Kreider, K. L.
1996-01-01
An explicit finite difference iteration scheme is developed to study harmonic sound propagation in ducts. To reduce storage requirements for large 3D problems, the time dependent potential form of the acoustic wave equation is used. To insure that the finite difference scheme is both explicit and stable, time is introduced into the Fourier transformed (steady-state) acoustic potential field as a parameter. Under a suitable transformation, the time dependent governing equation in frequency space is simplified to yield a parabolic partial differential equation, which is then marched through time to attain the steady-state solution. The input to the system is the amplitude of an incident harmonic sound source entering a quiescent duct at the input boundary, with standard impedance boundary conditions on the duct walls and duct exit. The introduction of the time parameter eliminates the large matrix storage requirements normally associated with frequency domain solutions, and time marching attains the steady-state quickly enough to make the method favorable when compared to frequency domain methods. For validation, this transient-frequency domain method is applied to sound propagation in a 2D hard wall duct with plug flow.
Eigenfunction approach to the Green's function parabolic equation in outdoor sound: A tutorial.
Gilbert, Kenneth E
2016-03-01
Understanding the physics and mathematics underlying a computational algorithm such as the Green's function parabolic equation (GFPE) is both useful and worthwhile. To this end, the present article aims to give a more widely accessible derivation of the GFPE algorithm than was given originally by Gilbert and Di [(1993). J. Acoust. Soc. Am. 94, 2343-2352]. The present derivation, which uses mathematics familiar to most engineers and physicists, begins with the separation of variables method, a basic and well-known approach for solving partial differential equations. The method leads naturally to eigenvalue-eigenfunction equations. A step-by-step analysis arrives at relatively simple, analytic expressions for the horizontal and vertical eigenfunctions, which are sinusoids plus a surface wave. The eigenfunctions are superposed in an eigenfunction expansion to yield a one-way propagation solution. The one-way solution is generalized to obtain the GFPE algorithm. In addition, and equally important, the eigenfunctions are used to give concrete meaning to abstract operator solutions for one-way acoustic propagation. By using an eigenfunction expansion of the acoustic field, together with an operator solution, one can obtain the GFPE algorithm very directly and concisely. PMID:27036244
Degtyarev, Sergey P
2010-09-02
The first initial-boundary problem for second-order parabolic and degenerate parabolic equations is investigated in a domain with a conical or angular point. The means of attack is already known and uses weighted classes of smooth or integrable functions. Sufficient conditions for a unique solution to exist and for coercive estimates for the solution to be obtained are formulated in terms of the angular measure of the solid angle and the exponent of the weight. It is also shown that if these conditions fail to hold, then the parabolic problem has elliptic properties, that is, it can have a nonzero kernel or can be nonsolvable, and, in the latter case, it is not even a Fredholm problem. A parabolic equation and an equation with some degeneracy or a singularity at a conical point are considered. Bibliography: 49 titles.
Numerical solution of the stochastic parabolic equation with the dependent operator coefficient
Ashyralyev, Allaberen; Okur, Ulker
2015-09-18
In the present paper, a single step implicit difference scheme for the numerical solution of the stochastic parabolic equation with the dependent operator coefficient is presented. Theorem on convergence estimates for the solution of this difference scheme is established. In applications, this abstract result permits us to obtain the convergence estimates for the solution of difference schemes for the numerical solution of initial boundary value problems for parabolic equations. The theoretical statements for the solution of this difference scheme are supported by the results of numerical experiments.
NASA Technical Reports Server (NTRS)
Bertolotti, F. P.; Herbert, TH.
1991-01-01
The application of linearized parabolic stability equations (PSE) to compressible flow is considered. The effect of mean-flow nonparallelism is found to be weak on 2D waves and strong on 3D waves. Results for a single choice of free-stream parameters that corresponds to the atmospheric conditions at 15,000 m above sea level are presented.
NASA Astrophysics Data System (ADS)
Dobrev, V. K.
2014-05-01
In the present paper we review the progress of the project of classification and construction of invariant differential operators for non-compact semisimple Lie groups. Our starting points is the class of algebras, which we called earlier 'conformal Lie algebras' (CLA), which have very similar properties to the conformal algebras of Minkowski space-time, though our aim is to go beyond this class in a natural way. For this we introduced recently the new notion of parabolic relation between two non-compact semisimple Lie algebras G and G' that have the same complexification and possess maximal parabolic subalgebras with the same complexification. Thus, we consider the exceptional algebra E7(7) which is parabolically related to the CLA E7(-25). Other interesting examples are the orthogonal algebras so(p, q) all of which are parabolically related to the conformal algebra so(n, 2) with p + q = n + 2, the parabolic subalgebras including the Lorentz subalgebra so(n - 1,1) and its analogs so(p - 1, q - 1). Further we consider the algebras sl(2n, Bbb R) and for n = 2k the algebras su* (4k) which are parabolically related to the CLA su(n,n). Further we consider the algebras sp(r,r) which are parabolically related to the CLA sp(2r, Bbb R). We consider also E6(6) and E6(2) which are parabolically related to the hermitian symmetric case E6(-14),
NASA Astrophysics Data System (ADS)
Dobrev, V. K.
2013-02-01
In the present paper we continue the project of systematic construction of invariant differential operators for non-compact semisimple Lie groups. Our starting points is the class of algebras, which we call 'conformal Lie algebras' (CLA), which have very similar properties to the conformal algebras of Minkowski space-time, though our aim is to go beyond this class in a natural way. For this we introduce the new notion of parabolic relation between two non-compact semisimple Lie algebras G and G ' that have the same complexification and possess maximal parabolic subalgebras with the same complexification. Thus, we consider the exceptional algebra E 7(7) which is parabolically related to the CLA E 7(-25) , the parabolic subalgebras including E 6(6) and E 6(-26). Other interesting examples are the orthogonal algebras so(p, q) all of which are parabolically related to the conformal algebra so( n, 2) with p + q = n + 2, the parabolic subalgebras including the Lorentz subalgebra so( n - 1, 1) and its analogs so( p - 1, q - 1). We consider also E6(6) and E6(2) which are parabolically related to the hermitian symmetric case E6(-14) , the parabolic subalgebras including real forms of sl(6). We also give a formula for the number of representations in the main multiplets valid for CLAs and all algebras that are parabolically related to them. In all considered cases we give the main multiplets of indecomposable elementary representations including the necessary data for all relevant invariant differential operators. In the case of so( p, q) we give also the reduced multiplets. We should stress that the multiplets are given in the most economic way in pairs of shadow fields. Furthermore we should stress that the classification of all invariant differential operators includes as special cases all possible conservation laws and conserved currents, unitary or not.
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.
Role of secondary instability theory and parabolized stability equations in transition modeling
NASA Technical Reports Server (NTRS)
El-Hady, Nabil M.; Dinavahi, Surya P.; Chang, Chau-Lyan; Zang, Thomas A.
1993-01-01
In modeling the laminar-turbulent transition region, the designer depends largely on benchmark data from experiments and/or direct numerical simulations that are usually extremely expensive. An understanding of the evolution of the Reynolds stresses, turbulent kinetic energy, and quantifies in the transport equations like the dissipation and production is essential in the modeling process. The secondary instability theory and the parabolized stability equations method are used to calculate these quantities, which are then compared with corresponding quantities calculated from available direct numerical simulation data for the incompressible boundary-layer flow of laminar-turbulent transition conditions. The potential of the secondary instability theory and the parabolized stability equations approach in predicting these quantities is discussed; results indicate that inexpensive data that are useful for transition modeling in the early stages of the transition region can be provided by these tools.
Solving Differential Equations in R
Although R is still predominantly applied for statistical analysis and graphical representation, it is rapidly becoming more suitable for mathematical computing. One of the fields where considerable progress has been made recently is the solution of differential equations. Here w...
A modified dodge algorithm for the parabolized Navier-Stokes equations and compressible duct flows
NASA Technical Reports Server (NTRS)
Cooke, C. H.
1981-01-01
A revised version of a split-velocity method for numerical calculation of compressible duct flow was developed. The revision incorporates balancing of mass flow rates on each marching step in order to maintain front-to-back continuity during the calculation. The (checkerboard) zebra algorithm is applied to solution of the three-dimensional continuity equation in conservative form. A second-order A-stable linear multistep method is employed in effecting a marching solution of the parabolized momentum equations. A checkerboard successive overrelaxation iteration is used to solve the resulting implicit nonlinear systems of finite-difference equations which govern stepwise transition.
Numerical study of hydrogen-air supersonic combustion by using elliptic and parabolized equations
NASA Technical Reports Server (NTRS)
Chitsomboon, T.; Tiwari, S. N.
1986-01-01
The two-dimensional Navier-Stokes and species continuity equations are used to investigate supersonic chemically reacting flow problems which are related to scramjet-engine configurations. A global two-step finite-rate chemistry model is employed to represent the hydrogen-air combustion in the flow. An algebraic turbulent model is adopted for turbulent flow calculations. The explicit unsplit MacCormack finite-difference algorithm is used to develop a computer program suitable for a vector processing computer. The computer program developed is then used to integrate the system of the governing equations in time until convergence is attained. The chemistry source terms in the species continuity equations are evaluated implicitly to alleviate stiffness associated with fast chemical reactions. The problems solved by the elliptic code are re-investigated by using a set of two-dimensional parabolized Navier-Stokes and species equations. A linearized fully-coupled fully-implicit finite difference algorithm is used to develop a second computer code which solves the governing equations by marching in spce rather than time, resulting in a considerable saving in computer resources. Results obtained by using the parabolized formulation are compared with the results obtained by using the fully-elliptic equations. The comparisons indicate fairly good agreement of the results of the two formulations.
A nonlinear parabolic equation with discontinuity in the highest order and applications
NASA Astrophysics Data System (ADS)
Chen, Robin Ming; Liu, Qing
2016-01-01
In this paper we establish a viscosity solution theory for a class of nonlinear parabolic equations with discontinuities of the sign function type in the second derivatives of the unknown function. We modify the definition of classical viscosity solutions and show uniqueness and existence of the solutions. These results are related to the limit behavior for the motion of a curve by a very small power of its curvature, which has applications in image processing. We also discuss the relation between our equation and the total variation flow in one space dimension.
Parabolic orbit determination. Comparison of the Olbers method and algebraic equations
NASA Astrophysics Data System (ADS)
Kuznetsov, V. B.
2016-05-01
In this paper, the Olbers method for the preliminary parabolic orbit determination (in the Lagrange-Subbotin modification) and the method based on systems of algebraic equations for two or three variables proposed by the author are compared. The maximum number of possible solutions is estimated. The problem of selection of the true solution from the set of solutions obtained both using additional equations and by the problem reduction to finding the objective function minimum is considered. The results of orbit determination of the comets 153P/Ikeya-Zhang and 2007 N3 Lulin are cited as examples.
Galerkin/Runge-Kutta discretizations for parabolic equations with time-dependent coefficients
NASA Technical Reports Server (NTRS)
Keeling, Stephen L.
1989-01-01
A new class of fully discrete Galerkin/Runge-Kutta methods is constructed and analyzed for linear parabolic initial boundary value problems with time dependent coefficients. Unlike any classical counterpart, this class offers arbitrarily high order convergence while significantly avoiding what has been called order reduction. In support of this claim, error estimates are proved, and computational results are presented. Additionally, since the time stepping equations involve coefficient matrices changing at each time step, a preconditioned iterative technique is used to solve the linear systems only approximately. Nevertheless, the resulting algorithm is shown to preserve the original convergence rate while using only the order of work required by the base scheme applied to a linear parabolic problem with time independent coefficients. Furthermore, it is noted that special Runge-Kutta methods allow computations to be performed in parallel so that the final execution time can be reduced to that of a low order method.
Galerkin/Runge-Kutta discretizations for parabolic equations with time dependent coefficients
NASA Technical Reports Server (NTRS)
Keeling, Stephen L.
1987-01-01
A new class of fully discrete Galerkin/Runge-Kutta methods is constructed and analyzed for linear parabolic initial boundary value problems with time dependent coefficients. Unlike any classical counterpart, this class offers arbitrarily high order convergence while significantly avoiding what has been called order reduction. In support of this claim, error estimates are proved, and computational results are presented. Additionally, since the time stepping equations involve coefficient matrices changing at each time step, a preconditioned iterative technique is used to solve the linear systems only approximately. Nevertheless, the resulting algorithm is shown to preserve the original convergence rate while using only the order of work required by the base scheme applied to a linear parabolic problem with time independent coefficients. Furthermore, it is noted that special Runge-Kutta methods allow computations to be performed in parallel so that the final execution time can be reduced to that of a low order method.
Meyer, Chad D.; Balsara, Dinshaw S.; Aslam, Tariq D.
2014-01-15
Parabolic partial differential equations appear in several physical problems, including problems that have a dominant hyperbolic part coupled to a sub-dominant parabolic component. Explicit methods for their solution are easy to implement but have very restrictive time step constraints. Implicit solution methods can be unconditionally stable but have the disadvantage of being computationally costly or difficult to implement. Super-time-stepping methods for treating parabolic terms in mixed type partial differential equations occupy an intermediate position. In such methods each superstep takes “s” explicit Runge–Kutta-like time-steps to advance the parabolic terms by a time-step that is s{sup 2} times larger than a single explicit time-step. The expanded stability is usually obtained by mapping the short recursion relation of the explicit Runge–Kutta scheme to the recursion relation of some well-known, stable polynomial. Prior work has built temporally first- and second-order accurate super-time-stepping methods around the recursion relation associated with Chebyshev polynomials. Since their stability is based on the boundedness of the Chebyshev polynomials, these methods have been called RKC1 and RKC2. In this work we build temporally first- and second-order accurate super-time-stepping methods around the recursion relation associated with Legendre polynomials. We call these methods RKL1 and RKL2. The RKL1 method is first-order accurate in time; the RKL2 method is second-order accurate in time. We verify that the newly-designed RKL1 and RKL2 schemes have a very desirable monotonicity preserving property for one-dimensional problems – a solution that is monotone at the beginning of a time step retains that property at the end of that time step. It is shown that RKL1 and RKL2 methods are stable for all values of the diffusion coefficient up to the maximum value. We call this a convex monotonicity preserving property and show by examples that it is very
NASA Astrophysics Data System (ADS)
Awadallah, Ra'id S.; Brown, Gary S.
1998-07-01
This paper consists of two parts. In the first part, the solution of the Helmholtz equation under forward-scattering or propagation conditions is sought as a uniform asymptotic perturbation expansion using the method of multiple scales. It is then shown that the parabolic wave equation (PWE) solution is the zeroth-order term in this expansion. In the second part, the electric-field integral equation and the magnetic-field integral equation, derived under the PWE approximation, are solved for surface currents induced on a sinusoidal surface. The scattered fields produced by these currents are then calculated using the appropriate radiation integrals. Results are compared to those obtained using the method of ordered multiple interactions developed by Kapp and Brown.
Time-dependent singularities in semilinear parabolic equations: Behavior at the singularities
NASA Astrophysics Data System (ADS)
Kan, Toru; Takahashi, Jin
2016-05-01
Singularities of solutions of semilinear parabolic equations are discussed. A typical equation is ∂t u - Δu =up, x ∈RN ∖ { ξ (t) }, t ∈ I. Here N ≥ 2, p > 1, I ⊂ R is an open interval and ξ ∈Cα (I ;RN) with α > 1 / 2. For this equation it is shown that every nonnegative solution u satisfies ∂t u - Δu =up + Λ in D‧ (RN × I) for some measure Λ whose support is contained in { (ξ (t) , t) ; t ∈ I }. Moreover, if (N - 2) p < N, then u (x , t) = (a (t) + o (1)) Ψ (x - ξ (t)) for almost every t ∈ I as x → ξ (t), where Ψ is the fundamental solution of Laplace's equation in RN and a is some function determined by Λ.
Application of the implicit MacCormack scheme to the parabolized Navier-Stokes equations
NASA Technical Reports Server (NTRS)
Lawrence, J. L.; Tannehill, J. C.; Chaussee, D. S.
1984-01-01
MacCormack's implicit finite-difference scheme was used to solve the two-dimensional parabolized Navier-Stokes (PNS) equations. This method for solving the PNS equations does not require the inversion of block tridiagonal systems of algebraic equations and permits the original explicit MacCormack scheme to be employed in those regions where implicit treatment is not needed. The advantages and disadvantages of the present adaptation are discussed in relation to those of the conventional Beam-Warming scheme for a flat plate boundary layer test case. Comparisons are made for accuracy, stability, computer time, computer storage, and ease of implementation. The present method was also applied to a second test case of hypersonic laminar flow over a 15% compression corner. The computed results compare favorably with experiment and a numerical solution of the complete Navier-Stokes equations.
Pendulum Motion and Differential Equations
ERIC Educational Resources Information Center
Reid, Thomas F.; King, Stephen C.
2009-01-01
A common example of real-world motion that can be modeled by a differential equation, and one easily understood by the student, is the simple pendulum. Simplifying assumptions are necessary for closed-form solutions to exist, and frequently there is little discussion of the impact if those assumptions are not met. This article presents a…
Ordinary Differential Equation System Solver
1992-03-05
LSODE is a package of subroutines for the numerical solution of the initial value problem for systems of first order ordinary differential equations. The package is suitable for either stiff or nonstiff systems. For stiff systems the Jacobian matrix may be treated in either full or banded form. LSODE can also be used when the Jacobian can be approximated by a band matrix.
Multilinear Littlewood-Paley estimates with applications to partial differential equations
Fabes, Eugene B.; Jerison, David S.; Kenig, Carlos E.
1982-01-01
We obtain a collection of multilinear Littlewood-Paley estimates, which we then apply to two problems in partial differential equations. The first problem is the estimation of the square root of an elliptic operator in divergence form, and the second is the estimation of solutions to the Cauchy problem for nondivergence-form parabolic equations. PMID:16593230
Lipschitz regularity of solutions for mixed integro-differential equations
NASA Astrophysics Data System (ADS)
Barles, Guy; Chasseigne, Emmanuel; Ciomaga, Adina; Imbert, Cyril
We establish new Hölder and Lipschitz estimates for viscosity solutions of a large class of elliptic and parabolic nonlinear integro-differential equations, by the classical Ishii-Lions's method. We thus extend the Hölder regularity results recently obtained by Barles, Chasseigne and Imbert (2011). In addition, we deal with a new class of nonlocal equations that we term mixed integro-differential equations. These equations are particularly interesting, as they are degenerate both in the local and nonlocal term, but their overall behavior is driven by the local-nonlocal interaction, e.g. the fractional diffusion may give the ellipticity in one direction and the classical diffusion in the complementary one.
Recovering a coefficient in a parabolic equation using an iterative approach
NASA Astrophysics Data System (ADS)
Azhibekova, Aliya S.
2016-06-01
In this paper we are concerned with the problem of determining a coefficient in a parabolic equation using an iterative approach. We investigate an inverse coefficient problem in the difference form. To recover the coefficient, we minimize a residual functional between the observed and calculated values. This is done in a constructive way by fitting a finite-difference approximation to the inverse problem. We obtain some theoretical estimates for a direct and adjoint problem. Using these estimates we prove monotonicity of the objective functional and the convergence of iteration sequences.
Stabilization of the solution of a doubly nonlinear parabolic equation
Andriyanova, È R; Mukminov, F Kh
2013-09-30
The method of Galerkin approximations is employed to prove the existence of a strong global (in time) solution of a doubly nonlinear parabolic equation in an unbounded domain. The second integral identity is established for Galerkin approximations, and passing to the limit in it an estimate for the decay rate of the norm of the solution from below is obtained. The estimates characterizing the decay rate of the solution as x→∞ obtained here are used to derive an upper bound for the decay rate of the solution with respect to time; the resulting estimate is pretty close to the lower one. Bibliography: 17 titles.
ON THE PIECEWISE PARABOLIC METHOD FOR COMPRESSIBLE FLOW WITH STELLAR EQUATIONS OF STATE
Zingale, Michael; Katz, Max P.
2015-02-01
The piecewise parabolic method and related schemes are widely used to model stellar flows. Several different methods for extending the validity of these methods to a general equation of state (EOS) have been proposed over time, but direct comparisons among one-another and exact solutions with stellar EOSs are not widely available. We introduce some simple test problems with exact solutions run with a popular stellar EOS and test how two existing codes with different approaches to incorporating general gases perform. The source code for generating the exact solutions is made available.
A modified Dodge algorithm for the parabolized Navier-Stokes equation and compressible duct flows
NASA Technical Reports Server (NTRS)
Cooke, C. H.
1981-01-01
A revised version of Dodge's split-velocity method for numerical calculation of compressible duct flow was developed. The revision incorporates balancing of mass flow rates on each marching step in order to maintain front-to-back continuity during the calculation. The (checkerboard) zebra algorithm is applied to solution of the three dimensional continuity equation in conservative form. A second-order A-stable linear multistep method is employed in effecting a marching solution of the parabolized momentum equations. A checkerboard iteration is used to solve the resulting implicit nonlinear systems of finite-difference equations which govern stepwise transition. Qualitive agreement with analytical predictions and experimental results was obtained for some flows with well-known solutions.
A modified Dodge algorithm for the parabolized Navier-Stokes equations and compressible duct flows
NASA Technical Reports Server (NTRS)
Cooke, C. H.; Dwoyer, D. M.
1983-01-01
A revised version of Dodge's split-velocity method for numerical calculation of compressible duct flow was developed. The revision incorporates balancing of mass flow rates on each marching step in order to maintain front-to-back continuity during the calculation. The (checkerboard) zebra algorithm is applied to solution of the three dimensional continuity equation in conservative form. A second-order A-stable linear multistep method is employed in effecting a marching solution of the parabolized momentum equations. A checkerboard iteration is used to solve the resulting implicit nonlinear systems of finite-difference equations which govern stepwise transition. Qualitative agreement with analytical predictions and experimental results was obtained for some flows with well-known solutions. Previously announced in STAR as N82-16363
Sound propagation in a turbulent atmosphere near the ground: a parabolic equation approach.
Ostashev, V E; Salomons, E M; Clifford, S F; Lataitis, R J; Wilson, D K; Blanc-Benon, P; Juvé, D
2001-05-01
The interference of the direct wave from the point source to the receiver and the wave reflected from the impedance ground in a turbulent atmosphere is studied. A parabolic equation approach for calculating the sound pressure p at the receiver is formulated. Then, the parabolic equation is solved by the Rytov method yielding expressions for the complex phases of direct and ground-reflected waves. Using these expressions, a formula for the mean squared sound pressure [absolute value(p)2] is derived for the case of anisotropic spectra of temperature and wind velocity fluctuations. This formula contains the "coherence factor," which characterizes the coherence between direct and ground-reflected waves. It is shown that the coherence factor is equal to the normalized coherence function of a spherical sound wave for line-of-sight propagation. For the case of isotropic turbulence, this result allows one to obtain analytical formulas for [absolute value(p)2] for the Kolmogorov, Gaussian, and von Karman spectra of temperature and wind velocity fluctuations. Using these formulas, the effects of temperature and wind velocity fluctuations, and the effects of different spectra of these fluctuations on the mean squared sound pressure, are numerically studied. Also the effect of turbulent anisotropy on the interference of direct and ground reflected waves is numerically studied. Finally, it is shown that the mean squared sound pressure [absolute value(p)2] calculated for the von Karman spectrum of temperature fluctuations agrees well with experimental data obtained in a laboratory experiment. PMID:11386544
Frank, Scott D; Collis, Jon M; Odom, Robert I
2015-06-01
Oceanic T-waves are earthquake signals that originate when elastic waves interact with the fluid-elastic interface at the ocean bottom and are converted to acoustic waves in the ocean. These waves propagate long distances in the Sound Fixing and Ranging (SOFAR) channel and tend to be the largest observed arrivals from seismic events. Thus, an understanding of their generation is important for event detection, localization, and source-type discrimination. Recently benchmarked seismic self-starting fields are used to generate elastic parabolic equation solutions that demonstrate generation and propagation of oceanic T-waves in range-dependent underwater acoustic environments. Both downward sloping and abyssal ocean range-dependent environments are considered, and results demonstrate conversion of elastic waves into water-borne oceanic T-waves. Examples demonstrating long-range broadband T-wave propagation in range-dependent environments are shown. These results confirm that elastic parabolic equation solutions are valuable for characterization of the relationships between T-wave propagation and variations in range-dependent bathymetry or elastic material parameters, as well as for modeling T-wave receptions at hydrophone arrays or coastal receiving stations. PMID:26093440
Elastic parabolic equation solutions for underwater acoustic problems using seismic sources.
Frank, Scott D; Odom, Robert I; Collis, Jon M
2013-03-01
Several problems of current interest involve elastic bottom range-dependent ocean environments with buried or earthquake-type sources, specifically oceanic T-wave propagation studies and interface wave related analyses. Additionally, observed deep shadow-zone arrivals are not predicted by ray theoretic methods, and attempts to model them with fluid-bottom parabolic equation solutions suggest that it may be necessary to account for elastic bottom interactions. In order to study energy conversion between elastic and acoustic waves, current elastic parabolic equation solutions must be modified to allow for seismic starting fields for underwater acoustic propagation environments. Two types of elastic self-starter are presented. An explosive-type source is implemented using a compressional self-starter and the resulting acoustic field is consistent with benchmark solutions. A shear wave self-starter is implemented and shown to generate transmission loss levels consistent with the explosive source. Source fields can be combined to generate starting fields for source types such as explosions, earthquakes, or pile driving. Examples demonstrate the use of source fields for shallow sources or deep ocean-bottom earthquake sources, where down slope conversion, a known T-wave generation mechanism, is modeled. Self-starters are interpreted in the context of the seismic moment tensor. PMID:23464007
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 .
Uniqueness and Long Time Asymptotic for the Keller-Segel Equation: The Parabolic-Elliptic Case
NASA Astrophysics Data System (ADS)
Egaña Fernández, Giani; Mischler, Stéphane
2016-06-01
The present paper deals with the parabolic-elliptic Keller-Segel equation in the plane in the general framework of weak (or "free energy") solutions associated to initial datum with finite mass M, finite second moment and finite entropy. The aim of the paper is threefold: (1) We prove the uniqueness of the "free energy" solution on the maximal interval of existence [0, T*) with T* = ∞ in the case when M ≦ 8π and T* < ∞ in the case when M > 8π. The proof uses a DiPerna-Lions renormalizing argument which makes it possible to get the "optimal regularity" as well as an estimate of the difference of two possible solutions in the critical L 4/3 Lebesgue norm similarly to the 2 d vorticity Navier-Stokes equation.
NASA Astrophysics Data System (ADS)
Tarhini, Rana
2015-12-01
In this paper, we study a nonlocal degenerate parabolic equation of order α + 2 for α ∈ (0, 2). The equation is a generalization of the one arising in the modeling of hydraulic fractures studied by Imbert and Mellet in 2011. Using the same approach, we prove the existence of solutions for this equation for 0 < α < 2 and for nonnegative initial data satisfying appropriate assumptions. The main difference is the compactness results due to different Sobolev embeddings. Furthermore, for α > 1, we construct a nonnegative solution for nonnegative initial data under weaker assumptions.
Carasso, Alfred S
2013-01-01
Identifying sources of ground water pollution, and deblurring nanoscale imagery as well as astronomical galaxy images, are two important applications involving numerical computation of parabolic equations backward in time. Surprisingly, very little is known about backward continuation in nonlinear parabolic equations. In this paper, an iterative procedure originating in spectroscopy in the 1930’s, is adapted into a useful tool for solving a wide class of 2D nonlinear backward parabolic equations. In addition, previously unsuspected difficulties are uncovered that may preclude useful backward continuation in parabolic equations deviating too strongly from the linear, autonomous, self adjoint, canonical model. This paper explores backward continuation in selected 2D nonlinear equations, by creating fictitious blurred images obtained by using several sharp images as initial data in these equations, and capturing the corresponding solutions at some positive time T. Successful backward continuation from t=T to t = 0, would recover the original sharp image. Visual recognition provides meaningful evaluation of the degree of success or failure in the reconstructed solutions. Instructive examples are developed, illustrating the unexpected influence of certain types of nonlinearities. Visually and statistically indistinguishable blurred images are presented, with vastly different deblurring results. These examples indicate that how an image is nonlinearly blurred is critical, in addition to the amount of blur. The equations studied represent nonlinear generalizations of Brownian motion, and the blurred images may be interpreted as visually expressing the results of novel stochastic processes. PMID:26401430
Hasani, Mojtaba H; Gharibzadeh, Shahriar; Farjami, Yaghoub; Tavakkoli, Jahan
2013-09-01
Various numerical algorithms have been developed to solve the Khokhlov-Kuznetsov-Zabolotskaya (KZK) parabolic nonlinear wave equation. In this work, a generalized time-domain numerical algorithm is proposed to solve the diffraction term of the KZK equation. This algorithm solves the transverse Laplacian operator of the KZK equation in three-dimensional (3D) Cartesian coordinates using a finite-difference method based on the five-point implicit backward finite difference and the five-point Crank-Nicolson finite difference discretization techniques. This leads to a more uniform discretization of the Laplacian operator which in turn results in fewer calculation gridding nodes without compromising accuracy in the diffraction term. In addition, a new empirical algorithm based on the LU decomposition technique is proposed to solve the system of linear equations obtained from this discretization. The proposed empirical algorithm improves the calculation speed and memory usage, while the order of computational complexity remains linear in calculation of the diffraction term in the KZK equation. For evaluating the accuracy of the proposed algorithm, two previously published algorithms are used as comparison references: the conventional 2D Texas code and its generalization for 3D geometries. The results show that the accuracy/efficiency performance of the proposed algorithm is comparable with the established time-domain methods. PMID:23967912
NASA Technical Reports Server (NTRS)
Baker, A. J.; Soliman, M. O.
