Science.gov

Sample records for parabolic differential equations

  1. Spectral Deferred Corrections for Parabolic Partial Differential Equations

    DTIC Science & Technology

    2015-06-08

    stability properties necessary for the solution of stiff differential equations . Furthermore, for large-scale systems, SDC methods are more...the behavior of these schemes with several numerical examples. Spectral Deferred Corrections for Parabolic Partial Differential Equations Daniel...Approved for public release: distribution is unlimited. Keywords: spectral deferred corrections, parabolic partial differential equations , alternating

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

    NASA Technical Reports Server (NTRS)

    Chafee, N.

    1973-01-01

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

  3. 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.

  4. Model Predictive Control for Nonlinear Parabolic Partial Differential Equations

    NASA Astrophysics Data System (ADS)

    Hashimoto, Tomoaki; Yoshioka, Yusuke; Ohtsuka, Toshiyuki

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

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

    SciTech Connect

    Fuhrman, Marco Tessitore, Gianmario

    2005-05-15

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

  6. 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.

  7. NASTRAN solutions of problems described by simultaneous parabolic differential equations

    NASA Technical Reports Server (NTRS)

    Mason, J. B.; Walston, W. H., Jr.

    1975-01-01

    NASTRAN solution techniques are shown for a numerical analysis of a class of coupled vector flow processes described by simultaneous parabolic differential equations. To define one physical problem type where equations of this form arise, the differential equations describing the coupled transfers of heat and mass in mechanical equilibrium with negligible mass average velocity are presented and discussed. Also shown are the equations describing seepage when both electrokinetic and hydrodynamic forces occur. Based on a variational statement of the general problem type, the concepts of scalar transfer elements and parallel element systems are introduced. It is shown that adoptation of these concepts allows the direct use of NASTRAN's existing Laplace type elements for uncoupled flow (the heat transfer elements) for treating multicomponent coupled transfer. Sample problems are included which demonstrate the application of these techniques for both steady-state and transient problems.

  8. Differentiability at lateral boundary for fully nonlinear parabolic equations

    NASA Astrophysics Data System (ADS)

    Ma, Feiyao; Moreira, Diego R.; Wang, Lihe

    2017-09-01

    For fully nonlinear uniformly parabolic equations, the first derivatives regularity of viscosity solutions at lateral boundary is studied under new Dini type conditions for the boundary, which is called Reifenberg Dini conditions and is weaker than usual Dini conditions.

  9. Similarity and generalized finite-difference solutions of parabolic partial differential equations.

    NASA Technical Reports Server (NTRS)

    Clausing, A. M.

    1971-01-01

    Techniques are presented for obtaining generalized finite-difference solutions to partial differential equations of the parabolic type. It is shown that the advantages of similarity in the solution of similar problems are generally not lost if the solution to the original partial differential equations is effected in the physical plane by finite-difference methods. The analysis results in a considerable saving in computational effort in the solution of both similar and nonsimilar problems. Several examples, including both the heat-conduction equation and the boundary-layer equations, are given. The analysis also provides a practical means of estimating the accuracy of finite-difference solutions to parabolic equations.

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

    NASA Astrophysics Data System (ADS)

    Guiaş, Flavius

    2016-12-01

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

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

    NASA Astrophysics Data System (ADS)

    Khairullin, Ermek

    2016-08-01

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

  12. A new explicit method for the numerical solution of parabolic differential equations

    NASA Technical Reports Server (NTRS)

    Satofuka, N.

    1983-01-01

    A new method is derived for solving parabolic partial differential equations arising in transient heat conduction or in boundary-layer flows. The method is based on a combination of the modified differential quadrature (MDQ) method with the rational Runge-Kutta time-integration scheme. It is fully explicit, requires no matrix inversion, and is stable for any time-step for the heat equations. Burgers equation and the one- and two-dimensional heat equations are solved to demonstrate the accuracy and efficiency of the proposed algorithm. The present method is found to be very accurate and efficient when results are compared with analytic solutions.

  13. 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.

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

    NASA Astrophysics Data System (ADS)

    Clelland, Jeanne Nielsen

    1996-08-01

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

  15. An explicit Lyapunov function for reflection symmetric parabolic partial differential equations on the circle

    NASA Astrophysics Data System (ADS)

    Fiedler, B.; Grotta-Ragazzo, C.; Rocha, C.

    2014-06-01

    An explicit Lyapunov function is constructed for scalar parabolic reaction-advection-diffusion equations under periodic boundary conditions. The non-linearity is assumed to be even with respect to the advection term. The method followed was originally suggested by H. Matano for, and limited to, separated boundary conditions. Bibliography: 20 titles.

  16. L{sup p} Theory for Super-Parabolic Backward Stochastic Partial Differential Equations in the Whole Space

    SciTech Connect

    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.

  17. Spectral methods in time for a class of parabolic partial differential equations

    SciTech Connect

    Ierley, G. ); Spencer, B. ); Worthing, R. )

    1992-09-01

    In this paper, we introduce a fully spectral solution for the partial differential equation u[sub t] + uu[sub x] + vu[sub xx] + [mu]u[sub xxx] + [lambda]u[sub xxxx] = O. For periodic boundary conditions in space, the use of a Fourier expansion in x admits of a particularly efficient algorithm with respect to expansion of the time dependence in a Chebyshev series. Boundary conditions other than periodic may still be treated with reasonable, though lesser, efficiency. for all cases, very high accuracy is attainable at moderate computational cost relative to the expense of variable order finite difference methods in time. 14 refs., 9 figs.

  18. Semilinear Parabolic Equations with Preisach Hysteresis

    NASA Astrophysics Data System (ADS)

    Little, Thomas Dan

    A coupled system consisting of a nonlinear parabolic partial differential equation and a family of ordinary differential equations is realized as an abstract Cauchy problem. We establish coercivity and accretiveness estimates for the multi-valued operator in the abstract Cauchy problem, and then apply the Crandall-Liggett theorem to recover the integral solution for the abstract Cauchy problem. A special case of the coupled system corresponds to the Super -Stefan problem, i.e. the delayed phase transition model for a material subjected to super-heating and super-cooling. In this case, the nonlinearity in the parabolic partial differential equation appears as the time derivative of a simple relay hysteresis functional produced by one member of the family of ordinary differential equations. Another special case of the coupled system corresponds to a one-dimensional derivation from Maxwell's equations for a ferromagnetic body under slowly varying field conditions. In this case, the nonlinearity is the time derivative of the classical Preisach hysteresis functional, and the family of ordinary differential equations produce a family of simple relay hysteresis functionals present in the construction of the Preisach hysteresis functional.

  19. THREE-POINT BACKWARD FINITE DIFFERENCE METHOD FOR SOLVING A SYSTEM OF MIXED HYPERBOLIC-PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS. (R825549C019)

    EPA Science Inventory

    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...

  20. A New Error Bound for Reduced Basis Approximation of Parabolic Partial Differential Equations

    DTIC Science & Technology

    2012-01-26

    AUTHOR(S) 5d. PROJECT NUMBER 5e. TASK NUMBER 5f. WORK UNIT NUMBER 7. PERFORMING ORGANIZATION NAME(S) AND ADDRESS(ES) Massachusetts Institute of...Technology,Department of Mechanical Engineering,Cambridge,MA,02139 8. PERFORMING ORGANIZATION REPORT NUMBER 9. SPONSORING/MONITORING AGENCY NAME(S) AND...croissance exponentielle en eµ1T et qui sont donc inutilisables en pratique . 1. Space-time formulation We first formulate a general linear parabolic

  1. Iterative operator-splitting methods with higher-order time integration methods and applications for parabolic partial differential equations

    NASA Astrophysics Data System (ADS)

    Geiser, Jürgen

    2008-07-01

    In this paper we design higher-order time integrators for systems of stiff ordinary differential equations. We combine implicit Runge-Kutta and BDF methods with iterative operator-splitting methods to obtain higher-order methods. The idea of decoupling each complicated operator in simpler operators with an adapted time scale allows to solve the problems more efficiently. We compare our new methods with the higher-order fractional-stepping Runge-Kutta methods, developed for stiff ordinary differential equations. The benefit is the individual handling of each operator with adapted standard higher-order time integrators. The methods are applied to equations for convection-diffusion reactions and we obtain higher-order results. Finally we discuss the applications of the iterative operator-splitting methods to multi-dimensional and multi-physical problems.

  2. Orbit Connections in a Parabolic Equation.

    DTIC Science & Technology

    1983-04-01

    Departamento de Matematica , 13560, Slo Carlos, S.P. Brasil. This research has been supported in part by CAPES-qoordena~io de Aperfeiqoamento de Pessoal...de Nivel Superior , Brasilia, D.F., Brasil under contract Proc. #3056/78. 1k ORBIT CONNECTIONS IN A PARABOLIC EQUATION by Jack K. Hale and Arnaldo S

  3. Generation of three-dimensional body-fitted grids by solving hyperbolic and parabolic partial differential equations

    NASA Technical Reports Server (NTRS)

    Steger, Joseph L.

    1989-01-01

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

  4. Asymptotic behaviour of solutions of semilinear parabolic equations

    SciTech Connect

    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.

  5. Improved Parabolization of the Euler Equations

    DTIC Science & Technology

    2013-05-01

    generalization of linear stability theory call the parabolized stability equations ( PSE ).10 PSE can partially capture nonparallel and nonlinear effects...and has been shown to accurately model many convectively unstable flows. In particular, our group has previously shown that linear PSE can produce...mode analysis. The efficiency of PSE is achieved by using a spatial marching technique in the streamwise direction. Initial conditions are specified

  6. Reverberation Modelling Using a Parabolic Equation Method

    DTIC Science & Technology

    2012-10-01

    Canada Reverberation Modelling using a Parabolic Equation Method Mr. Craig A. Hamm Dr. Gary H. Brooke Dr. David J. Thomson Mr. Martin L. Taillefer...number: W7707-125517/001/HAL Scientific Authority: Dr. Dale D. Ellis This page intentionally left blank. Reverberation ...model ‘PECan’ is used to determine the feasibility of computing reverberation and target echo fields in various ocean waveguides. Calculations are

  7. Stability in terms of two measures for a class of semilinear impulsive parabolic equations

    SciTech Connect

    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.

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

    NASA Astrophysics Data System (ADS)

    Vassiliev, V. A.

    2016-10-01

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

  9. Numerical Schemes for Rough Parabolic Equations

    SciTech Connect

    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.

  10. Nonlinear Parabolic Equations Involving Measures as Initial Conditions.

    DTIC Science & Technology

    1981-09-01

    CHART N N N Afl4Uf’t 1N II Il MRC Technical Summary Report # 2277 0 NONLINEAR PARABOLIC EQUATIONS INVOLVING MEASURES AS INITIAL CONDITIONS I Haim Brezis ...NONLINEAR PARABOLIC EQUATIONS INVOLVING MEASURES AS INITIAL CONDITIONS Haim Brezis and Avner Friedman Technical Summary Report #2277 September 1981...with NRC, and not with the authors of this report. * 𔃾s ’a * ’ 4| NONLINEAR PARABOLIC EQUATIONS INVOLVING MEASURES AS INITIAL CONDITIONS Haim Brezis

  11. Upper bounds for parabolic equations and the Landau equation

    NASA Astrophysics Data System (ADS)

    Silvestre, Luis

    2017-02-01

    We consider a parabolic equation in nondivergence form, defined in the full space [ 0 , ∞) ×Rd, with a power nonlinearity as the right-hand side. We obtain an upper bound for the solution in terms of a weighted control in Lp. This upper bound is applied to the homogeneous Landau equation with moderately soft potentials. We obtain an estimate in L∞ (Rd) for the solution of the Landau equation, for positive time, which depends only on the mass, energy and entropy of the initial data.

  12. Non-local quasi-linear parabolic equations

    NASA Astrophysics Data System (ADS)

    Amann, H.

    2005-12-01

    This is a survey of the most common approaches to quasi-linear parabolic evolution equations, a discussion of their advantages and drawbacks, and a presentation of an entirely new approach based on maximal L_p regularity. The general results here apply, above all, to parabolic initial-boundary value problems that are non-local in time. This is illustrated by indicating their relevance for quasi-linear parabolic equations with memory and, in particular, for time-regularized versions of the Perona-Malik equation of image processing.

  13. Higher order parabolic approximations of the reduced wave equation

    NASA Technical Reports Server (NTRS)

    Mcaninch, G. L.

    1986-01-01

    Asymptotic solutions of order k to the nth are developed for the reduced wave equation. Here k is a dimensionless wave number and n is the arbitrary order of the approximation. These approximations are an extension of geometric acoustics theory, and provide corrections to that theory in the form of multiplicative functions which satisfy parabolic partial differential equations. These corrections account for the diffraction effects caused by variation of the field normal to the ray path and the interaction of these transverse variations with the variation of the field along the ray. The theory is applied to the example of radiation from a piston, and it is demonstrated that the higher order approximations are more accurate for decreasing values of k.

  14. Approximate controllability of a system of parabolic equations with delay

    NASA Astrophysics Data System (ADS)

    Carrasco, Alexander; Leiva, Hugo

    2008-09-01

    In this paper we give necessary and sufficient conditions for the approximate controllability of the following system of parabolic equations with delay: where [Omega] is a bounded domain in , D is an n×n nondiagonal matrix whose eigenvalues are semi-simple with nonnegative real part, the control and B[set membership, variant]L(U,Z) with , . The standard notation zt(x) defines a function from [-[tau],0] to (with x fixed) by zt(x)(s)=z(t+s,x), -[tau][less-than-or-equals, slant]s[less-than-or-equals, slant]0. Here [tau][greater-or-equal, slanted]0 is the maximum delay, which is supposed to be finite. We assume that the operator is linear and bounded, and [phi]0[set membership, variant]Z, [phi][set membership, variant]L2([-[tau],0];Z). To this end: First, we reformulate this system into a standard first-order delay equation. Secondly, the semigroup associated with the first-order delay equation on an appropriate product space is expressed as a series of strongly continuous semigroups and orthogonal projections related with the eigenvalues of the Laplacian operator (); this representation allows us to reduce the controllability of this partial differential equation with delay to a family of ordinary delay equations. Finally, we use the well-known result on the rank condition for the approximate controllability of delay system to derive our main result.

  15. On numerical solution of multipoint NBVP for hyperbolic-parabolic equations with Neumann condition

    NASA Astrophysics Data System (ADS)

    Ashyralyev, Allaberen; Ozdemir, Yildirim

    2012-08-01

    A numerical method is proposed for solving multi-dimensional hyperbolic-parabolic differential equations with the nonlocal boundary condition in t and Neumann condition in space variables. The first and second orders of accuracy difference schemes are presented. The stability estimates for the solution and its first and second orders difference derivatives are established. A procedure of modified Gauss elimination method is used for solving these difference schemes in the case of a one-dimensional hyperbolic-parabolic differential equations with variable in x coefficients.

  16. a Note on Difference Schemes of Nonlocal Boundary Value Problems for Hyperbolic-Parabolic Equations

    NASA Astrophysics Data System (ADS)

    Ashyralyev, Allaberen; Ozdemir, Yildirim

    2010-11-01

    A numerical method is proposed for solving multi-dimensional hyperbolic-parabolic differential equations with the nonlocal boundary condition in t and Dirichlet condition in space variables. The first and second orders of accuracy difference schemes are presented. The stability estimates for the solution and its first- and second-orders difference derivatives are established. A procedure of modified Gauss elimination method is used for solving these difference schemes in the case of a one-dimensional hyperbolic-parabolic partial differential equations with variable in x coefficients.

  17. 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.

  18. Calderón-Zygmund estimates for parabolic measure data equations

    NASA Astrophysics Data System (ADS)

    Baroni, Paolo; Habermann, Jens

    We consider parabolic equations of the type u-div A(x,t,Du)=μ having a Radon measure on the right-hand side and prove fractional integrability and differentiability results of Calderón-Zygmund type for weak solutions. We extend some of the integrability results for elliptic equations achieved by G. Mingione (2007) [24] to the parabolic setting and locally recover the integrability results of L. Boccardo, A. Dall'Aglio, T. Gallouët, and L. Orsina (1997) in [5].

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

    NASA Astrophysics Data System (ADS)

    Chang-Lara, Héctor A.; Dávila, Gonzalo

    2016-03-01

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

  20. A method for the spatial discretization of parabolic equations in one space variable

    SciTech Connect

    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.

  1. Highly oscillatory waves in quasilinear hyperbolic-parabolic coupled equations

    NASA Astrophysics Data System (ADS)

    Meng, Yiping; Wang, Ya-Guang

    2017-08-01

    In this paper, we study the Cauchy problem for a two-speed quasi-linear hyperbolic-parabolic coupled system in several space variables with highly oscillatory initial data and small viscosity. By means of nonlinear geometric optics, we derive the asymptotic expansions of oscillatory waves and deduce that the leading oscillation profiles satisfy quasilinear hyperbolic-parabolic coupled equations with integral terms, from which we obtain that the oscillations of the solutions to the hyperbolic-parabolic equations are propagated along the characteristics of the hyperbolic operators, and partial profiles of oscillations are dissipated by the parabolic effect of the system. Furthermore, by using the energy method in weighted spaces, we rigorously justify the asymptotic expansion and obtain the existence of the highly oscillatory solutions in a time interval independent of the wavelength. Finally, we use this general result to study the behavior of oscillatory waves in the one dimensional compressible viscous flows and in a two-dimensional hyperbolic-parabolic system.

  2. Anisotropic uniqueness classes for a degenerate parabolic equation

    SciTech Connect

    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.

  3. On an algorithm for solving parabolic and elliptic equations

    NASA Astrophysics Data System (ADS)

    D'Ascenzo, N.; Saveliev, V. I.; Chetverushkin, B. N.

    2015-08-01

    The present-day rapid growth of computer power, in particular, parallel computing systems of ultrahigh performance requires a new approach to the creation of models and solution algorithms for major problems. An algorithm for solving parabolic and elliptic equations is proposed. The capabilities of the method are demonstrated by solving astrophysical problems on high-performance computer systems with massive parallelism.

  4. The use of the Adomian decomposition method for solving a parabolic equation with temperature overspecification

    NASA Astrophysics Data System (ADS)

    Dehghan, Mehdi; Tatari, Mehdi

    2006-03-01

    Certain types of physical problems can be modelled by a parabolic partial differential equation with temperature overspecification. In this work, the Adomian decomposition method is used to solve the two-dimensional (or three-dimensional) parabolic partial differential equation subject to the overspecification at a point in the spatial domain. This analytic technique can also be used to provide a numerical approximation for the problem without linearization or discretization. The Adomian decomposition procedure does not need to solve any linear or nonlinear system of algebraic equations. It finds the solution in a rapid convergent series. Some theoretical behaviours of the method are investigated. To support the theoretical discussion and show the superiority of the method, two test problems are given and the numerical results are presented.