1978-01-01
A study of accuracy and convergence of linear functional finite element solution to linear parabolic and hyperbolic partial differential equations is presented. A variable-implicit integration procedure is employed for the resultant system of ordinary differential equations. Accuracy and convergence is compared for the consistent and two lumped assembly procedures for the identified initial-value matrix structure. Truncation error estimation is accomplished using Richardson extrapolation.
A single-scattering correction for the seismo-acoustic parabolic equation.
Collins, Michael D
2012-04-01
An efficient single-scattering correction that does not require iterations is derived and tested for the seismo-acoustic parabolic equation. The approach is applicable to problems involving gradual range dependence in a waveguide with fluid and solid layers, including the key case of a sloping fluid-solid interface. The single-scattering correction is asymptotically equivalent to a special case of a single-scattering correction for problems that only have solid layers [Küsel et al., J. Acoust. Soc. Am. 121, 808-813 (2007)]. The single-scattering correction has a simple interpretation (conservation of interface conditions in an average sense) that facilitated its generalization to problems involving fluid layers. Promising results are obtained for problems in which the ocean bottom interface has a small slope. PMID:22501044
NASA Astrophysics Data System (ADS)
Barrios, A. E.
1991-05-01
The validity of a parabolic equation (PE) model for predicting radio field strengths in horizontally inhomogeneous environments was investigated by performing comparisons between the model and experimental data. Excellent agreements were found at VHF and UHF frequencies with good agreement in S- and X-bands. In some cases, the predicted curves for the S-band comparisons under-estimated that of the measured data at large ranges. This may be the result of phenomena such as surface roughness, backscatter, etc., not accounted for in the model. Discrepancies may also result from the presence of evaporation ducts not included in the environmental inputs to the model because of a lack of detailed measurements. This would account for lower predicted signal levels at higher frequencies.
Spectral element method-based parabolic equation for EM-scattering problems
NASA Astrophysics Data System (ADS)
He, Zi; Fan, Zhen-Hong; Chen, Ru-Shan
2016-01-01
The traditional parabolic equation (PE) method is based on the finite difference (FD) scheme. However, the scattering object cannot be well approximated for complex geometries. As a result, a large number of meshes are needed to discretize the complex scattering objects. In this paper, the spectral element method is introduced to better approximate the complex geometry in each transverse plane, while the FD scheme is used along the paraxial direction. This proposed algorithm begins with expanding the reduced scattered fields with the Gauss-Lobatto-Legendre polynomials and testing them by the Galerkin's method in each transverse plane. Then, the calculation can be taken plane by plane along the paraxial direction. Numerical results demonstrate that the accuracy can be improved by the proposed method with larger meshes when compared with the traditional PE method.
NASA Astrophysics Data System (ADS)
Hermand, Jean-Pierre; Berrada, Mohamed; Meyer, Matthias; Asch, Mark
2005-09-01
Recently, an analytic adjoint-based method of optimal nonlocal boundary control has been proposed for inversion of a waveguide acoustic field using the wide-angle parabolic equation [Meyer and Hermand, J. Acoust. Soc. Am. 117, 2937-2948 (2005)]. In this paper a numerical extension of this approach is presented that allows the direct inversion for the geoacoustic parameters which are embedded in a spectral integral representation of the nonlocal boundary condition. The adjoint model is generated numerically and the inversion is carried out jointly across multiple frequencies. The paper further discusses the application of the numerical adjoint PE method for ocean acoustic tomography. To show the effectiveness of the implemented numerical adjoint, preliminary inversion results of water sound-speed profile and bottom acoustic properties will be shown for the YELLOW SHARK '94 experimental conditions.
Motsa, S S; Magagula, V M; Sibanda, P
2014-01-01
This paper presents a new method for solving higher order nonlinear evolution partial differential equations (NPDEs). The method combines quasilinearisation, the Chebyshev spectral collocation method, and bivariate Lagrange interpolation. In this paper, we use the method to solve several nonlinear evolution equations, such as the modified KdV-Burgers equation, highly nonlinear modified KdV equation, Fisher's equation, Burgers-Fisher equation, Burgers-Huxley equation, and the Fitzhugh-Nagumo equation. The results are compared with known exact analytical solutions from literature to confirm accuracy, convergence, and effectiveness of the method. There is congruence between the numerical results and the exact solutions to a high order of accuracy. Tables were generated to present the order of accuracy of the method; convergence graphs to verify convergence of the method and error graphs are presented to show the excellent agreement between the results from this study and the known results from literature. PMID:25254252
Motsa, S. S.; Magagula, V. M.; Sibanda, P.
2014-01-01
This paper presents a new method for solving higher order nonlinear evolution partial differential equations (NPDEs). The method combines quasilinearisation, the Chebyshev spectral collocation method, and bivariate Lagrange interpolation. In this paper, we use the method to solve several nonlinear evolution equations, such as the modified KdV-Burgers equation, highly nonlinear modified KdV equation, Fisher's equation, Burgers-Fisher equation, Burgers-Huxley equation, and the Fitzhugh-Nagumo equation. The results are compared with known exact analytical solutions from literature to confirm accuracy, convergence, and effectiveness of the method. There is congruence between the numerical results and the exact solutions to a high order of accuracy. Tables were generated to present the order of accuracy of the method; convergence graphs to verify convergence of the method and error graphs are presented to show the excellent agreement between the results from this study and the known results from literature. PMID:25254252
NASA Astrophysics Data System (ADS)
Rosenbaum, Joyce E.
2011-12-01
Commercial air traffic is anticipated to increase rapidly in the coming years. The impact of aviation noise on communities surrounding airports is, therefore, a growing concern. Accurate prediction of noise can help to mitigate the impact on communities and foster smoother integration of aerospace engineering advances. The problem of accurate sound level prediction requires careful inclusion of all mechanisms that affect propagation, in addition to correct source characterization. Terrain, ground type, meteorological effects, and source directivity can have a substantial influence on the noise level. Because they are difficult to model, these effects are often included only by rough approximation. This dissertation presents a model designed for sound propagation over uneven terrain, with mixed ground type and realistic meteorological conditions. The model is a hybrid of two numerical techniques: the parabolic equation (PE) and fast field program (FFP) methods, which allow for physics-based inclusion of propagation effects and ensure the low frequency content, a factor in community impact, is predicted accurately. Extension of the hybrid model to a pseudo-three-dimensional representation allows it to produce aviation noise contour maps in the standard form. In order for the model to correctly characterize aviation noise sources, a method of representing arbitrary source directivity patterns was developed for the unique form of the parabolic equation starting field. With this advancement, the model can represent broadband, directional moving sound sources, traveling along user-specified paths. This work was prepared for possible use in the research version of the sound propagation module in the Federal Aviation Administration's new standard predictive tool.
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.
Helmholtz and parabolic equation solutions to a benchmark problem in ocean acoustics.
Larsson, Elisabeth; Abrahamsson, Leif
2003-05-01
The Helmholtz equation (HE) describes wave propagation in applications such as acoustics and electromagnetics. For realistic problems, solving the HE is often too expensive. Instead, approximations like the parabolic wave equation (PE) are used. For low-frequency shallow-water environments, one persistent problem is to assess the accuracy of the PE model. In this work, a recently developed HE solver that can handle a smoothly varying bathymetry, variable material properties, and layered materials, is used for an investigation of the errors in PE solutions. In the HE solver, a preconditioned Krylov subspace method is applied to the discretized equations. The preconditioner combines domain decomposition and fast transform techniques. A benchmark problem with upslope-downslope propagation over a penetrable lossy seamount is solved. The numerical experiments show that, for the same bathymetry, a soft and slow bottom gives very similar HE and PE solutions, whereas the PE model is far from accurate for a hard and fast bottom. A first attempt to estimate the error is made by computing the relative deviation from the energy balance for the PE solution. This measure gives an indication of the magnitude of the error, but cannot be used as a strict error bound. PMID:12765364
NASA Astrophysics Data System (ADS)
Denisov, Vasilii
2016-08-01
In this report, we study sufficient conditions on the lower order coefficients of a parabolic equation guaranteeing the power rate of the uniform stabilization to zero of the solution to the Cauchy problem on every compact K in RN and for any bounded initial function.
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.
NASA Astrophysics Data System (ADS)
Kong, Youchao
2016-07-01
A class of new spatiotemporal solitary solution to nonlinear Schrödinger equation with a parabolic potential is investigated analytically and numerically using the F-expansion method and homogeneous balance principle. The propagation characteristics of soliton wave solutions are analyzed with/without spatial-temporal chirp. It is noteworthy that, by calculating spatial and temporal second-order intensity moment, several novel features of optical beam propagations are obtained, such as stable, oscillating, decaying and blowing up. Additionally, controllability of these solutions with the modulation depth of the parabolic potential is demonstrated.
NASA Technical Reports Server (NTRS)
Mcaninch, G. L.; Myers, M. K.
1980-01-01
The parabolic approximation for the acoustic equations of motion is applied to the study of the sound field generated by a plane wave at or near grazing incidence to a finite impedance boundary. It is shown how this approximation accounts for effects neglected in the usual plane wave reflection analysis which, at grazing incidence, erroneously predicts complete cancellation of the incident field by the reflected field. Examples are presented which illustrate that the solution obtained by the parabolic approximation contains several of the physical phenomena known to occur in wave propagation near an absorbing boundary.
Nonlocal diffusion problems that approximate a parabolic equation with spatial dependence
NASA Astrophysics Data System (ADS)
Molino, Alexis; Rossi, Julio D.
2016-06-01
In this paper, we show that smooth solutions to the Dirichlet problem for the parabolic equation v_t(x,t)=sum_{i,j=1}N a_{ij}(x)partial2v(x,t)/partial{xipartial{x}j} + sum_{i =1}N bi(x)partial{v}(x,t)/partial{x_i} qquad x in Ω, with v( x, t) = g( x, t), {x in partial Ω,} can be approximated uniformly by solutions of nonlocal problems of the form ut^{\\varepsilon}(x,t)=int_{mathbb{R}n} K_{\\varepsilon}(x,y)(u^{\\varepsilon}(y,t)-u^{\\varepsilon}(x,t))dy, quad x in Ω, with {u^{\\varepsilon}(x,t)=g(x,t)}, {x notin Ω}, as {\\varepsilon to 0}, for an appropriate rescaled kernel {K_{\\varepsilon}}. In this way, we show that the usual local evolution problems with spatial dependence can be approximated by nonlocal ones. In the case of an equation in divergence form, we can obtain an approximation with symmetric kernels, that is, {K_{\\varepsilon}(x,y) = K_{\\varepsilon}(y,x)}.
NASA Astrophysics Data System (ADS)
Cadette, Pierre E.
This thesis develops the theory for solving the parabolic equation (PE) using the Fourier Split-step method for the purpose of modeling tropospheric radiowave propagation over the sea surface. Beginning with Maxwell's equations, the standard parabolic equation (SPE) approximation is derived from a linearly polarized scalar wave equation in Cartesian coordinates. Then, an introduction to the Fourier Split-step method is presented as a solution to the PE equation. Next, we make necessary approximations to the PE formulation to appropriately represented propagation through the troposphere including a conformal transformation of the coordinate system and the inclusion of refractivity profiles to represent evaporation duct conditions. The PE derivation concludes with the incorporation of the effects of finite impedance boundary conditions and sea surface roughness, which has a Split-step solution using the mixed Fourier transform (MFT). Finally, numerical examples are given to compare the field predictions of two well known PE/Split-step propagation models: Tropospheric ElectroMagnetic Parabolic Equation Routine (TEMPER) and Advanced Propagation Model (APM).
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.
NASA Technical Reports Server (NTRS)
Manning, Robert M.
2004-01-01
The extended wide-angle parabolic wave equation applied to electromagnetic wave propagation in random media is considered. A general operator equation is derived which gives the statistical moments of an electric field of a propagating wave. This expression is used to obtain the first and second order moments of the wave field and solutions are found that transcend those which incorporate the full paraxial approximation at the outset. Although these equations can be applied to any propagation scenario that satisfies the conditions of application of the extended parabolic wave equation, the example of propagation through atmospheric turbulence is used. It is shown that in the case of atmospheric wave propagation and under the Markov approximation (i.e., the -correlation of the fluctuations in the direction of propagation), the usual parabolic equation in the paraxial approximation is accurate even at millimeter wavelengths. The methodology developed here can be applied to any qualifying situation involving random propagation through turbid or plasma environments that can be represented by a spectral density of permittivity fluctuations.
Transient Growth Analysis of Compressible Boundary Layers with Parabolized Stability Equations
NASA Technical Reports Server (NTRS)
Paredes, Pedro; Choudhari, Meelan M.; Li, Fei; Chang, Chau-Lyan
2016-01-01
The linear form of parabolized linear stability equations (PSE) is used in a variational approach to extend the previous body of results for the optimal, non-modal disturbance growth in boundary layer flows. This methodology includes the non-parallel effects associated with the spatial development of boundary layer flows. As noted in literature, the optimal initial disturbances correspond to steady counter-rotating stream-wise vortices, which subsequently lead to the formation of stream-wise-elongated structures, i.e., streaks, via a lift-up effect. The parameter space for optimal growth is extended to the hypersonic Mach number regime without any high enthalpy effects, and the effect of wall cooling is studied with particular emphasis on the role of the initial disturbance location and the value of the span-wise wavenumber that leads to the maximum energy growth up to a specified location. Unlike previous predictions that used a basic state obtained from a self-similar solution to the boundary layer equations, mean flow solutions based on the full Navier-Stokes (NS) equations are used in select cases to help account for the viscous-inviscid interaction near the leading edge of the plate and also for the weak shock wave emanating from that region. These differences in the base flow lead to an increasing reduction with Mach number in the magnitude of optimal growth relative to the predictions based on self-similar mean-flow approximation. Finally, the maximum optimal energy gain for the favorable pressure gradient boundary layer near a planar stagnation point is found to be substantially weaker than that in a zero pressure gradient Blasius boundary layer.
An Explicit Upwind Algorithm for Solving the Parabolized Navier-Stokes Equations
NASA Technical Reports Server (NTRS)
Korte, John J.
1991-01-01
An explicit, upwind algorithm was developed for the direct (noniterative) integration of the 3-D Parabolized Navier-Stokes (PNS) equations in a generalized coordinate system. The new algorithm uses upwind approximations of the numerical fluxes for the pressure and convection terms obtained by combining flux difference splittings (FDS) formed from the solution of an approximate Riemann (RP). The approximate RP is solved using an extension of the method developed by Roe for steady supersonic flow of an ideal gas. Roe's method is extended for use with the 3-D PNS equations expressed in generalized coordinates and to include Vigneron's technique of splitting the streamwise pressure gradient. The difficulty associated with applying Roe's scheme in the subsonic region is overcome. The second-order upwind differencing of the flux derivatives are obtained by adding FDS to either an original forward or backward differencing of the flux derivative. This approach is used to modify an explicit MacCormack differencing scheme into an upwind differencing scheme. The second order upwind flux approximations, applied with flux limiters, provide a method for numerically capturing shocks without the need for additional artificial damping terms which require adjustment by the user. In addition, a cubic equation is derived for determining Vegneron's pressure splitting coefficient using the updated streamwise flux vector. Decoding the streamwise flux vector with the updated value of Vigneron's pressure splitting improves the stability of the scheme. The new algorithm is applied to 2-D and 3-D supersonic and hypersonic laminar flow test cases. Results are presented for the experimental studies of Holden and of Tracy. In addition, a flow field solution is presented for a generic hypersonic aircraft at a Mach number of 24.5 and angle of attack of 1 degree. The computed results compare well to both experimental data and numerical results from other algorithms. Computational times required
Prediction of far-field wind turbine noise propagation with parabolic equation.
Lee, Seongkyu; Lee, Dongjai; Honhoff, Saskia
2016-08-01
Sound propagation of wind farms is typically simulated by the use of engineering tools that are neglecting some atmospheric conditions and terrain effects. Wind and temperature profiles, however, can affect the propagation of sound and thus the perceived sound in the far field. A better understanding and application of those effects would allow a more optimized farm operation towards meeting noise regulations and optimizing energy yield. This paper presents the parabolic equation (PE) model development for accurate wind turbine noise propagation. The model is validated against analytic solutions for a uniform sound speed profile, benchmark problems for nonuniform sound speed profiles, and field sound test data for real environmental acoustics. It is shown that PE provides good agreement with the measured data, except upwind propagation cases in which turbulence scattering is important. Finally, the PE model uses computational fluid dynamics results as input to accurately predict sound propagation for complex flows such as wake flows. It is demonstrated that wake flows significantly modify the sound propagation characteristics. PMID:27586709
Itasse, Maxime Brazier, Jean-Philippe Léon, Olivier Casalis, Grégoire
2015-08-15
Nonlinear evolution of disturbances in an axisymmetric, high subsonic, high Reynolds number hot jet with forced eigenmodes is studied using the Parabolized Stability Equations (PSE) approach to understand how modes interact with one another. Both frequency and azimuthal harmonic interactions are analyzed by setting up one or two modes at higher initial amplitudes and various phases. While single mode excitation leads to harmonic growth and jet noise amplification, controlling the evolution of a specific mode has been made possible by forcing two modes (m{sub 1}, n{sub 1}), (m{sub 2}, n{sub 2}), such that the difference in azimuth and in frequency matches the desired “target” mode (m{sub 1} − m{sub 2}, n{sub 1} − n{sub 2}). A careful setup of the initial amplitudes and phases of the forced modes, defined as the “killer” modes, has allowed the minimizing of the initially dominant instability in the near pressure field, as well as its estimated radiated noise with a 15 dB loss. Although an increase of the overall sound pressure has been found in the range of azimuth and frequency analyzed, the present paper reveals the possibility to make the initially dominant instability ineffective acoustically using nonlinear interactions with forced eigenmodes.
A numerical method for solving the three-dimensional parabolized Navier-Stokes equations
NASA Technical Reports Server (NTRS)
Dambrosio, Domenic; Marsilio, Robert
1995-01-01
A numerical technique that solves the parabolized form of the Navier-Stokes equations is presented. Such a method makes it possible to obtain very detailed descriptions of the flowfield in a relatively modest CPU time. The present approach is based on a space-marching technique, uses a finite volume discretization and an upwind flux-difference splitting scheme for the evaluation of the inviscid fluxes. Second order accuracy is achieved following the guidelines of the the ENO schemes. The methodology is used to investigate three-dimensional supersonic viscous flows over symmetric corners. Primary and secondary streamwise vortical structures embedded in the boundary layer and originated by the interaction with shock waves are detected and studied. For purpose of validation, results are compared with experimental data extracted from literature. The agreement is found to be satisfactory. In conclusion, the numerical method proposed seems to be promising as it permits, at a reasonable computational expense, investigation of complex three-dimensional flowfields in great detail.
Analysis of measured broadband acoustic propagation using a parabolic equation approach
NASA Astrophysics Data System (ADS)
Gray, Mason; Knobles, D. P.; Koch, Robert
2003-10-01
A broadband parabolic equation (PE) approach is employed to simulate data taken from two Shallow Water Acoustic Measurement Instrument (SWAMI) bottom mounted horizontal line array (HLA) experiments in shallow water environments off the east coast of the U.S. and in the Gulf of Mexico. In both experiments the HLA was deployed along an isobath. Light bulbs were imploded at known depths and ranges in both the range-independent (array end fire) and range-dependent (array broadside) directions. For the east coast experimental data, the PE model is used to infer a seabed geoacoustic description in both the range-dependent and range-independent directions. Also, comparisons of modeled time series were made for the range-independent case with a broadband normal mode model to validate the PE calculations. In the Gulf of Mexico experiment, the sediment geoacoustic profile is well known from previous inversions and geophysical measurements. This known seabed description was used to simulate the range-dependent data. A broadband energy-conserving coupled mode approach is also employed to model the range-dependent propagation. This allows the physical mechanisms associated with range-dependent propagation to be examined in a quantitative manner for this shallow water environment. [Work supported by ONR.
Modeling Projects in a Differential Equations Course.
ERIC Educational Resources Information Center
Claus-McGahan, Elly
1998-01-01
Discusses the value of student-designed, in-depth, modeling projects in a differential equations course and how to prepare students. Provides excerpts from worksheets, a list of computer software for Macintosh that can be used in teaching differential equations, and an annotated bibliography. (Author/ASK)
Solving Differential Equations Using Modified Picard Iteration
ERIC Educational Resources Information Center
Robin, W. A.
2010-01-01
Many classes of differential equations are shown to be open to solution through a method involving a combination of a direct integration approach with suitably modified Picard iterative procedures. The classes of differential equations considered include typical initial value, boundary value and eigenvalue problems arising in physics and…
Lie algebras and linear differential equations.
NASA Technical Reports Server (NTRS)
Brockett, R. W.; Rahimi, A.
1972-01-01
Certain symmetry properties possessed by the solutions of linear differential equations are examined. For this purpose, some basic ideas from the theory of finite dimensional linear systems are used together with the work of Wei and Norman on the use of Lie algebraic methods in differential equation theory.
MACSYMA's symbolic ordinary differential equation solver
NASA Technical Reports Server (NTRS)
Golden, J. P.
1977-01-01
The MACSYMA's symbolic ordinary differential equation solver ODE2 is described. The code for this routine is delineated, which is of interest because it is written in top-level MACSYMA language, and may serve as a good example of programming in that language. Other symbolic ordinary differential equation solvers are mentioned.
Symbolic Solution of Linear Differential Equations
NASA Technical Reports Server (NTRS)
Feinberg, R. B.; Grooms, R. G.
1981-01-01
An algorithm for solving linear constant-coefficient ordinary differential equations is presented. The computational complexity of the algorithm is discussed and its implementation in the FORMAC system is described. A comparison is made between the algorithm and some classical algorithms for solving differential equations.
NASA Astrophysics Data System (ADS)
Craig, K. H.; Levy, M. F.
1989-09-01
The parabolic equation approach to clear-air propagation modeling overcomes many of the difficulties associated with ray and mode theory methods. A parabolic equation model was implemented on a PC based system using a transputer to carry out the computationally intensive numerical integrations. The model was used from VHF to millimetric frequencies and applied to evaporation duct and elevated duct problems. The latter are important for surface-to-air propagation and were difficult to solve because of the complicated structure of the layers. A case study of an elevated duct caused by anticyclonic subsidence shows the importance of up-to-date meteorological data from a wide geographical area. A full-wave calculation of the wideband properties of the propagation channel illustrates the possibilities opened up by the new model. The frequency selective effects can be large, and are sensitive to the small-scale structure of the ducting layers.
Stochastic differential equation model to Prendiville processes
Granita; Bahar, Arifah
2015-10-22
The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.
Sparse dynamics for partial differential equations
Schaeffer, Hayden; Caflisch, Russel; Hauck, Cory D.; Osher, Stanley
2013-01-01
We investigate the approximate dynamics of several differential equations when the solutions are restricted to a sparse subset of a given basis. The restriction is enforced at every time step by simply applying soft thresholding to the coefficients of the basis approximation. By reducing or compressing the information needed to represent the solution at every step, only the essential dynamics are represented. In many cases, there are natural bases derived from the differential equations, which promote sparsity. We find that our method successfully reduces the dynamics of convection equations, diffusion equations, weak shocks, and vorticity equations with high-frequency source terms. PMID:23533273
NASA Astrophysics Data System (ADS)
He, Zi; Chen, Ru-Shan
2016-03-01
An efficient three-dimensional time domain parabolic equation (TDPE) method is proposed to fast analyze the narrow-angle wideband EM scattering properties of electrically large targets. The finite difference (FD) of Crank-Nicolson (CN) scheme is used as the traditional tool to solve the time-domain parabolic equation. However, a huge computational resource is required when the meshes become dense. Therefore, the alternating direction implicit (ADI) scheme is introduced to discretize the time-domain parabolic equation. In this way, the reduced transient scattered fields can be calculated line by line in each transverse plane for any time step with unconditional stability. As a result, less computational resources are required for the proposed ADI-based TDPE method when compared with both the traditional CN-based TDPE method and the finite-different time-domain (FDTD) method. By employing the rotating TDPE method, the complete bistatic RCS can be obtained with encouraging accuracy for any observed angle. Numerical examples are given to demonstrate the accuracy and efficiency of the proposed method.
Conservation laws, differential identities, and constraints of partial differential equations
NASA Astrophysics Data System (ADS)
Zharinov, V. V.
2015-11-01
We consider specific cohomological properties such as low-dimensional conservation laws and differential identities of systems of partial differential equations (PDEs). We show that such properties are inherent to complex systems such as evolution systems with constraints. The mathematical tools used here are the algebraic analysis of PDEs and cohomologies over differential algebras and modules.
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.
Existence of eigenvalues of problem with shift for an equation of parabolic-hyperbolic type
NASA Astrophysics Data System (ADS)
Tengayeva, Aizhan; Dildabek, Gulnar
2016-08-01
In the present paper, a spectral problem for an operator of parabolic-hyperbolic type of I kind with non-classical boundary conditions is considered. The problem is considered in a standard domain. The parabolic part of the space is a rectangle. And the hyperbolic part of the space coincides with a characteristic triangle. We consider a problem with the local boundary condition in the domain of parabolicity and with the boundary condition with displacement in the domain of hyperbolicity. We prove the strong solvability of the considered problem. The main aim of the paper is the research of spectral properties of the problem. The existence of eigenvalues of the problem is proved.
Parallelizing across time when solving time-dependent partial differential equations
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.
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.
Program for solution of ordinary differential equations
NASA Technical Reports Server (NTRS)
Sloate, H.
1973-01-01
A program for the solution of linear and nonlinear first order ordinary differential equations is described and user instructions are included. The program contains a new integration algorithm for the solution of initial value problems which is particularly efficient for the solution of differential equations with a wide range of eigenvalues. The program in its present form handles up to ten state variables, but expansion to handle up to fifty state variables is being investigated.
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.
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.)
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.
NASA Astrophysics Data System (ADS)
Gheitaghy, A. M.; Takabi, B.; Alizadeh, M.
2014-03-01
Hyperbolic and parabolic heat equations are formulated to study a nonperfused homogeneous transparent cornea irradiated by high power and ultrashort pulsed laser in the Laser Thermo Keratoplasty (LTK) surgery. Energy absorption inside the cornea is modeled using the Beer-Lambert law that is incorporated as an exponentially decaying heat source. The hyperbolic and parabolic bioheat models of the tissue were solved by exploiting the mathematical analogy between thermal and electrical systems, by using robust circuit simulation program called Hspice to get the solutions of simultaneous RLC and RC transmission line networks. This method can be used to rapidly calculate the temperature in laser-irradiated tissue at time and space domain. It is found that internal energy gained from the irradiated field results in a rapid rise of temperature in the cornea surface during the early heating period, while the hyperbolic wave model predicts a higher temperature rise than the classical heat diffusion model. In addition, this paper investigates and examines the effect of some critical parameters such as relaxation time, convection coefficient, radiation, tear evaporation and variable thermal conductivity of cornea. Accordingly, it is found that a better accordance between hyperbolic and parabolic models will be achieved by time.
Differential geometry techniques for sets of nonlinear partial differential equations
NASA Technical Reports Server (NTRS)
Estabrook, Frank B.
1990-01-01
An attempt is made to show that the Cartan theory of partial differential equations can be a useful technique for applied mathematics. Techniques for finding consistent subfamilies of solutions that are generically rich and well-posed and for introducing potentials or other usefully consistent auxiliary fields are introduced. An extended sample calculation involving the Korteweg-de Vries equation is given.
Differential equation models for sharp threshold dynamics.
Schramm, Harrison C; Dimitrov, Nedialko B
2014-01-01
We develop an extension to differential equation models of dynamical systems to allow us to analyze probabilistic threshold dynamics that fundamentally and globally change system behavior. We apply our novel modeling approach to two cases of interest: a model of infectious disease modified for malware where a detection event drastically changes dynamics by introducing a new class in competition with the original infection; and the Lanchester model of armed conflict, where the loss of a key capability drastically changes the effectiveness of one of the sides. We derive and demonstrate a step-by-step, repeatable method for applying our novel modeling approach to an arbitrary system, and we compare the resulting differential equations to simulations of the system's random progression. Our work leads to a simple and easily implemented method for analyzing probabilistic threshold dynamics using differential equations. PMID:24184349
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.
Stochastic Differential Equation of Earthquakes Series
NASA Astrophysics Data System (ADS)
Mariani, Maria C.; Tweneboah, Osei K.; Gonzalez-Huizar, Hector; Serpa, Laura
2016-05-01
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.
Radiative Damping and Functional Differential Equations
NASA Astrophysics Data System (ADS)
Raju, Suvrat; Raju, C. K.
We propose a general technique to solve the classical many-body problem with radiative damping. We modify the short-distance structure of Maxwell electrodynamics. This allows us to avoid runaway solutions as if we had a covariant model of extended particles. The resulting equations of motion are functional differential equations (FDEs) rather than ordinary differential equations (ODEs). Using recently developed numerical techniques for stiff, retarded FDEs, we solve these equations for the one-body central force problem with radiative damping. Our results indicate that locally the magnitude of radiation damping may be well approximated by the standard third-order expression but the global properties of our solutions are dramatically different. We comment on the two-body problem and applications to quantum field theory and quantum mechanics.
Sensitivity Analysis of Differential-Algebraic Equations and Partial Differential Equations
Petzold, L; Cao, Y; Li, S; Serban, R
2005-08-09
Sensitivity analysis generates essential information for model development, design optimization, parameter estimation, optimal control, model reduction and experimental design. In this paper we describe the forward and adjoint methods for sensitivity analysis, and outline some of our recent work on theory, algorithms and software for sensitivity analysis of differential-algebraic equation (DAE) and time-dependent partial differential equation (PDE) systems.
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.
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.
Collis, Jon M; Frank, Scott D; Metzler, Adam M; Preston, Kimberly S
2016-05-01
Sound propagation predictions for ice-covered ocean acoustic environments do not match observational data: received levels in nature are less than expected, suggesting that the effects of the ice are substantial. Effects due to elasticity in overlying ice can be significant enough that low-shear approximations, such as effective complex density treatments, may not be appropriate. Building on recent elastic seafloor modeling developments, a range-dependent parabolic equation solution that treats the ice as an elastic medium is presented. The solution is benchmarked against a derived elastic normal mode solution for range-independent underwater acoustic propagation. Results from both solutions accurately predict plate flexural modes that propagate in the ice layer, as well as Scholte interface waves that propagate at the boundary between the water and the seafloor. The parabolic equation solution is used to model a scenario with range-dependent ice thickness and a water sound speed profile similar to those observed during the 2009 Ice Exercise (ICEX) in the Beaufort Sea. PMID:27250161
Druskin, V.; Knizhnerman, L.
1994-12-31
The authors solve the Cauchy problem for an ODE system Au + {partial_derivative}u/{partial_derivative}t = 0, u{vert_bar}{sub t=0} = {var_phi}, where A is a square real nonnegative definite symmetric matrix of the order N, {var_phi} is a vector from R{sup N}. The stiffness matrix A is obtained due to semi-discretization of a parabolic equation or system with time-independent coefficients. The authors are particularly interested in large stiff 3-D problems for the scalar diffusion and vectorial Maxwell`s equations. First they consider an explicit method in which the solution on a whole time interval is projected on a Krylov subspace originated by A. Then they suggest another Krylov subspace with better approximating properties using powers of an implicit transition operator. These Krylov subspace methods generate optimal in a spectral sense polynomial approximations for the solution of the ODE, similar to CG for SLE.
Computational Differential Equations: A Pilot Project
ERIC Educational Resources Information Center
Roubides, Pascal
2004-01-01
The following article presents a proposal for the redesign of a traditional course in Differential Equations at Middle Georgia College. The redesign of the course involves a new approach to teaching traditional concepts: one where the understanding of the physical aspects of each problem takes precedence over the actual mechanics of solving the…
Parallel Algorithm Solves Coupled Differential Equations
NASA Technical Reports Server (NTRS)
Hayashi, A.
1987-01-01
Numerical methods adapted to concurrent processing. Algorithm solves set of coupled partial differential equations by numerical integration. Adapted to run on hypercube computer, algorithm separates problem into smaller problems solved concurrently. Increase in computing speed with concurrent processing over that achievable with conventional sequential processing appreciable, especially for large problems.
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.
Solving Parker's transport equation with stochastic differential equations on GPUs
NASA Astrophysics Data System (ADS)
Dunzlaff, P.; Strauss, R. D.; Potgieter, M. S.
2015-07-01
The numerical solution of transport equations for energetic charged particles in space is generally very costly in terms of time. Besides the use of multi-core CPUs and computer clusters in order to decrease the computation times, high performance calculations on graphics processing units (GPUs) have become available during the last years. In this work we introduce and describe a GPU-accelerated implementation of Parker's equation using Stochastic Differential Equations (SDEs) for the simulation of the transport of energetic charged particles with the CUDA toolkit, which is the focus of this work. We briefly discuss the set of SDEs arising from Parker's transport equation and their application to boundary value problems such as that of the Jovian magnetosphere. We compare the runtimes of the GPU code with a CPU version of the same algorithm. Compared to the CPU implementation (using OpenMP and eight threads) we find a performance increase of about a factor of 10-60, depending on the assumed set of parameters. Furthermore, we benchmark our simulation using the results of an existing SDE implementation of Parker's transport equation.
A Pseudo-Temporal Multi-Grid Relaxation Scheme for Solving the Parabolized Navier-Stokes Equations
NASA Technical Reports Server (NTRS)
White, J. A.; Morrison, J. H.
1999-01-01
A multi-grid, flux-difference-split, finite-volume code, VULCAN, is presented for solving the elliptic and parabolized form of the equations governing three-dimensional, turbulent, calorically perfect and non-equilibrium chemically reacting flows. The space marching algorithms developed to improve convergence rate and or reduce computational cost are emphasized. The algorithms presented are extensions to the class of implicit pseudo-time iterative, upwind space-marching schemes. A full approximate storage, full multi-grid scheme is also described which is used to accelerate the convergence of a Gauss-Seidel relaxation method. The multi-grid algorithm is shown to significantly improve convergence on high aspect ratio grids.
Metzler, Adam M; Collis, Jon M
2013-04-01
Shallow-water environments typically include sediments containing thin or low-shear layers. Numerical treatments of these types of layers require finer depth grid spacing than is needed elsewhere in the domain. Thin layers require finer grids to fully sample effects due to elasticity within the layer. As shear wave speeds approach zero, the governing system becomes singular and fine-grid spacing becomes necessary to obtain converged solutions. In this paper, a seismo-acoustic parabolic equation solution is derived utilizing modified difference formulas using Galerkin's method to allow for variable-grid spacing in depth. Propagation results are shown for environments containing thin layers and low-shear layers. PMID:23556690
NASA Technical Reports Server (NTRS)
Hirsh, R. S.
1976-01-01
A numerical method is presented for solving the parabolic-elliptic Navier-Stokes equations. The solution procedure is applied to three-dimensional supersonic laminar jet flow issuing parallel with a supersonic free stream. A coordinate transformation is introduced which maps the boundaries at infinity into a finite computational domain in order to eliminate difficulties associated with the imposition of free-stream boundary conditions. Results are presented for an approximate circular jet, a square jet, varying aspect ratio rectangular jets, and interacting square jets. The solution behavior varies from axisymmetric to nearly two-dimensional in character. For cases where comparisons of the present results with those obtained from shear layer calculations could be made, agreement was good.
NASA Technical Reports Server (NTRS)
Hirsh, R. S.
1975-01-01
A numerical method is presented which is valid for integration of the parabolic-elliptic Navier-Stokes equations. The solution procedure is applied to the three-dimensional supersonic flow of a jet issuing into a supersonic free stream. Difficulties associated with the imposition of free-stream boundary conditions are noted, and a coordinate transformation, which maps the point at infinity onto a finite value, is introduced to alleviate these difficulties. Results are presented for calculations of a square jet and varying-aspect-ratio rectangular jets. The solution behavior varies from axisymmetry for the square jet to nearly two-dimensional for the high-aspect-ratio rectangle, although the computation always calculates the flow as though it were truly three-dimensional.
Differential equation-based seismic data filtering
Li, Jianchao; Larner, K.
1992-05-01
Suppressing noise and enhancing useful seismic signal by filtering is one of the important tasks of seismic data processing. conventional filtering methods are implemented through either the convolution operation or various mathematical transforms. In this paper, we describe a methodology for studying and implementing filters, which, unlike those conventional filtering methods, is based on solving differential equations in the time and space domain. We call this kind of filtering differential equation-based filtering (DEBF). DEBF does not require that seismic data be stationary, so filtering parameters can vary with every time and space point. Also, in 2-D and 3-D, DEBF has higher computational efficiency than do conventional multiple-trace filtering methods. Examples with synthetic and field seismic data show the DEBF methods presented here to be efficient and effective.
ERIC Educational Resources Information Center
Savoye, Philippe
2009-01-01
In recent years, I started covering difference equations and z transform methods in my introductory differential equations course. This allowed my students to extend the "classical" methods for (ordinary differential equation) ODE's to discrete time problems arising in many applications.
NASA Astrophysics Data System (ADS)
Abedian, Rooholah; Adibi, Hojatollah; Dehghan, Mehdi
2013-08-01
In this paper, we propose a new WENO finite difference procedure for nonlinear degenerate parabolic equations which may contain discontinuous solutions. Our scheme is based on the method of lines, with a high-order accurate conservative approximation to each of the diffusion terms based on an idea that has been recently presented by Liu et al. [Y. Liu, C.-W. Shu, M. Zhang, High order finite difference WENO schemes for non-linear degenerate parabolic equations, SIAM J. Sci. Comput. 33 (2011) 939-965]. Our scheme tries to circumvent the negative ideal weights that appear when applying the standard WENO idea, as is done in Liu et al. (2011) [13]. In one-dimensional case, first we obtain an optimum polynomial on a six-points stencil. This optimum polynomial is sixth-order accurate in regions of smoothness. Then, we consider this optimum polynomial as a symmetric and convex combination of four polynomials with ideal weights. Following the methodology of the classic WENO procedure, then we calculate the non-oscillatory weights with the ideal weights. Numerical examples are provided to demonstrate the resolution power and accuracy of the scheme. Finally, the new method is extended to multi-dimensional problems by dimension-by-dimension approach. More examples of multi-dimension problems are presented to show that our method remains non-oscillatory while giving good resolution of discontinuities. Finally, we would like to mention that this paper combines and extends the techniques proposed in [13] and Levy et al. (2000) [24].
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.
Partial differential equation models in macroeconomics.
Achdou, Yves; Buera, Francisco J; Lasry, Jean-Michel; Lions, Pierre-Louis; Moll, Benjamin
2014-11-13
The purpose of this article is to get mathematicians interested in studying a number of partial differential equations (PDEs) that naturally arise in macroeconomics. These PDEs come from models designed to study some of the most important questions in economics. At the same time, they are highly interesting for mathematicians because their structure is often quite difficult. We present a number of examples of such PDEs, discuss what is known about their properties, and list some open questions for future research. PMID:25288811
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.
Spurious Numerical Solutions Of Differential Equations
NASA Technical Reports Server (NTRS)
Lafon, A.; Yee, H. C.
1995-01-01
Paper presents detailed study of spurious steady-state numerical solutions of differential equations that contain nonlinear source terms. Main objectives of this study are (1) to investigate how well numerical steady-state solutions of model nonlinear reaction/convection boundary-value problem mimic true steady-state solutions and (2) to relate findings of this investigation to implications for interpretation of numerical results from computational-fluid-dynamics algorithms and computer codes used to simulate reacting flows.
Spurious Solutions Of Nonlinear Differential Equations
NASA Technical Reports Server (NTRS)
Yee, H. C.; Sweby, P. K.; Griffiths, D. F.
1992-01-01
Report utilizes nonlinear-dynamics approach to investigate possible sources of errors and slow convergence and non-convergence of steady-state numerical solutions when using time-dependent approach for problems containing nonlinear source terms. Emphasizes implications for development of algorithms in CFD and computational sciences in general. Main fundamental conclusion of study is that qualitative features of nonlinear differential equations cannot be adequately represented by finite-difference method and vice versa.
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…
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.
Generalized Halanay inequalities for dissipativity of Volterra functional differential equations
NASA Astrophysics Data System (ADS)
Wen, Liping; Yu, Yuexin; Wang, Wansheng
2008-11-01
This paper is concerned with the dissipativity of theoretical solutions to nonlinear Volterra functional differential equations (VFDEs). At first, we give some generalizations of Halanay's inequality which play an important role in study of dissipativity and stability of differential equations. Then, by applying the generalization of Halanay's inequality, the dissipativity results of VFDEs are obtained, which provides unified theoretical foundation for the dissipativity analysis of systems in ordinary differential equations (ODEs), delay differential equations (DDEs), integro-differential equations (IDEs), Volterra delay-integro-differential equations (VDIDEs) and VFDEs of other type which appear in practice.
Recovering the reaction and the diffusion coefficients in a linear parabolic equation
NASA Astrophysics Data System (ADS)
Lorenzi, Alfredo; Mola, Gianluca
2012-07-01
Let H be a real separable Hilbert space and A: {D}(A) \\rightarrow H be a positive and self-adjoint (unbounded) operator. We consider the identification problem consisting in searching for an H-valued function u and a couple of real numbers λ and μ, the first one being positive, that fulfil the initial-value problem \\begin{eqnarray*} u^{\\prime }(t) + \\lambda Au(t) = \\mu u(t), \\quad t \\in (0,T), \\quad u(0) = u_0, \\end{eqnarray*} and the additional constraints \\begin{eqnarray*} \\Vert A^{r/2}u(T)\\Vert ^{2} = \\varphi \\quad and \\quad \\Vert A^{s/2}u(T)\\Vert ^{2} = \\psi , \\end{eqnarray*} where we denote by As and Ar the powers of A with exponents r < s. Provided that the given data u0 ∈ H, u0 and φ, ψ > 0 satisfy proper a priori limitations, by means of a finite-dimensional approximation scheme, we construct a unique solution (u, λ, μ) on the whole interval [0, T], and exhibit an explicit continuous dependence estimate of Lipschitz type with respect to the data. Also, we provide specific applications to second- and fourth-order parabolic initial-boundary-value problems.
NASA Technical Reports Server (NTRS)
Manning, Robert M.
2005-01-01
Solutions are derived for the generalized mutual coherence function (MCF), i.e., the second order moment, of a random wave field propagating through a random medium within the context of the extended parabolic equation. Here, "generalized" connotes the consideration of both the transverse as well as the longitudinal second order moments (with respect to the direction of propagation). Such solutions will afford a comparison between the results of the parabolic equation within the pararaxial approximation and those of the wide-angle extended theory. To this end, a statistical operator method is developed which gives a general equation for an arbitrary spatial statistical moment of the wave field. The generality of the operator method allows one to obtain an expression for the second order field moment in the direction longitudinal to the direction of propagation. Analytical solutions to these equations are derived for the Kolmogorov and Tatarskii spectra of atmospheric permittivity fluctuations within the Markov approximation.
Stability at systems of usual differential equations in virus dynamics
NASA Astrophysics Data System (ADS)
Schröer, H.
In this paper we discuss different models of differential equations systems, that describe virus dynamics in different situations (HIV-virus and Hepatitis B-virus). We inquire the stability of differential equations. We use theorems of the stability theory.
Solving Partial Differential Equations on Overlapping Grids
Henshaw, W D
2008-09-22
We discuss the solution of partial differential equations (PDEs) on overlapping grids. This is a powerful technique for efficiently solving problems in complex, possibly moving, geometry. An overlapping grid consists of a set of structured grids that overlap and cover the computational domain. By allowing the grids to overlap, grids for complex geometries can be more easily constructed. The overlapping grid approach can also be used to remove coordinate singularities by, for example, covering a sphere with two or more patches. We describe the application of the overlapping grid approach to a variety of different problems. These include the solution of incompressible fluid flows with moving and deforming geometry, the solution of high-speed compressible reactive flow with rigid bodies using adaptive mesh refinement (AMR), and the solution of the time-domain Maxwell's equations of electromagnetism.
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‧.
The existence of solutions of q-difference-differential equations.
Wang, Xin-Li; Wang, Hua; Xu, Hong-Yan
2016-01-01
By using the Nevanlinna theory of value distribution, we investigate the existence of solutions of some types of non-linear q-difference differential equations. In particular, we generalize the Rellich-Wittich-type theorem and Malmquist-type theorem about differential equations to the case of q-difference differential equations (system). PMID:27218006
Solving Differential Equations in R: Package deSolve
In this paper we present the R package deSolve to solve initial value problems (IVP) written as ordinary differential equations (ODE), differential algebraic equations (DAE) of index 0 or 1 and partial differential equations (PDE), the latter solved using the method of lines appr...
NASA Technical Reports Server (NTRS)
Baker, A. J.; Manhardt, P. D.; Orzechowski, J. A.
1979-01-01
A numerical solution algorithm is established for prediction of subsonic turbulent three-dimensional flows in aerodynamic configuration juncture regions. A turbulence closure model is established using the complete Reynolds stress. Pressure coupling is accomplished using the concepts of complementary and particular solutions to a Poisson equation. Specifications for data input juncture geometry modification are presented.
Characteristic exponents of impulsive differential equations in a Banach space
Zabreiko, P.P.; Bainov, D.D.; Kostadinov, S.I.
1988-06-01
The notion of general exponent of impulsive homogeneous differential equations is defined. A formula for the solution of impulsive nonhomogeneous differential equations is obtained and is used to establish a dependence between the existence of bounded solutions of such equations and the general exponent of the respective homogeneous equation.
A differential equation for specific catchment area
NASA Astrophysics Data System (ADS)
Gallant, John C.; Hutchinson, Michael F.
2011-05-01
Analysis of the behavior of specific catchment area in a stream tube leads to a simple nonlinear differential equation describing the rate of change of specific catchment area along a flow path. The differential equation can be integrated numerically along a flow path to calculate specific catchment area at any point on a digital elevation model without requiring the usual estimates of catchment area and width. The method is more computationally intensive than most grid-based methods for calculating specific catchment area, so its main application is as a reference against which conventional methods can be tested. This is the first method that provides a benchmark for more approximate methods in complex terrain with both convergent and divergent areas, not just on simple surfaces for which analytical solutions are known. Preliminary evaluation of the D8, M8, digital elevation model networks (DEMON), and D∞ methods indicate that the D∞ method is the best of those methods for estimating specific catchment area, but all methods overestimate in divergent terrain.
Numerical Methods for Stochastic Partial Differential Equations
Sharp, D.H.; Habib, S.; Mineev, M.B.
1999-07-08
This is the final report of a Laboratory Directed Research and Development (LDRD) project at the Los Alamos National laboratory (LANL). The objectives of this proposal were (1) the development of methods for understanding and control of spacetime discretization errors in nonlinear stochastic partial differential equations, and (2) the development of new and improved practical numerical methods for the solutions of these equations. The authors have succeeded in establishing two methods for error control: the functional Fokker-Planck equation for calculating the time discretization error and the transfer integral method for calculating the spatial discretization error. In addition they have developed a new second-order stochastic algorithm for multiplicative noise applicable to the case of colored noises, and which requires only a single random sequence generation per time step. All of these results have been verified via high-resolution numerical simulations and have been successfully applied to physical test cases. They have also made substantial progress on a longstanding problem in the dynamics of unstable fluid interfaces in porous media. This work has lead to highly accurate quasi-analytic solutions of idealized versions of this problem. These may be of use in benchmarking numerical solutions of the full stochastic PDEs that govern real-world problems.
NASA Technical Reports Server (NTRS)
Hunt, L. R.; Villarreal, Ramiro
1987-01-01
System theorists understand that the same mathematical objects which determine controllability for nonlinear control systems of ordinary differential equations (ODEs) also determine hypoellipticity for linear partial differentail equations (PDEs). Moreover, almost any study of ODE systems begins with linear systems. It is remarkable that Hormander's paper on hypoellipticity of second order linear p.d.e.'s starts with equations due to Kolmogorov, which are shown to be analogous to the linear PDEs. Eigenvalue placement by state feedback for a controllable linear system can be paralleled for a Kolmogorov equation if an appropriate type of feedback is introduced. Results concerning transformations of nonlinear systems to linear systems are similar to results for transforming a linear PDE to a Kolmogorov equation.
NASA Astrophysics Data System (ADS)
Zhou, Jun; Mu, Chunlai
2011-02-01
This paper deals with the following weakly coupled degenerate and singular parabolic equations with localized source u_t-(x^α u_x)_x=u^m(x_0(t),t)v^n(x_0(t),t),quad v_t-(x^β v_x)_x=v^p(x_0(t),t)u^q(x_0(t),t) in (0, a) × (0, T) with homogeneous Dirichlet boundary conditions, where {x_0(t):{R}^+→(0,a)} is Hölder continuous. T ≤ ∞, a > 0 be constants, m, n, p, q are positive real numbers and {α,βin[0,2)}. The existence of a unique classical non-negative solution is established and the sufficient conditions for the solution that exists globally or blows up in finite time are obtained. Furthermore, under certain conditions, it is proved that the blow-up set of the blowing-up solution is any closed subset of the interval (0, a). Furthermore, we also obtain the blow-up rate under the condition α = β.
Collins, Michael D; Siegmann, William L
2015-01-01
The parabolic equation method is extended to handle problems in seismo-acoustics that have multiple fluid and solid layers, continuous depth dependence within layers, and sloping interfaces between layers. The medium is approximated in terms of a series of range-independent regions, and a single-scattering approximation is used to compute transmitted fields across the vertical interfaces between regions. The approach is implemented in terms of a set of dependent variables that is well suited to piecewise continuous depth dependence in the elastic parameters, but one of the fluid-solid interface conditions in that formulation involves a second derivative that complicates the treatment of sloping interfaces. This issue is resolved by using a non-centered, four-point difference formula for the second derivative. The approach is implemented using a matrix decomposition that is efficient when the parameters of the medium have a general dependence within the upper layers of the sediment but only depend on depth in the water column and deep within the sediment. PMID:25618077
NASA Astrophysics Data System (ADS)
Shishkin, G. I.
2013-04-01
For a singularly perturbed parabolic convection-diffusion equation, the conditioning and stability of finite difference schemes on uniform meshes are analyzed. It is shown that a convergent standard monotone finite difference scheme on a uniform mesh is not ɛ-uniformly well conditioned or ɛ-uniformly stable to perturbations of the data of the grid problem (here, ɛ is a perturbation parameter, ɛ ∈ (0, 1]). An alternative finite difference scheme is proposed, namely, a scheme in which the discrete solution is decomposed into regular and singular components that solve grid subproblems considered on uniform meshes. It is shown that this solution decomposition scheme converges ɛ-uniformly in the maximum norm at an O( N -1ln N + N {0/-1}) rate, where N + 1 and N 0 + 1 are the numbers of grid nodes in x and t, respectively. This scheme is ɛ-uniformly well conditioned and ɛ-uniformly stable to perturbations of the data of the grid problem. The condition number of the solution decomposition scheme is of order O(δ-2lnδ-1 + δ{0/-1}); i.e., up to a logarithmic factor, it is the same as that of a classical scheme on uniform meshes in the case of a regular problem. Here, δ = N -1ln N and δ0 = N {0/-1} are the accuracies of the discrete solution in x and t, respectively.
NASA Astrophysics Data System (ADS)
Skura, J. P.; Schemm, C. E.; Ko, H. W.; Manzi, L. P.
The enhancement of the capability of electromagnetic parabolic equation (EMPE) and other propagation codes by using predictions from an atmospheric forecast model to provide refractivity data for range-dependent and time-varying situations is demonstrated. Starting from measured temperature and humidity data at one location and time, the JHU/APL planetary boundary layer (PBL) model is used to obtained predictions for a 24-h forecast period. Predicted fields of temperature, humidity, and refractivity after 12 and 24 h are compared with measured data to verify the forecast, and vertical profiles of refractivity for each hour are provided, along with appropriate radar parameters, as input to EMPE. The EMPE calculations of expected radiation patterns as functions of height and range at selected times demonstrate the effects of hourly changes in the structure of the lower atmosphere on radar propagation. The radar propagation calculations have been repeated using the IREPS code to illustrate the similarities and differences between the two models when applied to this somewhat idealized, horizontally homogeneous situation.
NASA Astrophysics Data System (ADS)
Eibert, Thomas F.
2003-04-01
Fourier split-step (FSS) solutions of the parabolic wave equation (PWE) represent wave fields in terms of plane wave decompositions. However, those field solutions are usually only valid in the air space above built-up terrain, whereas field predictions for modern wireless systems often require knowledge of the fields on a street level. Since FSS PWE solutions with large step sizes are not applicable for field computations between irregular scattering obstacles such as buildings, this problem is overcome by a two-step approach combining the FSS solution of the PWE with ray optical techniques to compute the fields at ground level in wooded and urbanized areas. To account for the great variety of propagation effects in a statistical sense, direct rays, reflected rays, diffracted rays and attenuated rays at typical receiver locations are included into the considerations. Comparisons to a wide variety of measured data show that this two-step approach produces better results than state of the art semiempirical field prediction techniques.
Adaptive numerical methods for partial differential equations
Cololla, P.
1995-07-01
This review describes a structured approach to adaptivity. The Automated Mesh Refinement (ARM) algorithms developed by M Berger are described, touching on hyperbolic and parabolic applications. Adaptivity is achieved by overlaying finer grids only in areas flagged by a generalized error criterion. The author discusses some of the issues involved in abutting disparate-resolution grids, and demonstrates that suitable algorithms exist for dissipative as well as hyperbolic systems.
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.
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.
NASA Astrophysics Data System (ADS)
Knosowski, Yvonne; von Lieres, Eric; Schneider, Adrian
1999-06-01
In this paper we consider the non-characteristic Cauchy problem 0266-5611/15/3/307/img1" ALT="(equation)"/> where 0266-5611/15/3/307/img2" ALT="(equation)"/> with appropriate coefficient functions a, b and c. Assuming that the Cauchy data icons/Journals/Common/varphi" ALT="varphi are given inexactly by a function icons/Journals/Common/varphi" ALT="varphiicons/Journals/Common/varepsilon" ALT="varepsilon" ALIGN="MIDDLE"/> satisfying ||icons/Journals/Common/varphi" ALT="varphi" ALIGN="TOP"/>-icons/Journals/Common/varphi" ALT="varphi" ALIGN="TOP"/>icons/Journals/Common/varepsilon" ALT="varepsilon" ALIGN="MIDDLE"/>||Hricons/Journals/Common/le" ALT="le" ALIGN="TOP"/> icons/Journals/Common/varepsilon" ALT="varepsilon" ALIGN="TOP"/> for some ricons/Journals/Common/le" ALT="le" ALIGN="TOP"/>0 and that f(y,t): = u(l,y,t) exists and belongs to Hs(icons/Journals/Common/BbbR" ALT="BbbR" ALIGN="TOP"/>n-1 × icons/Journals/Common/BbbR" ALT="BbbR" ALIGN="TOP"/>) for some sicons/Journals/Common/in" ALT="in" ALIGN="TOP"/>icons/Journals/Common/BbbR" ALT="BbbR" ALIGN="TOP"/>, it is desired to calculate f from the improper data icons/Journals/Common/varphi" ALT="varphi" ALIGN="TOP"/>icons/Journals/Common/varepsilon" ALT="varepsilon" ALIGN="MIDDLE"/>. This problem is well known to be severely ill-posed: a small perturbation in the Cauchy data may cause a dramatically large error in the solution. In this paper the following mollification method is suggested for this problem: if the Cauchy data are given inexactly then we mollify them by projection on elements of Meyers multiresolution approximation {Vj}jicons/Journals/Common/in" ALT="in" ALIGN="TOP"/>icons/Journals/Common/BbbZ" ALT="BbbZ" ALIGN="TOP"/>. Within every space Vj the solution of the above problem depends continuously on the data, and we can find a mollification parameter J depending on the noise level icons/Journals/Common/varepsilon" ALT="varepsilon" ALIGN="TOP"/> in the Cauchy data such that the error estimation between the
Introduction to Adaptive Methods for Differential Equations
NASA Astrophysics Data System (ADS)
Eriksson, Kenneth; Estep, Don; Hansbo, Peter; Johnson, Claes
Knowing thus the Algorithm of this calculus, which I call Differential Calculus, all differential equations can be solved by a common method (Gottfried Wilhelm von Leibniz, 1646-1719).When, several years ago, I saw for the first time an instrument which, when carried, automatically records the number of steps taken by a pedestrian, it occurred to me at once that the entire arithmetic could be subjected to a similar kind of machinery so that not only addition and subtraction, but also multiplication and division, could be accomplished by a suitably arranged machine easily, promptly and with sure results. For it is unworthy of excellent men to lose hours like slaves in the labour of calculations, which could safely be left to anyone else if the machine was used. And now that we may give final praise to the machine, we may say that it will be desirable to all who are engaged in computations which, as is well known, are the managers of financial affairs, the administrators of others estates, merchants, surveyors, navigators, astronomers, and those connected with any of the crafts that use mathematics (Leibniz).
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.
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.
Legendre-Tau approximations for functional differential equations
NASA Technical Reports Server (NTRS)
Ito, K.; Teglas, R.
1983-01-01
The numerical approximation of solutions to linear functional differential equations are considered using the so called Legendre tau method. The functional differential equation is first reformulated as a partial differential equation with a nonlocal boundary condition involving time differentiation. The approximate solution is then represented as a truncated Legendre series with time varying coefficients which satisfy a certain system of ordinary differential equations. The method is very easy to code and yields very accurate approximations. Convergence is established, various numerical examples are presented, and comparison between the latter and cubic spline approximations is made.