  5. Parabolic approximation method for the mode conversion-tunneling equation

    SciTech Connect

    Phillips, C.K.; Colestock, P.L.; Hwang, D.Q.; Swanson, D.G.

    1987-07-01

    The derivation of the wave equation which governs ICRF wave propagation, absorption, and mode conversion within the kinetic layer in tokamaks has been extended to include diffraction and focussing effects associated with the finite transverse dimensions of the incident wavefronts. The kinetic layer considered consists of a uniform density, uniform temperature slab model in which the equilibrium magnetic field is oriented in the z-direction and varies linearly in the x-direction. An equivalent dielectric tensor as well as a two-dimensional energy conservation equation are derived from the linearized Vlasov-Maxwell system of equations. The generalized form of the mode conversion-tunneling equation is then extracted from the Maxwell equations, using the parabolic approximation method in which transverse variations of the wave fields are assumed to be weak in comparison to the variations in the primary direction of propagation. Methods of solving the generalized wave equation are discussed. 16 refs.

  6. Parametrically defined differential equations

    NASA Astrophysics Data System (ADS)

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

    2017-01-01

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

  7. PE Workshop II. Proceedings of the Second Parabolic Equation Workshop

    DTIC Science & Technology

    1993-01-01

    pp. 21-28. [11 ] M. D. Feit and J. A. Fleck, Jr., "Computation of mode properties in optical fiber waveguides by a propagating beam method," Appl...that are, at best, only typical of that region of the worlds oceans. Ocean bottom properties obtained from historical data bases are usually less...the first term of a geometric- optical series," Comm. Pure and Appl. Math. 4, 105-115. Brock, H. K. (1975). "The AESD parabolic equation model," AESD TN

  8. Experimental testing of the variable rotated elastic parabolic equation.

    PubMed

    Simpson, Harry J; Collis, Jon M; Soukup, Raymond J; Collins, Michael D; Siegmann, William L

    2011-11-01

    A series of laboratory experiments was conducted to obtain high-quality data for acoustic propagation in shallow water waveguides with sloping elastic bottoms. Accurate modeling of transmission loss in these waveguides can be performed with the variable rotated parabolic equation method. Results from an earlier experiment with a flat or sloped slab of polyvinyl chloride (PVC) demonstrated the necessity of accounting for elasticity in the bottom and the ability of the model to produce benchmark-quality agreement with experimental data [J. M. Collis et al., J. Acoust. Soc. Am. 122, 1987-1993 (2007)]. This paper presents results of a second experiment, using two PVC slabs joined at an angle to create a waveguide with variable bottom slope. Acoustic transmissions over the 100-300 kHz band were received on synthetic horizontal arrays for two source positions. The PVC slabs were oriented to produce three different simulated waveguides: flat bottom followed by downslope, upslope followed by flat bottom, and upslope followed by downslope. Parabolic equation solutions for treating variable slopes are benchmarked against the data.

  9. Transition between free-space Helmholtz equation solutions with plane sources and parabolic wave equation solutions.

    PubMed

    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.

  10. Solving parabolic and hyperbolic equations by the generalized finite difference method

    NASA Astrophysics Data System (ADS)

    Benito, J. J.; Urena, F.; Gavete, L.

    2007-12-01

    Classical finite difference schemes are in wide use today for approximately solving partial differential equations of mathematical physics. An evolution of the method of finite differences has been the development of generalized finite difference (GFD) method, that can be applied to irregular grids of points. In this paper the extension of the GFD to the explicit solution of parabolic and hyperbolic equations has been developed for partial differential equations with constant coefficients in the cases of considering one, two or three space dimensions. The convergence of the method has been studied and the truncation errors over irregular grids are given. Different examples have been solved using the explicit finite difference formulae and the criterion of stability. This has been expressed in function of the coefficients of the star equation for irregular clouds of nodes in one, two or three space dimensions. The numerical results show the accuracy obtained over irregular grids. This paper also includes the study of the maximum local error and the global error for different examples of parabolic and hyperbolic time-dependent equations.

  11. Eigenfunction expansions for a fundamental solution of Laplace’s equation on R3 in parabolic and elliptic cylinder coordinates

    NASA Astrophysics Data System (ADS)

    Cohl, H. S.; Volkmer, H.

    2012-09-01

    A fundamental solution of Laplace’s equation in three dimensions is expanded in harmonic functions that are separated in parabolic or elliptic cylinder coordinates. There are two expansions in each case which reduce to expansions of the Bessel functions J0(kr) or K0(kr), r2 = (x - x0)2 + (y - y0)2, in parabolic and elliptic cylinder harmonics. Advantage is taken of the fact that K0(kr) is a fundamental solution and J0(kr) is the Riemann function of partial differential equations on the Euclidean plane.

  12. 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.

  13. Nonlinear differential equations

    SciTech Connect

    Dresner, L.

    1988-01-01

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

  14. Nonlocal operators, parabolic-type equations, and ultrametric random walks

    SciTech Connect

    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.

  15. Rubel's universal differential equation

    PubMed Central

    Duffin, R. J.

    1981-01-01

    Fourth-order differential equations such as 16y′my′2 - 32ymyny′ + 17y03 = 0 are developed. It is shown that the equation is “universal” in the sense that any continuous function can be approximated with arbitrary accuracy over the whole x axis by a solution y(x) of the equation. This solution is a piecewise polynomial of degree 9 and of class C4. PMID:16593068

  16. Comparison of Different Implementation Options for Density Discontinuity in Split Step Fourier Parabolic Equation Models

    DTIC Science & Technology

    2014-03-01

    method to the numerical solution of nonlinear and variable coefficient wave equations ,” SIAM, vol. 15, no. 2, pp. 423, Apr. 1973. [3] D. Lee and S. T...DIFFERENT IMPLEMENTATION OPTIONS FOR DENSITY DISCONTINUITY IN SPLIT– STEP FOURIER PARABOLIC EQUATION MODELS by Matthew D. Owens March 2014...FOR DENSITY DISCONTINUITY IN SPLIT–STEP FOURIER PARABOLIC EQUATION MODELS 5. FUNDING NUMBERS 6. AUTHOR(S) Matthew D. Owens 7. PERFORMING

  17. 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.

  18. Three-dimensional parabolic equation modeling of mesoscale eddy deflection.

    PubMed

    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.

  19. Range-dependent reverberation modeling with the parabolic equation

    NASA Astrophysics Data System (ADS)

    Ratilal, Purnima; Lee, Sunwoong; Makris, Nicholas C.

    2003-10-01

    Propagation and scattering are generally convolved in a waveguide. For scatterers small compared to the wavelength, however, the waveguide Green functions to and from the scatterer can be separated from the free space scattering amplitude [Ratilal et al., J. Acoust. Soc. Am. 112, 1797-1816 (2002)]. In this case, waveguide scattering can be modeled using efficient and accurate range-dependent methods such as the parabolic equation (PE) for the waveguide Green function. This approach is implemented for scattering from small particles in the water column and seabed at arbitrary bistatic orientations. Scenarios investigated involving targets of large impedance contrast include scattering from bubbles and fish schools. When the Rayleigh-Born single scatter approximation is valid, PE-based range-dependent scattering can also be used to scatter from elemental water-column and seabed inhomogeneities. This approach is used to model bistatic reverberation from the water column and seabed including returns arising from both diffuse and discrete scattering processes. The former is associated with smoothly decaying reverberation, the latter with clutter. Also, the possibility that internal waves may lead to discrete seafloor scattering returns by focusing energy on the ocean bottom is also investigated with this model.

  20. SIMULTANEOUS DIFFERENTIAL EQUATION COMPUTER

    DOEpatents

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

    1960-05-10

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

  1. Stochastic differential equations

    SciTech Connect

    Sobczyk, K. )

    1990-01-01

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

  2. Ordinary Differential Equations

    NASA Astrophysics Data System (ADS)

    Britz, Dieter

    In this chapter, the numerical solution of ordinary differential equations (odes) will be described. There is a direct connection between this area and that of partial differential equations (pdes), as noted in, for example [558]. The ode field is large; but here we restrict ourselves to those techniques that appear again in the pde field. Readers wishing greater depth than is presented here can find it in the great number of texts on the subject, such as the classics by Lapidus & Seinfeld [351], Gear [264] or Jain [314];there is a very clear chapter in Gerald [266].

  3. Renewed studies on the unsteady boundary layers governed by singular parabolic equations

    NASA Astrophysics Data System (ADS)

    Wang, J. C. T.

    1985-06-01

    Two classic problems in unsteady boundary layers, the Stewartson and the Lam and Crocco problems, are formulated with a unified new semi-similar transformation using velocity and static enthalpy as dependent variables. By this formulation, the resulting governing equations - singular parabolic in nature - for these two physically different problems are shown to closely resemble one another in all essential aspects. For both cases, the domain of the streamwise independent variable is mapped onto (0, 1) for all t. The existence of the Reynolds analogy and the exact energy integral are given; their relations are shown to be different from those in the steady boundary layers. Uniformly valid solutions are shown to be obtainable, accurately, by a standard relaxation method commonly applied to the solution of elliptical partial differential equations. Characteristics of the transition from non-similar solutions to downstream similar solutions are discussed.

  4. Crank-Nicholson difference scheme for a stochastic parabolic equation with a dependent operator coefficient

    NASA Astrophysics Data System (ADS)

    Ashyralyev, Allaberen; Okur, Ulker

    2016-08-01

    In the present paper, the Crank-Nicolson difference scheme for the numerical solution of the stochastic parabolic equation with the dependent operator coefficient is considered. Theorem on convergence estimates for the solution of this difference scheme is established. In applications, convergence estimates for the solution of difference schemes for the numerical solution of three mixed problems for parabolic equations are obtained. The numerical results are given.

  5. Crank-Nicholson difference scheme for a stochastic parabolic equation with a dependent operator coefficient

    SciTech Connect

    Ashyralyev, Allaberen; Okur, Ulker

    2016-08-10

    In the present paper, the Crank-Nicolson difference scheme for the numerical solution of the stochastic parabolic equation with the dependent operator coefficient is considered. Theorem on convergence estimates for the solution of this difference scheme is established. In applications, convergence estimates for the solution of difference schemes for the numerical solution of three mixed problems for parabolic equations are obtained. The numerical results are given.

  6. 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…

  7. 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…

  8. 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…

  9. Perturbed nonlinear differential equations

    NASA Technical Reports Server (NTRS)

    Proctor, T. G.

    1974-01-01

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

  10. NORDA Parabolic Equation Workshop, 31 March - 3 April 1981

    DTIC Science & Technology

    1982-09-01

    equation). These forms will follow as a result of approximations to the pseudo-differential operator Q, whose properties preclude the solution of GPE itself...horizontal range in kin, a id Cd(r) is the soun , speed (mis) at the bottom of the duct. There are three pirts to this test case as defined by the receiver...a * very powerful, efficient, and accurate predictor of sound transmission properties . This was borne out in those test cases for which there was an

  11. On some general properties of parabolic conservation equations

    SciTech Connect

    Dresner, L.

    1993-10-01

    This report deals with certain general properties of partial differential equations of the form S(c)c{sub t} + q{sub z} = Q(c), where t may thought of as time, z as distance, c as an intensive quantity (e.g., temperature), and q its flux (e.g., heat flux), and where q depends on both c and c{sub z}. Six topics are studied, namely: Maximum and minimum principles; ordering of solutions; invariance to stretching (affine) groups; stability of steady states; comparability of solutions; and traveling wave solutions. Illustrative examples are given from the field of nonlinear diffusion, applied superconductivity, and helium cryogenics.

  12. 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.

  13. Heteroclinic orbits between rotating waves of semilinear parabolic equations on the circle

    NASA Astrophysics Data System (ADS)

    Fiedler, Bernold; Rocha, Carlos; Wolfrum, Matthias

    We investigate heteroclinic orbits between equilibria and rotating waves for scalar semilinear parabolic reaction-advection-diffusion equations with periodic boundary conditions. Using zero number properties of the solutions and the phase shift equivariance of the equation, we establish a necessary and sufficient condition for the existence of a heteroclinic connection between any pair of hyperbolic equilibria or rotating waves.

  14. Perturbed nonlinear differential equations

    NASA Technical Reports Server (NTRS)

    Proctor, T. G.

    1972-01-01

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

  15. Two parabolic equations for propagation in layered poro-elastic media.

    PubMed

    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.

  16. Some blow-up problems for a semilinear parabolic equation with a potential

    NASA Astrophysics Data System (ADS)

    Cheng, Ting; Zheng, Gao-Feng

    The blow-up rate estimate for the solution to a semilinear parabolic equation u=Δu+V(x)|u in Ω×(0,T) with 0-Dirichlet boundary condition is obtained. As an application, it is shown that the asymptotic behavior of blow-up time and blow-up set of the problem with nonnegative initial data u(x,0)=Mφ(x) as M goes to infinity, which have been found in [C. Cortazar, M. Elgueta, J.D. Rossi, The blow-up problem for a semilinear parabolic equation with a potential, preprint, arXiv: math.AP/0607055, July 2006], is improved under some reasonable and weaker conditions compared with [C. Cortazar, M. Elgueta, J.D. Rossi, The blow-up problem for a semilinear parabolic equation with a potential, preprint, arXiv: math.AP/0607055, July 2006].

  17. Linear Parabolic Equations with a Singular Lower Order Coefficient.

    DTIC Science & Technology

    1982-11-01

    J0 21 fL (r (y-z),t-s) - r (Y-z,te-s))s- 1(g(z,g) - g(y,s))dzda0 yy 3 I: IV zotimating these terms, using (2.14), we get II 4 coff Ct-8) -1 .xp(ci -s W...Science Foundation under . Grant No. MCS-7927062, Mod. 2. SIGNIFICANCE AND EXPLANATION This report was motivated by the study of free boundary value...in the conveni-fitoatin of the nonlinear parabolic problem studied in NRC Technical Summary Report #2354. ...’"( II 2;* p ci s_-A:eson _For C , , - C

  18. Galerkin/Runge-Kutta discretizations of nonlinear parabolic equations

    NASA Astrophysics Data System (ADS)

    Hansen, Eskil

    2007-08-01

    Global error bounds are derived for full Galerkin/Runge-Kutta discretizations of nonlinear parabolic problems, including the evolution governed by the p-Laplacian with p[greater-or-equal, slanted]2. The analysis presented here is not based on linearization procedures, but on the fully nonlinear framework of logarithmic Lipschitz constants and an extended B-convergence theory. The global error is bounded in L2 by [Delta]xr/2+[Delta]tq, where r is the convergence order of the Galerkin method applied to the underlying stationary problem and q is the stiff order of the algebraically stable Runge-Kutta method.

  19. Eigenfunction approach to the Green's function parabolic equation in outdoor sound: A tutorial.

    PubMed

    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.

  20. Finite Difference Time Marching in the Frequency Domain: A Parabolic Formulation for the Convective Wave Equation

    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.

  1. Dirichlet Boundary Control of Semilinear Parabolic Equations Part 2: Problems with Pointwise State Constraints

    SciTech Connect

    Arada, N.; Raymond, J.-P. raymond@mip.ups-tlse.fr

    2002-07-01

    This paper is the continuation of the paper 'Dirichlet boundary control of semilinear parabolic equations. Part 1: Problems with no state constraints'. It is concerned with an optimal control problem with distributed and Dirichlet boundary controls for semilinear parabolic equations, in the presence of pointwise state constraints. We first obtain approximate optimality conditions for problems in which state constraints are penalized on subdomains. Next by using a decomposition theorem for some additive measures (based on the Stone-Cech compactification), we pass to the limit and recover Pontryagin's principles for the original problem.

  2. Numerical solution of the stochastic parabolic equation with the dependent operator coefficient

    SciTech Connect

    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.

  3. The solvability of the first initial-boundary problem for parabolic and degenerate parabolic equations in domains with a conical point

    SciTech Connect

    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.

  4. Random Rays, Geometric Acoustics, and the Parabolic Wave Equation

    DTIC Science & Technology

    1984-03-01

    5). Of course. Nelson’s theory is a stochastic version of the Schrodinger equation of quantum mechanics, but this equation is formally identical... equation is just the Schrodinger equation of quantum mechanics, and since we expect ray theory to be meaningful when k »1, i.e., when 1/k « 1, where (1/k...Wave Equation 5. TYPE OF REPORT & PERIOD COVERED TECHNICAL 6. PERFORMING 07G. REPORT NUMBER LAP-4 7. AUTHORfj; Thad Dankel, Jr. 8

  5. Solution blow-up for a class of parabolic equations with double nonlinearity

    SciTech Connect

    Korpusov, Maxim O

    2013-03-31

    We consider a class of parabolic-type equations with double nonlinearity and derive sufficient conditions for finite time blow-up of its solutions in a bounded domain under the homogeneous Dirichlet condition. To prove the solution blow-up we use a modification of Levine's method. Bibliography: 13 titles.

  6. The asymptotics of a solution of a parabolic equation as time increases without bound

    SciTech Connect

    Degtyarev, Denis O; Il'in, Arlen M

    2012-11-30

    A boundary-value problem for a second order parabolic equation on a half-line is considered. A uniform asymptotic approximation to a solution to within any power of t{sup -1} is constructed and substantiated. Bibliography: 8 titles.

  7. ɛ-neighbourhoods of orbits of parabolic diffeomorphisms and cohomological equations

    NASA Astrophysics Data System (ADS)

    Resman, Maja

    2014-12-01

    In this article, we study the analyticity of (directed) areas of ɛ-neighbourhoods of orbits of parabolic germs. The article is motivated by the question of analytic classification using ɛ-neighbourhoods of orbits in the simplest formal class. We show that the coefficient in front of the ɛ2 term in the asymptotic expansion in ɛ, which we call the principal part of the area, is a sectorially analytic function in the initial point of the orbit. It satisfies a cohomological equation similar to the standard trivialization equation for parabolic diffeomorphisms. We give necessary and sufficient conditions on a diffeomorphism f for the existence of a globally analytic solution of this equation. Furthermore, we introduce a new classification type for diffeomorphisms implied by this new equation and investigate the relative position of its classes with respect to the analytic classes.

  8. Higher Regularity of Hölder Continuous Solutions of Parabolic Equations with Singular Drift Velocities

    NASA Astrophysics Data System (ADS)

    Friedlander, Susan; Vicol, Vlad

    2012-06-01

    Motivated by an equation arising in magnetohydrodynamics, we prove that Hölder continuous weak solutions of a nonlinear parabolic equation with singular drift velocity are classical solutions. The result is proved using the space-time Besov spaces introduced by Chemin and Lerner (J Differ Equ 121(2):314-328, 1995), combined with energy estimates, without any minimality assumption on the Hölder exponent of the weak solutions.

  9. An approximate Riemann solver for real gas parabolized Navier-Stokes equations

    SciTech Connect

    Urbano, Annafederica; Nasuti, Francesco

    2013-01-15

    Under specific assumptions, parabolized Navier-Stokes equations are a suitable mean to study channel flows. A special case is that of high pressure flow of real gases in cooling channels where large crosswise gradients of thermophysical properties occur. To solve the parabolized Navier-Stokes equations by a space marching approach, the hyperbolicity of the system of governing equations is obtained, even for very low Mach number flow, by recasting equations such that the streamwise pressure gradient is considered as a source term. For this system of equations an approximate Roe's Riemann solver is developed as the core of a Godunov type finite volume algorithm. The properties of the approximated Riemann solver, which is a modification of Roe's Riemann solver for the parabolized Navier-Stokes equations, are presented and discussed with emphasis given to its original features introduced to handle fluids governed by a generic real gas EoS. Sample solutions are obtained for low Mach number high compressible flows of transcritical methane, heated in straight long channels, to prove the solver ability to describe flows dominated by complex thermodynamic phenomena.

  10. 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.

  11. 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.

  12. Undetermined Coefficient Problems for Quasi-Linear Parabolic Equations

    DTIC Science & Technology

    1989-12-18

    2.6) where H is a C’ function. This equation is of second kind Volterra type and can be u!uiquely solved for the function 0. Thus k = A- 1 = (I+ lz...2.7) where "Z is the resolvent operator corresponding to the Volterra integral equation (2.6) with smooth kernel H and 0k(0) + I’ ’(r)dr (2.8) We...along these lines was proposed by Lotka . In this treatment one assumes as known, a birth function P and a death function A. 0(a)da and A(a)da are the

  13. Classification of Invariant Differential Operators for Non-Compact Lie Algebras via Parabolic Relations

    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),

  14. Invariant differential operators for non-compact Lie algebras parabolically related to conformal Lie algebras

    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.

  15. Treatment of ice cover and other thin elastic layers with the parabolic equation method.

    PubMed

    Collins, Michael D

    2015-03-01

    The parabolic equation method is extended to handle problems involving ice cover and other thin elastic layers. Parabolic equation solutions are based on rational approximations that are designed using accuracy constraints to ensure that the propagating modes are handled properly and stability constrains to ensure that the non-propagating modes are annihilated. The non-propagating modes are especially problematic for problems involving thin elastic layers. It is demonstrated that stable results may be obtained for such problems by using rotated rational approximations [Milinazzo, Zala, and Brooke, J. Acoust. Soc. Am. 101, 760-766 (1997)] and generalizations of these approximations. The approach is applied to problems involving ice cover with variable thickness and sediment layers that taper to zero thickness.

  16. Volterra property of an problem of the Frankl type for an parabolic-hyperbolic equation

    NASA Astrophysics Data System (ADS)

    Dildabek, Gulnara; Saprygina, Marina B.

    2017-09-01

    In the paper spectral properties of non-local boundary value problem for an equation of the parabolic-hyperbolic type is investigated. The non-local condition binds the solution values at points on boundaries of the parabolic and hyperbolic parts of the domain with each other. This problem was first formulated by T. Sh. Kal'menov and M.A. Sadybekov. They proved the unique strong solvability of the problem. One special case of this problem was investigated in more detail in the work of G. Dildabek. A boundary value problem for the heat equation with conditions of the Samarskii-Ionlin type arises in solving this problem. In this paper, we show in what case this boundary value problem does not have eigenvalues.

  17. Solutions to higher-order anisotropic parabolic equations in unbounded domains

    NASA Astrophysics Data System (ADS)

    Kozhevnikova, L. M.; Leont'ev, A. A.

    2014-01-01

    The paper is devoted to a certain class of doubly nonlinear higher-order anisotropic parabolic equations. Using Galerkin approximations it is proved that the first mixed problem with homogeneous Dirichlet boundary condition has a strong solution in the cylinder D=(0,\\infty)\\times\\Omega, where \\Omega\\subset R^n, n\\geq 3, is an unbounded domain. When the initial function has compact support the highest possible rate of decay of this solution as t\\to \\infty is found. An upper estimate characterizing the decay of the solution is established, which is close to the lower estimate if the domain is sufficiently 'narrow'. The same authors have previously obtained results of this type for second order anisotropic parabolic equations. Bibliography: 29 titles.

  18. Conditional stability in determination of initial data for stochastic parabolic equations

    NASA Astrophysics Data System (ADS)

    Yuan, Ganghua

    2017-03-01

    In this paper, we solve two kinds of inverse problems in determination of the initial data for stochastic parabolic equations. One is determination of the initial data by lateral boundary observation on arbitrary portion of the boundary, the second one is determination of the initial data by internal observation in a subregion inside the domain. We obtain conditional stability for the two kinds of inverse problems. To prove the results, we estimate the initial data by a terminal observation near the initial time, then we estimate this terminal observation by lateral boundary observation on arbitrary portion of the boundary or internal observation in a subregion inside the domain. To achieve those goals, we derive several new Carleman estimates for stochastic parabolic equations in this paper.

  19. Solutions to higher-order anisotropic parabolic equations in unbounded domains

    SciTech Connect

    Kozhevnikova, L M; Leont'ev, A A

    2014-01-31

    The paper is devoted to a certain class of doubly nonlinear higher-order anisotropic parabolic equations. Using Galerkin approximations it is proved that the first mixed problem with homogeneous Dirichlet boundary condition has a strong solution in the cylinder D=(0,∞)×Ω, where Ω⊂R{sup n}, n≥3, is an unbounded domain. When the initial function has compact support the highest possible rate of decay of this solution as t→∞ is found. An upper estimate characterizing the decay of the solution is established, which is close to the lower estimate if the domain is sufficiently 'narrow'. The same authors have previously obtained results of this type for second order anisotropic parabolic equations. Bibliography: 29 titles.

  20. Spectral methods for time dependent partial differential equations

    NASA Technical Reports Server (NTRS)

    Gottlieb, D.; Turkel, E.

    1983-01-01

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

  1. On Unique Ergodicity in Nonlinear Stochastic Partial Differential Equations

    NASA Astrophysics Data System (ADS)

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

    2017-02-01

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

  2. Vertical Structure of Shadow Zone Arrivals: Comparison of Parabolic Equation Simulations and Acoustic Data

    DTIC Science & Technology

    2011-01-01

    DISTRIBUTION STATEMENT A. Approved for public release: distribution is unlimited. Vertical Structure of Shadow Zone Arrivals: Comparison of...depth of the receivers. The primary objective of this effort was to examine the vertical structure of these " shadow -zone arrivals," and to...SPICEX) were compared with parabolic equation simulations to determine the predictability of the extension of acoustic timefronts into the shadow zone

  3. Vertical Structure of Shadow Zone Arrivals: Comparison of Parabolic Equation Simulations and Acoustic Data

    DTIC Science & Technology

    2008-09-30

    Vertical Structure of Shadow Zone Arrivals: Comparison of Parabolic Equation Simulations and Acoustic Data Lora J. Van Uffelen Scripps...particular effort is to examine the vertical structure of these “ shadow -zone arrivals” and to determine the relative roles of different sources of oceanic...and the Basin Acoustic Seamount Scattering EXperiment (BASSEX).) The two closely spaced vertical line arrays (VLAs) together virtually spanned the

  4. Vertical Structure of Shadow Zone Arrivals: Comparison of Parabolic Equation Simulations and Acoustic Data

    DTIC Science & Technology

    2007-09-30

    Vertical Structure of Shadow Zone Arrivals: Comparison of Parabolic Equation Simulations and Acoustic Data Lora J. Van Uffelen Scripps...this particular effort is to examine the vertical structure of these “ shadow zone arrivals” and to determine the relative roles of different sources of...LOAPEX) and the Basin Acoustic Seamount Scattering EXperiment (BASSEX).) The two closely spaced vertical line arrays (VLAs) together virtually

  5. Algorithm for rapid integration of turbulence model equations on parabolic regions

    NASA Technical Reports Server (NTRS)

    Wilcox, D. C.

    1981-01-01

    While developing a three-dimensional boundary layer program using a standard parabolic matching scheme, the author has found computing time with the Wilcox-Rubesin (1979) two-equation turbulence model to be very lengthy. The long computing time occurs because converged solutions are possible only when very small streamwise steps are taken. The proposed remedy reduces computing time by increasing the maximum permissible step size.

  6. Outdoor Sound Propagation Modelling in Complex Environments: Recent Developments in the Parabolic Equation Method

    DTIC Science & Technology

    2006-10-01

    equation for sound waves in inhomogeneous moving media”, Acustica united with Acta Acustica , Vol 83(3), pp 455-460,1997. [3] L. Dallois, Ph. Blanc...propagation in a turbulent atmosphere within the parabolic approximation”, Acustica united with Acta Acustica , Vol 87(1), pp 659-669, 2001 [6] M. Karweit...approaches", Acta Acustica united with Acustica , 89 (6), 980-991, (2003). [40] Ph. Voisin, Ph. Blanc-Benon, "The influence of meteorological

  7. Marching iterative methods for the parabolized and thin layer Navier-Stokes equations

    NASA Technical Reports Server (NTRS)

    Israeli, M.

    1985-01-01

    Downstream marching iterative schemes for the solution of the Parabolized or Thin Layer (PNS or TL) Navier-Stokes equations are described. Modifications of the primitive equation global relaxation sweep procedure result in efficient second-order marching schemes. These schemes take full account of the reduced order of the approximate equations as they behave like the SLOR for a single elliptic equation. The improved smoothing properties permit the introduction of Multi-Grid acceleration. The proposed algorithm is essentially Reynolds number independent and therefore can be applied to the solution of the subsonic Euler equations. The convergence rates are similar to those obtained by the Multi-Grid solution of a single elliptic equation; the storage is also comparable as only the pressure has to be stored on all levels. Extensions to three-dimensional and compressible subsonic flows are discussed. Numerical results are presented.

  8. 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.

  9. Blow-up rates for higher-order semilinear parabolic equations and systems and some Fujita-type theorems

    NASA Astrophysics Data System (ADS)

    Pan, Hongjing; Xing, Ruixiang

    2008-03-01

    In this paper, we derive blow-up rates for higher-order semilinear parabolic equations and systems. Our proof is by contradiction and uses a scaling argument. This procedure reduces the problems of blow-up rate to Fujita-type theorems. In addition, we also give some new Fujita-type theorems for higher-order semilinear parabolic equations and systems with the time variable on . These results are not restricted to positive solutions.

  10. A three dimensional parabolic equation method for sound propagation in moving inhomogeneous media.

    PubMed

    Cheng, Rui; Morris, Philip J; Brentner, Kenneth S

    2009-10-01

    In this paper, a formulation of the Helmholtz equation for three dimensional sound propagation in a moving inhomogeneous medium in cylindrical coordinates is derived. Based on this formulation, a three dimensional parabolic equation (PE) is constructed. This PE can be used to model sound propagation in an inhomogeneous arbitrary moving medium. The method is used here to simulate three dimensional outdoor sound propagation above a rigid flat ground surface. The numerical results for two simple wind cases are presented and compared with analytical results to validate the methodology. Examples of propagation problems with more complicated wind are then included to demonstrate the importance of including the wind velocity directly in the PE method.

  11. 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.

  12. Existence and uniqueness theorems for solutions of parabolic equations with a variable nonlinearity exponent

    SciTech Connect

    Alkhutov, Yu A; Zhikov, V V

    2014-03-31

    The paper is concerned with the solvability of the initial-boundary value problem for second-order parabolic equations with variable nonlinearity exponents. In the model case, this equation contains the p-Laplacian with a variable exponent p(x,t). The problem is shown to be uniquely solvable, provided the exponent p is bounded away from both 1 and ∞ and is log-Hölder continuous, and its solution satisfies the energy equality. Bibliography: 18 titles.

  13. Three-dimensional parabolic equation model for low frequency sound propagation in irregular urban canyons.

    PubMed

    Doc, Jean-Baptiste; Lihoreau, Bertrand; Félix, Simon; Faure, Cédric; Dubois, Guillaume

    2015-01-01

    A three-dimensional wide-angle parabolic equation (3DPE) is used to model low frequency sound propagation in irregular urban canyons at low computational cost. This one-way wave equation is solved using the Alternating Direction Implicit method. A finite difference scheme adapted to the geometry of the urban environment is then developed. Abrupt variations of the street width are treated as a single scattering problem using the Kirchhoff approximation. Numerical results are compared with experimental data obtained on a scale model of a street. Comparisons show the ability of the 3DPE model to provide reliable transmitted fields even for large irregularities.

  14. Non-divergence parabolic equations of second order with critical drift in Lebesgue spaces

    NASA Astrophysics Data System (ADS)

    Chen, Gong

    2017-02-01

    We consider uniformly parabolic equations and inequalities of second order in the non-divergence form with drift \\[-u_{t}+Lu=-u_{t}+\\sum_{ij}a_{ij}D_{ij}u+\\sum b_{i}D_{i}u=0\\,(\\geq0,\\,\\leq0)\\] in some domain $\\Omega\\subset \\mathbb{R}^{n+1}$. We prove a variant of Aleksandrov-Bakelman-Pucci-Krylov-Tso estimate with $L^{p}$ norm of the inhomogeneous term for some number $pparabolic scaling but not necessarily to be bounded. This is a continuation of the work in \\cite{GC}.

  15. 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.

  16. A stabilized Runge-Kutta-Legendre method for explicit super-time-stepping of parabolic and mixed equations

    NASA Astrophysics Data System (ADS)

    Meyer, Chad D.; Balsara, Dinshaw S.; Aslam, Tariq D.

    2014-01-01

    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 s2 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 useful in

  17. A stabilized Runge–Kutta–Legendre method for explicit super-time-stepping of parabolic and mixed equations

    SciTech Connect

    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

  18. An Estimation Theory for Differential Equations and other Problems, with Applications.

    DTIC Science & Technology

    1981-11-01

    Proposition 5.5). These statements show that each of the sufficient properties for inverse-positivity which are proved in Chapter II can also be used in...Weinberger, H.F.: Invariant sets for weakly coupled parabolic and elliptic systems. Rendiconti di Matematica 8, Serie VI, 295-310 (1975). [8] Lemmert, R...systems of parabolic differential equations. Rendiconti di Matematica (3) Vol. 13, Serie VI, 337-357 (1980). [24] Szeptycki, P.: Existence theorem

  19. A relaxation technique for the parabolized Navier-Stokes (PNS) equations

    NASA Technical Reports Server (NTRS)

    Kaul, Upender K.

    1986-01-01

    A rapidly converging relaxation technique for the parabolized Navier-Stokes equations has been devised. The scheme is applicable in both supersonic and subsonic flows, but it is discussed here in the context of supersonic flows. The upstream propagating acoustic influence in the subsonic part of the flow is introduced semi-implicitly through the streamwise momentum equation applied on the body, and through a forward-differencing on the streamwise pressure gradient term in the interior. This procedure yields a new boundary condition on the energy in the total energy equation. The pressure-velocity system in the subsonic layer is coupled, but the positive time-like marching characteristic of the governing equations is still maintained. The relaxation technique is demontrated to work for a three-dimensional flow over a cone-flare in supersonic flight.

  20. Dirichlet Boundary Control of Semilinear Parabolic Equations Part 1: Problems with No State Constraints

    SciTech Connect

    Arada, N.; Raymond, J.-P. raymond@mip.ups-tlse.fr

    2002-07-01

    This paper is concerned with distributed and Dirichlet boundary controls of semilinear parabolic equations, in the presence of pointwise state constraints. The paper is divided into two parts. In the first part we define solutions of the state equation as the limit of a sequence of solutions for equations with Robin boundary conditions. We establish Taylor expansions for solutions of the state equation with respect to perturbations of boundary control (Theorem 5.2). For problems with no state constraints, we prove three decoupled Pontryagin's principles, one for the distributed control, one for the boundary control, and the last one for the control in the initial condition (Theorem 2.1). Tools and results of Part 1 are used in the second part to derive Pontryagin's principles for problems with pointwise state constraints.

  1. 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.

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

    SciTech Connect

    Mikulevicius, R.; Pragarauskas, H.

    2011-08-15

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

  3. Analytical Approach for Nonlinear Partial Differential Equations of Fractional Order

    NASA Astrophysics Data System (ADS)

    Pradip, Roul

    2013-09-01

    The purpose of the paper is to present analytical and numerical solutions of a degenerate parabolic equation with time-fractional derivatives arising in the spatial diffusion of biological populations. The homotopy—perturbation method is employed for solving this class of equations, and the time-fractional derivatives are described in the sense of Caputo. Comparisons are made with those derived by Adomian's decomposition method, revealing that the homotopy perturbation method is more accurate and convenient than the Adomian's decomposition method. Furthermore, the results reveal that the approximate solution continuously depends on the time-fractional derivative and the proposed method incorporating the Caputo derivatives is a powerful and efficient technique for solving the fractional differential equations without requiring linearization or restrictive assumptions. The basis ideas presented in the paper can be further applied to solve other similar fractional partial differential equations.

  4. 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.

  5. A numerically stable formulation of the Green's function parabolic equation: Subtracting the surface-wave pole.

    PubMed

    Gilbert, Kenneth E

    2015-01-01

    The original formulation of the Green's function parabolic equation (GFPE) can have numerical accuracy problems for large normalized surface impedances. To solve the accuracy problem, an improved form of the GFPE has been developed. The improved GFPE formulation is similar to the original formulation, but it has the surface-wave pole "subtracted." The improved GFPE is shown to be accurate for surface impedances varying over 2 orders of magnitude, with the largest having a magnitude exceeding 1000. Also, the improved formulation is slightly faster than the original formulation because the surface-wave component does not have to be computed separately.