Compatible Spatial Discretizations for Partial Differential Equations
Arnold, Douglas, N, ed.
2004-11-25
From May 11--15, 2004, the Institute for Mathematics and its Applications held a hot topics workshop on Compatible Spatial Discretizations for Partial Differential Equations. The numerical solution of partial differential equations (PDE) is a fundamental task in science and engineering. The goal of the workshop was to bring together a spectrum of scientists at the forefront of the research in the numerical solution of PDEs to discuss compatible spatial discretizations. We define compatible spatial discretizations as those that inherit or mimic fundamental properties of the PDE such as topology, conservation, symmetries, and positivity structures and maximum principles. A wide variety of discretization methods applied across a wide range of scientific and engineering applications have been designed to or found to inherit or mimic intrinsic spatial structure and reproduce fundamental properties of the solution of the continuous PDE model at the finite dimensional level. A profusion of such methods and concepts relevant to understanding them have been developed and explored: mixed finite element methods, mimetic finite differences, support operator methods, control volume methods, discrete differential forms, Whitney forms, conservative differencing, discrete Hodge operators, discrete Helmholtz decomposition, finite integration techniques, staggered grid and dual grid methods, etc. This workshop seeks to foster communication among the diverse groups of researchers designing, applying, and studying such methods as well as researchers involved in practical solution of large scale problems that may benefit from advancements in such discretizations; to help elucidate the relations between the different methods and concepts; and to generally advance our understanding in the area of compatible spatial discretization methods for PDE. Particular points of emphasis included: + Identification of intrinsic properties of PDE models that are critical for the fidelity of numerical
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.
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.
Chitsomboon, T.; Tiwari, S.N.
1986-08-01
The two-dimensional Navier-Stokes and species continuity equations are used to investigate supersonic chemically reacting flow problems which are related to scramjet-engine configurations. A global two-step finite-rate chemistry model is employed to represent the hydrogen-air combustion in the flow. An algebraic turbulent model is adopted for turbulent flow calculations. The explicit unsplit MacCormack finite-difference algorithm is used to develop a computer program suitable for a vector processing computer. The computer program developed is then used to integrate the system of the governing equations in time until convergence is attained. The chemistry source terms in the species continuity equations are evaluated implicitly to alleviate stiffness associated with fast chemical reactions. The problems solved by the elliptic code are re-investigated by using a set of two-dimensional parabolized Navier-Stokes and species equations. A linearized fully-coupled fully-implicit finite difference algorithm is used to develop a second computer code which solves the governing equations by marching in spce rather than time, resulting in a considerable saving in computer resources. Results obtained by using the parabolized formulation are compared with the results obtained by using the fully-elliptic equations. The comparisons indicate fairly good agreement of the results of the two formulations.
Differential form of the Skornyakov-Ter-Martirosyan Equations
NASA Astrophysics Data System (ADS)
Pen'Kov, F. M.; Sandhas, W.
2005-12-01
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.
Differential form of the Skornyakov-Ter-Martirosyan Equations
Pen'kov, F. M.; Sandhas, W.
2005-12-15
The Skornyakov-Ter-Martirosyan three-boson integral equations in momentum space are transformed into differential equations. This allows us to take into account quite directly the Danilov condition providing self-adjointness of the underlying three-body Hamiltonian with zero-range pair interactions. For the helium trimer the numerical solutions of the resulting differential equations are compared with those of the Faddeev-type AGS equations.
Parameter Estimation of Partial Differential Equation Models
Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Carroll, Raymond J.; Maity, Arnab
2013-01-01
Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown, and need to be estimated from the measurements of the dynamic system in the present of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE, and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from LIDAR data. PMID:24363476
Parameter Estimation of Partial Differential Equation Models.
Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Carroll, Raymond J; Maity, Arnab
2013-01-01
Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown, and need to be estimated from the measurements of the dynamic system in the present of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE, and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from LIDAR data. PMID:24363476
Robust estimation for ordinary differential equation models.
Cao, J; Wang, L; Xu, J
2011-12-01
Applied scientists often like to use ordinary differential equations (ODEs) to model complex dynamic processes that arise in biology, engineering, medicine, and many other areas. It is interesting but challenging to estimate ODE parameters from noisy data, especially when the data have some outliers. We propose a robust method to address this problem. The dynamic process is represented with a nonparametric function, which is a linear combination of basis functions. The nonparametric function is estimated by a robust penalized smoothing method. The penalty term is defined with the parametric ODE model, which controls the roughness of the nonparametric function and maintains the fidelity of the nonparametric function to the ODE model. The basis coefficients and ODE parameters are estimated in two nested levels of optimization. The coefficient estimates are treated as an implicit function of ODE parameters, which enables one to derive the analytic gradients for optimization using the implicit function theorem. Simulation studies show that the robust method gives satisfactory estimates for the ODE parameters from noisy data with outliers. The robust method is demonstrated by estimating a predator-prey ODE model from real ecological data. PMID:21401565
Patchwork sampling of stochastic differential equations.
Kürsten, Rüdiger; Behn, Ulrich
2016-03-01
We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The method is based on a complete, nonoverlapping partition of the state space into patches on which the stochastic process is ergodic. On each of these patches we run simulations of the process strictly truncated to the corresponding patch, which allows effective simulations also in rarely visited regions. The correct weight for each patch is obtained by counting the attempted transitions between all different patches. The results are patchworked to cover the whole state space. We extend the concept of truncated Markov chains which is originally formulated for processes which obey detailed balance to processes not fulfilling detailed balance. The method is illustrated by three examples, describing the one-dimensional diffusion of an overdamped particle in a double-well potential, a system of many globally coupled overdamped particles in double-well potentials subject to additive Gaussian white noise, and the overdamped motion of a particle on the circle in a periodic potential subject to a deterministic drift and additive noise. In an appendix we explain how other well-known Markov chain Monte Carlo algorithms can be related to truncated Markov chains. PMID:27078484
Electrocardiogram classification using delay differential equations
NASA Astrophysics Data System (ADS)
Lainscsek, Claudia; Sejnowski, Terrence J.
2013-06-01
Time series analysis with nonlinear delay differential equations (DDEs) reveals nonlinear as well as spectral properties of the underlying dynamical system. Here, global DDE models were used to analyze 5 min data segments of electrocardiographic (ECG) recordings in order to capture distinguishing features for different heart conditions such as normal heart beat, congestive heart failure, and atrial fibrillation. The number of terms and delays in the model as well as the order of nonlinearity of the model have to be selected that are the most discriminative. The DDE model form that best separates the three classes of data was chosen by exhaustive search up to third order polynomials. Such an approach can provide deep insight into the nature of the data since linear terms of a DDE correspond to the main time-scales in the signal and the nonlinear terms in the DDE are related to nonlinear couplings between the harmonic signal parts. The DDEs were able to detect atrial fibrillation with an accuracy of 72%, congestive heart failure with an accuracy of 88%, and normal heart beat with an accuracy of 97% from 5 min of ECG, a much shorter time interval than required to achieve comparable performance with other methods.
Patchwork sampling of stochastic differential equations
NASA Astrophysics Data System (ADS)
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.
Regularized Semiparametric Estimation for Ordinary Differential Equations
Li, Yun; Zhu, Ji; Wang, Naisyin
2015-01-01
Ordinary differential equations (ODEs) are widely used in modeling dynamic systems and have ample applications in the fields of physics, engineering, economics and biological sciences. The ODE parameters often possess physiological meanings and can help scientists gain better understanding of the system. One key interest is thus to well estimate these parameters. Ideally, constant parameters are preferred due to their easy interpretation. In reality, however, constant parameters can be too restrictive such that even after incorporating error terms, there could still be unknown sources of disturbance that lead to poor agreement between observed data and the estimated ODE system. In this paper, we address this issue and accommodate short-term interferences by allowing parameters to vary with time. We propose a new regularized estimation procedure on the time-varying parameters of an ODE system so that these parameters could change with time during transitions but remain constants within stable stages. We found, through simulation studies, that the proposed method performs well and tends to have less variation in comparison to the non-regularized approach. On the theoretical front, we derive finite-sample estimation error bounds for the proposed method. Applications of the proposed method to modeling the hare-lynx relationship and the measles incidence dynamic in Ontario, Canada lead to satisfactory and meaningful results. PMID:26392639
A complex Noether approach for variational partial differential equations
NASA Astrophysics Data System (ADS)
Naz, R.; Mahomed, F. M.
2015-10-01
Scalar complex partial differential equations which admit variational formulations are studied. Such a complex partial differential equation, via a complex dependent variable, splits into a system of two real partial differential equations. The decomposition of the Lagrangian of the complex partial differential equation in the real domain is shown to yield two real Lagrangians for the split system. The complex Maxwellian distribution, transonic gas flow, Maxwellian tails, dissipative wave and Klein-Gordon equations are considered. The Noether symmetries and gauge terms of the split system that correspond to both the Lagrangians are constructed by the Noether approach. In the case of coupled split systems, the same Noether symmetries are obtained. The Noether symmetries for the uncoupled split systems are different. The conserved vectors of the split system which correspond to both the Lagrangians are compared to the split conserved vectors of the complex partial differential equation for the examples. The split conserved vectors of the complex partial differential equation are the same as the conserved vectors of the split system of real partial differential equations in the case of coupled systems. Moreover a Noether-like theorem for the split system is proved which provides the Noether-like conserved quantities of the split system from knowledge of the Noether-like operators. An interesting result on the split characteristics and the conservation laws is shown as well. The Noether symmetries and gauge terms of the Lagrangian of the split system with the split Noether-like operators and gauge terms of the Lagrangian of the given complex partial differential equation are compared. Folklore suggests that the split Noether-like operators of a Lagrangian of a complex Euler-Lagrange partial differential equation are symmetries of the Lagrangian of the split system of real partial differential equations. This is not the case. They are proved to be the same if the
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.
Iterative Methods for Solving Nonlinear Parabolic Problem in Pension Saving Management
NASA Astrophysics Data System (ADS)
Koleva, M. N.
2011-11-01
In this work we consider a nonlinear parabolic equation, obtained from Riccati like transformation of the Hamilton-Jacobi-Bellman equation, arising in pension saving management. We discuss two numerical iterative methods for solving the model problem—fully implicit Picard method and mixed Picard-Newton method, which preserves the parabolic characteristics of the differential problem. Numerical experiments for comparison the accuracy and effectiveness of the algorithms are discussed. Finally, observations are given.
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.
BIFURCATIONS OF RANDOM DIFFERENTIAL EQUATIONS WITH BOUNDED NOISE ON SURFACES.
Homburg, Ale Jan; Young, Todd R
2010-03-01
In random differential equations with bounded noise minimal forward invariant (MFI) sets play a central role since they support stationary measures. We study the stability and possible bifurcations of MFI sets. In dimensions 1 and 2 we classify all minimal forward invariant sets and their codimension one bifurcations in bounded noise random differential equations. PMID:22211081
Undergraduate Students' Mental Operations in Systems of Differential Equations
ERIC Educational Resources Information Center
Whitehead, Karen; Rasmussen, Chris
2003-01-01
This paper reports on research conducted to understand undergraduate students' ways of reasoning about systems of differential equations (SDEs). As part of a semester long classroom teaching experiment in a first course in differential equations, we conducted task-based interviews with six students after their study of first order differential…
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…
Sourcing for Parameter Estimation and Study of Logistic Differential Equation
ERIC Educational Resources Information Center
Winkel, Brian J.
2012-01-01
This article offers modelling opportunities in which the phenomena of the spread of disease, perception of changing mass, growth of technology, and dissemination of information can be described by one differential equation--the logistic differential equation. It presents two simulation activities for students to generate real data, as well as…
Monograph - The Numerical Integration of Ordinary Differential Equations.
ERIC Educational Resources Information Center
Hull, T. E.
The materials presented in this monograph are intended to be included in a course on ordinary differential equations at the upper division level in a college mathematics program. These materials provide an introduction to the numerical integration of ordinary differential equations, and they can be used to supplement a regular text on this…
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…
Stochastic fuzzy differential equations of a nonincreasing type
NASA Astrophysics Data System (ADS)
Malinowski, Marek T.
2016-04-01
Stochastic fuzzy differential equations constitute an apparatus in modeling dynamic systems operating in fuzzy environment and governed by stochastic noises. In this paper we introduce a new kind of such the equations. Namely, the stochastic fuzzy differential of nonincreasing type are considered. The fuzzy stochastic processes which are solutions to these equations have trajectories with nonincreasing fuzziness in their values. In our previous papers, as a first natural extension of crisp stochastic differential equations, stochastic fuzzy differential equations of nondecreasing type were studied. In this paper we show that under suitable conditions each of the equations has a unique solution which possesses property of continuous dependence on data of the equation. To prove existence of the solutions we use sequences of successive approximate solutions. An estimation of an error of the approximate solution is established as well. Some examples of equations are solved and their solutions are simulated to illustrate the theory of stochastic fuzzy differential equations. All the achieved results apply to stochastic set-valued differential equations.
Optimal moving grids for time-dependent partial differential equations
NASA Technical Reports Server (NTRS)
Wathen, A. J.
1989-01-01
Various adaptive moving grid techniques for the numerical solution of time-dependent partial differential equations were proposed. The precise criterion for grid motion varies, but most techniques will attempt to give grids on which the solution of the partial differential equation can be well represented. Moving grids are investigated on which the solutions of the linear heat conduction and viscous Burgers' equation in one space dimension are optimally approximated. Precisely, the results of numerical calculations of optimal moving grids for piecewise linear finite element approximation of partial differential equation solutions in the least squares norm.
NASA Technical Reports Server (NTRS)
Manning, Robert M.
2012-01-01
The method of moments is used to define and derive expressions for laser beam deflection and beam radius broadening for high-energy propagation through the Earth s atmosphere. These expressions are augmented with the integral invariants of the corresponding nonlinear parabolic equation that describes the electric field of high-energy laser beam to propagation to yield universal equations for the aforementioned quantities; the beam deflection is a linear function of the propagation distance whereas the beam broadening is a quadratic function of distance. The coefficients of these expressions are then derived from a thin screen approximation solution of the nonlinear parabolic equation to give corresponding analytical expressions for a target located outside the Earth s atmospheric layer. These equations, which are graphically presented for a host of propagation scenarios, as well as the thin screen model, are easily amenable to the phase expansions of the wave front for the specification and design of adaptive optics algorithms to correct for the inherent phase aberrations. This work finds application in, for example, the analysis of beamed energy propulsion for space-based vehicles.
Intuitive Understanding of Solutions of Partially Differential Equations
ERIC Educational Resources Information Center
Kobayashi, Y.
2008-01-01
This article uses diagrams that help the observer see how solutions of the wave equation and heat conduction equation are obtained. The analytical approach cannot necessarily show the mechanisms of the key to the solution without transforming the differential equation into a more convenient form by separation of variables. The visual clues based…
A New Factorisation of a General Second Order Differential Equation
ERIC Educational Resources Information Center
Clegg, Janet
2006-01-01
A factorisation of a general second order ordinary differential equation is introduced from which the full solution to the equation can be obtained by performing two integrations. The method is compared with traditional methods for solving these type of equations. It is shown how the Green's function can be derived directly from the factorisation…
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…
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.
Alternative to the Kohn-Sham equations: The Pauli potential differential equation
NASA Astrophysics Data System (ADS)
Levämäki, H.; Nagy, Á.; Kokko, K.; Vitos, L.
2015-12-01
A recently developed theoretical framework of performing self-consistent orbital-free (OF) density functional theory (DFT) calculations at Kohn-Sham DFT level accuracy is tested in practice. The framework is valid for spherically symmetric systems. Numerical results for the Beryllium atom are presented and compared to accurate Kohn-Sham data. These calculations make use of a differential equation that we have developed for the so called Pauli potential, a key quantity in OF-DFT. The Pauli potential differential equation and the OF Euler equation form a system of two coupled differential equations, which have to be solved simultaneously within the DFT self-consistent loop.
Rational approximations to solutions of linear differential equations
Chudnovsky, D. V.; Chudnovsky, G. V.
1983-01-01
Rational approximations of Padé and Padé type to solutions of differential equations are considered. One of the main results is a theorem stating that a simultaneous approximation to arbitrary solutions of linear differential equations over C(x) cannot be “better” than trivial ones implied by the Dirichlet box principle. This constitutes, in particular, the solution in the linear case of Kolchin's problem that the “Roth's theorem” holds for arbitrary solutions of algebraic differential equations. Complete effective proofs for several valuations are presented based on the Wronskian methods and graded subrings of Picard-Vessiot extensions. PMID:16593357
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.
A neuro approach to solve fuzzy Riccati differential equations
Shahrir, Mohammad Shazri; Kumaresan, N. Kamali, M. Z. M.; Ratnavelu, Kurunathan
2015-10-22
There are many applications of optimal control theory especially in the area of control systems in engineering. In this paper, fuzzy quadratic Riccati differential equation is estimated using neural networks (NN). Previous works have shown reliable results using Runge-Kutta 4th order (RK4). The solution can be achieved by solving the 1st Order Non-linear Differential Equation (ODE) that is found commonly in Riccati differential equation. Research has shown improved results relatively to the RK4 method. It can be said that NN approach shows promising results with the advantage of continuous estimation and improved accuracy that can be produced over RK4.
On the singular perturbations for fractional differential equation.
Atangana, Abdon
2014-01-01
The goal of this paper is to examine the possible extension of the singular perturbation differential equation to the concept of fractional order derivative. To achieve this, we presented a review of the concept of fractional calculus. We make use of the Laplace transform operator to derive exact solution of singular perturbation fractional linear differential equations. We make use of the methodology of three analytical methods to present exact and approximate solution of the singular perturbation fractional, nonlinear, nonhomogeneous differential equation. These methods are including the regular perturbation method, the new development of the variational iteration method, and the homotopy decomposition method. PMID:24683357
Towards developing robust algorithms for solving partial differential equations on MIMD machines
NASA Technical Reports Server (NTRS)
Saltz, Joel H.; Naik, Vijay K.
1988-01-01
Methods for efficient computation of numerical algorithms on a wide variety of MIMD machines are proposed. These techniques reorganize the data dependency patterns to improve the processor utilization. The model problem finds the time-accurate solution to a parabolic partial differential equation discretized in space and implicitly marched forward in time. The algorithms are extensions of Jacobi and SOR. The extensions consist of iterating over a window of several timesteps, allowing efficient overlap of computation with communication. The methods increase the degree to which work can be performed while data are communicated between processors. The effect of the window size and of domain partitioning on the system performance is examined both by implementing the algorithm on a simulated multiprocessor system.
Towards developing robust algorithms for solving partial differential equations on MIMD machines
NASA Technical Reports Server (NTRS)
Saltz, J. H.; Naik, V. K.
1985-01-01
Methods for efficient computation of numerical algorithms on a wide variety of MIMD machines are proposed. These techniques reorganize the data dependency patterns to improve the processor utilization. The model problem finds the time-accurate solution to a parabolic partial differential equation discretized in space and implicitly marched forward in time. The algorithms are extensions of Jacobi and SOR. The extensions consist of iterating over a window of several timesteps, allowing efficient overlap of computation with communication. The methods increase the degree to which work can be performed while data are communicated between processors. The effect of the window size and of domain partitioning on the system performance is examined both by implementing the algorithm on a simulated multiprocessor system.
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.
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.
Solutions to Class of Linear and Nonlinear Fractional Differential Equations
NASA Astrophysics Data System (ADS)
Emad A-B., Abdel-Salam; Gamal, F. Hassan
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.
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
Oscillation theorems for second order nonlinear forced differential equations.
Salhin, Ambarka A; Din, Ummul Khair Salma; Ahmad, Rokiah Rozita; Noorani, Mohd Salmi Md
2014-01-01
In this paper, a class of second order forced nonlinear differential equation is considered and several new oscillation theorems are obtained. Our results generalize and improve those known ones in the literature. PMID:25077054
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.
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.
Nonlinear ordinary differential equations: A discussion on symmetries and singularities
NASA Astrophysics Data System (ADS)
Paliathanasis, Andronikos; Leach, P. G. L.
2016-06-01
Two essential methods, the symmetry analysis and the singularity analysis, for the study of the integrability of nonlinear ordinary differential equations is the purpose of this work. The main similarities and the differences of these two different methods are discussed.
Long-Term Dynamics of Autonomous Fractional Differential Equations
NASA Astrophysics Data System (ADS)
Liu, Tao; Xu, Wei; Xu, Yong; Han, Qun
This paper aims to investigate long-term dynamic behaviors of autonomous fractional differential equations with effective numerical method. The long-term dynamic behaviors predict where systems are heading after long-term evolution. We make some modification and transplant cell mapping methods to autonomous fractional differential equations. The mapping time duration of cell mapping is enlarged to deal with the long memory effect. Three illustrative examples, i.e. fractional Lotka-Volterra equation, fractional van der Pol oscillator and fractional Duffing equation, are studied with our revised generalized cell mapping method. We obtain long-term dynamics, such as attractors, basins of attraction, and saddles. Compared with some existing stability and numerical results, the validity of our method is verified. Furthermore, we find that the fractional order has its effect on the long-term dynamics of autonomous fractional differential equations.
Transformation matrices between non-linear and linear differential equations
NASA Technical Reports Server (NTRS)
Sartain, R. L.
1983-01-01
In the linearization of systems of non-linear differential equations, those systems which can be exactly transformed into the second order linear differential equation Y"-AY'-BY=0 where Y, Y', and Y" are n x 1 vectors and A and B are constant n x n matrices of real numbers were considered. The 2n x 2n matrix was used to transform the above matrix equation into the first order matrix equation X' = MX. Specially the matrix M and the conditions which will diagonalize or triangularize M were studied. Transformation matrices P and P sub -1 were used to accomplish this diagonalization or triangularization to return to the solution of the second order matrix differential equation system from the first order system.
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.
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.
International Conference on Multiscale Methods and Partial Differential Equations.
Thomas Hou
2006-12-12
The International Conference on Multiscale Methods and Partial Differential Equations (ICMMPDE for short) was held at IPAM, UCLA on August 26-27, 2005. The conference brought together researchers, students and practitioners with interest in the theoretical, computational and practical aspects of multiscale problems and related partial differential equations. The conference provided a forum to exchange and stimulate new ideas from different disciplines, and to formulate new challenging multiscale problems that will have impact in applications.
Symmetries of stochastic differential equations: A geometric approach
NASA Astrophysics Data System (ADS)
De Vecchi, Francesco C.; Morando, Paola; Ugolini, Stefania
2016-06-01
A new notion of stochastic transformation is proposed and applied to the study of both weak and strong symmetries of stochastic differential equations (SDEs). The correspondence between an algebra of weak symmetries for a given SDE and an algebra of strong symmetries for a modified SDE is proved under suitable regularity assumptions. This general approach is applied to a stochastic version of a two dimensional symmetric ordinary differential equation and to the case of two dimensional Brownian motion.
Rough differential equations driven by signals in Besov spaces
NASA Astrophysics Data System (ADS)
Prömel, David J.; Trabs, Mathias
2016-03-01
Rough differential equations are solved for signals in general Besov spaces unifying in particular the known results in Hölder and p-variation topology. To this end the paracontrolled distribution approach, which has been introduced by Gubinelli, Imkeller and Perkowski [24] to analyze singular stochastic PDEs, is extended from Hölder to Besov spaces. As an application we solve stochastic differential equations driven by random functions in Besov spaces and Gaussian processes in a pathwise sense.
NASA Astrophysics Data System (ADS)
Bui-Thanh, Tan
2015-08-01
By revisiting the basic Godunov approach for system of linear hyperbolic Partial Differential Equations (PDEs) we show that it is hybridizable. As such, it is a natural recipe for us to constructively and systematically establish a unified hybridized discontinuous Galerkin (HDG) framework for a large class of PDEs including those of Friedrichs' type. The unification is fourfold. First, it provides a single constructive procedure to devise HDG schemes for elliptic, parabolic, hyperbolic, and mixed-type PDEs. The key that we exploit is the fact that, for many PDEs, irrespective of their type, the first order form is a hyperbolic system. Second, it reveals the nature of the trace unknowns as the upwind states. Third, it provides a parameter-free HDG framework, and hence eliminating the "usual complaint" that HDG is a parameter-dependent method. Fourth, it allows us to rediscover most existing HDG methods and furthermore discover new ones. We apply the proposed unified framework to three different PDEs: the convection-diffusion-reaction equation, the Maxwell equation in frequency domain, and the Stokes equation. The purpose is to present a step-by-step construction of various HDG methods, including the most economic ones with least trace unknowns, by exploiting the particular structure of the underlying PDEs. The well-posedness of the resulting HDG schemes, i.e. the existence and uniqueness of the HDG solutions, is proved. The well-posedness result is also extended and proved for abstract Friedrichs' systems. We also discuss variants of the proposed unified framework and extend them to the popular Lax-Friedrichs flux and to nonlinear PDEs. Numerical results for transport equation, convection-diffusion equation, compressible Euler equation, and shallow water equation are presented to support the unification framework.
Chaotic Dynamics in Partial Differential Equations.
NASA Astrophysics Data System (ADS)
Li, Yanguang
The existence of chaotic behavior, for a certain damped and driven perturbation of the nonlinear Schroedinger equation under even periodic boundary conditions, is established. More specifically, the existence of a symmetric pair of homoclinic orbits is established for the perturbed NLS equation through two main arguments: Argument 1 is a combination of Melnikov analysis and a geometric singular perturbation theory for the pde. The geometric singular perturbation theory involves the theory of persistence of invariant manifolds for the pde and the theory of Hadamard-Fenichel fiber coordinatization for those invariant manifolds. Argument 2 is a purely geometric argument. Finally, an argument is sketched which, we believe, provides a core of an existence proof for Smale "horseshoes" and a symbolic dynamics in a neighborhood of the persistent homoclinic orbits.
NASA Technical Reports Server (NTRS)
Geddes, K. O.
1977-01-01
If a linear ordinary differential equation with polynomial coefficients is converted into integrated form then the formal substitution of a Chebyshev series leads to recurrence equations defining the Chebyshev coefficients of the solution function. An explicit formula is presented for the polynomial coefficients of the integrated form in terms of the polynomial coefficients of the differential form. The symmetries arising from multiplication and integration of Chebyshev polynomials are exploited in deriving a general recurrence equation from which can be derived all of the linear equations defining the Chebyshev coefficients. Procedures for deriving the general recurrence equation are specified in a precise algorithmic notation suitable for translation into any of the languages for symbolic computation. The method is algebraic and it can therefore be applied to differential equations containing indeterminates.
Local Analytic Solutions of a Functional Differential Equation
NASA Astrophysics Data System (ADS)
Liu, Lingxia
This paper is concerned with the existence of analytic solutions of an iterative functional differential equation. Employing the method of majorant series, we need to discuss the constant α given in Schröder transformation. we study analytic solutions of the equation in the case of α at resonance and the case of α near resonance under the Brjuno condition.
Variational Iteration Method for Delay Differential Equations Using He's Polynomials
NASA Astrophysics Data System (ADS)
Mohyud-Din, Syed Tauseef; Yildirim, Ahmet
2010-12-01
January 21, 2010 In this paper, we apply the variational iteration method using He's polynomials (VIMHP) for solving delay differential equations which are otherwise too difficult to solve. These equations arise very frequently in signal processing, digital images, physics, and applied sciences. Numerical results reveal the complete reliability and efficiency of the proposed combination.
The Use of Kruskal-Newton Diagrams for Differential Equations
T. Fishaleck and R.B. White
2008-02-19
The method of Kruskal-Newton diagrams for the solution of differential equations with boundary layers is shown to provide rapid intuitive understanding of layer scaling and can result in the conceptual simplification of some problems. The method is illustrated using equations arising in the theory of pattern formation and in plasma physics.
Student Difficulties with Units in Differential Equations in Modelling Contexts
ERIC Educational Resources Information Center
Rowland, David R.
2006-01-01
First-year undergraduate engineering students' understanding of the units of factors and terms in first-order ordinary differential equations used in modelling contexts was investigated using diagnostic quiz questions. Few students appeared to realize that the units of each term in such equations must be the same, or if they did, nevertheless…
FORSIM. Solution of Partial or Ordinary Differential Equations
Chiao, P.
1980-10-10
FORSIM is a FORTRAN oriented simulation program which automates the continuous transient solution of systems of ordinary and/or partial differential equations. The user writes equations in a FORTRAN subroutine, following prescribed rules, and loads this routine along with the executive routines. The executive routines then read in initial data supplied by the user and proceed with the integration.
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.
Stochastic differential equations for non-linear hydrodynamics
NASA Astrophysics Data System (ADS)
Español, Pep
1998-02-01
We formulate the stochastic differential equations for non-linear hydrodynamic fluctuations. The equations incorporate the random forces through a random stres tensor and random heat flux as in the Landau and Lifshitz theory. However, the equations are non-linear and the random forces are non-Gaussian. We provide explicit expressions for these random quantities in terms of the well-defined increments of the Wienner process.
Similarity analysis of differential equations by Lie group.
NASA Technical Reports Server (NTRS)
Na, T. Y.; Hansen, A. G.