  6. A higher-order split-step Fourier parabolic-equation sound propagation solution scheme.

    PubMed

    Lin, Ying-Tsong; Duda, Timothy F

    2012-08-01

    A three-dimensional Cartesian parabolic-equation model with a higher-order approximation to the square-root Helmholtz operator is presented for simulating underwater sound propagation in ocean waveguides. The higher-order approximation includes cross terms with the free-space square-root Helmholtz operator and the medium phase speed anomaly. It can be implemented with a split-step Fourier algorithm to solve for sound pressure in the model. Two idealized ocean waveguide examples are presented to demonstrate the performance of this numerical technique.

  7. Stabilization of the solution of a doubly nonlinear parabolic equation

    SciTech Connect

    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.

  8. An exact point source starting field for the Fourier parabolic equation in outdoor sound propagation.

    PubMed

    Gilbert, Kenneth E; Di, Xiao

    2007-05-01

    A method for exactly representing a point source starting field in a Fourier parabolic equation calculation is presented. The formulation is based on an exact, analytic expression for the field in vertical wave number space (k space). The field in vertical coordinate space (z space) is obtained via a Fourier transform of the k-space field. Thus, one can directly control the Fourier components of the starting field, so that nonpropagating components are excluded. The relation of the exact starting field to the standard Gaussian starting field is demonstrated analytically. Examples of the numerical implementation of the exact starting field are given.

  9. ON THE PIECEWISE PARABOLIC METHOD FOR COMPRESSIBLE FLOW WITH STELLAR EQUATIONS OF STATE

    SciTech Connect

    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.

  10. Hybrid Ray Optics and Parabolic Equation Methods for Radar Propagation Modeling

    DTIC Science & Technology

    1992-10-01

    FOR PR C1)W RADAR PROPAGATION MODELING P.E: 0602-135N 6 AUTHOR(S) Wld: DN46Th760 H. V. Hitney 7. PERFORMING ORGANIZATION NAME(S) AND ADORESS(ES) a...is unlimited. 13. ABSTRACT AMazmsn 200 words) The use of parabolic equation (PE) methods has become very popular in recent years for modeling radar ...made in all regions of practical interest to radar engineers or operators with just one model. However, a significant disadvantage of the split-step

  11. A scaled mapping parabolic equation for sloping range-dependent environments.

    PubMed

    Metzler, Adam M; Moran, Daniel; Collis, Jon M; Martin, P A; Siegmann, William L

    2014-03-01

    Parabolic equation solutions use various techniques for approximating range-dependent interfaces. One is a mapping approach [M. D. Collins et al., J. Acoust. Soc. Am. 107, 1937-1942 (2000)] where at each range the domain is vertically translated so that sloping bathymetry becomes horizontal, and range dependence is transferred to the upper surface. In this paper, a scaled mapping is suggested where the domain is vertically distorted so that both the bathymetry and upper surface are horizontal. Accuracy is demonstrated for problems involving fluid sediments. Generalizations of the approach should be useful for environments with layer thicknesses that vary with range.

  12. Weak and strong probabilistic solutions for a stochastic quasilinear parabolic equation with nonstandard growth

    NASA Astrophysics Data System (ADS)

    Ali, Z. I.; Sango, M.

    2016-07-01

    In this paper, we investigate a class of stochastic quasilinear parabolic initial boundary value problems with nonstandard growth in the functional setting of generalized Sobolev spaces. The deterministic version of the equation was first introduced and studied by Samokhin in [45] as a generalized model for polytropic filtration. We establish an existence result of weak probabilistic solutions when the forcing terms do not satisfy Lipschitz conditions. Under the Lipschitz property of the forcing terms, we obtain the uniqueness of weak probabilistic solutions. Combining the uniqueness and the famous Yamada-Watanabe result, we prove the existence of a unique strong probabilistic solution of the problem.

  13. Alternating direction implicit methods for parabolic equations with a mixed derivative

    NASA Technical Reports Server (NTRS)

    Beam, R. M.; Warming, R. F.

    1979-01-01

    Alternating direction implicit (ADI) schemes for two-dimensional parabolic equations with a mixed derivative are constructed by using the class of all A sub 0-stable linear two-step methods in conjunction with the method of approximation factorization. The mixed derivative is treated with an explicit two-step method which is compatible with an implicit A sub 0-stable method. The parameter space for which the resulting ADI schemes are second order accurate and unconditionally stable is determined. Some numerical examples are given.

  14. Parabolic equation modeling of high frequency acoustic transmission with an evolving sea surface.

    PubMed

    Senne, J; Song, A; Badiey, M; Smith, K B

    2012-09-01

    The present paper examines the temporal evolution of acoustic fields by modeling forward propagation subject to sea surface dynamics with time scales of less than a second to tens of seconds. A time-evolving rough sea surface model is combined with a rough surface formulation of a parabolic equation model for predicting time-varying acoustic fields. Surface waves are generated from surface wave spectra, and stepped in time using a Runge-Kutta integration technique applied to linear evolution equations. This evolving, range-dependent surface information is combined with other environmental parameters and input to the acoustic model, giving an approximation of the time-varying acoustic field. The wide-angle parabolic equation model manages the rough sea surfaces by molding them into the boundary conditions for calculations of the near-surface acoustic field. This merged acoustic model is validated using concurrently-collected acoustic and environmental information, including surface wave spectra. Data to model comparisons demonstrate that the model is able to approximate the ensemble-averaged acoustic intensity at ranges of about a kilometer for acoustic signals of around 15 kHz. Furthermore, the model is shown to capture variations due to surface fluctuations occurring over time scales of less than a second to tens of seconds.

  15. Linear determining equations for differential constraints

    SciTech Connect

    Kaptsov, O V

    1998-12-31

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

  16. On abstract degenerate neutral differential equations

    NASA Astrophysics Data System (ADS)

    Hernández, Eduardo; O'Regan, Donal

    2016-10-01

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

  17. 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…

  18. 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…

  19. Differential Equations via Population Dynamics.

    ERIC Educational Resources Information Center

    Sofo, Anthony

    1981-01-01

    Some single species and two species interactions in population models are presented to show how credible examples can be used to teach an underlying, common mathematical structure within apparently different concepts. The models examined consist of differential equations, and focus on real-world issues. (MP)

  20. Differential Equations for Morphological Amoebas

    NASA Astrophysics Data System (ADS)

    Welk, Martin; Breuß, Michael; Vogel, Oliver

    This paper is concerned with amoeba median filtering, a structure-adaptive morphological image filter. It has been introduced by Lerallut et al. in a discrete formulation. Experimental evidence shows that iterated amoeba median filtering leads to segmentation-like results that are similar to those obtained by self-snakes, an image filter based on a partial differential equation. We investigate this correspondence by analysing a space-continuous formulation of iterated median filtering. We prove that in the limit of vanishing radius of the structuring elements, iterated amoeba median filtering indeed approximates a partial differential equation related to self-snakes and the well-known (mean) curvature motion equation. We present experiments with discrete iterated amoeba median filtering that confirm qualitative and quantitative predictions of our analysis.

  1. Global gradient estimates for general nonlinear parabolic equations in nonsmooth domains

    NASA Astrophysics Data System (ADS)

    Byun, Sun-Sig; Ok, Jihoon; Ryu, Seungjin

    We establish the natural Calderón-Zygmund theory for a nonlinear parabolic equation of p-Laplacian type in divergence form, ut-diva(Du,x,t)=div(|F) in ΩT, by essentially proving that |∈Lq(ΩT) ⇒ |∈Lq(ΩT), for every q∈[1,∞). The equation under consideration is of general type and not necessarily of variation form, the involved nonlinearity a=a(ξ,x,t) is assumed to have a small BMO semi-norm with respect to (x,t)-variables and the lateral boundary ∂Ω of the domain is assumed to be δ-Reifenberg flat. As a consequence, we are able to not only relax the known regularity requirements on the nonlinearity for such a regularity theory, but also extend local results to a global one in a nonsmooth domain whose boundary has a fractal property. We also find an optimal regularity estimate in Orlicz-Sobolev spaces for such nonlinear parabolic problems.

  2. Perfectly matched layer for an elastic parabolic equation model in ocean acoustics

    NASA Astrophysics Data System (ADS)

    Xu, Chuanxiu; Zhang, Haigang; Piao, Shengchun; Yang, Shi'e.; Sun, Sipeng; Tang, Jun

    2017-02-01

    The perfectly matched layer (PML) is an effective technique for truncating unbounded domains with minimal spurious reflections. A fluid parabolic equation (PE) model applying PML technique was previously used to analyze the sound propagation problem in a range-dependent waveguide (Lu and Zhu, 2007). However, Lu and Zhu only considered a standard fluid PE to demonstrate the capability of the PML and did not take improved one-way models into consideration. They applied a [1/1] Padé approximant to the parabolic equation. The higher-order PEs are more accurate than standard ones when a very large angle propagation is considered. As for range-dependent problems, the techniques to handle the vertical interface between adjacent regions are mainly energy conserving and single-scattering. In this paper, the PML technique is generalized to the higher order elastic PE, as is to the higher order fluid PE. The correction of energy conserving is used in range-dependent waveguides. Simulation is made in both acoustic cases and seismo-acoustic cases. Range-independent and range-dependent waveguides are both adopted to test the accuracy and efficiency of this method. The numerical results illustrate that a PML is much more effective than an artificial absorbing layer (ABL) both in acoustic and seismo-acoustic sound propagation modeling.

  3. Elastic parabolic equation solutions for oceanic T-wave generation and propagation from deep seismic sources.

    PubMed

    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.

  4. Elastic parabolic equation solutions for underwater acoustic problems using seismic sources.

    PubMed

    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.

  5. The numerical solution of the boundary inverse problem for a parabolic equation

    NASA Astrophysics Data System (ADS)

    Vasil'ev, V. V.; Vasilyeva, M. V.; Kardashevsky, A. M.

    2016-10-01

    Boundary inverse problems occupy an important place among the inverse problems of mathematical physics. They are connected with the problems of diagnosis, when additional measurements on one of the borders or inside the computational domain are necessary to restore the boundary regime in the other border, inaccessible to direct measurements. The boundary inverse problems belong to a class of conditionally correct problems, and therefore, their numerical solution requires the development of special computational algorithms. The paper deals with the solution of the boundary inverse problem for one-dimensional second-order parabolic equations, consisting in the restoration of boundary regime according to measurements inside the computational domain. For the numerical solution of the inverse problem it is proposed to use an analogue of a computational algorithm, proposed and developed to meet the challenges of identification of the right side of the parabolic equations in the works P.N.Vabishchevich and his students based on a special decomposition of solving the problem at each temporal layer. We present and discuss the results of a computational experiment conducted on model problems with quasi-solutions, including with random errors in the input data.

  6. Stability results for backward parabolic equations with time-dependent coefficients

    NASA Astrophysics Data System (ADS)

    Nho Hào, Dinh; Van Duc, Nguyen

    2011-02-01

    Let H be a Hilbert space with the norm || sdot || and A(t) (0 <= t <= T) be positive self-adjoint unbounded operators from D(A(t))⊂H to H. In the paper, we establish stability estimates of Hölder type and propose a regularization method for the ill-posed backward parabolic equation with time-dependent coefficients \\left\\lbrace \\begin{array}{@{}ll@{}} u_t+ A(t)u=0, & 0Our stability estimates improve the related results by Krein (1957 Dokl. Akad. Nauk SSSR 114 1162-5), and Agmon and Nirenberg (1963 Commun. Pure Appl. Math. 16 121-239). Our regularization method with a priori and a posteriori parameter choice yields error estimates of Hölder type. This is the only result when a regularization method for backward parabolic equations with time-dependent coefficients provides a convergence rate. Dedicated to Professor Rudolf Gorenflo on the occasion of his 80th birthday.

  7. Noniterative grid generation using parabolic difference equations for fuselage-wing flow calculations

    NASA Technical Reports Server (NTRS)

    Nakamura, S.

    1982-01-01

    A fast method for generating three-dimensional grids for fuselage-wing transonic flow calculations using parabolic difference equations is described. No iterative scheme is used in the three-dimensional sense; grids are generated from one grid surface to the next starting from the fuselage surface. The computational procedure is similar to the iterative solution of the two-dimensional heat conduction equation. The proposed method is at least 10 times faster than the elliptic grid generation method and has much smaller memory requirements. Results are presented for a fuselage and wing of NACA-0012 section and thickness ratio of 10 percent. Although only H-grids are demonstrated, the present technique should be applicable to C-grids and O-grids in three dimensions.

  8. Noniterative grid generation using parabolic difference equations for fuselage-wing flow calculations

    NASA Technical Reports Server (NTRS)

    Nakamura, S.

    1982-01-01

    A fast method for generating three-dimensional grids for fuselage-wing transonic flow calculations using parabolic difference equations is described. No iterative scheme is used in the three-dimensional sense; grids are generated from one grid surface to the next starting from the fuselage surface. The computational procedure is similar to the iterative solution of the two-dimensional heat conduction equation. The proposed method is at least 10 times faster than the elliptic grid generation method and has much smaller memory requirements. Results are presented for a fuselage and wing of NACA-0012 section and thickness ratio of 10 percent. Although only H-grids are demonstrated, the present technique should be applicable to C-grids and O-grids in three dimensions.

  9. Degenerate Regularization of Forward-Backward Parabolic Equations: The Regularized Problem

    NASA Astrophysics Data System (ADS)

    Smarrazzo, Flavia; Tesei, Alberto

    2012-04-01

    We study a quasilinear parabolic equation of forward-backward type in one space dimension, under assumptions on the nonlinearity which hold for a number of important mathematical models (for example, the one-dimensional Perona-Malik equation), using a degenerate pseudoparabolic regularization proposed in Barenblatt et al. (SIAM J Math Anal 24:1414-1439, 1993), which takes time delay effects into account. We prove existence and uniqueness of positive solutions of the regularized problem in a space of Radon measures. We also study qualitative properties of such solutions, in particular concerning their decomposition into an absolutely continuous part and a singular part with respect to the Lebesgue measure. In this respect, the existence of a family of viscous entropy inequalities plays an important role.

  10. 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.

  11. Hazardous Continuation Backward in Time in Nonlinear Parabolic Equations, and an Experiment in Deblurring Nonlinearly Blurred Imagery

    PubMed Central

    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

  12. Unmitigated numerical solution to the diffraction term in the parabolic nonlinear ultrasound wave equation.

    PubMed

    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.

  13. Global existence and uniqueness of classical solutions for a generalized quasilinear parabolic equation with application to a glioblastoma growth model.

    PubMed

    Wen, Zijuan; Fan, Meng; Asiri, Asim M; Alzahrani, Ebraheem O; El-Dessoky, Mohamed M; Kuang, Yang

    2017-04-01

    This paper studies the global existence and uniqueness of classical solutions for a generalized quasilinear parabolic equation with appropriate initial and mixed boundary conditions. Under some practicable regularity criteria on diffusion item and nonlinearity, we establish the local existence and uniqueness of classical solutions based on a contraction mapping. This local solution can be continued for all positive time by employing the methods of energy estimates, Lp-theory, and Schauder estimate of linear parabolic equations. A straightforward application of global existence result of classical solutions to a density-dependent diffusion model of in vitro glioblastoma growth is also presented.

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

    NASA Technical Reports Server (NTRS)

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

    1978-01-01

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

  15. The Calculation of Supersonic Flows with Strong Viscous-Inviscid Interaction Using the Parabolized Navier - Equations

    NASA Astrophysics Data System (ADS)

    Barnett, Mark

    This investigation is concerned with calculating strong viscous-inviscid interactions in two-dimensional laminar supersonic flows with and without separation. The equations solved are the so-called parabolized Navier-Stokes equations. The streamwise pressure gradient term is written as a combination of a forward and a backward difference to provide a path for upstream propogation of information. Global iteration is employed to repeatedly update the solution from an initial guess until convergence is achieved. Interacting boundary layer theory is discussed in order to provide some essential background information for the development of the present calculation technique. The numerical scheme used is an alternating direction explicit (ADE) procedure which is adapted from the Saul'yev method. This technique is chosen as an alternative to the more difficult to program multigrid strategy used by other investigators and the slower converging Gauss-Seidel method. Separated flows are computed using the ADE method. Only small or moderate separation bubbles are considered. This restriction permits simple approximations to the convective terms in reversed flow regions without introducing severe error since the reversed flow velocities are small. Results are presented for a number of geometries including compression ramps and humps on flat plates with separation. The present results are compared with those obtained by other investigators using the full Navier-Stokes equations and interacting boundary layer theory. Comparisons were found to be qualitatively good. The quantitative comparisons varied, however mesh refinement studies indicated that the parabolized Navier-Stokes solutions tended towards second-order accurate full Navier-Stokes solutions as well as interacting boundary layer solutions for which mesh refinement studies were also executed.

  16. A Richardson scheme of the decomposition method for solving singularly perturbed parabolic reaction-diffusion equation

    NASA Astrophysics Data System (ADS)

    Shishkin, G. I.; Shishkina, L. P.

    2010-12-01

    For the one-dimensional singularly perturbed parabolic reaction-diffusion equation with a perturbation parameter ɛ, where ɛ ∈ (0, 1], the grid approximation of the Dirichlet problem on a rectangular domain in the ( x, t)-plane is examined. For small ɛ, a parabolic boundary layer emerges in a neighborhood of the lateral part of the boundary of this domain. A new approach to the construction of ɛ-uniformly converging difference schemes of higher accuracy is developed for initial boundary value problems. The asymptotic construction technique is used to design the base decomposition scheme within which the regular and singular components of the grid solution are solutions to grid subproblems defined on uniform grids. The base scheme converges ɛ-uniformly in the maximum norm at the rate of O( N -2ln2 N + N {0/-1}), where N + 1 and N 0 + 1 are the numbers of nodes in the space and time meshes, respectively. An application of the Richardson extrapolation technique to the base scheme yields a higher order scheme called the Richardson decomposition scheme. This higher order scheme convergesɛ-uniformly at the rate of O( N -4ln4 N + N {0/-2}). For fixed values of the parameter, the convergence rate is O( N -4 + N {0/-2}).

  17. Radial weak solutions for the Perona-Malik equation as a differential inclusion

    NASA Astrophysics Data System (ADS)

    Kim, Seonghak; Yan, Baisheng

    2015-03-01

    The Perona-Malik equation is an ill-posed forward-backward parabolic equation with some application in image processing. In this paper, we study the Perona-Malik type equation on a ball in an arbitrary dimension n and show that there exist infinitely many radial weak solutions to the homogeneous Neumann boundary problem for smooth nonconstant radially symmetric initial data. Our approach is to reformulate the n-dimensional equation into a one-dimensional equation, to convert the one-dimensional problem into an inhomogeneous partial differential inclusion problem, and to apply a Baire's category method to the differential inclusion to generate infinitely many solutions.

  18. Single-scattering parabolic equation solutions for elastic media propagation, including Rayleigh waves.

    PubMed

    Metzler, Adam M; Siegmann, William L; Collins, Michael D

    2012-02-01

    The parabolic equation method with a single-scattering correction allows for accurate modeling of range-dependent environments in elastic layered media. For problems with large contrasts, accuracy and efficiency are gained by subdividing vertical interfaces into a series of two or more single-scattering problems. This approach generates several computational parameters, such as the number of interface slices, an iteration convergence parameter τ, and the number of iterations n for convergence. Using a narrow-angle approximation, the choices of n=1 and τ=2 give accurate solutions. Analogous results from the narrow-angle approximation extend to environments with larger variations when slices are used as needed at vertical interfaces. The approach is applied to a generic ocean waveguide that includes the generation of a Rayleigh interface wave. Results are presented in both frequency and time domains.

  19. Simultaneous determination of time and space-dependent coefficients in a parabolic equation

    NASA Astrophysics Data System (ADS)

    Hussein, M. S.; Lesnic, D.

    2016-04-01

    This paper investigates a couple of inverse problems of simultaneously determining time and space dependent coefficients in the parabolic heat equation using initial and boundary conditions of the direct problem and overdetermination conditions. The measurement data represented by these overdetermination conditions ensure that these inverse problems have unique solutions. However, the problems are still ill-posed since small errors in the input data cause large errors in the output solution. To overcome this instability we employ the Tikhonov regularization method. The finite-difference method (FDM) is employed as a direct solver which is fed iteratively in a nonlinear minimization routine. Both exact and noisy data are inverted. Numerical results for a few benchmark test examples are presented, discussed and assessed with respect to the FDM mesh size discretization, the level of noise with which the input data is contaminated, and the chosen regularization parameters.

  20. Developments of parabolic equation method in the period of 2000-2016

    NASA Astrophysics Data System (ADS)

    Xu, Chuan-Xiu; Tang, Jun; Piao, Sheng-Chun; Liu, Jia-Qi; Zhang, Shi-Zhao

    2016-12-01

    Parabolic equation (PE) method is an efficient tool for modelling underwater sound propagation, particularly for problems involving range dependence. Since the PE method was first introduced into the field of underwater acoustics, it has been about 40 years, during which contributions to extending its capability has been continuously made. The most recent review paper surveyed the contributions made before 1999. In the period of 2000-2016, the development of PE method basically focuses on seismo-acoustic problems, three-dimensional problems, and realistic applications. In this paper, a review covering the contribution from 2000 to 2016 is given, and what should be done in future work is also discussed. Project supported by the Foundation of State Key Laboratory of Acoustics, Institute of Acoustics, Chinese Academy of Sciences (Grant No. SKLA201303) and the National Natural Science Foundation of China (Grant Nos. 11104044, 11234002, and 11474073).

  1. Implications of a wavepacket formulation for the nonlinear parabolized stability equations to hypersonic boundary layers

    NASA Astrophysics Data System (ADS)

    Kuehl, Joseph

    2016-11-01

    The parabolized stability equations (PSE) have been developed as an efficient and powerful tool for studying the stability of advection-dominated laminar flows. In this work, a new "wavepacket" formulation of the PSE is presented. This method accounts for the influence of finite-bandwidth-frequency distributions on nonlinear stability calculations. The methodology is motivated by convolution integrals and is found to appropriately represent nonlinear energy transfer between primary modes and harmonics, in particular nonlinear feedback, via a "nonlinear coupling coefficient." It is found that traditional discrete mode formulations overestimate nonlinear feedback by approximately 70%. This results in smaller maximum disturbance amplitudes than those observed experimentally. The new formulation corrects this overestimation, accounts for the generation of side lobes responsible for spectral broadening and results in disturbance saturation amplitudes consistent with experiment. A Mach 6 flared-cone example is presented. Support from the AFOSR Young Investigator Program via Grant FA9550-15-1-0129 is gratefully acknowledges.

  2. Limiting Motion for the Parabolic Ginzburg-Landau Equation with Infinite Energy Data

    NASA Astrophysics Data System (ADS)

    Côte, Delphine; Côte, Raphaël

    2017-03-01

    We study a class of solutions to the parabolic Ginzburg-Landau equation in dimension 2 or higher, with ill-prepared infinite energy initial data. We show that, asymptotically, the vorticity evolves according to motion by mean curvature in Brakke's weak formulation. Then, we prove that in the plane, point vortices do not move in the original time scale. These results extend the works of Bethuel, Orlandi and Smets (Ann Math (2) 163(1):37-163, 2006; Duke Math J 130(3):523-614, 2005) to infinite energy data; they allow us to consider point vortices on a lattice (in dimension 2), or filament vortices of infinite length (in dimension 3).

  3. Recovering the source and initial value simultaneously in a parabolic equation

    NASA Astrophysics Data System (ADS)

    Zheng, Guang-Hui; Wei, Ting

    2014-06-01

    In this paper, we consider an inverse problem to simultaneously reconstruct the source term and initial data associated with a parabolic equation based on the additional temperature data at a terminal time t = T and the temperature data on an accessible part of a boundary. The conditional stability and uniqueness of the inverse problem are established. We apply a variational regularization method to recover the source and initial value. The existence, uniqueness and stability of the minimizer of the corresponding variational problem are obtained. Taking the minimizer as a regularized solution for the inverse problem, under an a priori and an a posteriori parameter choice rule, the convergence rates of the regularized solution under a source condition are also given. Furthermore, the source condition is characterized by an optimal control approach. Finally, we use a conjugate gradient method and a stopping criterion given by Morozov's discrepancy principle to solve the variational problem. Numerical experiments are provided to demonstrate the feasibility of the method.

  4. 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.

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

    NASA Technical Reports Server (NTRS)

    Banks, H. T.; Kunisch, K.

    1982-01-01

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

  6. Enhanced propagation modeling of directional aviation noise: A hybrid parabolic equation-fast field program method

    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.

  7. Generalized Ordinary Differential Equation Models.

    PubMed

    Miao, Hongyu; Wu, Hulin; Xue, Hongqi

    2014-10-01

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

  8. A bivariate Chebyshev spectral collocation quasilinearization method for nonlinear evolution parabolic equations.

    PubMed

    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.

  9. A Bivariate Chebyshev Spectral Collocation Quasilinearization Method for Nonlinear Evolution Parabolic Equations

    PubMed Central

    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

  10. ON BOUNDARY AND INITIAL CONDITIONS IN \\mathscr{L}_p, p>1, OF SOLUTIONS OF PARABOLIC EQUATIONS

    NASA Astrophysics Data System (ADS)

    Petrushko, I. M.

    1986-02-01

    Necessary and sufficient conditions on the solutions of parabolic equations in a cylinder are established for the existence of limits in \\mathscr{L}_p on the lateral surface of the cylinder and in \\mathscr{L}_p with a weight on its lower base.Bibliography: 9 titles.

  11. Helmholtz and parabolic equation solutions to a benchmark problem in ocean acoustics.

    PubMed

    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.

  12. On a new nonlocal boundary value problem for an equation of the mixed parabolic-hyperbolic type

    NASA Astrophysics Data System (ADS)

    Dildabek, Gulnar

    2016-12-01

    In this work a new nonlocal boundary value problem for an equation of the mixed type is formulated. This equation is parabolic-hyperbolic and belongs to the first kind because the line of type change is not a characteristic of the equation. Non-local condition binds points on boundaries of the parabolic and hyperbolic parts of the domain with each other. This problem is generalization of the well-known problems of Frankl type. A boundary value problem for the heat equation with conditions of the Samarskii-Ionlin type arises in solving this problem. Unlike the existing publications of the other authors related to the theme it is necessary to note that in this papers the nonlocal problems were considered in rectangular domains. But in our formulation of the problem the hyperbolic part of the domain coincides with a characteristic triangle. Unique strong solvability of the formulated problem is proved.

  13. Plane waves at or near grazing incidence in the parabolic approximation. [acoustic equations of motion for sound fields

    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.

  14. Plane waves at or near grazing incidence in the parabolic approximation. [acoustic equations of motion for sound fields

    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.

  15. Systems of Nonlinear Hyperbolic Partial Differential Equations

    DTIC Science & Technology

    1997-12-01

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

  16. Symmetry algebras of linear differential equations

    NASA Astrophysics Data System (ADS)

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

    1992-07-01

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

  17. Modeling Tropospheric Radiowave Propagation Over Rough Sea Surfaces Using the Parabolic Equation Fourier Split-step Method

    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).

  18. Interpolation and partial differential equations

    NASA Astrophysics Data System (ADS)

    Maligranda, Lech; Persson, Lars Erik; Wyller, John

    1994-09-01

    One of the main motivations for developing the theory of interpolation was to apply it to the theory of partial differential equations (PDEs). Nowadays interpolation theory has been developed in an almost unbelievable way {see the bibliography of Maligranda [Interpolation of Operators and Applications (1926-1990), 2nd ed. (Luleå University, Luleå, 1993), p. 154]}. In this article some model examples are presented which display how powerful this theory is when dealing with PDEs. One main aim is to point out when it suffices to use classical interpolation theory and also to give concrete examples of situations when nonlinear interpolation theory has to be applied. Some historical remarks are also included and the relations to similar results are pointed out.

  19. Inversion of heterogeneous parabolic-type equations using the pilot points method

    NASA Astrophysics Data System (ADS)

    Alcolea, Andrés; Carrera, Jesús; Medina, Agustín

    2006-07-01

    The inverse problem (also referred to as parameter estimation) consists of evaluating the medium properties ruling the behaviour of a given equation from direct measurements of those properties and of the dependent state variables. The problem becomes ill-posed when the properties vary spatially in an unknown manner, which is often the case when modelling natural processes. A possibility to fight this problem consists of performing stochastic conditional simulations. That is, instead of seeking a single solution (conditional estimation), one obtains an ensemble of fields, all of which honour the small scale variability (high frequency fluctuations) and direct measurements. The high frequency component of the field is different from one simulation to another, but a fixed component for all of them. Measurements of the dependent state variables are honoured by framing simulation as an inverse problem, where both model fit and parameter plausibility are maximized with respect to the coefficients of the basis functions (pilot point values). These coefficients (model parameters) are used for parameterizing the large scale variability patterns. The pilot points method, which is often used in hydrogeology, uses the kriging weights as basis functions. The performance of the method (both its variants of conditional estimation/simulation) is tested on a synthetic example using a parabolic-type equation. Results show that including the plausibility term improves the identification of the spatial variability of the unknown field function and that the weight assigned to the plausibility term does lead to optimal results both for conditional estimation and for stochastic simulations.

  20. The Extended Parabolic Equation Method and Implication of Results for Atmospheric Millimeter-Wave and Optical Propagation

    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.

  1. Differential operator multiplication method for fractional differential equations

    NASA Astrophysics Data System (ADS)

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

    2016-11-01

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

  2. 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.

  3. 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

  4. A constrained backpropagation approach for the adaptive solution of partial differential equations.

    PubMed

    Rudd, Keith; Di Muro, Gianluca; Ferrari, Silvia

    2014-03-01

    This paper presents a constrained backpropagation (CPROP) methodology for solving nonlinear elliptic and parabolic partial differential equations (PDEs) adaptively, subject to changes in the PDE parameters or external forcing. Unlike existing methods based on penalty functions or Lagrange multipliers, CPROP solves the constrained optimization problem associated with training a neural network to approximate the PDE solution by means of direct elimination. As a result, CPROP reduces the dimensionality of the optimization problem, while satisfying the equality constraints associated with the boundary and initial conditions exactly, at every iteration of the algorithm. The effectiveness of this method is demonstrated through several examples, including nonlinear elliptic and parabolic PDEs with changing parameters and nonhomogeneous terms.

  5. Solving systems of fractional differential equations using differential transform method

    NASA Astrophysics Data System (ADS)

    Erturk, Vedat Suat; Momani, Shaher

    2008-05-01

    This paper presents approximate analytical solutions for systems of fractional differential equations using the differential transform method. The fractional derivatives are described in the Caputo sense. The application of differential transform method, developed for differential equations of integer order, is extended to derive approximate analytical solutions of systems of fractional differential equations. The solutions of our model equations are calculated in the form of convergent series with easily computable components. Some examples are solved as illustrations, using symbolic computation. The numerical results show that the approach is easy to implement and accurate when applied to systems of fractional differential equations. The method introduces a promising tool for solving many linear and nonlinear fractional differential equations.

  6. 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.

  7. Prediction of far-field wind turbine noise propagation with parabolic equation.

    PubMed

    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.

  8. 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.

  9. A higher order accurate solution decomposition scheme for a singularly perturbed parabolic reaction-diffusion equation

    NASA Astrophysics Data System (ADS)

    Shishkin, G. I.; Shishkina, L. P.

    2015-03-01

    An initial-boundary value problem is considered for a singularly perturbed parabolic reaction-diffusion equation. For this problem, a technique is developed for constructing higher order accurate difference schemes that converge ɛ-uniformly in the maximum norm (where ɛ is the perturbation parameter multiplying the highest order derivative, ɛ ∈ (0, 1]). A solution decomposition scheme is described in which the grid subproblems for the regular and singular solution components are considered on uniform meshes. The Richardson technique is used to construct a higher order accurate solution decomposition scheme whose solution converges ɛ-uniformly in the maximum norm at a rate of [InlineMediaObject not available: see fulltext.], where N + 1 and N 0 + 1 are the numbers of nodes in uniform meshes in x and t, respectively. Also, a new numerical-analytical Richardson scheme for the solution decomposition method is developed. Relying on the approach proposed, improved difference schemes can be constructed by applying the solution decomposition method and the Richardson extrapolation method when the number of embedded grids is more than two. These schemes converge ɛ-uniformly with an order close to the sixth in x and equal to the third in t.

  10. Parabolized Stability Equations analysis of nonlinear interactions with forced eigenmodes to control subsonic jet instabilities

    NASA Astrophysics Data System (ADS)

    Itasse, Maxime; Brazier, Jean-Philippe; Léon, Olivier; Casalis, Grégoire

    2015-08-01

    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 (m1, n1), (m2, n2), such that the difference in azimuth and in frequency matches the desired "target" mode (m1 - m2, n1 - n2). 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.

  11. Parabolized Stability Equations analysis of nonlinear interactions with forced eigenmodes to control subsonic jet instabilities

    SciTech Connect

    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.

  12. Fast analysis of wide-band scattering from electrically large targets with time-domain parabolic equation method

    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.

  13. 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.

  14. 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.

  15. 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.

  16. 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…

  17. 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.

  18. 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…

  19. On implicit abstract neutral nonlinear differential equations

    SciTech Connect

    Hernández, Eduardo; O’Regan, Donal

    2016-04-15

    In this paper we continue our developments in Hernández and O’Regan (J Funct Anal 261:3457–3481, 2011) on the existence of solutions for abstract neutral differential equations. In particular we extend the results in Hernández and O’Regan (J Funct Anal 261:3457–3481, 2011) for the case of implicit nonlinear neutral equations and we focus on applications to partial “nonlinear” neutral differential equations. Some applications involving partial neutral differential equations are presented.

  20. Stochastic differential equation model to Prendiville processes

    NASA Astrophysics Data System (ADS)

    Granita, Bahar, Arifah

    2015-10-01

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

  1. Stochastic differential equation model to Prendiville processes

    SciTech Connect

    Granita; Bahar, Arifah

    2015-10-22

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

  2. Sparse dynamics for partial differential equations

    PubMed Central

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

    2013-01-01

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

  3. Discrete Surface Modelling Using Partial Differential Equations.

    PubMed

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

    2006-02-01

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

  4. Comparison between ocean-acoustic fluctuations in parabolic-equation simulations and estimates from integral approximations.

    PubMed

    Flatté, Stanley M; Vera, Michael D

    2003-08-01

    Line-integral approximations to the acoustic path integral have been used to estimate the magnitude of the fluctuations in an acoustic signal traveling through an ocean filled with internal waves. These approximations for the root-mean-square (rms) fluctuation and the bias of travel time, rms fluctuation in a vertical arrival angle, and the spreading of the acoustic pulse are compared here to estimates from simulations that use the parabolic equation (PE). PE propagations at 250 Hz with a maximum range of 1000 km were performed. The model environment consisted of one of two sound-speed profiles perturbed by internal waves conforming to the Garrett-Munk (GM) spectral model with strengths of 0.5, 1, and 2 times the GM reference energy level. Integral-approximation (IA) estimates of rms travel-time fluctuations were within statistical uncertainty at 1000 km for the SLICE89 profile, and in disagreement by between 20% and 60% for the Canonical profile. Bias estimates were accurate for the first few hundred kilometers of propagation, but became a strong function of time front ID beyond, with some agreeing with the PE results and others very much larger. The IA structure functions of travel time with depth are predicted to be quadratic with the form theta(2)vc0(-2)deltaz(2), where deltaz is vertical separation, c0 is a reference sound speed, and thetav is the rms fluctuation in an arrival angle. At 1000 km, the PE results were close to quadratic at small deltaz, with values of thetav in disagreement with those of the integral approximation by factors of order 2. Pulse spreads in the PE results were much smaller than predicted by the IA estimates. Results imply that acoustic tomography of internal waves at ranges up to 1000 km can use the IA estimate of travel-time variance with reasonable reliability.

  5. On the global existence of solutions to a singular semilinear parabolic equation arising from the study of autocatalytic chemical kinetics

    NASA Astrophysics Data System (ADS)

    Needham, D. J.

    1992-05-01

    In this paper we consider the question of the existence of solutions to an initial-boundary value problem for a singular, semilinear, parabolic equation arising from the study of autocatalytic chemical kinetics of the type A → B at rate k[A][B] P , where A is a reactant, B is the autocatalyst, k>0 the rate constant and 0< p<1 the order of the reaction, King and Needham [1]. A monotone iteration method is adopted in the spirit of Sattinger [2], However the general theory due to Sattinger [2] cannot be applied directly because of the singular nature of the source term in the equation.

  6. The Use of Iterative Linear-Equation Solvers in Codes for Large Systems of Stiff IVPs (Initial-Value Problems) for ODEs (Ordinary Differential Equations).