1971-01-01
Methods for transforming partial differential equations into forms more suitable for analysis and solution are investigated. The idea of Lie's infinitesimal contact transformation group is introduced to develop a systematic method which involves mostly algebraic manipulations. A thorough presentation of the application of this general method to the problem of similarity analysis in a broader sense - namely, the similarity between partial and ordinary differential equations, boundary value and initial value problems, and nonlinear and linear equations - is given with new and very general methods evolved for deriving the possible groups of transformations.
Optimal moving grids for time-dependent partial differential equations
NASA Technical Reports Server (NTRS)
Wathen, A. J.
1992-01-01
Various adaptive moving grid techniques for the numerical solution of time-dependent partial differential equations were proposed. The precise criterion for grid motion varies, but most techniques will attempt to give grids on which the solution of the partial differential equation can be well represented. Moving grids are investigated on which the solutions of the linear heat conduction and viscous Burgers' equation in one space dimension are optimally approximated. Precisely, the results of numerical calculations of optimal moving grids for piecewise linear finite element approximation of PDE solutions in the least-squares norm are reported.
Generating functionals and Lagrangian partial differential equations
Vankerschaver, Joris; Liao, Cuicui; Leok, Melvin
2013-08-15
The main goal of this paper is to derive an alternative characterization of the multisymplectic form formula for classical field theories using the geometry of the space of boundary values. We review the concept of Type-I/II generating functionals defined on the space of boundary data of a Lagrangian field theory. On the Lagrangian side, we define an analogue of Jacobi's solution to the Hamilton–Jacobi equation for field theories, and we show that by taking variational derivatives of this functional, we obtain an isotropic submanifold of the space of Cauchy data, described by the so-called multisymplectic form formula. As an example of the latter, we show that Lorentz's reciprocity principle in electromagnetism is a particular instance of the multisymplectic form formula. We also define a Hamiltonian analogue of Jacobi's solution, and we show that this functional is a Type-II generating functional. We finish the paper by defining a similar framework of generating functions for discrete field theories, and we show that for the linear wave equation, we recover the multisymplectic conservation law of Bridges.
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.
Numerical integration of ordinary differential equations on manifolds
NASA Astrophysics Data System (ADS)
Crouch, P. E.; Grossman, R.
1993-12-01
This paper is concerned with the problem of developing numerical integration algorithms for differential equations that, when viewed as equations in some Euclidean space, naturally evolve on some embedded submanifold. It is desired to construct algorithms whose iterates also evolve on the same manifold. These algorithms can therefore be viewed as integrating ordinary differential equations on manifolds. The basic method “decouples” the computation of flows on the submanifold from the numerical integration process. It is shown that two classes of single-step and multistep algorithms can be posed and analyzed theoretically, using the concept of “freezing” the coefficients of differential operators obtained from the defining vector field. Explicit third-order algorithms are derived, with additional equations augmenting those of their classical counterparts, obtained from “obstructions” defined by nonvanishing Lie brackets.
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. PMID:22181475
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.
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.
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.
Stabilized multilevel Monte Carlo method for stiff stochastic differential equations
NASA Astrophysics Data System (ADS)
Abdulle, Assyr; Blumenthal, Adrian
2013-10-01
A multilevel Monte Carlo (MLMC) method for mean square stable stochastic differential equations with multiple scales is proposed. For such problems, that we call stiff, the performance of MLMC methods based on classical explicit methods deteriorates because of the time step restriction to resolve the fastest scales that prevents to exploit all the levels of the MLMC approach. We show that by switching to explicit stabilized stochastic methods and balancing the stabilization procedure simultaneously with the hierarchical sampling strategy of MLMC methods, the computational cost for stiff systems is significantly reduced, while keeping the computational algorithm fully explicit and easy to implement. Numerical experiments on linear and nonlinear stochastic differential equations and on a stochastic partial differential equation illustrate the performance of the stabilized MLMC method and corroborate our theoretical findings.
A perturbative solution to metadynamics ordinary differential equation.
Tiwary, Pratyush; Dama, James F; Parrinello, Michele
2015-12-21
Metadynamics is a popular enhanced sampling scheme wherein by periodic application of a repulsive bias, one can surmount high free energy barriers and explore complex landscapes. Recently, metadynamics was shown to be mathematically well founded, in the sense that the biasing procedure is guaranteed to converge to the true free energy surface in the long time limit irrespective of the precise choice of biasing parameters. A differential equation governing the post-transient convergence behavior of metadynamics was also derived. In this short communication, we revisit this differential equation, expressing it in a convenient and elegant Riccati-like form. A perturbative solution scheme is then developed for solving this differential equation, which is valid for any generic biasing kernel. The solution clearly demonstrates the robustness of metadynamics to choice of biasing parameters and gives further confidence in the widely used method. PMID:26696051
Entropy and convexity for nonlinear partial differential equations
Ball, John M.; Chen, Gui-Qiang G.
2013-01-01
Partial differential equations are ubiquitous in almost all applications of mathematics, where they provide a natural mathematical description of many phenomena involving change in physical, chemical, biological and social processes. The concept of entropy originated in thermodynamics and statistical physics during the nineteenth century to describe the heat exchanges that occur in the thermal processes in a thermodynamic system, while the original notion of convexity is for sets and functions in mathematics. Since then, entropy and convexity have become two of the most important concepts in mathematics. In particular, nonlinear methods via entropy and convexity have been playing an increasingly important role in the analysis of nonlinear partial differential equations in recent decades. This opening article of the Theme Issue is intended to provide an introduction to entropy, convexity and related nonlinear methods for the analysis of nonlinear partial differential equations. We also provide a brief discussion about the content and contributions of the papers that make up this Theme Issue. PMID:24249768
NASA Technical Reports Server (NTRS)
Singer, Bart A.; Choudhari, Meelan; Li, Fei
1995-01-01
A multiple-scales approach is used to approximate the effects of nonparallelism and streamwise surface curvature on the growth of stationary crossflow vortices in incompressible, three-dimesional boundary layers. The results agree with results predicted by solving the parabolized stability equations in regions where the nonparallelism is sufficiently weak. As the nonparallelism increases, the agreement between the two approaches worsens. An attempt has been made to quantify the nonparallelism on flow stability in terms of a nondimensional number that describes the rate of change of the mean flow relative to the disturbance wavelength. We find that the above nondimensional number provides useful information about the adequacy of the multiple-scales approximation for different disturbances for a given flow geometry, but the number does not collapse data for different flow geometries onto a single curve.
Difference methods for stiff delay differential equations. [DDESUB, in FORTRAN
Roth, Mitchell G.
1980-12-01
Delay differential equations of the form y'(t) = f(y(t), z(t)), where z(t) = (y/sub 1/(..cap alpha../sub 1/(y(t))),..., y/sub n/(..cap alpha../sub n/(y(t))))/sup T/ and ..cap alpha../sub i/(y(t)) less than or equal to t, arise in many scientific and engineering fields when transport lags and propagation times are physically significant in a dynamic process. Difference methods for approximating the solution of stiff delay systems require special stability properties that are generalizations of those employed for stiff ordinary differential equations. By use of the model equation y'(t) = py(t) + qy(t-1), with complex p and q, the definitions of A-stability, A( )-stability, and stiff stability have been generalize to delay equations. For linear multistep difference formulas, these properties extend directly from ordinary to delay equations. This straight forward extension is not true for implicit Runge-Kutta methods, as illustrated by the midpoint formula, which is A-stable for ordinary equations, but not for delay equations. A computer code for stiff delay equations was developed using the BDF. 24 figures, 5 tables.
Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations
Baranwal, Vipul K.; Pandey, Ram K.
2014-01-01
We propose optimal variational asymptotic method to solve time fractional nonlinear partial differential equations. In the proposed method, an arbitrary number of auxiliary parameters γ0, γ1, γ2,… and auxiliary functions H0(x), H1(x), H2(x),… are introduced in the correction functional of the standard variational iteration method. The optimal values of these parameters are obtained by minimizing the square residual error. To test the method, we apply it to solve two important classes of nonlinear partial differential equations: (1) the fractional advection-diffusion equation with nonlinear source term and (2) the fractional Swift-Hohenberg equation. Only few iterations are required to achieve fairly accurate solutions of both the first and second problems.
Stability of solutions to stochastic partial differential equations
NASA Astrophysics Data System (ADS)
Gess, Benjamin; Tölle, Jonas M.
2016-03-01
We provide a general framework for the stability of solutions to stochastic partial differential equations with respect to perturbations of the drift. More precisely, we consider stochastic partial differential equations with drift given as the subdifferential of a convex function and prove continuous dependence of the solutions with regard to random Mosco convergence of the convex potentials. In particular, we identify the concept of stochastic variational inequalities (SVI) as a well-suited framework to study such stability properties. The generality of the developed framework is then laid out by deducing Trotter type and homogenization results for stochastic fast diffusion and stochastic singular p-Laplace equations. In addition, we provide an SVI treatment for stochastic nonlocal p-Laplace equations and prove their convergence to the respective local models.
NASA Astrophysics Data System (ADS)
Lissy, Pierre
2015-11-01
In this paper, we prove explicit lower bounds for the cost of fast boundary controls for a class of linear equations of parabolic or dispersive type involving the spectral fractional Laplace operator. We notably deduce the following striking result: in the case of the heat equation controlled on the boundary, Miller's conjecture formulated in Miller (2004) [16] is not verified. Moreover, we also give a new lower bound for the minimal time needed to ensure the uniform controllability of the one-dimensional convection-diffusion equation with negative speed controlled on the left boundary, proving that the conjecture formulated in Coron and Guerrero (2005) [2] concerning this problem is also not verified at least for negative speeds. The proof is based on complex analysis, and more precisely on a representation formula for entire functions of exponential type, and is quite related to the moment method.
Advanced methods for the solution of differential equations
NASA Technical Reports Server (NTRS)
Goldstein, M. E.; Braun, W. H.
1973-01-01
This book is based on a course presented at the Lewis Research Center for engineers and scientists who were interested in increasing their knowledge of differential equations. Those results which can actually be used to solve equations are therefore emphasized; and detailed proofs of theorems are, for the most part, omitted. However, the conclusions of the theorems are stated in a precise manner, and enough references are given so that the interested reader can find the steps of the proofs.
Algebraic Riccati equations in zero-sum differential games
NASA Technical Reports Server (NTRS)
Johnson, T. L.; Chao, A.
1974-01-01
The procedure for finding the closed-loop Nash equilibrium solution of two-player zero-sum linear time-invariant differential games with quadratic performance criteria and classical information pattern may be reduced in most cases to the solution of an algebraic Riccati equation. Based on the results obtained by Willems, necessary and sufficient conditions for existence of solutions to these equations are derived, and explicit conditions for a scalar example are given.
Numerical integration of asymptotic solutions of ordinary differential equations
NASA Technical Reports Server (NTRS)
Thurston, Gaylen A.
1989-01-01
Classical asymptotic analysis of ordinary differential equations derives approximate solutions that are numerically stable. However, the analysis also leads to tedious expansions in powers of the relevant parameter for a particular problem. The expansions are replaced with integrals that can be evaluated by numerical integration. The resulting numerical solutions retain the linear independence that is the main advantage of asymptotic solutions. Examples, including the Falkner-Skan equation from laminar boundary layer theory, illustrate the method of asymptotic analysis with numerical integration.
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.
Parabolic curves in Lie groups
Pauley, Michael
2010-05-15
To interpolate a sequence of points in Euclidean space, parabolic splines can be used. These are curves which are piecewise quadratic. To interpolate between points in a (semi-)Riemannian manifold, we could look for curves such that the second covariant derivative of the velocity is zero. We call such curves Jupp and Kent quadratics or JK-quadratics because they are a special case of the cubic curves advocated by Jupp and Kent. When the manifold is a Lie group with bi-invariant metric, we can relate JK-quadratics to null Lie quadratics which arise from another interpolation problem. We solve JK-quadratics in the Lie groups SO(3) and SO(1,2) and in the sphere and hyperbolic plane, by relating them to the differential equation for a quantum harmonic oscillator00.
Müller, Eike H.; Scheichl, Rob; Shardlow, Tony
2015-01-01
This paper applies several well-known tricks from the numerical treatment of deterministic differential equations to improve the efficiency of the multilevel Monte Carlo (MLMC) method for stochastic differential equations (SDEs) and especially the Langevin equation. We use modified equations analysis as an alternative to strong-approximation theory for the integrator, and we apply this to introduce MLMC for Langevin-type equations with integrators based on operator splitting. We combine this with extrapolation and investigate the use of discrete random variables in place of the Gaussian increments, which is a well-known technique for the weak approximation of SDEs. We show that, for small-noise problems, discrete random variables can lead to an increase in efficiency of almost two orders of magnitude for practical levels of accuracy.
Existence of a coupled system of fractional differential equations
Ibrahim, Rabha W.; Siri, Zailan
2015-10-22
We manage the existence and uniqueness of a fractional coupled system containing Schrödinger equations. Such a system appears in quantum mechanics. We confirm that the fractional system under consideration admits a global solution in appropriate functional spaces. The solution is shown to be unique. The method is based on analytic technique of the fixed point theory. The fractional differential operator is considered from the virtue of the Riemann-Liouville differential operator.
Power series solutions of ordinary differential equations in MACSYMA
NASA Technical Reports Server (NTRS)
Lafferty, E. L.
1977-01-01
A program is described which extends the differential equation solving capability of MACSYMA to power series solutions and is available via the SHARE library. The program is directed toward those classes of equations with variable coefficients (in particular, those with singularities) and uses the method of Frobenius. Probably the most important distinction between this package and others currently available or being developed is that, wherever possible, this program will attempt to provide a complete solution to the equation rather than an approximation, i.e., a finite number of terms. This solution will take the form of a sum of infinite series.
Cosets of meromorphic CFTs and modular differential equations
NASA Astrophysics Data System (ADS)
Gaberdiel, Matthias R.; Hampapura, Harsha R.; Mukhi, Sunil
2016-04-01
Some relations between families of two-character CFTs are explained using a slightly generalised coset construction, and the underlying theories (whose existence was only conjectured based on the modular differential equation) are constructed. The same method also gives rise to interesting new examples of CFTs with three and four characters.
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,…
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…
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…
Bounded and periodic solutions of nonlinear functional differential equations
Slyusarchuk, Vasilii E
2012-05-31
Conditions for the existence of bounded and periodic solutions of the nonlinear functional differential equation d{sup m}x(t)/dt{sup m} + (Fx)(t) = h(t), t element of R, are presented, involving local linear approximations to the operator F. Bibliography: 23 titles.
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…
Asymptotics of Sample Entropy Production Rate for Stochastic Differential Equations
NASA Astrophysics Data System (ADS)
Wang, Feng-Yu; Xiong, Jie; Xu, Lihu
2016-06-01
Using the dimension-free Harnack inequality and the integration by parts formula for the associated diffusion semigroup, we prove the central limit theorem, the moderate deviation principle, and the logarithmic iteration law for the sample entropy production rate of a family of stochastic differential equations.
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…
Phaser-Based Courseware for Ordinary Differential Equations.
ERIC Educational Resources Information Center
Zia, Lee l.
1991-01-01
Presented are classroom-tested examples of instructional materials (courseware) for ordinary differential equations using the software package PHASER. All of the examples include in-class demonstration techniques and commentaries for instructor use, student homework and laboratory exercises, and suggestions for in-class examination questions. (JJK)
A Second-Year Undergraduate Course in Applied Differential Equations.
ERIC Educational Resources Information Center
Fahidy, Thomas Z.
1991-01-01
Presents the framework for a chemical engineering course using ordinary differential equations to solve problems with the underlying strategy of concisely discussing the theory behind each solution technique without extensions to formal proofs. Includes typical class illustrations, student responses to this strategy, and reaction of the…
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.…
Numerical Aspects of Solving Differential Equations: Laboratory Approach for Students.
ERIC Educational Resources Information Center
Witt, Ana
1997-01-01
Describes three labs designed to help students in a first course on ordinary differential equations with three of the most common numerical difficulties they might encounter when solving initial value problems with a numerical software package. The goal of these labs is to help students advance to independent work on common numerical anomalies.…
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…
Solutions of differential equations in a Bernstein polynomial basis
NASA Astrophysics Data System (ADS)
Idrees Bhatti, M.; Bracken, P.
2007-08-01
An algorithm for approximating solutions to differential equations in a modified new Bernstein polynomial basis is introduced. The algorithm expands the desired solution in terms of a set of continuous polynomials over a closed interval and then makes use of the Galerkin method to determine the expansion coefficients to construct a solution. Matrix formulation is used throughout the entire procedure. However, accuracy and efficiency are dependent on the size of the set of Bernstein polynomials and the procedure is much simpler compared to the piecewise B spline method for solving differential equations. A recursive definition of the Bernstein polynomials and their derivatives are also presented. The current procedure is implemented to solve three linear equations and one nonlinear equation, and excellent agreement is found between the exact and approximate solutions. In addition, the algorithm improves the accuracy and efficiency of the traditional methods for solving differential equations that rely on much more complicated numerical techniques. This procedure has great potential to be implemented in more complex systems where there are no exact solutions available except approximations.
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.
The method of patches for solving stiff nonlinear differential equations
NASA Astrophysics Data System (ADS)
Brydon, David Van George, Jr.
1998-12-01
This dissertation describes a new method for solving very stiff sets of ordinary differential equations. The basic idea is to replace the original nonlinear equations with a set of equally stiff equations that are piecewise linear, and therefore can be solved exactly. We demonstrate the value of the method on small systems of equations for which some other methods are inefficient or produce spurious solutions, estimate error bounds, and discuss extensions of the method to larger systems of equations and to partial differential equations. Putzer's method is developed in a novel way for efficient and accurate solution of dx/dt = Ax+b. The physical problem of interest is spatial pattern formation in open reaction-diffusion chemical systems, as studied in the experiments of Kyoung Lee, Harry Swinney, et al. I develop a new experiment model that agrees reasonably well with experimental results. I solve the model, applying the new method to the two-variable Gaspar- Showalter chemical kinetics in two space dimensions. Because of time and computer limitations, only preliminary pattern-formation results are achieved and reported.
[Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (1)].
Murase, Kenya
2014-01-01
Utilization of differential equations and methods for solving them in medical physics are presented. First, the basic concept and the kinds of differential equations were overviewed. Second, separable differential equations and well-known first-order and second-order differential equations were introduced, and the methods for solving them were described together with several examples. In the next issue, the symbolic and series expansion methods for solving differential equations will be mainly introduced. PMID:26502494
A differential equation for the Generalized Born radii.
Fogolari, Federico; Corazza, Alessandra; Esposito, Gennaro
2013-06-28
The Generalized Born (GB) model offers a convenient way of representing electrostatics in complex macromolecules like proteins or nucleic acids. The computation of atomic GB radii is currently performed by different non-local approaches involving volume or surface integrals. Here we obtain a non-linear second-order partial differential equation for the Generalized Born radius, which may be solved using local iterative algorithms. The equation is derived under the assumption that the usual GB approximation to the reaction field obeys Laplace's equation. The equation admits as particular solutions the correct GB radii for the sphere and the plane. The tests performed on a set of 55 different proteins show an overall agreement with other reference GB models and "perfect" Poisson-Boltzmann based values. PMID:23676843
Zhukovsky, K.
2014-01-01
We present a general method of operational nature to analyze and obtain solutions for a variety of equations of mathematical physics and related mathematical problems. We construct inverse differential operators and produce operational identities, involving inverse derivatives and families of generalised orthogonal polynomials, such as Hermite and Laguerre polynomial families. We develop the methodology of inverse and exponential operators, employing them for the study of partial differential equations. Advantages of the operational technique, combined with the use of integral transforms, generating functions with exponentials and their integrals, for solving a wide class of partial derivative equations, related to heat, wave, and transport problems, are demonstrated. PMID:24892051
Zhukovsky, K
2014-01-01
We present a general method of operational nature to analyze and obtain solutions for a variety of equations of mathematical physics and related mathematical problems. We construct inverse differential operators and produce operational identities, involving inverse derivatives and families of generalised orthogonal polynomials, such as Hermite and Laguerre polynomial families. We develop the methodology of inverse and exponential operators, employing them for the study of partial differential equations. Advantages of the operational technique, combined with the use of integral transforms, generating functions with exponentials and their integrals, for solving a wide class of partial derivative equations, related to heat, wave, and transport problems, are demonstrated. PMID:24892051
The reservoir model: a differential equation model of psychological regulation.
Deboeck, Pascal R; Bergeman, C S
2013-06-01
Differential equation models can be used to describe the relationships between the current state of a system of constructs (e.g., stress) and how those constructs are changing (e.g., based on variable-like experiences). The following article describes a differential equation model based on the concept of a reservoir. With a physical reservoir, such as one for water, the level of the liquid in the reservoir at any time depends on the contributions to the reservoir (inputs) and the amount of liquid removed from the reservoir (outputs). This reservoir model might be useful for constructs such as stress, where events might "add up" over time (e.g., life stressors, inputs), but individuals simultaneously take action to "blow off steam" (e.g., engage coping resources, outputs). The reservoir model can provide descriptive statistics of the inputs that contribute to the "height" (level) of a construct and a parameter that describes a person's ability to dissipate the construct. After discussing the model, we describe a method of fitting the model as a structural equation model using latent differential equation modeling and latent distribution modeling. A simulation study is presented to examine recovery of the input distribution and output parameter. The model is then applied to the daily self-reports of negative affect and stress from a sample of older adults from the Notre Dame Longitudinal Study on Aging. PMID:23527605
Constructing general partial differential equations using polynomial and neural networks.
Zjavka, Ladislav; Pedrycz, Witold
2016-01-01
Sum fraction terms can approximate multi-variable functions on the basis of discrete observations, replacing a partial differential equation definition with polynomial elementary data relation descriptions. Artificial neural networks commonly transform the weighted sum of inputs to describe overall similarity relationships of trained and new testing input patterns. Differential polynomial neural networks form a new class of neural networks, which construct and solve an unknown general partial differential equation of a function of interest with selected substitution relative terms using non-linear multi-variable composite polynomials. The layers of the network generate simple and composite relative substitution terms whose convergent series combinations can describe partial dependent derivative changes of the input variables. This regression is based on trained generalized partial derivative data relations, decomposed into a multi-layer polynomial network structure. The sigmoidal function, commonly used as a nonlinear activation of artificial neurons, may transform some polynomial items together with the parameters with the aim to improve the polynomial derivative term series ability to approximate complicated periodic functions, as simple low order polynomials are not able to fully make up for the complete cycles. The similarity analysis facilitates substitutions for differential equations or can form dimensional units from data samples to describe real-world problems. PMID:26547244
Solution of partial differential equations on vector and parallel computers
NASA Technical Reports Server (NTRS)
Ortega, J. M.; Voigt, R. G.
1985-01-01
The present status of numerical methods for partial differential equations on vector and parallel computers was reviewed. The relevant aspects of these computers are discussed and a brief review of their development is included, with particular attention paid to those characteristics that influence algorithm selection. Both direct and iterative methods are given for elliptic equations as well as explicit and implicit methods for initial boundary value problems. The intent is to point out attractive methods as well as areas where this class of computer architecture cannot be fully utilized because of either hardware restrictions or the lack of adequate algorithms. Application areas utilizing these computers are briefly discussed.
Computer transformation of partial differential equations into any coordinate system
NASA Technical Reports Server (NTRS)
Sullivan, R. D.
1977-01-01
The use of tensors to provide a compact way of writing partial differential equations in a form valid in all coordinate systems is discussed. In order to find solutions to the equations with their boundary conditions they must be expressed in terms of the coordinate system under consideration. The process of arriving at these expressions from the tensor formulation was automated by a software system, TENSR. An allied system that analyzes the resulting expressions term by term and drops those that are negligible is also described.
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…
NASA Technical Reports Server (NTRS)
Jamison, J. W.
1994-01-01
CFORM was developed by the Kennedy Space Center Robotics Lab to assist in linear control system design and analysis using closed form and transient response mechanisms. The program computes the closed form solution and transient response of a linear (constant coefficient) differential equation. CFORM allows a choice of three input functions: the Unit Step (a unit change in displacement); the Ramp function (step velocity); and the Parabolic function (step acceleration). It is only accurate in cases where the differential equation has distinct roots, and does not handle the case for roots at the origin (s=0). Initial conditions must be zero. Differential equations may be input to CFORM in two forms - polynomial and product of factors. In some linear control analyses, it may be more appropriate to use a related program, Linear Control System Design and Analysis (KSC-11376), which uses root locus and frequency response methods. CFORM was written in VAX FORTRAN for a VAX 11/780 under VAX VMS 4.7. It has a central memory requirement of 30K. CFORM was developed in 1987.
Algebraic calculation of stroboscopic maps of ordinary, nonlinear differential equations
Wackerbauer, R. ); Huebler, A. . Center for Complex Systems Research); Mayer-Kress, G. California Univ., Santa Cruz, CA . Dept. of Mathematics)
1991-07-25
The relation between the parameters of a differential equation and corresponding discrete maps are becoming increasingly important in the study of nonlinear dynamical systems. Maps are well adopted for numerical computation and several universal properties of them are known. Therefore some perturbation methods have been proposed to deduce them for physical systems, which can be modeled by an ordinary differential equation (ODE) with a small nonlinearity. A new iterative, rigorous algebraic method for the calculation of the coefficients of a Taylor expansion of a stroboscopic map from ODE's with not necessarily small nonlinearities is presented. It is shown analytically that most of the coefficients are small for a small integration time and grow slowly in the course of time if the flow vector field of the ODE is polynomial and if the ODE has fixed point in the origin. Approximations of different orders respectively of the rest term are investigated for several nonlinear systems. 31 refs., 16 figs.
Analytic solution of differential equation for gyroscope's motions
NASA Astrophysics Data System (ADS)
Tyurekhodjaev, Abibulla N.; Mamatova, Gulnar U.
2016-08-01
Problems of motion of a rigid body with a fixed point are one of the urgent problems in classical mechanics. A feature of this problem is that, despite the important results achieved by outstanding mathematicians in the last two centuries, there is still no complete solution. This paper obtains an analytical solution of the problem of motion of an axisymmetric rigid body with variable inertia moments in resistant environment described by the system of nonlinear differential equations of L. Euler, involving the partial discretization method for nonlinear differential equations, which was built by A. N. Tyurekhodjaev based on the theory of generalized functions. To such problems belong gyroscopic instruments, in particular, and especially gyroscopes.
Numerical modelling in biosciences using delay differential equations
NASA Astrophysics Data System (ADS)
Bocharov, Gennadii A.; Rihan, Fathalla A.
2000-12-01
Our principal purposes here are (i) to consider, from the perspective of applied mathematics, models of phenomena in the biosciences that are based on delay differential equations and for which numerical approaches are a major tool in understanding their dynamics, (ii) to review the application of numerical techniques to investigate these models. We show that there are prima facie reasons for using such models: (i) they have a richer mathematical framework (compared with ordinary differential equations) for the analysis of biosystem dynamics, (ii) they display better consistency with the nature of certain biological processes and predictive results. We analyze both the qualitative and quantitative role that delays play in basic time-lag models proposed in population dynamics, epidemiology, physiology, immunology, neural networks and cell kinetics. We then indicate suitable computational techniques for the numerical treatment of mathematical problems emerging in the biosciences, comparing them with those implemented by the bio-modellers.
Multigrid methods for differential equations with highly oscillatory coefficients
NASA Technical Reports Server (NTRS)
Engquist, Bjorn; Luo, Erding
1993-01-01
New coarse grid multigrid operators for problems with highly oscillatory coefficients are developed. These types of operators are necessary when the characters of the differential equations on coarser grids or longer wavelengths are different from that on the fine grid. Elliptic problems for composite materials and different classes of hyperbolic problems are practical examples. The new coarse grid operators can be constructed directly based on the homogenized differential operators or hierarchically computed from the finest grid. Convergence analysis based on the homogenization theory is given for elliptic problems with periodic coefficients and some hyperbolic problems. These are classes of equations for which there exists a fairly complete theory for the interaction between shorter and longer wavelengths in the problems. Numerical examples are presented.
Some recent advances in the numerical solution of differential equations
NASA Astrophysics Data System (ADS)
D'Ambrosio, Raffaele
2016-06-01
The purpose of the talk is the presentation of some recent advances in the numerical solution of differential equations, with special emphasis to reaction-diffusion problems, Hamiltonian problems and ordinary differential equations with discontinuous right-hand side. As a special case, in this short paper we focus on the solution of reaction-diffusion problems by means of special purpose numerical methods particularly adapted to the problem: indeed, following a problem oriented approach, we propose a modified method of lines based on the employ of finite differences shaped on the qualitative behavior of the solutions. Constructive issues and a brief analysis are presented, together with some numerical experiments showing the effectiveness of the approach and a comparison with existing solvers.