    DTIC Science & Technology

    1984-04-01

    stiff initial-value problems (MVh) for ordi- am differential equations (ODEs) of the farm A$() - f (100a) A(re) - ye.(. These problems aris other...as the application of the inethod-of-lnes, to a system of Parabolic partial differential equation [39D. Consequently, the etfiient solution of lare...solution of ellitic and par.- bolls paria dIfferential . equations . (See,.( fora-lW. [M 101M,14.,16.17. 24.42. 54.55. $7. 0. 61, 61,0. 70, 81. 83. 861 and

  7. Ordinary differential equation for local accumulation time.

    PubMed

    Berezhkovskii, Alexander M

    2011-08-21

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

  8. Fractional Differential Equations and Multifractality

    NASA Astrophysics Data System (ADS)

    Larcheveque, M.; Schertzer, D. J.; Schertzer, D. J.; Duan, J.; Lovejoy, S.

    2001-12-01

    There has been a mushrooming interest in the linear Fokker-Planck Equation (FPPE) which corresponds to the generating equation of Lévy's anomalous diffusion. We already pointed out some theoretical and empirical limitations of the linear FPPE for various geophysical problems: the medium is in fact considered as homogeneous and the exponent of the power law of the pdf tails should be smaller than 2. We showed that a nonlinear extension based on a nonlinear Langevin equation forced by a Lévy stable motion overcomes these limitations. We show that in order to generate multifractal diffusion, and more generally multifractal fields, we need to furthermore consider fractional time derivatives in the Langevin equation and in FPPE. We compare our approach with the Continuous-Time Random Walk (CTWR) approach.

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

    SciTech Connect

    Worley, P.H.

    1991-09-01

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

  10. On the existence of Lipschitz solutions to some forward-backward parabolic equations

    NASA Astrophysics Data System (ADS)

    Kim, Seonghak

    In this dissertation we discuss a new approach for studying forward-backward quasilinear diffusion equations. Our main idea is motivated by a reformulation of such equations as non-homogeneous partial differential inclusions and relies on a Baire's category method. In this way the existence of Lipschitz solutions to the initial-boundary value problem of those equations is guaranteed under a certain density condition. Finally we study two important cases of anisotropic diffusion in which such density condition can be realized. The first case is on the Perona-Malik type equations. In 1990, P. Perona and J. Malik [35] proposed an anisotropic diffusion model, called the Perona-Malik model, in image processing ut = div (| Du|/ 1 + Du 2) for denoising and edge enhancement of a computer vision. Since then the dichotomy of numerical stability and theoretical ill-posedness of the model has attracted many interests in the name of the Perona-Malik paradox [28]. Our result in this case provides the model with mathematically rigorous solutions in any dimension that are even reflecting some phenomena observed in numerical simulations. The other case deals with the existence result on the Hollig type equations. In 1983, K. Hollig [20] proved, in dimension n = 1, the existence of infinitely many L2-weak solutions to the initial-boundary value problem of a forward-backward diffusion equation with non-monotone piecewise linear heat flux, and this piecewise linearity was much relaxed later by K. Zhang [45]. The work [20] was initially motivated by the Clausius-Duhem inequality in the second law of thermodynamics, where the negative of the heat flux may violate the monotonicity but should obey the Fourier inequality at least. Our result in this case generalizes [20, 45] to all dimensions.

  11. Connecting Related Rates and Differential Equations

    ERIC Educational Resources Information Center

    Brandt, Keith

    2012-01-01

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

  12. 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.

  13. Modeling of ultrashort pulsed laser irradiation in the cornea based on parabolic and hyperbolic heat equations using electrical analogy

    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.

  14. 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.

  15. 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.

  16. A class of neutral functional differential equations.

    NASA Technical Reports Server (NTRS)

    Melvin, W. R.

    1972-01-01

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

  17. Modeling animal movements using stochastic differential equations

    Treesearch

    Haiganoush K. Preisler; Alan A. Ager; Bruce K. Johnson; John G. Kie

    2004-01-01

    We describe the use of bivariate stochastic differential equations (SDE) for modeling movements of 216 radiocollared female Rocky Mountain elk at the Starkey Experimental Forest and Range in northeastern Oregon. Spatially and temporally explicit vector fields were estimated using approximating difference equations and nonparametric regression techniques. Estimated...

  18. PETOOL: MATLAB-based one-way and two-way split-step parabolic equation tool for radiowave propagation over variable terrain

    NASA Astrophysics Data System (ADS)

    Ozgun, Ozlem; Apaydin, Gökhan; Kuzuoglu, Mustafa; Sevgi, Levent

    2011-12-01

    A MATLAB-based one-way and two-way split-step parabolic equation software tool (PETOOL) has been developed with a user-friendly graphical user interface (GUI) for the analysis and visualization of radio-wave propagation over variable terrain and through homogeneous and inhomogeneous atmosphere. The tool has a unique feature over existing one-way parabolic equation (PE)-based codes, because it utilizes the two-way split-step parabolic equation (SSPE) approach with wide-angle propagator, which is a recursive forward-backward algorithm to incorporate both forward and backward waves into the solution in the presence of variable terrain. First, the formulation of the classical one-way SSPE and the relatively-novel two-way SSPE is presented, with particular emphasis on their capabilities and the limitations. Next, the structure and the GUI capabilities of the PETOOL software tool are discussed in detail. The calibration of PETOOL is performed and demonstrated via analytical comparisons and/or representative canonical tests performed against the Geometric Optic (GO) + Uniform Theory of Diffraction (UTD). The tool can be used for research and/or educational purposes to investigate the effects of a variety of user-defined terrain and range-dependent refractivity profiles in electromagnetic wave propagation. Program summaryProgram title: PETOOL (Parabolic Equation Toolbox) Catalogue identifier: AEJS_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEJS_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 143 349 No. of bytes in distributed program, including test data, etc.: 23 280 251 Distribution format: tar.gz Programming language: MATLAB (MathWorks Inc.) 2010a. Partial Differential Toolbox and Curve Fitting Toolbox required Computer: PC Operating system: Windows XP and

  19. Computationally efficient parabolic equation solutions to seismo-acoustic problems involving thin or low-shear elastic layers.

    PubMed

    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.

  20. A note on weak and strong probabilistic solutions for a stochastic quasilinear parabolic equation of generalized polytropic filtration

    NASA Astrophysics Data System (ADS)

    Ali, Zakaria Idriss; Sango, Mamadou

    2016-06-01

    In this paper, we investigate a class of stochastic quasilinear parabolic problems with nonstandard growth in the functional setting of generalized Sobolev spaces. The deterministic version of the equation was first introduced and studied by Samokhin, as a generalized model for polytropic filtration. We establish an existence result of weak probabilistic solutions when the forcing terms do not satisfy Lipschitz conditions. Under Lipschitzity of the nonlinear external forces, f and G, we obtain the uniqueness of the weak probabilistic solutions. Combining the uniqueness and the famous Yamada-Watanabe result we prove the existence of the unique strong probabilistic solution.

  1. 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.)

  2. Laplace and the era of differential equations

    NASA Astrophysics Data System (ADS)

    Weinberger, Peter

    2012-11-01

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

  3. 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.

  4. 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.

  5. Elastic parabolic equation and normal mode solutions for seismo-acoustic propagation in underwater environments with ice covers.

    PubMed

    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.

  6. Uniqueness in shape identification of a time-varying domain and related parabolic equations on non-cylindrical domains

    NASA Astrophysics Data System (ADS)

    Kawakami, Hajime; Tsuchiya, Masaaki

    2010-12-01

    The paper deals with an inverse problem determining the shape of a time-varying Lipschitz domain by boundary measurements of the temperature; such a domain is treated as a non-cylindrical domain in the time-space. Here we focus on the uniqueness of the shape identification. As a general treatment to show the uniqueness, a comparability condition on a pair of domains is introduced; the condition holds automatically in the time-independent case. Based on the condition, we provide several classes of domains in which the uniqueness of the shape identification holds under an appropriate initial shape condition or initial temperature condition. Each of such classes is characterized by a certain geometric condition on its each single element; in particular, it is verified that the class of polyhedral domains and any class of domains with C1 smoothness and with a common initial shape fulfil the uniqueness property. The inverse problem is studied via a parabolic equation with a mixed boundary condition. Then the unique continuation property of weak solutions and the uniqueness of weak solutions to an induced parabolic equation with the homogeneous Dirichlet boundary condition on a non-cylindrical non-Lipschitz domain play key roles. This work was partially supported by JSPS Grant-in-Aid for Scientific Research 21540160.

  7. Explicit and implicit ode solvers using Krylov subspace optimization: Application to the diffusion equation and parabolic Maxwell`s system

    SciTech Connect

    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.

  8. Differential equation models for sharp threshold dynamics.

    PubMed

    Schramm, Harrison C; Dimitrov, Nedialko B

    2014-01-01

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

  9. 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.

  10. Asymptotically dichotomic almost periodic differential equations

    NASA Astrophysics Data System (ADS)

    Campos, Juan; Tarallo, Massimo

    2017-07-01

    Consider a non-linear differential equation in RN which asymptotically behaves as a linear equation admitting an exponential dichotomy. We wonder if almost periodic solutions exist when we add to the equation an almost periodic forcing term, large enough and not vanishing too much. A positive answer has been given in [3] for the scalar case N = 1 and our aim is to extend that result to higher dimensions. We discover that the extension seems to be driven by a new ingredient, namely the type of the exponential dichotomy: besides the pure stable types, the mixed hyperbolic type is now possible and leads to a weaker than expected extension. An example shows that a stronger extension cannot be obtained by the same method. The approach is blended and mixes methods of differential equations and functional analysis, especially when estimating norm and spectral radius of some crucial positive but non-compact linear integral operators.

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

    SciTech Connect

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

    2005-08-09

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

  12. A differential equation for approximate wall distance

    NASA Astrophysics Data System (ADS)

    Fares, E.; Schröder, W.

    2002-07-01

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

  13. 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.

  14. Limit Cycles of Planar Quadratic Differential Equations,

    DTIC Science & Technology

    1982-05-01

    A120 71g LIMIT CYCLES OF PLANAR QUADRATIC DIFFERENTIAL EQUATIONS i/i (U) VALE UNIV NEW~ HAVEN CT CENTER FOR SYSTEMS SCIENCE D E KODITSCHE( ET AL...MICROCOPY RESOLUTION TEST CHART ""OftAI IIMEA OF WSTMAIhSIItg0s3a NATIONA BUREAU OF -TANDtMAROga / - -w w w ~ S S S S S S S S LIMIT CYCLES OF PLANAR...pubta rolb=% DW*5UMato UnlIhd ... a.. . . . . . . . . .......- .lu uo . ,aK Limit Cycles of Planar Quadratic Differential Equations D. E. Koditschek

  15. 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.

  16. Differential equations on unitarity cut surfaces

    NASA Astrophysics Data System (ADS)

    Zeng, Mao

    2017-06-01

    We reformulate differential equations (DEs) for Feynman integrals to avoid doubled propagators in intermediate steps. External momentum derivatives are dressed with loop momentum derivatives to form tangent vectors to unitarity cut surfaces, in a way inspired by unitarity-compatible IBP reduction. For the one-loop box, our method directly produces the final DEs without any integration-by-parts reduction. We further illustrate the method by deriving maximal-cut level differential equations for two-loop nonplanar five-point integrals, whose exact expressions are yet unknown. We speed up the computation using finite field techniques and rational function reconstruction.

  17. Symmetric solutions of evolutionary partial differential equations

    NASA Astrophysics Data System (ADS)

    Bruell, Gabriele; Ehrnström, Mats; Geyer, Anna; Pei, Long

    2017-10-01

    We show that for a large class of evolutionary nonlinear and nonlocal partial differential equations, symmetry of solutions implies very restrictive properties of the solutions and symmetry axes. These restrictions are formulated in terms of three principles, based on the structure of the equations. The first principle covers equations that allow for steady solutions and shows that any spatially symmetric solution is in fact steady with a speed determined by the motion of the axis of symmetry at the initial time. The second principle includes equations that admit breathers and steady waves, and therefore is less strong: it holds that the axes of symmetry are constant in time. The last principle is a mixed case, when the equation contains terms of the kind from both earlier principles, and there may be different outcomes; for a class of such equations one obtains that a spatially symmetric solution must be constant in both time and space. We list and give examples of more than 30 well-known equations and systems in one and several dimensions satisfying these principles; corresponding results for weak formulations of these equations may be attained using the same techniques. Our investigation is a generalisation of a local and one-dimensional version of the first principle from Ehrnström et al (2009 Int. Math. Res. Not. 2009 4578–96) to nonlocal equations, systems and higher dimensions, as well as a study of the standing and mixed cases.

  18. Counting Coloured Planar Maps: Differential Equations

    NASA Astrophysics Data System (ADS)

    Bernardi, Olivier; Bousquet-Mélou, Mireille

    2017-08-01

    We address the enumeration of q-coloured planar maps counted by the number of edges and the number of monochromatic edges. We prove that the associated generating function is differentially algebraic, that is, satisfies a non-trivial polynomial differential equation with respect to the edge variable. We give explicitly a differential system that characterizes this series. We then prove a similar result for planar triangulations, thus generalizing a result of Tutte dealing with their proper q-colourings. In statistical physics terms, we solve the q-state Potts model on random planar lattices. This work follows a first paper by the same authors, where the generating function was proved to be algebraic for certain values of q, including {q=1, 2} and 3. It is known to be transcendental in general. In contrast, our differential system holds for an indeterminate q. For certain special cases of combinatorial interest (four colours; proper q-colourings; maps equipped with a spanning forest), we derive from this system, in the case of triangulations, an explicit differential equation of order 2 defining the generating function. For general planar maps, we also obtain a differential equation of order 3 for the four-colour case and for the self-dual Potts model.

  19. A three-dimensional parabolic equation model of sound propagation using higher-order operator splitting and Padé approximants.

    PubMed

    Lin, Ying-Tsong; Collis, Jon M; Duda, Timothy F

    2012-11-01

    An alternating direction implicit (ADI) three-dimensional fluid parabolic equation solution method with enhanced accuracy is presented. The method uses a square-root Helmholtz operator splitting algorithm that retains cross-multiplied operator terms that have been previously neglected. With these higher-order cross terms, the valid angular range of the parabolic equation solution is improved. The method is tested for accuracy against an image solution in an idealized wedge problem. Computational efficiency improvements resulting from the ADI discretization are also discussed.

  20. Revealing Numerical Solutions of a Differential Equation

    ERIC Educational Resources Information Center

    Glaister, P.

    2006-01-01

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

  1. 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…

  2. Rough differential equations with unbounded drift term

    NASA Astrophysics Data System (ADS)

    Riedel, S.; Scheutzow, M.

    2017-01-01

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

  3. 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.

  4. Lipschitz regularity for integro-differential equations with coercive Hamiltonians and application to large time behavior

    NASA Astrophysics Data System (ADS)

    Barles, Guy; Ley, Olivier; Topp, Erwin

    2017-02-01

    In this paper, we provide suitable adaptations of the ‘weak version of Bernstein method’ introduced by the first author in 1991, in order to obtain Lipschitz regularity results and Lipschitz estimates for nonlinear integro-differential elliptic and parabolic equations set in the whole space. Our interest is to obtain such Lipschitz results to possibly degenerate equations, or to equations which are indeed ‘uniformly elliptic’ (maybe in the nonlocal sense) but which do not satisfy the usual ‘growth condition’ on the gradient term allowing to use (for example) the Ishii-Lions’ method. We treat the case of a model equation with a superlinear coercivity on the gradient term which has a leading role in the equation. This regularity result together with comparison principle provided for the problem allow to obtain the ergodic large time behavior of the evolution problem in the periodic setting.

  5. The example of modeling of logistics processes using differential equations

    NASA Astrophysics Data System (ADS)

    Ryczyński, Jacek

    2017-07-01

    The article describes the use of differential calculus to determine the form of differential equations family of curves. Form of differential equations obtained by eliminating the parameters of the equations describing the different family of curves. Elimination of the parameters has been performed several times by differentiation starting equations. Received appropriate form of differential equations for the case of family circles, family of curves of the second degree and the families of the logistic function.

  6. Heating analysis of bent-nose biconics at high angles of attack using the parabolized Navier-Stokes equations

    NASA Technical Reports Server (NTRS)

    Stephenson, B. L.; Hassan, H. A.

    1983-01-01

    A method based on the Parabolized Navier-Stokes equations is used to calculate the flow field and heat transfer of lifting entry vehicles. The method is based on the Bean and Warming implicit algorithm and uses a new procedure for preventing departure solutions. Calculations are carried out for blunt on-axis and bent biconics, assuming a perfect gas and laminar flow, and compared with available heat transfer, surface pressure and shock shape measurements for a range of Mach numbers and angles of attack. In all calculations presented here, the starting solution is obtained from available inviscid and boundary layer codes. Good agreement with experiment is indicated. Thus, the method provides an accurate and rather inexpensive procedure for calculating three-dimensional flows at supersonic Mach numbers.

  7. Blow-up rates of solutions of initial-boundary value problems for a quasi-linear parabolic equation

    NASA Astrophysics Data System (ADS)

    Anada, Koichi; Ishiwata, Tetsuya

    2017-01-01

    We consider initial-boundary value problems for a quasi linear parabolic equation, kt =k2 (kθθ + k), with zero Dirichlet boundary conditions and positive initial data. It has known that each of solutions blows up at a finite time with the rate faster than √{(T - t) - 1}. In this paper, it is proved that supθ ⁡ k (θ , t) ≈√{(T - t) - 1 log ⁡ log ⁡(T - t) - 1 } as t ↗ T under some assumptions. Our strategy is based on analysis for curve shortening flows that with self-crossing brought by S.B. Angenent and J.J.L. Velázquez. In addition, we prove some of numerical conjectures by Watterson which are keys to provide the blow-up rate.

  8. A Pseubo-Temporal Multi-Grid Relaxation Scheme for Solving the Parabolized Navier-Stokes Equations

    NASA Technical Reports Server (NTRS)

    Morrison, J. H.; White, J. A.

    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.

  9. 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.

  10. Numerical solution of supersonic three-dimensional free-mixing flows using the parabolic-elliptic Navier-Stokes equations

    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.

  11. Five-dimensional monopole equation with hedgehog ansatz and Abel's differential equation

    SciTech Connect

    Kihara, Hironobu

    2008-06-15

    We consider the generalized monopole in the five-dimensional Euclidean space. A numerical solution with the hedgehog ansatz is studied. The Bogomol'nyi equation becomes a second-order autonomous nonlinear differential equation. The equation can be translated into the Abel's differential equation of the second kind and is an algebraic differential equation.

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

    ERIC Educational Resources Information Center

    Savoye, Philippe

    2009-01-01

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

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

    ERIC Educational Resources Information Center

    Savoye, Philippe

    2009-01-01

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

  14. A partial differential equation for pseudocontact shift.

    PubMed

    Charnock, G T P; Kuprov, Ilya

    2014-10-07

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

  15. Asymptotic stability of singularly perturbed differential equations

    NASA Astrophysics Data System (ADS)

    Artstein, Zvi

    2017-02-01

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

  16. Sequential fractional differential equations with Hadamard derivative

    NASA Astrophysics Data System (ADS)

    Klimek, M.

    2011-12-01

    A class of nonlinear sequential fractional differential equations dependent on the basic fractional operator involving a Hadamard derivative is studied for arbitrary real noninteger order α∈R+. The existence and uniqueness of the solution is proved using the contraction principle and a new, equivalent norm and metric, introduced in the paper. As an example, a linear nonhomogeneous FDE is solved explicitly in arbitrary interval [ a, b] and for a nonhomogeneous term given as an arbitrary Fox function. The general solution consists of the solution of a homogeneous counterpart equation and a particular solution corresponding to the nonhomogeneous term and is given as a linear combination of the respective Fox functions series.

  17. Poisson Stochastic Process and Basic Schauder and Sobolev Estimates in the Theory of Parabolic Equations

    NASA Astrophysics Data System (ADS)

    Krylov, N. V.; Priola, E.

    2017-09-01

    We show, among other things, how knowing Schauder or Sobolev-space estimates for the one-dimensional heat equation allows one to derive their multidimensional analogs for equations with coefficients depending only on the time variable with the same constants as in the case of the one-dimensional heat equation. The method is quite general and is based on using the Poisson stochastic process. It also applies to equations involving non-local operators. It looks like no other methods are available at this time and it is a very challenging problem to find a purely analytical approach to proving such results.

  18. 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…

  19. 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…

  20. Approximating chaotic saddles for delay differential equations

    NASA Astrophysics Data System (ADS)

    Taylor, S. Richard; Campbell, Sue Ann

    2007-04-01

    Chaotic saddles are unstable invariant sets in the phase space of dynamical systems that exhibit transient chaos. They play a key role in mediating transport processes involving scattering and chaotic transients. Here we present evidence (long chaotic transients and fractal basins of attraction) of transient chaos in a “logistic” delay differential equation. We adapt an existing method (stagger-and-step) to numerically construct the chaotic saddle for this system. This is the first such analysis of transient chaos in an infinite-dimensional dynamical system, and in delay differential equations in particular. Using Poincaré section techniques we illustrate approaches to visualizing the saddle set, and confirm that the saddle has the Cantor-like fractal structure consistent with a chaotic saddle generated by horseshoe-type dynamics.

  1. Partial differential equation models in macroeconomics.

    PubMed

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

    2014-11-13

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

  2. 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.

  3. 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.

  4. Stationary conditions for stochastic differential equations

    NASA Technical Reports Server (NTRS)

    Adomian, G.; Walker, W. W.

    1972-01-01

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

  5. A few remarks on ordinary differential equations

    SciTech Connect

    Desjardins, B.

    1996-12-31

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

  6. Application of an Extended Parabolic Equation to the Calculation of the Mean Field and the Transverse and Longitudinal Mutual Coherence Functions Within Atmospheric Turbulence

    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.

  7. 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.

  8. Use of splines in the solution of parabolized Navier-Stokes equations

    NASA Astrophysics Data System (ADS)

    Lyttle, Ian; Reed, Helen

    1996-11-01

    A parabolized Navier-Stokes code is written to investigate the three-dimensional nature of boundary layers. The geometry of interest is a sharp cone, of elliptical cross-section, at zero angle-of-attack. The flow of interest is a calorically perfect ideal gas at free-stream Mach number of 4 and freestream Reynolds number of 4 × 10^6 per meter. The use of cubic splines with an adaptive grid scheme is found to induce small errors in pressure. Though large scale flow features remain unaffected, spurious small scale features can appear. The nature of these errors is investigated. As the solution is transferred between grids, splined quantities are used to reconstruct other quantities through the ideal gas relations. Non-physical oscillations appear in the reconstructed quantities. These oscillations contaminate the solution at small scales. This work is supported by the Air Force Office of Scientific Research (F49620-95-1-0033), and by the National Science Foundation Faculty Awards for Women in Science and Engineering (GER-9022523).

  9. 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.

  10. Solution of transonic flows by an integro-differential equation method

    NASA Technical Reports Server (NTRS)

    Ogana, W.

    1978-01-01

    Solutions of steady transonic flow past a two-dimensional airfoil are obtained from a singular integro-differential equation which involves a tangential derivative of the perturbation velocity potential. Subcritical flows are solved by taking central differences everywhere. For supercritical flows with shocks, central differences are taken in subsonic flow regions and backward differences in supersonic flow regions. The method is applied to a nonlifting parabolic-arc airfoil and to a lifting NACA 0012 airfoil. Results compare favorably with those of finite-difference schemes.

  11. Boundedness of solutions of measure differential equations and dynamic equations on time scales

    NASA Astrophysics Data System (ADS)

    Federson, M.; Grau, R.; Mesquita, J. G.; Toon, E.

    2017-07-01

    In this paper, we investigate the boundedness results for measure differential equations. In order to obtain our results, we use the correspondence between these equations and generalized ODEs. Furthermore, we prove our results concerning boundedness of solutions for dynamic equations on time scales, using the fact that these equations represent a particular case of measure differential equations.

  12. 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.

  13. An Operator Method for Field Moments from the Extended Parabolic Wave Equation and Analytical Solutions of the First and Second Moments for Atmospheric Electromagnetic Wave Propagation

    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 delta-correlation of the fluctuations in the direction of propagation), the usual parabolic equation in the paraxial approximation is accurate even at millimeter wavelengths. The comprehensive operator solution also allows one to obtain expressions for the longitudinal (generalized) second order moment. This is also considered and the solution for the atmospheric case is obtained and discussed. 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.

  14. Solving Partial Differential Equations on Overlapping Grids

    SciTech Connect

    Henshaw, W D

    2008-09-22

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

  15. Lectures on differential equations for Feynman integrals

    NASA Astrophysics Data System (ADS)

    Henn, Johannes M.

    2015-04-01

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

  16. The entropy solution of a hyperbolic-parabolic mixed type equation.

    PubMed

    Zhan, Huashui

    2016-01-01

    The entropy solution of the equation [Formula: see text]is considered. Besides the usual initial value, only a partial boundary value is imposed. By choosing some special test functions, the stability of the solutions is obtained by Kruzkov's bi-variables method, provided that [Formula: see text] is an unit n-dimensional cube or the half space.

  17. An inverse problem for a semilinear parabolic equation arising from cardiac electrophysiology

    NASA Astrophysics Data System (ADS)

    Beretta, Elena; Cavaterra, Cecilia; Cerutti, M. Cristina; Manzoni, Andrea; Ratti, Luca

    2017-10-01

    In this paper we develop theoretical analysis and numerical reconstruction techniques for the solution of an inverse boundary value problem dealing with the nonlinear, time-dependent monodomain equation, which models the evolution of the electric potential in the myocardial tissue. The goal is the detection of an inhomogeneity \

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

    ERIC Educational Resources Information Center

    Banks, Bernard W.

    1990-01-01

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

  19. Ordinary Differential Equation Models for Adoptive Immunotherapy.

    PubMed

    Talkington, Anne; Dantoin, Claudia; Durrett, Rick

    2017-04-05

    Modified T cells that have been engineered to recognize the CD19 surface marker have recently been shown to be very successful at treating acute lymphocytic leukemias. Here, we explore four previous approaches that have used ordinary differential equations to model this type of therapy, compare their properties, and modify the models to address their deficiencies. Although the four models treat the workings of the immune system in slightly different ways, they all predict that adoptive immunotherapy can be successful to move a patient from the large tumor fixed point to an equilibrium with little or no tumor.

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

    PubMed

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

    2016-01-01

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

  1. Solving Differential Equations in R: Package deSolve

    EPA Science Inventory

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

  2. Solving Differential Equations in R: Package deSolve

    EPA Science Inventory

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

  3. On a class of inverse problems for a parabolic equation with involution

    NASA Astrophysics Data System (ADS)

    Sarsenbi, Abdisalam A.

    2017-09-01

    A class of inverse problems for a heat equation with involution perturbation is considered using four different bound-ary conditions, namely, Dirichlet, Neumann, periodic and anti-periodic boundary conditions. Proved theorems on existence and uniqueness of solutions to these problems are presented. Solutions are obtained in the form of series expansion using a set of appropriate orthogonal basis for each problem. Convergence of the obtained solutions is also discussed.

  4. Application of implicit scheme with AGE iterative method for solving fuzzy parabolic equation

    NASA Astrophysics Data System (ADS)

    Dahalan, A. A.; Muthuvalu, M. S.; Aruchunan, E.; Sulaiman, J.; Din, W. R. W.

    2017-04-01

    The objective of this paper is to analyze the application of the Alternating Group Explicit (AGE) iterative method by using central finite approximation equation to solve linear system generated from the discretization of one-dimensional fuzzy diffusion problems. In addition, the formulation and implementation of the proposed method are also presented. The results obtained are then compared with Gauss-Seidel (GS) iterative method to illustrate their effectiveness and feasibility.

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

    NASA Technical Reports Server (NTRS)

    Hunt, L. R.; Villarreal, Ramiro

    1987-01-01

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

  6. Light propagation from fluorescent probes in biological tissues by coupled time-dependent parabolic simplified spherical harmonics equations

    PubMed Central

    Domínguez, Jorge Bouza; Bérubé-Lauzière, Yves

    2011-01-01

    We introduce a system of coupled time-dependent parabolic simplified spherical harmonic equations to model the propagation of both excitation and fluorescence light in biological tissues. We resort to a finite element approach to obtain the time-dependent profile of the excitation and the fluorescence light fields in the medium. We present results for cases involving two geometries in three-dimensions: a homogeneous cylinder with an embedded fluorescent inclusion and a realistically-shaped rodent with an embedded inclusion alike an organ filled with a fluorescent probe. For the cylindrical geometry, we show the differences in the time-dependent fluorescence response for a point-like, a spherical, and a spherically Gaussian distributed fluorescent inclusion. From our results, we conclude that the model is able to describe the time-dependent excitation and fluorescent light transfer in small geometries with high absorption coefficients and in nondiffusive domains, as may be found in small animal diffuse optical tomography (DOT) and fluorescence DOT imaging. PMID:21483606

  7. Built-up terrain wave propagation by Fourier split-step parabolic wave equation-ray optical techniques

    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.

  8. Conditioning and stability of finite difference schemes on uniform meshes for a singularly perturbed parabolic convection-diffusion equation

    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.

  9. Treatment of a sloping fluid-solid interface and sediment layering with the seismo-acoustic parabolic equation.

    PubMed

    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.

  10. A Novel Approach to Modeling of Hydrogeologic Systems Using Fuzzy Differential Equations

    NASA Astrophysics Data System (ADS)

    Faybishenko, B. A.

    2003-12-01

    The many simultaneously occurring processes in unsaturated-saturated heterogeneous soils and fractured rocks can cause field observations to become imprecise and incomplete. Consequently, the results of predictions using deterministic and stochastic mathematical models are often uncertain, vague or "fuzzy." One of the alternative approaches to modeling hydrogeologic systems is the application of a fuzzy-systems approach, which is already widely used in such fields as engineering, physics, chemistry, and biology. After presenting a hydrogeologic system as a fuzzy system, the author presents a fuzzy form of Darcy's equation. Based on this equation, second-order fuzzy partial differential equations of the elliptic type (analogous to the Laplace equation) and the parabolic type (analogous to the Richards equation) are derived. These equations are then approximated as fuzzy-difference equations and solved using the basic principles of fuzzy arithmetic. The solutions for the fuzzy-difference equations take the form of fuzzy membership functions for each observation point (node). The author gives examples of the solutions of these equations for flow in unsaturated and saturated media and then compares them with those obtained using deterministic and stochastic methods.

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

    NASA Astrophysics Data System (ADS)

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

    2016-08-01

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

  12. The inverse problem of recovering the source in a parabolic equation under a condition of nonlocal observation

    SciTech Connect

    Kostin, A B

    2013-10-31

    We study the inverse problem for a parabolic equation of recovering the source, that is, the right-hand side F(x,t)=h(x,t)f(x), where the function f(x) is unknown. To find f(x), along with the initial and boundary conditions, we also introduce an additional condition of nonlocal observation of the form ∫{sub 0}{sup T}u(x,t) dμ(t)=χ(x). We prove the Fredholm property for the problem stated in this way, and obtain sufficient conditions for the existence and uniqueness of a solution. These conditions are of the form of readily verifiable inequalities and put no restrictions on the value of T>0 or the diameter of the domain Ω under consideration. The proof uses a priori estimates and the qualitative properties of solutions of initial-boundary value problems for parabolic equations. Bibliography: 40 titles.

  13. Numerical study of a parametric parabolic equation and a related inverse boundary value problem

    NASA Astrophysics Data System (ADS)

    Mustonen, Lauri

    2016-10-01

    We consider a time-dependent linear diffusion equation together with a related inverse boundary value problem. The aim of the inverse problem is to determine, based on observations on the boundary, the nonhomogeneous diffusion coefficient in the interior of an object. The method in this paper relies on solving the forward problem for a whole family of diffusivities by using a spectral Galerkin method in the high-dimensional parameter domain. The evaluation of the parametric solution and its derivatives is then completely independent of spatial and temporal discretizations. In the case of a quadratic approximation for the parameter dependence and a direct solver for linear least squares problems, we show that the evaluation of the parametric solution does not increase the complexity of any linearized subproblem arising from a Gauss-Newtonian method that is used to minimize a Tikhonov functional. The feasibility of the proposed algorithm is demonstrated by diffusivity reconstructions in two and three spatial dimensions.

  14. Conditions for instantaneous support shrinking and sharp estimates for the support of the solution of the Cauchy problem for a doubly non-linear parabolic equation with absorption

    SciTech Connect

    Degtyarev, S P

    2008-04-30

    Instantaneous support shrinking is studied for a doubly non-linear degenerate parabolic equation in the case of slow diffusion when, in general, the Cauchy initial data are Radon measures. For a non-negative solution, a necessary and sufficient condition for instantaneous support shrinking is obtained in terms of the local behaviour of the mass of the initial data. In the same terms, estimates are obtained for the size of the support, that are sharp with respect to order. Bibliography: 24 titles.

  15. Adaptive numerical methods for partial differential equations

    SciTech Connect

    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.

  16. Efficient modified Chebyshev differentiation matrices for fractional differential equations

    NASA Astrophysics Data System (ADS)

    Dabiri, Arman; Butcher, Eric A.

    2017-09-01

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

  17. The blow-up problem for a semilinear parabolic equation with a potential

    NASA Astrophysics Data System (ADS)

    Cortazar, Carmen; Elgueta, Manuel; Rossi, Julio D.

    2007-11-01

    Let [Omega] be a bounded smooth domain in . We consider the problem ut=[Delta]u+V(x)up in [Omega]×[0,T), with Dirichlet boundary conditions u=0 on [not partial differential][Omega]×[0,T) and initial datum u(x,0)=M[phi](x) where M[greater-or-equal, slanted]0, [phi] is positive and compatible with the boundary condition. We give estimates for the blow-up time of solutions for large values of M. As a consequence of these estimates we find that, for M large, the blow-up set concentrates near the points where [phi]p-1V attains its maximum.

  18. Nonlocal diffusion second order partial differential equations

    NASA Astrophysics Data System (ADS)

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

    2017-02-01

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

  19. Stability and control of functional differential equations

    NASA Astrophysics Data System (ADS)

    Peet, Matthew Monnig

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

  20. 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.

  1. 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.

  2. 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.

  3. Fem Formulation of Coupled Partial Differential Equations for Heat Transfer

    NASA Astrophysics Data System (ADS)

    Ameer Ahamad, N.; Soudagar, Manzoor Elahi M.; Kamangar, Sarfaraz; Anjum Badruddin, Irfan

    2017-08-01

    Heat Transfer in any field plays an important role for transfer of energy from one region to another region. The heat transfer in porous medium can be simulated with the help of two partial differential equations. These equations need an alternate and relatively easy method due to complexity of the phenomenon involved. This article is dedicated to discuss the finite element formulation of heat transfer in porous medium in Cartesian coordinates. A triangular element is considered to discretize the governing partial differential equations and matrix equations are developed for 3 nodes of element. Iterative approach is used for the two sets of matrix equations involved representing two partial differential equations.

  4. Random Lie-point symmetries of stochastic differential equations

    NASA Astrophysics Data System (ADS)

    Gaeta, Giuseppe; Spadaro, Francesco

    2017-05-01

    We study the invariance of stochastic differential equations under random diffeomorphisms and establish the determining equations for random Lie-point symmetries of stochastic differential equations, both in Ito and in Stratonovich forms. We also discuss relations with previous results in the literature.

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

    NASA Astrophysics Data System (ADS)

    Qian, Dingbian; Li, Xinyu

    2005-03-01

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

  6. 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.

  7. Compatible Spatial Discretizations for Partial Differential Equations

    SciTech Connect

    Arnold, Douglas, N, ed.

    2004-11-25

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

  8. 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.

  9. Estimates of the stabilization rate as t{yields}{infinity} of solutions of the first mixed problem for a quasilinear system of second-order parabolic equations

    SciTech Connect

    Kozhevnikova, L M; Mukminov, F Kh

    2000-02-28

    A quasilinear system of parabolic equations with energy inequality is considered in a cylindrical domain {l_brace}t>0{r_brace}x{omega}. In a broad class of unbounded domains {omega} two geometric characteristics of a domain are identified which determine the rate of convergence to zero as t{yields}{infinity} of the L{sub 2}-norm of a solution. Under additional assumptions on the coefficients of the quasilinear system estimates of the derivatives and uniform estimates of the solution are obtained; they are proved to be best possible in the order of convergence to zero in the case of one semilinear equation.

  10. Solution of the multidimensional problem for the parabolic equation with incompatible initial and boundary data in the Hölder and weighted spaces

    NASA Astrophysics Data System (ADS)

    Bizhanova, Galina I.