Stochastic Computational Approach for Complex Nonlinear Ordinary Differential Equations
NASA Astrophysics Data System (ADS)
Junaid, Ali Khan; Muhammad, Asif Zahoor Raja; Ijaz Mansoor, Qureshi
2011-02-01
We present an evolutionary computational approach for the solution of nonlinear ordinary differential equations (NLODEs). The mathematical modeling is performed by a feed-forward artificial neural network that defines an unsupervised error. The training of these networks is achieved by a hybrid intelligent algorithm, a combination of global search with genetic algorithm and local search by pattern search technique. The applicability of this approach ranges from single order NLODEs, to systems of coupled differential equations. We illustrate the method by solving a variety of model problems and present comparisons with solutions obtained by exact methods and classical numerical methods. The solution is provided on a continuous finite time interval unlike the other numerical techniques with comparable accuracy. With the advent of neuroprocessors and digital signal processors the method becomes particularly interesting due to the expected essential gains in the execution speed.
An ordinary differential equation based solution path algorithm.
Wu, Yichao
2011-01-01
Efron, Hastie, Johnstone and Tibshirani (2004) proposed Least Angle Regression (LAR), a solution path algorithm for the least squares regression. They pointed out that a slight modification of the LAR gives the LASSO (Tibshirani, 1996) solution path. However it is largely unknown how to extend this solution path algorithm to models beyond the least squares regression. In this work, we propose an extension of the LAR for generalized linear models and the quasi-likelihood model by showing that the corresponding solution path is piecewise given by solutions of ordinary differential equation systems. Our contribution is twofold. First, we provide a theoretical understanding on how the corresponding solution path propagates. Second, we propose an ordinary differential equation based algorithm to obtain the whole solution path. PMID:21532936
A convex penalty for switching control of partial differential equations
Clason, Christian; Rund, Armin; Kunisch, Karl; Barnard, Richard C.
2016-01-19
A convex penalty for promoting switching controls for partial differential equations is introduced; such controls consist of an arbitrary number of components of which at most one should be simultaneously active. Using a Moreau–Yosida approximation, a family of approximating problems is obtained that is amenable to solution by a semismooth Newton method. In conclusion, the efficiency of this approach and the structure of the obtained controls are demonstrated by numerical examples.
Approximate solutions for non-linear iterative fractional differential equations
NASA Astrophysics Data System (ADS)
Damag, Faten H.; Kiliçman, Adem; Ibrahim, Rabha W.
2016-06-01
This paper establishes approximate solution for non-linear iterative fractional differential equations: d/γv (s ) d sγ =ℵ (s ,v ,v (v )), where γ ∈ (0, 1], s ∈ I := [0, 1]. Our method is based on some convergence tools for analytic solution in a connected region. We show that the suggested solution is unique and convergent by some well known geometric functions.
Affine Vertex Operator Algebras and Modular Linear Differential Equations
NASA Astrophysics Data System (ADS)
Arike, Yusuke; Kaneko, Masanobu; Nagatomo, Kiyokazu; Sakai, Yuichi
2016-05-01
In this paper, we list all affine vertex operator algebras of positive integral levels whose dimensions of spaces of characters are at most 5 and show that a basis of the space of characters of each affine vertex operator algebra in the list gives a fundamental system of solutions of a modular linear differential equation. Further, we determine the dimensions of the spaces of characters of affine vertex operator algebras whose numbers of inequivalent simple modules are not exceeding 20.
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.
Higher order matrix differential equations with singular coefficient matrices
Fragkoulis, V. C.; Kougioumtzoglou, I. A.; Pantelous, A. A.; Pirrotta, A.
2015-03-10
In this article, the class of higher order linear matrix differential equations with constant coefficient matrices and stochastic process terms is studied. The coefficient of the highest order is considered to be singular; thus, rendering the response determination of such systems in a straightforward manner a difficult task. In this regard, the notion of the generalized inverse of a singular matrix is used for determining response statistics. Further, an application relevant to engineering dynamics problems is included.
The pentabox Master Integrals with the Simplified Differential Equations approach
NASA Astrophysics Data System (ADS)
Papadopoulos, Costas G.; Tommasini, Damiano; Wever, Christopher
2016-04-01
We present the calculation of massless two-loop Master Integrals relevant to five-point amplitudes with one off-shell external leg and derive the complete set of planar Master Integrals with five on-mass-shell legs, that contribute to many 2 → 3 amplitudes of interest at the LHC, as for instance three jet production, γ , V, H + 2 jets etc., based on the Simplified Differential Equations approach.
Polynomial Solutions of Nth Order Non-Homogeneous Differential Equations
ERIC Educational Resources Information Center
Levine, Lawrence E.; Maleh, Ray
2002-01-01
It was shown by Costa and Levine that the homogeneous differential equation (1-x[superscript N])y([superscript N]) + A[subscript N-1]x[superscript N-1)y([superscript N-1]) + A[subscript N-2]x[superscript N-2])y([superscript N-2]) + ... + A[subscript 1]xy[prime] + A[subscript 0]y = 0 has a finite polynomial solution if and only if [for…
On approximating hereditary dynamics by systems of ordinary differential equations
NASA Technical Reports Server (NTRS)
Cliff, E. M.; Burns, J. A.
1978-01-01
The paper deals with methods of obtaining approximate solutions to linear retarded functional differential equations (hereditary systems). The basic notion is to project the infinite dimensional space of initial functions for the hereditary system onto a finite dimensional subspace. Within this framework, two particular schemes are discussed. The first uses well-known piecewise constant approximations, while the second is a new method based on piecewise linear approximating functions. Numerical results are given.
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.
Reconsidering harmonic and anharmonic coherent states: Partial differential equations approach
Toutounji, Mohamad
2015-02-15
This article presents a new approach to dealing with time dependent quantities such as autocorrelation function of harmonic and anharmonic systems using coherent states and partial differential equations. The approach that is normally used to evaluate dynamical quantities involves formidable operator algebra. That operator algebra becomes insurmountable when employing Morse oscillator coherent states. This problem becomes even more complicated in case of Morse oscillator as it tends to exhibit divergent dynamics. This approach employs linear partial differential equations, some of which may be solved exactly and analytically, thereby avoiding the cumbersome noncommutative algebra required to manipulate coherent states of Morse oscillator. Additionally, the arising integrals while using the herein presented method feature stability and high numerical efficiency. The correctness, applicability, and utility of the above approach are tested by reproducing the partition and optical autocorrelation function of the harmonic oscillator. A closed-form expression for the equilibrium canonical partition function of the Morse oscillator is derived using its coherent states and partial differential equations. Also, a nonequilibrium autocorrelation function expression for weak electron–phonon coupling in condensed systems is derived for displaced Morse oscillator in electronic state. Finally, the utility of the method is demonstrated through further simplifying the Morse oscillator partition function or autocorrelation function expressions reported by other researchers in unevaluated form of second-order derivative exponential. Comparison with exact dynamics shows identical results.
ISDEP: Integrator of stochastic differential equations for plasmas
NASA Astrophysics Data System (ADS)
Velasco, J. L.; Bustos, A.; Castejón, F.; Fernández, L. A.; Martin-Mayor, V.; Tarancón, A.
2012-09-01
In this paper we present a general description of the ISDEP code (Integrator of Stochastic Differential Equations for Plasmas) and a brief overview of its physical results and applications so far. ISDEP is a Monte Carlo code that calculates the distribution function of a minority population of ions in a magnetized plasma. It solves the ion equations of motion taking into account the complex 3D structure of fusion devices, the confining electromagnetic field and collisions with other plasma species. The Monte Carlo method used is based on the equivalence between the Fokker-Planck and Langevin equations. This allows ISDEP to run in distributed computing platforms without communication between nodes with almost linear scaling. This paper intends to be a general description and a reference paper in ISDEP.
Computing spacetime curvature via differential-algebraic equations
Ashby, S.F.; Lee, S.L.; Petzold, L.R.; Saylor, P.E.; Seidel, E.
1996-01-01
The equations that govern the behavior of physical systems can often solved numerically using a method of lines approach and differential-algebraic equation (DAE) solvers. For example, such an approach can be used to solve the Einstein field equations of general relativity, and thereby simulate significant astrophysical events. In this paper, we describe some preliminary work in which two model problems in general relativity are formulated, spatially discretized, and then numerically solved as a DAE. In particular, we seek to reproduce the solution to the spherically symmetric Schwarzschild spacetime. This is an important testbed calculation in numerical relativity since the solution is the steady-state for the collision of two (or more) non-rotating black holes. Moreover, analytic late-time properties of the Schwarzschild spacetime are well known and can be used the accuracy of the simulation.
Modelling biochemical reaction systems by stochastic differential equations with reflection.
Niu, Yuanling; Burrage, Kevin; Chen, Luonan
2016-05-01
In this paper, we gave a new framework for modelling and simulating biochemical reaction systems by stochastic differential equations with reflection not in a heuristic way but in a mathematical way. The model is computationally efficient compared with the discrete-state Markov chain approach, and it ensures that both analytic and numerical solutions remain in a biologically plausible region. Specifically, our model mathematically ensures that species numbers lie in the domain D, which is a physical constraint for biochemical reactions, in contrast to the previous models. The domain D is actually obtained according to the structure of the corresponding chemical Langevin equations, i.e., the boundary is inherent in the biochemical reaction system. A variant of projection method was employed to solve the reflected stochastic differential equation model, and it includes three simple steps, i.e., Euler-Maruyama method was applied to the equations first, and then check whether or not the point lies within the domain D, and if not perform an orthogonal projection. It is found that the projection onto the closure D¯ is the solution to a convex quadratic programming problem. Thus, existing methods for the convex quadratic programming problem can be employed for the orthogonal projection map. Numerical tests on several important problems in biological systems confirmed the efficiency and accuracy of this approach. PMID:26920245
Addona, Davide
2015-08-15
We obtain weighted uniform estimates for the gradient of the solutions to a class of linear parabolic Cauchy problems with unbounded coefficients. Such estimates are then used to prove existence and uniqueness of the mild solution to a semi-linear backward parabolic Cauchy problem, where the differential equation is the Hamilton–Jacobi–Bellman equation of a suitable optimal control problem. Via backward stochastic differential equations, we show that the mild solution is indeed the value function of the controlled equation and that the feedback law is verified.
A Procedure to Construct Exact Solutions of Nonlinear Fractional Differential Equations
Güner, Özkan; Cevikel, Adem C.
2014-01-01
We use the fractional transformation to convert the nonlinear partial fractional differential equations with the nonlinear ordinary differential equations. The Exp-function method is extended to solve fractional partial differential equations in the sense of the modified Riemann-Liouville derivative. We apply the Exp-function method to the time fractional Sharma-Tasso-Olver equation, the space fractional Burgers equation, and the time fractional fmKdV equation. As a result, we obtain some new exact solutions. PMID:24737972
NASA Technical Reports Server (NTRS)
Cooke, K. L.; Meyer, K. R.
1966-01-01
Extension of problem of singular perturbation for linear scalar constant coefficient differential- difference equation with single retardation to several retardations, noting degenerate equation solution
Computations of Wall Distances Based on Differential Equations
NASA Technical Reports Server (NTRS)
Tucker, Paul G.; Rumsey, Chris L.; Spalart, Philippe R.; Bartels, Robert E.; Biedron, Robert T.
2004-01-01
The use of differential equations such as Eikonal, Hamilton-Jacobi and Poisson for the economical calculation of the nearest wall distance d, which is needed by some turbulence models, is explored. Modifications that could palliate some turbulence-modeling anomalies are also discussed. Economy is of especial value for deforming/adaptive grid problems. For these, ideally, d is repeatedly computed. It is shown that the Eikonal and Hamilton-Jacobi equations can be easy to implement when written in implicit (or iterated) advection and advection-diffusion equation analogous forms, respectively. These, like the Poisson Laplacian term, are commonly occurring in CFD solvers, allowing the re-use of efficient algorithms and code components. The use of the NASA CFL3D CFD program to solve the implicit Eikonal and Hamilton-Jacobi equations is explored. The re-formulated d equations are easy to implement, and are found to have robust convergence. For accurate Eikonal solutions, upwind metric differences are required. The Poisson approach is also found effective, and easiest to implement. Modified distances are not found to affect global outputs such as lift and drag significantly, at least in common situations such as airfoil flows.
Differential equation based method for accurate approximations in optimization
NASA Technical Reports Server (NTRS)
Pritchard, Jocelyn I.; Adelman, Howard M.
1990-01-01
This paper describes a method to efficiently and accurately approximate the effect of design changes on structural response. The key to this new method is to interpret sensitivity equations as differential equations that may be solved explicitly for closed form approximations, hence, the method is denoted the Differential Equation Based (DEB) method. Approximations were developed for vibration frequencies, mode shapes and static displacements. The DEB approximation method was applied to a cantilever beam and results compared with the commonly-used linear Taylor series approximations and exact solutions. The test calculations involved perturbing the height, width, cross-sectional area, tip mass, and bending inertia of the beam. The DEB method proved to be very accurate, and in msot cases, was more accurate than the linear Taylor series approximation. The method is applicable to simultaneous perturbation of several design variables. Also, the approximations may be used to calculate other system response quantities. For example, the approximations for displacement are used to approximate bending stresses.
Minimal parameter solution of the orthogonal matrix differential equation
NASA Technical Reports Server (NTRS)
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.
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.
NASA Technical Reports Server (NTRS)
Prudhomme, C.; Rovas, D. V.; Veroy, K.; Machiels, L.; Maday, Y.; Patera, A. T.; Turinici, G.; Zang, Thomas A., Jr. (Technical Monitor)
2002-01-01
We present a technique for the rapid and reliable prediction of linear-functional outputs of elliptic (and parabolic) partial differential equations with affine parameter dependence. The essential components are (i) (provably) rapidly convergent global reduced basis approximations, Galerkin projection onto a space W(sub N) spanned by solutions of the governing partial differential equation at N selected points in parameter space; (ii) a posteriori error estimation, relaxations of the error-residual equation that provide inexpensive yet sharp and rigorous bounds for the error in the outputs of interest; and (iii) off-line/on-line computational procedures, methods which decouple the generation and projection stages of the approximation process. The operation count for the on-line stage, in which, given a new parameter value, we calculate the output of interest and associated error bound, depends only on N (typically very small) and the parametric complexity of the problem; the method is thus ideally suited for the repeated and rapid evaluations required in the context of parameter estimation, design, optimization, and real-time control.
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.
Paraconformal structures, ordinary differential equations and totally geodesic manifolds
NASA Astrophysics Data System (ADS)
Kryński, Wojciech
2016-05-01
We construct point invariants of ordinary differential equations of arbitrary order that generalise the Tresse and Cartan invariants of equations of order two and three, respectively. The vanishing of the invariants is equivalent to the existence of a totally geodesic paraconformal structure which consists of a paraconformal structure, an adapted GL(2 , R) -connection and a two-parameter family of totally geodesic hypersurfaces on the solution space. The structures coincide with the projective structures in dimension 2 and with the Einstein-Weyl structures of Lorentzian signature in dimension 3. We show that the totally geodesic paraconformal structures in higher dimensions can be described by a natural analogue of the Hitchin twistor construction. We present a general example of Veronese webs that generalise the hyper-CR Einstein-Weyl structures in dimension 3. The Veronese webs are described by a hierarchy of integrable systems.
Modeling tree crown dynamics with 3D partial differential equations.
Beyer, Robert; Letort, Véronique; Cournède, Paul-Henry
2014-01-01
We characterize a tree's spatial foliage distribution by the local leaf area density. Considering this spatially continuous variable allows to describe the spatiotemporal evolution of the tree crown by means of 3D partial differential equations. These offer a framework to rigorously take locally and adaptively acting effects into account, notably the growth toward light. Biomass production through photosynthesis and the allocation to foliage and wood are readily included in this model framework. The system of equations stands out due to its inherent dynamic property of self-organization and spontaneous adaptation, generating complex behavior from even only a few parameters. The density-based approach yields spatially structured tree crowns without relying on detailed geometry. We present the methodological fundamentals of such a modeling approach and discuss further prospects and applications. PMID:25101095
Dynamical properties of non-Markovian stochastic differential equations
NASA Astrophysics Data System (ADS)
Hernández-Machado, A.; San Miguel, M.
1984-04-01
We study nonstationary non-Markovian processes defined by Langevin-type stochastic differential equations with an Ornstein-Uhlenbeck driving force. We concentrate on the long time limit of the dynamical evolution. We derive an approximate equation for the correlation function of a nonlinear nonstationary non-Markovian process, and we discuss its consequences. Non-Markovicity can introduce a dependence on noise parameters in the dynamics of the correlation function in cases in which it becomes independent of these parameters in the Markovian limit. Several examples are discussed in which the relaxation time increases with respect to the Markovian limit. For a Brownian harmonic oscillator with fluctuating frequency, the non-Markovicity of the process decreases the domain of stability of the system, and it can change an infradamped evolution into an overdamped one.
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.
Two-derivative Runge-Kutta methods for differential equations
NASA Astrophysics Data System (ADS)
Chan, Robert P. K.; Wang, Shixiao; Tsai, Angela Y. J.
2012-09-01
Two-derivative Runge-Kutta (TDRK) methods are a special case of multi-derivative Runge-Kutta methods first studied by Kastlunger and Wanner [1, 2]. These methods incorporate derivatives of order higher than the first in their formulation but we consider only the first and second derivatives. In this paper we first present our study of both explicit [3] and implicit TDRK methods on stiff ODE problems. We then extend the applications of these TDRK methods to various partial differential equations [4]. In particular, we show how a 2-stage implicit TDRK method of order 4 and stage order 4 can be adapted to solve diffusion equations more efficiently than the popular Crank-Nicolson method.
A unique transformation from ordinary differential equations to reaction networks.
Soliman, Sylvain; Heiner, Monika
2010-01-01
Many models in Systems Biology are described as a system of Ordinary Differential Equations, which allows for transient, steady-state or bifurcation analysis when kinetic information is available. Complementary structure-related qualitative analysis techniques have become increasingly popular in recent years, like qualitative model checking or pathway analysis (elementary modes, invariants, flux balance analysis, graph-based analyses, chemical organization theory, etc.). They do not rely on kinetic information but require a well-defined structure as stochastic analysis techniques equally do. In this article, we look into the structure inference problem for a model described by a system of Ordinary Differential Equations and provide conditions for the uniqueness of its solution. We describe a method to extract a structured reaction network model, represented as a bipartite multigraph, for example, a continuous Petri net (CPN), from a system of Ordinary Differential Equations (ODEs). A CPN uniquely defines an ODE, and each ODE can be transformed into a CPN. However, it is not obvious under which conditions the transformation of an ODE into a CPN is unique, that is, when a given ODE defines exactly one CPN. We provide biochemically relevant sufficient conditions under which the derived structure is unique and counterexamples showing the necessity of each condition. Our method is implemented and available; we illustrate it on some signal transduction models from the BioModels database. A prototype implementation of the method is made available to modellers at http://contraintes.inria.fr/~soliman/ode2pn.html, and the data mentioned in the "Results" section at http://contraintes.inria.fr/~soliman/ode2pn_data/. Our results yield a new recommendation for the import/export feature of tools supporting the SBML exchange format. PMID:21203560
NASA Technical Reports Server (NTRS)
Frederickson, P. O.; Wessel, W. R.
1979-01-01
Certain physical processes are modeled by partial differential equations which are parabolic over part of the domain and elliptic over the remainder. A family of semi-implicit algorithms which are well suited to initial-boundary value problems of this mixed type is discussed. One important feature of these algorithms is the use of an approximate inverse for the solution of the implicit linear system. A strong error analysis results in an estimate of the total error as a function of approximate inverse error e and time step h.
A class of nonlinear differential equations with fractional integrable impulses
NASA Astrophysics Data System (ADS)
Wang, JinRong; Zhang, Yuruo
2014-09-01
In this paper, we introduce a new class of impulsive differential equations, which is more suitable to characterize memory processes of the drugs in the bloodstream and the consequent absorption for the body. This fact offers many difficulties in applying the usual methods to analysis and novel techniques in Bielecki's normed Banach spaces and thus makes the study of existence and uniqueness theorems interesting. Meanwhile, new concepts of Bielecki-Ulam's type stability are introduced and generalized Ulam-Hyers-Rassias stability results on a compact interval are established. This is another novelty of this paper. Finally, an interesting example is given to illustrate our theory results.
State-Constrained Optimal Control Problems of Impulsive Differential Equations
Forcadel, Nicolas; Rao Zhiping Zidani, Hasnaa
2013-08-01
The present paper studies an optimal control problem governed by measure driven differential systems and in presence of state constraints. The first result shows that using the graph completion of the measure, the optimal solutions can be obtained by solving a reparametrized control problem of absolutely continuous trajectories but with time-dependent state-constraints. The second result shows that it is possible to characterize the epigraph of the reparametrized value function by a Hamilton-Jacobi equation without assuming any controllability assumption.
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.
Partial differential equation models in the socio-economic sciences
Burger, Martin; Caffarelli, Luis; Markowich, Peter A.
2014-01-01
Mathematical models based on partial differential equations (PDEs) have become an integral part of quantitative analysis in most branches of science and engineering, recently expanding also towards biomedicine and socio-economic sciences. The application of PDEs in the latter is a promising field, but widely quite open and leading to a variety of novel mathematical challenges. In this introductory article of the Theme Issue, we will provide an overview of the field and its recent boosting topics. Moreover, we will put the contributions to the Theme Issue in an appropriate perspective. PMID:25288814
Neural network error correction for solving coupled ordinary differential equations
NASA Technical Reports Server (NTRS)
Shelton, R. O.; Darsey, J. A.; Sumpter, B. G.; Noid, D. W.
1992-01-01
A neural network is presented to learn errors generated by a numerical algorithm for solving coupled nonlinear differential equations. The method is based on using a neural network to correctly learn the error generated by, for example, Runge-Kutta on a model molecular dynamics (MD) problem. The neural network programs used in this study were developed by NASA. Comparisons are made for training the neural network using backpropagation and a new method which was found to converge with fewer iterations. The neural net programs, the MD model and the calculations are discussed.
Investigation of ODE integrators using interactive graphics. [Ordinary Differential Equations
NASA Technical Reports Server (NTRS)
Brown, R. L.
1978-01-01
Two FORTRAN programs using an interactive graphic terminal to generate accuracy and stability plots for given multistep ordinary differential equation (ODE) integrators are described. The first treats the fixed stepsize linear case with complex variable solutions, and generates plots to show accuracy and error response to step driving function of a numerical solution, as well as the linear stability region. The second generates an analog to the stability region for classes of non-linear ODE's as well as accuracy plots. Both systems can compute method coefficients from a simple specification of the method. Example plots are given.
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.
A differential delay equation arising from the sieve of Eratosthenes
NASA Astrophysics Data System (ADS)
Cheer, A. Y.; Goldston, D. A.
1990-07-01
The differential delay equation defined by ω (u) = 1/u for 1 ≤ u ≤ 2 and (uω (u))' = ω (u - 1) for u ≥ 2 was introduced by Buchstab in connection with an asymptotic formula for the number of uncanceled terms in the sieve of Eratosthenes. Maier has recently used this result to show there is unexpected irregularity in the distribution of primes in short intervals. The function ω (u) is studied in this paper using numerical and analytical techniques. The results are applied to give some numerical constants in Maier's theorem.
Informed Conjecturing of Solutions for Differential Equations in a Modeling Context
ERIC Educational Resources Information Center
Winkel, Brian
2015-01-01
We examine two differential equations. (i) first-order exponential growth or decay; and (ii) second order, linear, constant coefficient differential equations, and show the advantage of learning differential equations in a modeling context for informed conjectures of their solution. We follow with a discussion of the complete analysis afforded by…
NASA Astrophysics Data System (ADS)
Yuan, Rong
2007-06-01
In this paper, we study almost periodic logistic delay differential equations. The existence and module of almost periodic solutions are investigated. In particular, we extend some results of Seifert in [G. Seifert, Almost periodic solutions of certain differential equations with piecewise constant delays and almost periodic time dependence, J. Differential Equations 164 (2000) 451-458].
Variations in the Solution of Linear First-Order Differential Equations. Classroom Notes
ERIC Educational Resources Information Center
Seaman, Brian; Osler, Thomas J.
2004-01-01
A special project which can be given to students of ordinary differential equations is described in detail. Students create new differential equations by changing the dependent variable in the familiar linear first-order equation (dv/dx)+p(x)v=q(x) by means of a substitution v=f(y). The student then creates a table of the new equations and…
Runge-Kutta Methods for Linear Ordinary Differential Equations
NASA Technical Reports Server (NTRS)
Zingg, David W.; Chisholm, Todd T.
1997-01-01
Three new Runge-Kutta methods are presented for numerical integration of systems of linear inhomogeneous ordinary differential equations (ODES) with constant coefficients. Such ODEs arise in the numerical solution of the partial differential equations governing linear wave phenomena. The restriction to linear ODEs with constant coefficients reduces the number of conditions which the coefficients of the Runge-Kutta method must satisfy. This freedom is used to develop methods which are more efficient than conventional Runge-Kutta methods. A fourth-order method is presented which uses only two memory locations per dependent variable, while the classical fourth-order Runge-Kutta method uses three. This method is an excellent choice for simulations of linear wave phenomena if memory is a primary concern. In addition, fifth- and sixth-order methods are presented which require five and six stages, respectively, one fewer than their conventional counterparts, and are therefore more efficient. These methods are an excellent option for use with high-order spatial discretizations.
Partial differential equations and fractal analysis to plant leaf identification
NASA Astrophysics Data System (ADS)
Brandoli Machado, Bruno; Casanova, Dalcimar; Nunes Gonçalves, Wesley; Martinez Bruno, Odemir
2013-02-01
Texture is an important visual attribute used to plant leaf identification. Although there are many methods of texture analysis, some of them specifically for interpreting leaf images is still a challenging task because of the huge pattern variation found in nature. In this paper, we investigate the leaf texture modeling based on the partial differential equations and fractal dimension theory. Here, we are first interested in decomposing the original texture image into two components f = u + v, such that u represents a cartoon component, while v represents the oscillatory component. We demonstrate how this procedure enhance the texture component on images. Our modeling uses the non-linear partial differential equation (PDE) of Perona-Malik. Based on the enhanced texture component, we estimated the fractal dimension by the Bouligand-Minkowski method due to its precision in quantifying structural properties of images. The feature vectors are then used as inputs to our classification system, based on linear discriminant analysis. We validate our approach on a benchmark with 8000 leaf samples. Experimental results indicate that the proposed approach improves average classification rates in comparison with traditional methods. The results suggest that the proposed approach can be a feasible step for plant leaf identification, as well as different real-world applications.
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.
Quantifying uncertainty, variability and likelihood for ordinary differential equation models
2010-01-01
Background In many applications, ordinary differential equation (ODE) models are subject to uncertainty or variability in initial conditions and parameters. Both, uncertainty and variability can be quantified in terms of a probability density function on the state and parameter space. Results The partial differential equation that describes the evolution of this probability density function has a form that is particularly amenable to application of the well-known method of characteristics. The value of the density at some point in time is directly accessible by the solution of the original ODE extended by a single extra dimension (for the value of the density). This leads to simple methods for studying uncertainty, variability and likelihood, with significant advantages over more traditional Monte Carlo and related approaches especially when studying regions with low probability. Conclusions While such approaches based on the method of characteristics are common practice in other disciplines, their advantages for the study of biological systems have so far remained unrecognized. Several examples illustrate performance and accuracy of the approach and its limitations. PMID:21029410
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.
Differential Forms Basis Functions for Better Conditioned Integral Equations
Fasenfest, B; White, D; Stowell, M; Rieben, R; Sharpe, R; Madsen, N; Rockway, J D; Champagne, N J; Jandhyala, V; Pingenot, J
2005-01-13
Differential forms offer a convenient way to classify physical quantities and set up computational problems. By observing the dimensionality and type of derivatives (divergence,curl,gradient) applied to a quantity, an appropriate differential form can be chosen for that quantity. To use these differential forms in a simulation, the forms must be discretized using basis functions. The 0-form through 2-form basis functions are formed for surfaces. Twisted 1-form and 2-form bases will be presented in this paper. Twisted 1-form (1-forms) basis functions ({Lambda}) are divergence-conforming edge basis functions with units m{sup -1}. They are appropriate for representing vector quantities with continuous normal components, and they belong to the same function space as the commonly used RWG bases [1]. They are used here to formulate the frequency-domain EFIE with Galerkin testing. The 2-form basis functions (f) are scalar basis functions with units m{sup -2} and with no enforced continuity between elements. At lowest order, the 2-form basis functions are similar to pulse basis functions. They are used here to formulate an electrostatic integral equation. It should be noted that the derivative of an n-form differential form basis function is an (n+1)-form, i.e. the derivative of a 1-form basis function is a 2-form. Because the basis functions are constructed such that they have spatial units, the spatial units are removed from the degrees of freedom, leading to a better-conditioned system matrix. In this conference paper, we look at the performance of these differential forms and bases by examining the conditioning of matrix systems for electrostatics and the EFIE. The meshes used were refined across the object to consider the behavior of these basis transforms for elements of different sizes.
Lie group analysis method for two classes of fractional partial differential equations
NASA Astrophysics Data System (ADS)
Chen, Cheng; Jiang, Yao-Lin
2015-09-01
In this paper we deal with two classes of fractional partial differential equation: n order linear fractional partial differential equation and nonlinear fractional reaction diffusion convection equation, by using the Lie group analysis method. The infinitesimal generators general formula of n order linear fractional partial differential equation is obtained. For nonlinear fractional reaction diffusion convection equation, the properties of their infinitesimal generators are considered. The four special cases are exhaustively investigated respectively. At the same time some examples of the corresponding case are also given. So it is very convenient to solve the infinitesimal generator of some fractional partial differential equation.
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.
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.
Computationally efficient statistical differential equation modeling using homogenization
Hooten, Mevin B.; Garlick, Martha J.; Powell, James A.
2013-01-01
Statistical models using partial differential equations (PDEs) to describe dynamically evolving natural systems are appearing in the scientific literature with some regularity in recent years. Often such studies seek to characterize the dynamics of temporal or spatio-temporal phenomena such as invasive species, consumer-resource interactions, community evolution, and resource selection. Specifically, in the spatial setting, data are often available at varying spatial and temporal scales. Additionally, the necessary numerical integration of a PDE may be computationally infeasible over the spatial support of interest. We present an approach to impose computationally advantageous changes of support in statistical implementations of PDE models and demonstrate its utility through simulation using a form of PDE known as “ecological diffusion.” We also apply a statistical ecological diffusion model to a data set involving the spread of mountain pine beetle (Dendroctonus ponderosae) in Idaho, USA.
A data storage model for novel partial differential equation descretizations.
Doyle, Wendy S.K.; Thompson, David C.; Pebay, Philippe Pierre
2007-04-01
The purpose of this report is to define a standard interface for storing and retrieving novel, non-traditional partial differential equation (PDE) discretizations. Although it focuses specifically on finite elements where state is associated with edges and faces of volumetric elements rather than nodes and the elements themselves (as implemented in ALEGRA), the proposed interface should be general enough to accommodate most discretizations, including hp-adaptive finite elements and even mimetic techniques that define fields over arbitrary polyhedra. This report reviews the representation of edge and face elements as implemented by ALEGRA. It then specifies a convention for storing these elements in EXODUS files by extending the EXODUS API to include edge and face blocks in addition to element blocks. Finally, it presents several techniques for rendering edge and face elements using VTK and ParaView, including the use of VTK's generic dataset interface for interpolating values interior to edges and faces.
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.
A partial differential equation model of metastasized prostatic cancer.
Friedman, Avner; Jain, Harsh Vardhan
2013-06-01
Biochemically failing metastatic prostate cancer is typically treated with androgen ablation. However, due to the emergence of castration-resistant cells that can survive in low androgen concentrations, such therapy eventually fails. Here, we develop a partial differential equation model of the growth and response to treatment of prostate cancer that has metastasized to the bone. Existence and uniqueness results are derived for the resulting free boundary problem. In particular, existence and uniqueness of solutions for all time are proven for the radially symmetric case. Finally, numerical simulations of a tumor growing in 2-dimensions with radial symmetry are carried in order to evaluate the therapeutic potential of different treatment strategies. These simulations are able to reproduce a variety of clinically observed responses to treatment, and suggest treatment strategies that may result in tumor remission, underscoring our model's potential to make a significant contribution in the field of prostate cancer therapeutics. PMID:23906138
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.
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.
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.
Novel determination of differential-equation solutions: universal approximation method
NASA Astrophysics Data System (ADS)
Leephakpreeda, Thananchai
2002-09-01
In a conventional approach to numerical computation, finite difference and finite element methods are usually implemented to determine the solution of a set of differential equations (DEs). This paper presents a novel approach to solve DEs by applying the universal approximation method through an artificial intelligence utility in a simple way. In this proposed method, neural network model (NNM) and fuzzy linguistic model (FLM) are applied as universal approximators for any nonlinear continuous functions. With this outstanding capability, the solutions of DEs can be approximated by the appropriate NNM or FLM within an arbitrary accuracy. The adjustable parameters of such NNM and FLM are determined by implementing the optimization algorithm. This systematic search yields sub-optimal adjustable parameters of NNM and FLM with the satisfactory conditions and with the minimum residual errors of the governing equations subject to the constraints of boundary conditions of DEs. The simulation results are investigated for the viability of efficiently determining the solutions of the ordinary and partial nonlinear DEs.
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.
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.
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.
A new approach to the group analysis of one-dimensional stochastic differential equations
NASA Astrophysics Data System (ADS)
Abdullin, M. A.; Meleshko, S. V.; Nasyrov, F. S.
2014-03-01
Stochastic evolution equations are investigated using a new approach to the group analysis of stochastic differential equations. It is shown that the proposed approach reduces the problem of group analysis for this type of equations to the same problem of group analysis for evolution equations of special form without stochastic integrals.
NASA Astrophysics Data System (ADS)
Boyko, Vyacheslav M.; Popovych, Roman O.; Shapoval, Nataliya M.
2015-06-01
Admissible point transformations of classes of rth order linear ordinary differential equations (in particular, the whole class of such equations and its subclasses of equations in the rational form, the Laguerre-Forsyth form, the first and second Arnold forms) are exhaustively described. Using these results, the group classification of such equations is carried out within the algebraic approach in three different ways.
NASA Technical Reports Server (NTRS)
Mickens, R. E.
1984-01-01
Work on the construction of finite difference models of differential equations having zero truncation errors is summarized. Both linear and nonlinear unidirectional wave equations are discussed. Results regarding the construction of zero truncation error schemes for the full wave equation and Burger's equation are also briefly reported.
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)
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
Partial differential equation transform — Variational formulation and Fourier analysis
Wang, Yang; Wei, Guo-Wei; Yang, Siyang
2011-01-01
Nonlinear partial differential equation (PDE) models are established approaches for image/signal processing, data analysis and surface construction. Most previous geometric PDEs are utilized as low-pass filters which give rise to image trend information. In an earlier work, we introduced mode decomposition evolution equations (MoDEEs), which behave like high-pass filters and are able to systematically provide intrinsic mode functions (IMFs) of signals and images. Due to their tunable time-frequency localization and perfect reconstruction, the operation of MoDEEs is called a PDE transform. By appropriate selection of PDE transform parameters, we can tune IMFs into trends, edges, textures, noise etc., which can be further utilized in the secondary processing for various purposes. This work introduces the variational formulation, performs the Fourier analysis, and conducts biomedical and biological applications of the proposed PDE transform. The variational formulation offers an algorithm to incorporate two image functions and two sets of low-pass PDE operators in the total energy functional. Two low-pass PDE operators have different signs, leading to energy disparity, while a coupling term, acting as a relative fidelity of two image functions, is introduced to reduce the disparity of two energy components. We construct variational PDE transforms by using Euler-Lagrange equation and artificial time propagation. Fourier analysis of a simplified PDE transform is presented to shed light on the filter properties of high order PDE transforms. Such an analysis also offers insight on the parameter selection of the PDE transform. The proposed PDE transform algorithm is validated by numerous benchmark tests. In one selected challenging example, we illustrate the ability of PDE transform to separate two adjacent frequencies of sin(x) and sin(1.1x). Such an ability is due to PDE transform’s controllable frequency localization obtained by adjusting the order of PDEs. The
Analytic Solutions and Resonant Solutions of Hyperbolic Partial Differential Equations
NASA Astrophysics Data System (ADS)
Wagenmaker, Timothy Roger
This dissertation contains two main subject areas. The first deals with solutions to the wave equation Du/Dt + a Du/Dx = 0, where D/Dt and D/Dx represent partial derivatives and a(t,x) is real valued. The question I studied, which arises in control theory, is whether solutions which are real analytic with respect to the time variable are dense in the space of all solutions. If a is real analytic in t and x, the Cauchy-Kovalevsky Theorem implies that the solutions real analytic in t and x are dense, since it suffices to approximate the initial data by polynomials. The same positive result is valid when a is continuously differentiable and independent of t. This is proved by regularization in time. The hypothesis that a is independent of t cannot be replaced by the weaker assumption that a is real analytic in t, even when it is infinitely smooth. I construct a(t,x) for which the solutions which are analytic in time are automatically periodic in time. In particular these solutions are not dense in the space of all solutions. The second area concerns the resonant interaction of oscillatory waves propagating in a compressible inviscid fluid. An asymptotic description given by Andrew Majda, Rodolfo Rosales, and Maria Schonbek (MRS) involves the genuinely nonlinear quasilinear hyperbolic system Du/Dt + D(uu/2)/Dt + v = 0, Dv/Dt - D(vv/2)/Dt - u = 0. They performed many numerical simulations which indicated that small amplitude solutions of this system tend to evade shock formation, and conjectured that "smooth initial data with a sufficiently small amplitude never develop shocks throughout a long time interval of integration.". I proved that for smooth periodic U(x), V(x) and initial data u(0,x) = epsilonU(x), v(0,x) = epsilonV(x), the solution is smooth for time at least constant times | ln epsilon| /epsilon. This is longer than the lifetime order 1/ epsilon of the solution to the decoupled Burgers equations. The decoupled equation describes nonresonant interaction of
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.
Vandewalle, S.
1994-12-31
Time-stepping methods for parabolic partial differential equations are essentially sequential. This prohibits the use of massively parallel computers unless the problem on each time-level is very large. This observation has led to the development of algorithms that operate on more than one time-level simultaneously; that is to say, on grids extending in space and in time. The so-called parabolic multigrid methods solve the time-dependent parabolic PDE as if it were a stationary PDE discretized on a space-time grid. The author has investigated the use of multigrid waveform relaxation, an algorithm developed by Lubich and Ostermann. The algorithm is based on a multigrid acceleration of waveform relaxation, a highly concurrent technique for solving large systems of ordinary differential equations. Another method of this class is the time-parallel multigrid method. This method was developed by Hackbusch and was recently subject of further study by Horton. It extends the elliptic multigrid idea to the set of equations that is derived by discretizing a parabolic problem in space and in time.
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. PMID:24329213
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.
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.
Final Report: Symposium on Adaptive Methods for Partial Differential Equations
Pernice, M.; Johnson, C.R.; Smith, P.J.; Fogelson, A.
1998-12-10
OAK-B135 Final Report: Symposium on Adaptive Methods for Partial Differential Equations. Complex physical phenomena often include features that span a wide range of spatial and temporal scales. Accurate simulation of such phenomena can be difficult to obtain, and computations that are under-resolved can even exhibit spurious features. While it is possible to resolve small scale features by increasing the number of grid points, global grid refinement can quickly lead to problems that are intractable, even on the largest available computing facilities. These constraints are particularly severe for three dimensional problems that involve complex physics. One way to achieve the needed resolution is to refine the computational mesh locally, in only those regions where enhanced resolution is required. Adaptive solution methods concentrate computational effort in regions where it is most needed. These methods have been successfully applied to a wide variety of problems in computational science and engineering. Adaptive methods can be difficult to implement, prompting the development of tools and environments to facilitate their use. To ensure that the results of their efforts are useful, algorithm and tool developers must maintain close communication with application specialists. Conversely it remains difficult for application specialists who are unfamiliar with the methods to evaluate the trade-offs between the benefits of enhanced local resolution and the effort needed to implement an adaptive solution method.
A Differential Equation Model for the Dynamics of Youth Gambling
Do, Tae Sug; Lee, Young S.
2014-01-01
Objectives We examine the dynamics of gambling among young people aged 16–24 years, how prevalence rates of at-risk gambling and problem gambling change as adolescents enter young adulthood, and prevention and control strategies. Methods A simple epidemiological model is created using ordinary nonlinear differential equations, and a threshold condition that spreads gambling is identified through stability analysis. We estimate all the model parameters using a longitudinal prevalence study by Winters, Stinchfield, and Botzet to run numerical simulations. Parameters to which the system is most sensitive are isolated using sensitivity analysis. Results Problem gambling is endemic among young people, with a steady prevalence of approximately 4–5%. The prevalence of problem gambling is lower in young adults aged 18–24 years than in adolescents aged 16–18 years. At-risk gambling among young adults has increased. The parameters to which the system is most sensitive correspond to primary prevention. Conclusion Prevention and control strategies for gambling should involve school education. A mathematical model that includes the effect of early exposure to gambling would be helpful if a longitudinal study can provide data in the future. PMID:25379374
Grid generation for the solution of partial differential equations
NASA Technical Reports Server (NTRS)
Eiseman, Peter R.; Erlebacher, Gordon
1987-01-01
A general survey of grid generators is presented with a concern for understanding why grids are necessary, how they are applied, and how they are generated. After an examination of the need for meshes, the overall applications setting is established with a categorization of the various connectivity patterns. This is split between structured grids and unstructured meshes. Altogether, the categorization establishes the foundation upon which grid generation techniques are developed. The two primary categories are algebraic techniques and partial differential equation techniques. These are each split into basic parts, and accordingly are individually examined in some detail. In the process, the interrelations between the various parts are accented. From the established background in the primary techniques, consideration is shifted to the topic of interactive grid generation and then to adaptive meshes. The setting for adaptivity is established with a suitable means to monitor severe solution behavior. Adaptive grids are considered first and are followed by adaptive triangular meshes. Then the consideration shifts to the temporal coupling between grid generators and PDE-solvers. To conclude, a reflection upon the discussion, herein, is given.
A stochastic differential equation model of diurnal cortisol patterns
NASA Technical Reports Server (NTRS)
Brown, E. N.; Meehan, P. M.; Dempster, A. P.
2001-01-01
Circadian modulation of episodic bursts is recognized as the normal physiological pattern of diurnal variation in plasma cortisol levels. The primary physiological factors underlying these diurnal patterns are the ultradian timing of secretory events, circadian modulation of the amplitude of secretory events, infusion of the hormone from the adrenal gland into the plasma, and clearance of the hormone from the plasma by the liver. Each measured plasma cortisol level has an error arising from the cortisol immunoassay. We demonstrate that all of these three physiological principles can be succinctly summarized in a single stochastic differential equation plus measurement error model and show that physiologically consistent ranges of the model parameters can be determined from published reports. We summarize the model parameters in terms of the multivariate Gaussian probability density and establish the plausibility of the model with a series of simulation studies. Our framework makes possible a sensitivity analysis in which all model parameters are allowed to vary simultaneously. The model offers an approach for simultaneously representing cortisol's ultradian, circadian, and kinetic properties. Our modeling paradigm provides a framework for simulation studies and data analysis that should be readily adaptable to the analysis of other endocrine hormone systems.
A stochastic differential equation model of diurnal cortisol patterns.
Brown, E N; Meehan, P M; Dempster, A P
2001-03-01
Circadian modulation of episodic bursts is recognized as the normal physiological pattern of diurnal variation in plasma cortisol levels. The primary physiological factors underlying these diurnal patterns are the ultradian timing of secretory events, circadian modulation of the amplitude of secretory events, infusion of the hormone from the adrenal gland into the plasma, and clearance of the hormone from the plasma by the liver. Each measured plasma cortisol level has an error arising from the cortisol immunoassay. We demonstrate that all of these three physiological principles can be succinctly summarized in a single stochastic differential equation plus measurement error model and show that physiologically consistent ranges of the model parameters can be determined from published reports. We summarize the model parameters in terms of the multivariate Gaussian probability density and establish the plausibility of the model with a series of simulation studies. Our framework makes possible a sensitivity analysis in which all model parameters are allowed to vary simultaneously. The model offers an approach for simultaneously representing cortisol's ultradian, circadian, and kinetic properties. Our modeling paradigm provides a framework for simulation studies and data analysis that should be readily adaptable to the analysis of other endocrine hormone systems. PMID:11171600
Grid generation for the solution of partial differential equations
NASA Technical Reports Server (NTRS)
Eiseman, Peter R.; Erlebacher, Gordon
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.
NASA Astrophysics Data System (ADS)
İsmail, Aslan
2014-05-01
The extended simplest equation method is used to solve exactly a new differential-difference equation of fractional-type, proposed by Narita [J. Math. Anal. Appl. 381 (2011) 963] quite recently, related to the discrete MKdV equation. It is shown that the model supports three types of exact solutions with arbitrary parameters: hyperbolic, trigonometric and rational, which have not been reported before.
Probabilistic delay differential equation modeling of event-related potentials.
Ostwald, Dirk; Starke, Ludger
2016-08-01
"Dynamic causal models" (DCMs) are a promising approach in the analysis of functional neuroimaging data due to their biophysical interpretability and their consolidation of functional-segregative and functional-integrative propositions. In this theoretical note we are concerned with the DCM framework for electroencephalographically recorded event-related potentials (ERP-DCM). Intuitively, ERP-DCM combines deterministic dynamical neural mass models with dipole-based EEG forward models to describe the event-related scalp potential time-series over the entire electrode space. Since its inception, ERP-DCM has been successfully employed to capture the neural underpinnings of a wide range of neurocognitive phenomena. However, in spite of its empirical popularity, the technical literature on ERP-DCM remains somewhat patchy. A number of previous communications have detailed certain aspects of the approach, but no unified and coherent documentation exists. With this technical note, we aim to close this gap and to increase the technical accessibility of ERP-DCM. Specifically, this note makes the following novel contributions: firstly, we provide a unified and coherent review of the mathematical machinery of the latent and forward models constituting ERP-DCM by formulating the approach as a probabilistic latent delay differential equation model. Secondly, we emphasize the probabilistic nature of the model and its variational Bayesian inversion scheme by explicitly deriving the variational free energy function in terms of both the likelihood expectation and variance parameters. Thirdly, we detail and validate the estimation of the model with a special focus on the explicit form of the variational free energy function and introduce a conventional nonlinear optimization scheme for its maximization. Finally, we identify and discuss a number of computational issues which may be addressed in the future development of the approach. PMID:27114057
Slyusarchuk, V. E. E-mail: V.Ye.Slyusarchuk@NUWM.rv.ua
2014-06-01
The well-known theorems of Favard and Amerio on the existence of almost periodic solutions to linear and nonlinear almost periodic differential equations depend to a large extent on the H-classes and the requirement that the bounded solutions of these equations be separated. The present paper provides different conditions for the existence of almost periodic solutions. These conditions, which do not depend on the H-classes of the equations, are formulated in terms of a special functional on the set of bounded solutions of the equations under consideration. This functional is used, in particular, to test whether solutions are separated. Bibliography: 24 titles. (paper)
NASA Astrophysics Data System (ADS)
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.
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…
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…
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.
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…
On group classification of normal systems of linear second-order ordinary differential equations
NASA Astrophysics Data System (ADS)
Meleshko, S. V.; Moyo, S.
2015-05-01
In this paper we study the general group classification of systems of linear second-order ordinary differential equations inspired from earlier works and recent results on the group classification of such systems. Some interesting results and subsequent theorem arising from this particular study are discussed here. This paper considers the study of irreducible systems of second-order ordinary differential equations.
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.
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…
On the stability of numerical integration routines for ordinary differential equations.
NASA Technical Reports Server (NTRS)
Glover, K.; Willems, J. C.
1973-01-01
Numerical integration methods for the solution of initial value problems for ordinary vector differential equations may be modelled as discrete time feedback systems. The stability criteria discovered in modern control theory are applied to these systems and criteria involving the routine, the step size and the differential equation are derived. Linear multistep, Runge-Kutta, and predictor-corrector methods are all investigated.
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…
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…
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.
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.
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.
Thandapani, Ethiraju; Kannan, Manju; Pinelas, Sandra
2016-01-01
In this paper, we present some sufficient conditions for the oscillation of all solutions of a second order forced impulsive delay differential equation with damping term. Three factors-impulse, delay and damping that affect the interval qualitative properties of solutions of equations are taken into account together. The results obtained in this paper extend and generalize some of the the known results for forced impulsive differential equations. An example is provided to illustrate the main result. PMID:27218008
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.
On spectral methods for Volterra-type integro-differential equations
NASA Astrophysics Data System (ADS)
Jiang, Ying-Jun
2009-08-01
This paper considers the spectral methods for a Volterra-type integro-differential equation. Firstly, the Volterra-type integro-differential equation is equivalently restated as two integral equations of the second kind. Secondly, a Legendre-collocation method is used to solve them. Then the error analysis is conducted based on the L[infinity]-norm. In addition, numerical results are presented to confirm our analysis.
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…
Integrable systems of partial differential equations determined by structure equations and Lax pair
NASA Astrophysics Data System (ADS)
Bracken, Paul
2010-01-01
It is shown how a system of evolution equations can be developed both from the structure equations of a submanifold embedded in three-space as well as from a matrix SO(6) Lax pair. The two systems obtained this way correspond exactly when a constraint equation is selected and imposed on the system of equations. This allows for the possibility of selecting the coefficients in the second fundamental form in a general way.
NASA Astrophysics Data System (ADS)
Li, Xinxiu
2012-10-01
Physical processes with memory and hereditary properties can be best described by fractional differential equations due to the memory effect of fractional derivatives. For that reason reliable and efficient techniques for the solution of fractional differential equations are needed. Our aim is to generalize the wavelet collocation method to fractional differential equations using cubic B-spline wavelet. Analytical expressions of fractional derivatives in Caputo sense for cubic B-spline functions are presented. The main characteristic of the approach is that it converts such problems into a system of algebraic equations which is suitable for computer programming. It not only simplifies the problem but also speeds up the computation. Numerical results demonstrate the validity and applicability of the method to solve fractional differential equation.
Numerical solution of control problems governed by nonlinear differential equations
Heinkenschloss, M.
1994-12-31
In this presentation the author investigates an iterative method for the solution of optimal control problems. These problems are formulated as constrained optimization problems with constraints arising from the state equation and in the form of bound constraints on the control. The method for the solution of these problems uses the special structure of the problem arising from the bound constraint and the state equation. It is derived from SQP methods and projected Newton methods and combines the advantages of both methods. The bound constraint is satisfied by all iterates using a projection, the nonlinear state equation is satisfied in the limit. Only a linearized state equation has to be solved in every iteration. The solution of the linearized problems are done using multilevel methods and GMRES.
New variational principles for locating periodic orbits of differential equations.
Boghosian, Bruce M; Fazendeiro, Luis M; Lätt, Jonas; Tang, Hui; Coveney, Peter V
2011-06-13
We present new methods for the determination of periodic orbits of general dynamical systems. Iterative algorithms for finding solutions by these methods, for both the exact continuum case, and for approximate discrete representations suitable for numerical implementation, are discussed. Finally, we describe our approach to the computation of unstable periodic orbits of the driven Navier-Stokes equations, simulated using the lattice Boltzmann equation. PMID:21536567
Traveling Wave Solutions for Nonlinear Differential-Difference Equations of Rational Types
NASA Astrophysics Data System (ADS)
İsmail, Aslan
2016-01-01
Differential-difference equations are considered to be hybrid systems because the spatial variable n is discrete while the time t is usually kept continuous. Although a considerable amount of research has been carried out in the field of nonlinear differential-difference equations, the majority of the results deal with polynomial types. Limited research has been reported regarding such equations of rational type. In this paper we present an adaptation of the (G‧/G)-expansion method to solve nonlinear rational differential-difference equations. The procedure is demonstrated using two distinct equations. Our approach allows one to construct three types of exact traveling wave solutions (hyperbolic, trigonometric, and rational) by means of the simplified form of the auxiliary equation method with reduced parameters. Our analysis leads to analytic solutions in terms of topological solitons and singular periodic functions as well.
Gao, Yingjie; Zhang, Jinhai; Yao, Zhenxing
2015-12-01
The complex frequency shifted perfectly matched layer (CFS-PML) can improve the absorbing performance of PML for nearly grazing incident waves. However, traditional PML and CFS-PML are based on first-order wave equations; thus, they are not suitable for second-order wave equation. In this paper, an implementation of CFS-PML for second-order wave equation is presented using auxiliary differential equations. This method is free of both convolution calculations and third-order temporal derivatives. As an unsplit CFS-PML, it can reduce the nearly grazing incidence. Numerical experiments show that it has better absorption than typical PML implementations based on second-order wave equation. PMID:26723366
Controllable parabolic-cylinder optical rogue wave
NASA Astrophysics Data System (ADS)
Zhong, Wei-Ping; Chen, Lang; Belić, Milivoj; Petrović, Nikola
2014-10-01
We demonstrate controllable parabolic-cylinder optical rogue waves in certain inhomogeneous media. An analytical rogue wave solution of the generalized nonlinear Schrödinger equation with spatially modulated coefficients and an external potential in the form of modulated quadratic potential is obtained by the similarity transformation. Numerical simulations are performed for comparison with the analytical solutions and to confirm the stability of the rogue wave solution obtained. These optical rogue waves are built by the products of parabolic-cylinder functions and the basic rogue wave solution of the standard nonlinear Schrödinger equation. Such rogue waves may appear in different forms, as the hump and paw profiles.
Exponential rational function method for space-time fractional differential equations
NASA Astrophysics Data System (ADS)
Aksoy, Esin; Kaplan, Melike; Bekir, Ahmet
2016-04-01
In this paper, exponential rational function method is applied to obtain analytical solutions of the space-time fractional Fokas equation, the space-time fractional Zakharov Kuznetsov Benjamin Bona Mahony, and the space-time fractional coupled Burgers' equations. As a result, some exact solutions for them are successfully established. These solutions are constructed in fractional complex transform to convert fractional differential equations into ordinary differential equations. The fractional derivatives are described in Jumarie's modified Riemann-Liouville sense. The exact solutions obtained by the proposed method indicate that the approach is easy to implement and effective.
NASA Astrophysics Data System (ADS)
Bracken, Paul
2010-04-01
A system of evolution equations can be developed from the structure equations for a submanifold embedded in a three-dimensional space. It is seen how these same equations can be obtained from a generalized matrix Lax pair provided a single constraint equation is imposed. This can be done in Euclidean space as well as in Minkowski space. The integrable systems which result from this process can be thought of as generalizing the SO(3) and SO(2,1) Lax pairs which have been studied previously.
Constructing conservation laws for fractional-order integro-differential equations
NASA Astrophysics Data System (ADS)
Lukashchuk, S. Yu.
2015-08-01
In a class of functions depending on linear integro-differential fractional-order variables, we prove an analogue of the fundamental operator identity relating the infinitesimal operator of a point transformation group, the Euler-Lagrange differential operator, and Noether operators. Using this identity, we prove fractional-differential analogues of the Noether theorem and its generalizations applicable to equations with fractional-order integrals and derivatives of various types that are Euler-Lagrange equations. In explicit form, we give fractional-differential generalizations of Noether operators that gives an efficient way to construct conservation laws, which we illustrate with three examples.
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.
NASA Technical Reports Server (NTRS)
Sloss, J. M.; Kranzler, S. K.
1972-01-01
The equivalence of a considered integral equation form with an infinite system of linear equations is proved, and the localization of the eigenvalues of the infinite system is expressed. Error estimates are derived, and the problems of finding upper bounds and lower bounds for the eigenvalues are solved simultaneously.
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…
The coquaternion algebra and complex partial differential equations
NASA Astrophysics Data System (ADS)
Dimiev, Stancho; Konstantinov, Mihail; Todorov, Vladimir
2009-11-01
In this paper we consider the problem of differentiation of coquaternionic functions. Let us recall that coquaternions are elements of an associative non-commutative real algebra with zero divisor, introduced by James Cockle (1849) under the name of split-quaternions or coquaternions. Developing two type complex representations for Cockle algebra (complex and paracomplex ones) we present the problem in a non-commutative form of the δ¯-type holomorphy. We prove that corresponding differentiable coquaternionic functions, smooth and analytic, satisfy PDE of complex, and respectively of real variables. Applications for coquaternionic polynomials are sketched.
NASA Astrophysics Data System (ADS)
Yan, Jurang; Zhao, Aimin; Yan, Weiping
2005-09-01
Sufficient conditions are obtained for the existence and global attractivity of positive periodic solution of an impulsive delay differential equation with Allee effect. The results of this paper improve and generalize noticeably the known theorems in the literature.
Some results on the integral transforms and applications to differential equations
Eltayeb, Hassan; Kilicman, Adem
2010-11-11
In this paper we give some remark about the relationship between Sumudu and Laplace transforms, further; for the comparison purpose, we apply both transforms to solve partial differential equations to see the differences and similarities.
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.
Multilayer neural networks for solving a class of partial differential equations.
He, S; Reif, K; Unbehauen, R
2000-04-01
In this paper, training the derivative of a feedforward neural network with the extended backpropagation algorithm is presented. The method is used to solve a class of first-order partial differential equations for input-to-state linearizable or approximate linearizable systems. The solution of the differential equation, together with the Lie derivatives, yields a change of coordinates. A feedback control law is then designed to keep the system in a desired behavior. The examination of the proposed method, through simulations, exhibits the advantages of it. They include easily and quickly finding approximate solutions for complicated first-order partial differential equations. Therefore, the work presented here can benefit the design of the class of nonlinear control systems, where the nontrivial solutions of the partial differential equations are difficult to find. PMID:10937971
Periodic boundary value problem for a system of ordinary differential equations with impulse effects
NASA Astrophysics Data System (ADS)
Tleulesova, Agila
2016-08-01
In this work, we investigated a nonlinear periodic boundary value problem with impulse effects. We have found some sufficient conditions for existence of isolated solution to periodic boundary value problem for system of nonlinear differential equations with impulse effects.
On testing a subroutine for the numerical integration of ordinary differential equations
NASA Technical Reports Server (NTRS)
Krogh, F. T.
1973-01-01
This paper discusses how to numerically test a subroutine for the solution of ordinary differential equations. Results obtained with a variable order Adams method are given for eleven simple test cases.-
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.
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
NASA Astrophysics Data System (ADS)
Alam Khan, Najeeb; Razzaq, Oyoon Abdul
2016-03-01
In the present work a wavelets approximation method is employed to solve fuzzy boundary value differential equations (FBVDEs). Essentially, a truncated Legendre wavelets series together with the Legendre wavelets operational matrix of derivative are utilized to convert FB- VDE into a simple computational problem by reducing it into a system of fuzzy algebraic linear equations. The capability of scheme is investigated on second order FB- VDE considered under generalized H-differentiability. Solutions are represented graphically showing competency and accuracy of this method.
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.
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.
An Artificial Neural Networks Method for Solving Partial Differential Equations
NASA Astrophysics Data System (ADS)
Alharbi, Abir
2010-09-01
While there already exists many analytical and numerical techniques for solving PDEs, this paper introduces an approach using artificial neural networks. The approach consists of a technique developed by combining the standard numerical method, finite-difference, with the Hopfield neural network. The method is denoted Hopfield-finite-difference (HFD). The architecture of the nets, energy function, updating equations, and algorithms are developed for the method. The HFD method has been used successfully to approximate the solution of classical PDEs, such as the Wave, Heat, Poisson and the Diffusion equations, and on a system of PDEs. The software Matlab is used to obtain the results in both tabular and graphical form. The results are similar in terms of accuracy to those obtained by standard numerical methods. In terms of speed, the parallel nature of the Hopfield nets methods makes them easier to implement on fast parallel computers while some numerical methods need extra effort for parallelization.
Fitting a stochastic partial differential equation to aquifer data
NASA Astrophysics Data System (ADS)
Jones, R. H.
1989-06-01
The steady state two dimensional groundwater flow equation with constant transmissivities was studied by Whittle in 1954 as a stochastic Laplace equation. He showed that the correlation function consisted of a modified Bessel function of the second kind, order 1, multiplied by its argument. This paper uses this pioneering work of Whittle to fit an aquifer head field to unequally spaced observations by maximum likelihood. Observational error is also included in the model. Both the isotropic and anisotropic cases are considered. The fitted field is then calculated on a two dimensional grid together with its standard deviation. The method is closely related to the use of two-dimensional splines for fitting surfaces to irregularly spaced observations.
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.
SDP-based approximation of stabilising solutions for periodic matrix Riccati differential equations
NASA Astrophysics Data System (ADS)
Gusev, Sergei V.; Shiriaev, Anton S.; Freidovich, Leonid B.
2016-07-01
Numerically finding stabilising feedback control laws for linear systems of periodic differential equations is a nontrivial task with no known reliable solutions. The most successful method requires solving matrix differential Riccati equations with periodic coefficients. All previously proposed techniques for solving such equations involve numerical integration of unstable differential equations and consequently fail whenever the period is too large or the coefficients vary too much. Here, a new method for numerical computation of stabilising solutions for matrix differential Riccati equations with periodic coefficients is proposed. Our approach does not involve numerical solution of any differential equations. The approximation for a stabilising solution is found in the form of a trigonometric polynomial, matrix coefficients of which are found solving a specially constructed finite-dimensional semidefinite programming (SDP) problem. This problem is obtained using maximality property of the stabilising solution of the Riccati equation for the associated Riccati inequality and sampling technique. Our previously published numerical comparisons with other methods shows that for a class of problems only this technique provides a working solution. Asymptotic convergence of the computed approximations to the stabilising solution is proved below under the assumption that certain combinations of the key parameters are sufficiently large. Although the rate of convergence is not analysed, it appeared to be exponential in our numerical studies.
NASA Astrophysics Data System (ADS)
Akbari, M. R.; Ganji, D. D.; Rostami, A. K.; Nimafar, M.
2015-03-01
In the present paper a vibrational differential equation governing on a rigid beam on viscoelastic foundation has been investigated. The nonlinear differential equation governing on this vibrating system is solved by a simple and innovative approach, which has been called Akbari-Ganji's method (AGM). AGM is a very suitable computational process and is usable for solving various nonlinear differential equations. Moreover, using AGM which solving a set of algebraic equations, complicated nonlinear equations can easily be solved without any mathematical operations. Also, the damping ratio and energy lost per cycle for three cycles have been investigated. Furthermore, comparisons have been made between the obtained results by numerical method (Runk45) and AGM. Results showed the high accuracy of AGM. The results also showed that by increasing the amount of initial amplitude of vibration ( A), the value of damping ratio will be increased, and the energy lost per cycle decreases by increasing the number of cycle. It is concluded that AGM is a reliable and precise approach for solving differential equations. On the other hand, it is better to say that AGM is able to solve linear and nonlinear differential equations directly in most of the situations. This means that the final solution can be obtained without any dimensionless procedure. Therefore, AGM can be considered as a significant progress in nonlinear sciences.
NASA Astrophysics Data System (ADS)
Irving, A. D.; Dewson, T.
1997-02-01
A new method is described for extracting mixed linear-nonlinear coupled differential equations from multivariate discrete time series data. It is assumed in the present work that the solution of the coupled ordinary differential equations can be represented as a multivariate Volterra functional expansion. A tractable hierarchy of moment equations is generated by operating on a suitably truncated Volterra functional expansion. The hierarchy facilitates the calculation of the coefficients of the coupled differential equations. In order to demonstrate the method's ability to accurately estimate the coefficients of the governing differential equations, it is applied to data derived from the numerical solution of the Lorenz equations with additive noise. The method is then used to construct a dynamic global mid- and high-magnetic latitude ionospheric model where nonlinear phenomena such as period doubling and quenching occur. It is shown that the estimated inhomogeneous coupled second-order differential equation model for the ionospheric foF2 peak plasma density can accurately forecast the future behaviour of a set of ionosonde stations which encompass the earth. Finally, the method is used to forecast the future behaviour of a portfolio of Japanese common stock prices. The hierarchy method can be used to characterise the observed behaviour of a wide class of coupled linear and mixed linear-nonlinear phenomena.
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.
Automatic multirate methods for ordinary differential equations. [Adaptive time steps
Gear, C.W.
1980-01-01
A study is made of the application of integration methods in which different step sizes are used for different members of a system of equations. Such methods can result in savings if the cost of derivative evaluation is high or if a system is sparse; however, the estimation and control of errors is very difficult and can lead to high overheads. Three approaches are discussed, and it is shown that the least intuitive is the most promising. 2 figures.
Choas and instabilities in finite difference approximations to nonlinear differential equations
Cloutman, L. D., LLNL
1998-07-01
The numerical solution of time-dependent ordinary and partial differential equations by finite difference techniques is a common task in computational physics and engineering The rate equations for chemical kinetics in combustion modeling are an important example. They not only are nonlinear, but they tend to be stiff, which makes their solution a challenge for transient problems. We show that one must be very careful how such equations are solved In addition to the danger of large time-marching errors, there can be unphysical chaotic solutions that remain numerically stable for a range of time steps that depends on the particular finite difference method used We point out that the solutions of the finite difference equations converge to those of the differential equations only in the limit as the time step approaches zero for stable and consistent finite difference approximations The chaotic behavior observed for finite time steps in some nonlinear difference equations is unrelated to solutions of the differential equations, but is connected with the onset of numerical instabilities of the finite difference equations This behavior suggests that the use of the theory of chaos in nonlinear iterated maps may be useful in stability anlaysis of finite difference approximations to nonlinear differential equations, providing more stringent time step limits than the formal linear stability analysis that tests only for unbounded solutions This observation implies that apparently stable numerical solutions of nonlinear differential equations by finite difference techniques may in fact be contaminated (if not dominated) by nonphysical chaotic parasitic solutions that degrade the accuracy of the numerical solution We demonstrate this phenomenon with some solutions of the logistic equation and a simple two-dimensional computational fluid dynamics example
NASA Astrophysics Data System (ADS)
Wang, Jing; You, Jiangong
2016-07-01
We study the boundedness of solutions for non-linear quasi-periodic differential equations with Liouvillean frequencies. We proved that if the forcing is quasi-periodic in time with two frequencies which is not super-Liouvillean, then all solutions of the equation are bounded. The proof is based on action-angle variables and modified KAM theory.
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.
An electric-analog simulation of elliptic partial differential equations using finite element theory
Franke, O.L.; Pinder, G.F.; Patten, E.P.
1982-01-01
Elliptic partial differential equations can be solved using the Galerkin-finite element method to generate the approximating algebraic equations, and an electrical network to solve the resulting matrices. Some element configurations require the use of networks containing negative resistances which, while physically realizable, are more expensive and time-consuming to construct. ?? 1982.
Stability and attractivity of periodic solutions of parabolic systems with time delays
NASA Astrophysics Data System (ADS)
Pao, C. V.
2005-04-01
This paper is concerned with the existence, stability, and global attractivity of time-periodic solutions for a class of coupled parabolic equations in a bounded domain. The problem under consideration includes coupled system of parabolic and ordinary differential equations, and time delays may appear in the nonlinear reaction functions. Our approach to the problem is by the method of upper and lower solutions and its associated monotone iterations. The existence of time-periodic solutions is for a class of locally Lipschitz continuous reaction functions without any quasimonotone requirement using Schauder fixed point theorem, while the stability and attractivity analysis is for quasimonotone nondecreasing and mixed quasimonotone reaction functions using the monotone iterative scheme. The results for the general system are applied to the standard parabolic equations without time delay and to the corresponding ordinary differential system. Applications are also given to three Lotka-Volterra reaction diffusion model problems, and in each problem a sufficient condition on the reaction rates is obtained to ensure the stability and global attractivity of positive periodic solutions.
A note on a corrector formula for the numerical solution of ordinary differential equations
NASA Technical Reports Server (NTRS)
Chien, Y.-C.; Agrawal, K. M.
1979-01-01
A new corrector formula for predictor-corrector methods for numerical solutions of ordinary differential equations is presented. Two considerations for choosing corrector formulas are given: (1) the coefficient in the error term and (2) its stability properties. The graph of the roots of an equation plotted against its stability region, of different values, is presented along with the tables that correspond to various corrector equations, including Hamming's and Milne and Reynolds'.
Study of coupled nonlinear partial differential equations for finding exact analytical solutions
Khan, Kamruzzaman; Akbar, M. Ali; Koppelaar, H.
2015-01-01
Exact solutions of nonlinear partial differential equations (NPDEs) are obtained via the enhanced (G′/G)-expansion method. The method is subsequently applied to find exact solutions of the Drinfel'd–Sokolov–Wilson (DSW) equation and the (2+1)-dimensional Painlevé integrable Burgers (PIB) equation. The efficiency of this method for finding these exact solutions is demonstrated. The method is effective and applicable for many other NPDEs in mathematical physics. PMID:26587256
IDSOLVER: A general purpose solver for nth-order integro-differential equations
NASA Astrophysics Data System (ADS)
Gelmi, Claudio A.; Jorquera, Héctor
2014-01-01
Many mathematical models of complex processes may be posed as integro-differential equations (IDE). Many numerical methods have been proposed for solving those equations, but most of them are ad hoc thus new equations have to be solved from scratch for translating the IDE into the framework of the specific method chosen. Furthermore, there is a paucity of general-purpose numerical solvers that free the user from additional tasks.
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…
Some properties of solutions of a functional-differential equation of second order with delay.
Ilea, Veronica Ana; Otrocol, Diana
2014-01-01
Existence, uniqueness, data dependence (monotony, continuity, and differentiability with respect to parameter), and Ulam-Hyers stability results for the solutions of a system of functional-differential equations with delays are proved. The techniques used are Perov's fixed point theorem and weakly Picard operator theory. PMID:24683363
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.
Symmetry and Lie-Frobenius reduction of differential equations
NASA Astrophysics Data System (ADS)
Gaeta, G.
2015-01-01
Twisted symmetries, widely studied in the last decade, have proved to be as effective as standard ones in the analysis and reduction of nonlinear equations. We explain this effectiveness in terms of a Lie-Frobenius reduction; this requires focus not just on the prolonged (symmetry) vector fields, but on the distributions spanned by these and on systems of vector fields in involution in the Frobenius sense, not necessarily spanning a Lie algebra. Research partially supported by MIUR-PRIN program under project 2010-JJ4KPA.
NASA Astrophysics Data System (ADS)
Yang, Xiao-Jun; Srivastava, H. M.; He, Ji-Huan; Baleanu, Dumitru
2013-10-01
In this Letter, we propose to use the Cantor-type cylindrical-coordinate method in order to investigate a family of local fractional differential operators on Cantor sets. Some testing examples are given to illustrate the capability of the proposed method for the heat-conduction equation on a Cantor set and the damped wave equation in fractal strings. It is seen to be a powerful tool to convert differential equations on Cantor sets from Cantorian-coordinate systems to Cantor-type cylindrical-coordinate systems.
Numerical solution of distributed order fractional differential equations by hybrid functions
NASA Astrophysics Data System (ADS)
Mashayekhi, S.; Razzaghi, M.
2016-06-01
In this paper, a new numerical method for solving the distributed fractional differential equations is presented. The method is based upon hybrid functions approximation. The properties of hybrid functions consisting of block-pulse functions and Bernoulli polynomials are presented. The Riemann-Liouville fractional integral operator for hybrid functions is introduced. This operator is then utilized to reduce the solution of the distributed fractional differential equations to a system of algebraic equations. Illustrative examples are included to demonstrate the validity and applicability of the technique.
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.
NASA Astrophysics Data System (ADS)
Tirani, M. Dadkhah; Sohrabi, F.; Almasieh, H.; Kajani, M. Tavassoli
2015-10-01
In this paper, a collocation method based on Taylor polynomials is developed for solving systems linear differential-difference equations with variable coefficients defined in large intervals. By using Taylor polynomials and their properties in obtaining operational matrices, the solution of the differential-difference equation system with given conditions is reduced to the solution of a system of linear algebraic equations. We first divide the large interval into M equal subintervals and then Taylor polynomials solutions are obtained in each interval, separately. Some numerical examples are given and results are compared with analytical solutions and other techniques in the literature to demonstrate the validity and applicability of the proposed method.
Mellin transform approach for the solution of coupled systems of fractional differential equations
NASA Astrophysics Data System (ADS)
Butera, Salvatore; Di Paola, Mario
2015-01-01
In this paper, the solution of a multi-order, multi-degree-of-freedom fractional differential equation is addressed by using the Mellin integral transform. By taking advantage of a technique that relates the transformed function, in points of the complex plane differing in the value of their real part, the solution is found in the Mellin domain by solving a linear set of algebraic equations. The approximate solution of the differential (or integral) equation is restored, in the time domain, by using the inverse Mellin transform in its discretized form.
NASA Astrophysics Data System (ADS)
Hesameddini, Esmail; Rahimi, Azam
2015-05-01
In this article, we propose a new approach for solving fractional partial differential equations with variable coefficients, which is very effective and can also be applied to other types of differential equations. The main advantage of the method lies in its flexibility for obtaining the approximate solutions of time fractional and space fractional equations. The fractional derivatives are described based on the Caputo sense. Our method contains an iterative formula that can provide rapidly convergent successive approximations of the exact solution if such a closed form solution exists. Several examples are given, and the numerical results are shown to demonstrate the efficiency of the newly proposed method.
NASA Technical Reports Server (NTRS)
Rosenbaum, J. S.
1971-01-01
Systems of ordinary differential equations in which the magnitudes of the eigenvalues (or time constants) vary greatly are commonly called stiff. Such systems of equations arise in nuclear reactor kinetics, the flow of chemically reacting gas, dynamics, control theory, circuit analysis and other fields. The research reported develops an A-stable numerical integration technique for solving stiff systems of ordinary differential equations. The method, which is called the generalized trapezoidal rule, is a modification of the trapezoidal rule. However, the method is computationally more efficient than the trapezoidal rule when the solution of the almost-discontinuous segments is being calculated.
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.
Student Parabolic Flight Campaign
NASA Astrophysics Data System (ADS)
Sentse, N. S. M.; Ockels, W. J.
2002-01-01
After the successful Student Parabolic Flight Campaigns held in 1994 and 1995, the European Space Agency resumed their organisation of parabolic flight campaigns, dedicated to students of all ESA member states on an annual basis. The Student Parabolic Flight Campaigns are in order to promote microgravity research among students, tomorrow's scientists, since students can bring new ideas and initiatives to the space industry. Already four parabolic flight campaigns have flown and the 2002 student parabolic flight campaign has just flown in September. Thirty experiments are selected to fly in each campaign using the criteria of originality, demonstration of zero G, technical complexity and outreach performed by the team. Each experiment team consists of four university students. This is the chance for students to have the real weightlessness experience on board of the A300 ZERO-G aircraft. In addition, for one or two of the very best student experiments from each campaign, there will be the possibility to re-fly themselves and their experiment on ESA's Professional Parabolic Flight Campaigns. Eventually, one student experiment will be flying to the International Space Station. Conclusively, students' experiments can get fundamentally new and exciting results!
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.
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.
Wavelet transforms as solutions of partial differential equations
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.
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.
Differential equation of exospheric lateral transport and its application to terrestrial hydrogen
NASA Technical Reports Server (NTRS)
Hodges, R. R., Jr.
1973-01-01
The differential equation description of exospheric lateral transport of Hodges and Johnson is reformulated to extend its utility to light gases. Accuracy of the revised equation is established by applying it to terrestrial hydrogen. The resulting global distributions for several static exobase models are shown to be essentially the same as those that have been computed by Quessette using an integral equation approach. The present theory is subsequently used to elucidate the effects of nonzero lateral flow, exobase rotation, and diurnal tidal winds on the hydrogen distribution. Finally it is shown that the differential equation of exospheric transport is analogous to a diffusion equation. Hence it is practical to consider exospheric transport as a continuation of thermospheric diffusion, a concept that alleviates the need for an artificial exobase dividing thermosphere and exosphere.
U(1)-invariant membranes: The geometric formulation, Abel, and pendulum differential equations
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.
Initial-value problem for a linear ordinary differential equation of noninteger order
Pskhu, Arsen V
2011-04-30
An initial-value problem for a linear ordinary differential equation of noninteger order with Riemann-Liouville derivatives is stated and solved. The initial conditions of the problem ensure that (by contrast with the Cauchy problem) it is uniquely solvable for an arbitrary set of parameters specifying the orders of the derivatives involved in the equation; these conditions are necessary for the equation under consideration. The problem is reduced to an integral equation; an explicit representation of the solution in terms of the Wright function is constructed. As a consequence of these results, necessary and sufficient conditions for the solvability of the Cauchy problem are obtained. Bibliography: 7 titles.
NASA Astrophysics Data System (ADS)
AL-Jawary, M. A.; AL-Qaissy, H. R.
2015-04-01
In this paper, we implement the new iterative method proposed by Daftardar-Gejji and Jafari namely new iterative method (DJM) to solve the linear and non-linear Volterra integro-differential equations and systems of linear and non-linear Volterra integro-differential equations. The applications of the DJM for solving the resulting equations of the non-linear Volterra integro-differential equations forms of the Lane-Emden equations are presented. The Volterra integro-differential equations forms of the Lane-Emden equation overcome the singular behaviour at the origin x = 0 of the original differential equation. Some examples are solved and different cases of the Lane-Emden equations of first kind are presented. Moreover, the DJM is applied to solve the system of the linear and non-linear Volterra integro-differential forms of the Lane-Emden equations. The results demonstrate that the method has many merits such as being derivative-free, and overcoming the difficulty arising in calculating Adomian polynomials to handle the non-linear terms in Adomian Decomposition Method (ADM). It does not require to calculate Lagrange multiplier in Variational Iteration Method (VIM) and no need to construct a homotopy in Homotopy Perturbation Method (HPM) and solve the corresponding algebraic equations.
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.
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.
Solving nonlinear differential equations of Vanderpol, Rayleigh and Duffing by AGM
NASA Astrophysics Data System (ADS)
Akbari, M. R.; Ganji, D. D.; Majidian, A.; Ahmadi, A. R.
2014-06-01
In the present paper, three complicated nonlinear differential equations in the field of vibration, which are Vanderpol, Rayleigh and Duffing equations, have been analyzed and solved completely by Algebraic Method (AGM). Investigating this kind of equations is a very hard task to do and the obtained solution is not accurate and reliable. This issue will be emerged after comparing the achieved solutions by numerical method (Runge-Kutte 4th). Based on the comparisons which have been made between the gained solutions by AGM and numerical method, it is possible to indicate that AGM can be successfully applied for various differential equations particularly for difficult ones. The results reveal that this method is not only very effective and simple, but also reliable, and can be applied for other complicated nonlinear problems.
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.
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.
NASA Technical Reports Server (NTRS)
Joslin, Ronald D.; Streett, Craig L.; Chang, Chau-Lyan
1992-01-01
Spatially evolving instabilities in a boundary layer on a flat plate are computed by direct numerical simulation (DNS) of the incompressible Navier-Stokes equations. In a truncated physical domain, a nonstaggered mesh is used for the grid. A Chebyshev-collocation method is used normal to the wall; finite difference and compact difference methods are used in the streamwise direction; and a Fourier series is used in the spanwise direction. For time stepping, implicit Crank-Nicolson and explicit Runge-Kutta schemes are used to the time-splitting method. The influence-matrix technique is used to solve the pressure equation. At the outflow boundary, the buffer-domain technique is used to prevent convective wave reflection or upstream propagation of information from the boundary. Results of the DNS are compared with those from both linear stability theory (LST) and parabolized stability equation (PSE) theory. Computed disturbance amplitudes and phases are in very good agreement with those of LST (for small inflow disturbance amplitudes). A measure of the sensitivity of the inflow condition is demonstrated with both LST and PSE theory used to approximate inflows. Although the DNS numerics are very different than those of PSE theory, the results are in good agreement. A small discrepancy in the results that does occur is likely a result of the variation in PSE boundary condition treatment in the far field. Finally, a small-amplitude wave triad is forced at the inflow, and simulation results are compared with those of LST. Again, very good agreement is found between DNS and LST results for the 3-D simulations, the implication being that the disturbance amplitudes are sufficiently small that nonlinear interactions are negligible.
A fourth-order box method for solving the boundary layer equations
NASA Technical Reports Server (NTRS)
Wornom, S. F.
1977-01-01
A fourth order box method for calculating high accuracy numerical solutions to parabolic, partial differential equations in two variables or ordinary differential equations is presented. The method is the natural extension of the second order Keller Box scheme to fourth order and is demonstrated with application to the incompressible, laminar and turbulent boundary layer equations. Numerical results for high accuracy test cases show the method to be significantly faster than other higher order and second order methods.
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.
On the solution of elliptic partial differential equations on regions with corners
NASA Astrophysics Data System (ADS)
Serkh, Kirill; Rokhlin, Vladimir
2016-01-01
In this paper we investigate the solution of boundary value problems on polygonal domains for elliptic partial differential equations. We observe that when the problems are formulated as the boundary integral equations of classical potential theory, the solutions are representable by series of elementary functions. In addition to being analytically perspicuous, the resulting expressions lend themselves to the construction of accurate and efficient numerical algorithms. The results are illustrated by a number of numerical examples.
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.
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.
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.
High-order all-optical differential equation solver based on microring resonators.
Tan, Sisi; Xiang, Lei; Zou, Jinghui; Zhang, Qiang; Wu, Zhao; Yu, Yu; Dong, Jianji; Zhang, Xinliang
2013-10-01
We propose and experimentally demonstrate a feasible integrated scheme to solve all-optical differential equations using microring resonators (MRRs) that is capable of solving first- and second-order linear ordinary differential equations with different constant coefficients. Employing two cascaded MRRs with different radii, an excellent agreement between the numerical simulation and the experimental results is obtained. Due to the inherent merits of silicon-based devices for all-optical computing, such as low power consumption, small size, and high speed, this finding may motivate the development of integrated optical signal processors and further extend optical computing technologies. PMID:24081039
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
Stochastic differential equations applied to the study of geophysical and financial time series
NASA Astrophysics Data System (ADS)
Mariani, Maria C.; Tweneboah, Osei K.
2016-02-01
This work is devoted to the study of modeling geophysical and financial time series. We propose a stochastic differential equation arising from the superposition of independent Ornstein-Uhlenbeck processes driven by a Γ(a, b) process. Superposition of independent Γ(a, b) Ornstein-Uhlenbeck processes offers analytic flexibility and provides a class of continuous time processes capable of exhibiting long memory behavior. The stochastic differential equation is applied to geophysics and finance by fitting the superposed Γ(a, b) Ornstein-Uhlenbeck model to typical geophysical and financial time series.
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.
NASA Astrophysics Data System (ADS)
Mel'nikov, A. V.
1996-10-01
Contents Introduction Chapter I. Basic notions and results from contemporary martingale theory §1.1. General notions of the martingale theory §1.2. Convergence (a.s.) of semimartingales. The strong law of large numbers and the law of the iterated logarithm Chapter II. Stochastic differential equations driven by semimartingales §2.1. Basic notions and results of the theory of stochastic differential equations driven by semimartingales §2.2. The method of monotone approximations. Existence of strong solutions of stochastic equations with non-smooth coefficients §2.3. Linear stochastic equations. Properties of stochastic exponentials §2.4. Linear stochastic equations. Applications to models of the financial market Chapter III. Procedures of stochastic approximation as solutions of stochastic differential equations driven by semimartingales §3.1. Formulation of the problem. A general model and its relation to the classical one §3.2. A general description of the approach to the procedures of stochastic approximation. Convergence (a.s.) and asymptotic normality §3.3. The Gaussian model of stochastic approximation. Averaged procedures and their effectiveness Chapter IV. Statistical estimation in regression models with martingale noises §4.1. The formulation of the problem and classical regression models §4.2. Asymptotic properties of MLS-estimators. Strong consistency, asymptotic normality, the law of the iterated logarithm §4.3. Regression models with deterministic regressors §4.4. Sequential MLS-estimators with guaranteed accuracy and sequential statistical inferences Bibliography
Interpreting experimental data on egg production--applications of dynamic differential equations.
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. PMID:23960135
Using the Homotopy Method to Find Periodic Solutions of Forced Nonlinear Differential Equations
ERIC Educational Resources Information Center
Fay, Temple H.; Lott, P. Aaron
2002-01-01
This paper discusses a result of Li and Shen which proves the existence of a unique periodic solution for the differential equation x[dots above] + kx[dot above] + g(x,t) = [epsilon](t) where k is a constant; g is continuous, continuously differentiable with respect to x , and is periodic of period P in the variable t; [epsilon](t) is continuous…
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.
NASA Astrophysics Data System (ADS)
Ahmadian, A.; Ismail, F.; Senu, N.; Salahshour, S.; Suleiman, M.
2016-06-01
The main contribution of the current paper is to obtain new results on the existence and uniqueness of the solution of fractional integro-differential equations under uncertainty with nonlocal conditions. For this purpose, we have used two basic tools, the contraction mapping principle and Krasnoselskii's fixed-point theorem. Indeed, we have considered the original problem involving fuzzy Caputo differentiability, together with fuzzy nonlinear condition.
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.
NASA Astrophysics Data System (ADS)
Chen, Lin-Jie; Ma, Chang-Feng
2010-01-01
This paper proposes a lattice Boltzmann model with an amending function for one-dimensional nonlinear partial differential equations (NPDEs) in the form ut + αuux + βunux + γuxx + δuxxx + ζuxxxx = 0. This model is different from existing models because it lets the time step be equivalent to the square of the space step and derives higher accuracy and nonlinear terms in NPDEs. With the Chapman-Enskog expansion, the governing evolution equation is recovered correctly from the continuous Boltzmann equation. The numerical results agree well with the analytical solutions.
A procedure on the first integrals of second-order nonlinear ordinary differential equations
NASA Astrophysics Data System (ADS)
Yasar, Emrullah; Yıldırım, Yakup
2015-12-01
In this article, we demonstrate the applicability of the integrating factor method to path equation describing minimum drag work, and a special Hamiltonian equation corresponding Riemann zeros for obtaining the first integrals. The effectiveness and powerfullness of this method is verified by applying it for two selected second-order nonlinear ordinary differential equations (NLODEs). As a result integrating factors and first integrals for them are succesfully established. The obtained results show that the integrating factor approach can also be applied to other NLODEs.
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
NASA Astrophysics Data System (ADS)
Bagderina, Yulia Yu
2016-04-01
Scalar second-order ordinary differential equations with cubic nonlinearity in the first-order derivative are considered. Lie symmetries admitted by an arbitrary equation are described in terms of the invariants of this family of equations. Constructing the first integrals is discussed. We study also the equations which have the first integral rational in the first-order derivative.
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.
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…
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…
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.
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.
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…
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…
Period doubling and chaos in partial differential equations for thermosolutal convection
NASA Technical Reports Server (NTRS)
Moore, D. R.; Toomre, J.; Knobloch, E.; Weiss, N. O.
1983-01-01
Numerical experiments on two-dimensional thermosolutal convection reveal a transition from periodic oscillations to chaos through a sequence of period-doubling bifurcations. Within the chaotic region there are narrow periodic windows. This is the first example of period-doubling in solutions of partial differential equations. A truncated model indicates that this behavior is associated with heteroclinic explosions.
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…