    2017-09-01

    Studying the solutions of the boundary value problems for the parabolic equations in the Hölder spaces we should require the fulfilment of the compatibility conditions of the initial and boundary data of all necessary orders, they provide the continuity of the solution and its derivatives of all acceptable orders up to the boundary and boundedness of the Hölder constants of the highest derivatives in the closure of a domain. Such problems describe the physical processes which go continuously all the time since the beginning of the processes. If we consider the processes (for instance, heating or cooling), which are not continuous at the initial moment, then compatibility conditions of the initial and boundary data of the problems modeling this processes can not be fulfilled, but processes go, that is the problems with incompatible initial and boundary data have physical sense and they can have the solutions. There is considered a multidimensional first boundary value problem for the parabolic equation with incompatible initial and boundary data of the zero and first orders. It is proved that the solution of the problem may be represented as a sum of a Hölder solution and two singular ones corresponding these two incompatible initial and boundary conditions. The singular solutions belong to the weighted space with parabolic weights and space of the functions, the highest derivatives of which are not continuous, but bounded. These regular and singular solutions are unique, the estimates for them are obtained.

  11. Coherent optical feedback for the analog solution of partial differential and integral equations

    NASA Astrophysics Data System (ADS)

    Cederquist, J. N.

    1980-12-01

    To extend and improve the capabilities of optical information processing systems, the use of coherent optical feedback was investigated. A confocal feedback system based on the confocal Fabry-Perot interferometer was developed and shown to have a very flexible, complex-valued coherent transfer function unattainable without feedback. This system was used to solve the three types of second order linear partial differential equations in two dimensions-elliptic, hyperbolic, and parabolic- for a variety of inhomogeneous terms and boundary and initial conditions. Space-variant image plane filters were used to allow the solution of partial differential equations with variable coefficients. An optical flat with a small wedge angle was added to perform time sampling of the feedback signal. The resulting system can then solve partial differential equations in three dimensions. A second confocal Fabry-Perot interferometer was placed inside the first to produce multiple feedback. Time sampling was also combined with multiple feedback to create a system capable of solving four dimensional problems. Methods for the solution of Fredholm and Voltera integral equations are also discussed.

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

    DTIC Science & Technology

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

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

    DTIC Science & Technology

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

  14. Modeling some real phenomena by fractional differential equations

    NASA Astrophysics Data System (ADS)

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

    2016-11-01

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

  15. Hamilton Jacobi method for solving ordinary differential equations

    NASA Astrophysics Data System (ADS)

    Mei, Feng-Xiang; Wu, Hui-Bin; Zhang, Yong-Fa

    2006-08-01

    The Hamilton-Jacobi method for solving ordinary differential equations is presented in this paper. A system of ordinary differential equations of first order or second order can be expressed as a Hamilton system under certain conditions. Then the Hamilton-Jacobi method is used in the integration of the Hamilton system and the solution of the original ordinary differential equations can be found. Finally, an example is given to illustrate the application of the result.

  16. Stochastic symmetries of Wick type stochastic ordinary differential equations

    NASA Astrophysics Data System (ADS)

    Ünal, Gazanfer

    2015-04-01

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

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

    NASA Astrophysics Data System (ADS)

    Vyazmin, Andrei V.; Sorokin, Vsevolod G.

    2017-01-01

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

  18. On maximal parabolic regularity for non-autonomous parabolic operators

    NASA Astrophysics Data System (ADS)

    Disser, Karoline; ter Elst, A. F. M.; Rehberg, Joachim

    2017-02-01

    We consider linear inhomogeneous non-autonomous parabolic problems associated to sesquilinear forms, with discontinuous dependence of time. We show that for these problems, the property of maximal parabolic regularity can be extrapolated to time integrability exponents r ≠ 2. This allows us to prove maximal parabolic Lr-regularity for discontinuous non-autonomous second-order divergence form operators in very general geometric settings and to prove existence results for related quasilinear equations.

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

    PubMed

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

    2017-04-01

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

  20. Numerical approach to differential equations of fractional order

    NASA Astrophysics Data System (ADS)

    Momani, Shaher; Odibat, Zaid

    2007-10-01

    In this paper, the variational iteration method and the Adomian decomposition method are implemented to give approximate solutions for linear and nonlinear systems of differential equations of fractional order. The two methods in applied mathematics can be used as alternative methods for obtaining analytic and approximate solutions for different types of differential equations. In these schemes, the solution takes the form of a convergent series with easily computable components. This paper presents a numerical comparison between the two methods for solving systems of fractional differential equations. Numerical results show that the two approaches are easy to implement and accurate when applied to differential equations of fractional order.

  1. Electrocardiogram classification using delay differential equations

    PubMed Central

    Lainscsek, Claudia; Sejnowski, Terrence J.

    2013-01-01

    Time series analysis with nonlinear delay differential equations (DDEs) reveals nonlinear as well as spectral properties of the underlying dynamical system. Here, global DDE models were used to analyze 5 min data segments of electrocardiographic (ECG) recordings in order to capture distinguishing features for different heart conditions such as normal heart beat, congestive heart failure, and atrial fibrillation. The number of terms and delays in the model as well as the order of nonlinearity of the model have to be selected that are the most discriminative. The DDE model form that best separates the three classes of data was chosen by exhaustive search up to third order polynomials. Such an approach can provide deep insight into the nature of the data since linear terms of a DDE correspond to the main time-scales in the signal and the nonlinear terms in the DDE are related to nonlinear couplings between the harmonic signal parts. The DDEs were able to detect atrial fibrillation with an accuracy of 72%, congestive heart failure with an accuracy of 88%, and normal heart beat with an accuracy of 97% from 5 min of ECG, a much shorter time interval than required to achieve comparable performance with other methods. PMID:23822497

  2. Homogenizing atomic dynamics by fractional differential equations

    NASA Astrophysics Data System (ADS)

    Tang, Shaoqiang; Ying, Yuping

    2017-10-01

    In this paper, we propose two ways to construct fractional differential equations (FDE) for approximating atomic chain dynamics. Taking harmonic chain as an example, we add a power function of fractional order to Taylor expansion of the dispersion relation, and determine the parameters by matching two selected wave numbers. This approximate function leads to an FDE after considering both directions for wave propagation. As an alternative, we consider the symbol of the force term, and approximate it by a similar function. It also induces an FDE. Both approaches produce excellent agreement with the harmonic chain dynamics. The accuracy may be improved by optimizing the selected wave numbers, or starting with higher order Taylor expansions. When resolved in the lattice constant, the resulting FDE's faithfully reproduce the lattice dynamics. When resolved in a coarse grid instead, they systematically generate homogenized algorithms. Numerical tests are performed to verify the proposed approaches. Moreover, FDE's are also constructed for diatomic chain and anharmonic lattice, to illustrate the generality of the proposed approaches.

  3. Parameter Estimation of Partial Differential Equation Models.

    PubMed

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

    2013-01-01

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

  4. Robust estimation for ordinary differential equation models.

    PubMed

    Cao, J; Wang, L; Xu, J

    2011-12-01

    Applied scientists often like to use ordinary differential equations (ODEs) to model complex dynamic processes that arise in biology, engineering, medicine, and many other areas. It is interesting but challenging to estimate ODE parameters from noisy data, especially when the data have some outliers. We propose a robust method to address this problem. The dynamic process is represented with a nonparametric function, which is a linear combination of basis functions. The nonparametric function is estimated by a robust penalized smoothing method. The penalty term is defined with the parametric ODE model, which controls the roughness of the nonparametric function and maintains the fidelity of the nonparametric function to the ODE model. The basis coefficients and ODE parameters are estimated in two nested levels of optimization. The coefficient estimates are treated as an implicit function of ODE parameters, which enables one to derive the analytic gradients for optimization using the implicit function theorem. Simulation studies show that the robust method gives satisfactory estimates for the ODE parameters from noisy data with outliers. The robust method is demonstrated by estimating a predator-prey ODE model from real ecological data.

  5. 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.

  6. 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

  7. 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.

  8. Analytic Parabolic Equation Solutions.

    DTIC Science & Technology

    1989-11-01

    problem involving a line source in a homogeneous ocean above a homogeneous , semi-infinite, fast fluid bottom has been analyzed in detail. Various...excited duct with laterally homogeneous bilinear height profile. An exact numerical reference solution can be constructed by modal summation for...have been well documented in the literature [1]. Since the final-field is constructed by beam shooting, one avoids the need for eigenray search which

  9. A Geometric Treatment of Implicit Differential-Algebraic Equations

    NASA Astrophysics Data System (ADS)

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

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

  10. High Energy Laser Beam Propagation in the Atmosphere: The Integral Invariants of the Nonlinear Parabolic Equation and the Method of Moments

    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.

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

    NASA Astrophysics Data System (ADS)

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

    2012-08-01

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

  12. Three-dimensional parabolic equation models of the acoustic coverage of the CTBT hydrophone station at Crozet

    NASA Astrophysics Data System (ADS)

    Zampolli, Mario; Haralabus, Georgios; Prior, Mark K.; Heaney, Kevin D.; Campbell, Richard

    2014-05-01

    Hydrophone stations of the Comprehensive Nuclear-Test-Ban Organisation (CTBTO) International Monitoring System (IMS), with the exception of one in Australia, comprise two triplets of submerged moored hydrophones, one North and one South of the island from which the respective system is deployed. Triplet distances vary approximately between 50 - 100 km from the island, with each triplet connected to the receiving shore equipment by fibre-optic submarine data cables. Once deployed, the systems relay underwater acoustic waveforms in the band 1 - 100 Hz in real time to Vienna via a shore based satellite link. The design life of hydroacoustic stations is at least 20 years, without need for any maintenance of the underwater system. The re-establishment of hydrophone monitoring station HA04 at Crozet (French Southern and Antarctic Territories) in the South-Western Indian Ocean is currently being investigated. In order to determine appropriate locations and depths for the installation of the hydrophones a number of constraints need to be taken into account and balanced against each other. The most important of these are (i) hydrophone depth in a region where the sound-speed profile is mostly upward refracting and the Sound Fixing and Ranging (SOFAR) channel is not well defined, (ii) a safe distance from the surface currents which occupy the first few hundred meters of the water column, (iii) seabed slopes that enable the safe deployment of the hydrophone mooring bases, (iv) avoidance of regions of high internal tide activity, (v) choice of locations to optimize basin and cross-basin scale acoustic coverage of each triplet and (vi) redundancy considerations so that one triplet can partially cover for the other one in case of necessity. A state-of-the-art three-dimensional (3-D) parabolic equation acoustic propagation model was used to model the propagation for a number of potential triplet locations. Criteria for short-listing candidate triplet locations were based on

  13. 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…

  14. 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…

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

    SciTech Connect

    Shananin, N A

    2000-04-30

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

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

    PubMed Central

    Homburg, Ale Jan; Young, Todd R.

    2011-01-01

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

  17. 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…

  18. Using StarLogo To Introduce Differential Equations.

    ERIC Educational Resources Information Center

    Anderson, Philip; Seaquist, Carl R.

    Massively parallel programming languages, like StarLogo, provide a rich environment for introducing differential equations to students with an unsophisticated mathematical background. This paper describes the basic software for stimulating and monitoring various population dynamics. Simple differential equations that describe the observed dynamics…

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

    NASA Astrophysics Data System (ADS)

    Krasil'shchik, Joseph; Rubtsov, Volodya

    2017-03-01

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

  20. 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…

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

    PubMed

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

    2013-01-01

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

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

    PubMed

    Homburg, Ale Jan; Young, Todd R

    2010-03-01

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

  3. Stochastic differential equations and numerical simulation for pedestrians

    SciTech Connect

    Garrison, J.C.

    1993-07-27

    The mathematical foundation of the Ito interpretation of stochastic ordinary and partial differential equations is briefly explained. This provides the basis for a review of simple difference approximations to stochastic differential equations. An example arising in the theory of optical switching is discussed.

  4. 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…

  5. Symmetry of stochastic non-variational differential equations

    NASA Astrophysics Data System (ADS)

    Gaeta, Giuseppe

    2017-05-01

    I will sketchily illustrate how the theory of symmetry helps in determining solutions of (deterministic) differential equations, both ODEs and PDEs, staying within the classical theory. I will then present a quick discussion of some more and less recent attempts to extend this theory to the study of stochastic differential equations, and briefly mention some perspective in this direction.

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

    PubMed Central

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

    2013-01-01

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

  7. 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…

  8. 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.

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

    NASA Astrophysics Data System (ADS)

    Baty, Roy; Ramsey, Scott; Schmidt, Joseph

    2016-11-01

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

  10. A New Factorisation of a General Second Order Differential Equation

    ERIC Educational Resources Information Center

    Clegg, Janet

    2006-01-01

    A factorisation of a general second order ordinary differential equation is introduced from which the full solution to the equation can be obtained by performing two integrations. The method is compared with traditional methods for solving these type of equations. It is shown how the Green's function can be derived directly from the factorisation…

  11. 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…

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

    NASA Technical Reports Server (NTRS)

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

    1977-01-01

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

  13. 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…

  14. An integral geometry lemma and its applications: The nonlocality of the Pavlov equation and a tomographic problem with opaque parabolic objects

    NASA Astrophysics Data System (ADS)

    Grinevich, P. G.; Santini, P. M.

    2016-10-01

    Written in the evolutionary form, the multidimensional integrable dispersionless equations, exactly like the soliton equations in 2+1 dimensions, become nonlocal. In particular, the Pavlov equation is brought to the form v t = v x v y - ∂ x -1 ∂ y [ v y + v x 2], where the formal integral ∂ x -1 becomes the asymmetric integral - int_x^∞ {dx'} . We show that this result could be guessed using an apparently new integral geometry lemma. It states that the integral of a sufficiently general smooth function f( X, Y) over a parabola in the plane ( X, Y) can be expressed in terms of the integrals of f( X, Y) over straight lines not intersecting the parabola. We expect that this result can have applications in two-dimensional linear tomography problems with an opaque parabolic obstacle.

  15. Algebraic and geometric structures of analytic partial differential equations

    NASA Astrophysics Data System (ADS)

    Kaptsov, O. V.

    2016-11-01

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

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

    ERIC Educational Resources Information Center

    Goldston, J. W.

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

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

    PubMed

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

    2001-06-01

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

  18. 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.

  19. 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.

  20. Boundary estimates for the first-order derivatives of a solution to a nondivergent parabolic equation with composite right-hand side and coefficients of lower-order derivatives

    SciTech Connect

    Apushkinskaya, D.E.; Nazarov, A.I.

    1995-12-05

    A linear parabolic equation with special singularities is studied. A priori boundary estimates are established for the maximum of the modulus of the gradient of a solution and for the Holder constants as well. These estimates depend linearly on the functions appearing on the right-hand side of the equation.

  1. On the singular perturbations for fractional differential equation.

    PubMed

    Atangana, Abdon

    2014-01-01

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

  2. 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.

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

    PubMed

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

    2016-01-01

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

  4. A neuro approach to solve fuzzy Riccati differential equations

    SciTech Connect

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

    2015-10-22

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

  5. 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.

  6. Ordinary differential equations with applications in molecular biology.

    PubMed

    Ilea, M; Turnea, M; Rotariu, M

    2012-01-01

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

  7. Variational integrators for nonvariational partial differential equations

    NASA Astrophysics Data System (ADS)

    Kraus, Michael; Maj, Omar

    2015-08-01

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

  8. 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.

  9. 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.

  10. Convergence to equilibria in scalar nonquasimonotone functional differential equations

    NASA Astrophysics Data System (ADS)

    Pituk, Mihály

    We consider a class of scalar functional differential equations generating a strongly order preserving semiflow with respect to the exponential ordering introduced by Smith and Thieme. It is shown that the boundedness of all solutions and the stability properties of an equilibrium are exactly the same as for the ordinary differential equation which is obtained by "ignoring the delays". The result on the boundedness of the solutions, combined with a convergence theorem due to Smith and Thieme, leads to explicit necessary and sufficient conditions for the convergence of all solutions starting from a dense subset of initial data. Under stronger conditions, guaranteeing that the functional differential equation is asymptotically equivalent to a scalar ordinary differential equation, a similar result is proved for the convergence of all solutions.

  11. 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.

  12. 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.

  13. Comparison theorems for neutral stochastic functional differential equations

    NASA Astrophysics Data System (ADS)

    Bai, Xiaoming; Jiang, Jifa

    2016-05-01

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

  14. 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.

  15. Uniqueness and existence results for ordinary differential equations

    NASA Astrophysics Data System (ADS)

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

    2006-04-01

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

  16. Numerical performance of the parabolized ADM formulation of general relativity

    SciTech Connect

    Paschalidis, Vasileios; Hansen, Jakob; Khokhlov, Alexei

    2008-09-15

    In a recent paper [Vasileios Paschalidis, Phys. Rev. D 78, 024002 (2008).], the first coauthor presented a new parabolic extension (PADM) of the standard 3+1 Arnowitt, Deser, Misner (ADM) formulation of the equations of general relativity. By parabolizing first-order ADM in a certain way, the PADM formulation turns it into a well-posed system which resembles the structure of mixed hyperbolic-second-order parabolic partial differential equations. The surface of constraints of PADM becomes a local attractor for all solutions and all possible well-posed gauge conditions. This paper describes a numerical implementation of PADM and studies its accuracy and stability in a series of standard numerical tests. Numerical properties of PADM are compared with those of standard ADM and its hyperbolic Kidder, Scheel, Teukolsky (KST) extension. The PADM scheme is numerically stable, convergent, and second-order accurate. The new formulation has better control of the constraint-violating modes than ADM and KST.

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

    NASA Technical Reports Server (NTRS)

    Geddes, K. O.

    1977-01-01

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

  18. Numerical solution of distributed order fractional differential equations

    NASA Astrophysics Data System (ADS)

    Katsikadelis, John T.

    2014-02-01

    In this paper a method for the numerical solution of distributed order FDEs (fractional differential equations) of a general form is presented. The method applies to both linear and nonlinear equations. The Caputo type fractional derivative is employed. The distributed order FDE is approximated with a multi-term FDE, which is then solved by adjusting appropriately the numerical method developed for multi-term FDEs by Katsikadelis. Several example equations are solved and the response of mechanical systems described by such equations is studied. The convergence and the accuracy of the method for linear and nonlinear equations are demonstrated through well corroborated numerical results.

  19. Classification of five-point differential-difference equations

    NASA Astrophysics Data System (ADS)

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

    2017-03-01

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

  20. Symmetries of stochastic differential equations: A geometric approach

    SciTech Connect

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

    2016-06-15

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

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

    SciTech Connect

    Thomas Hou

    2006-12-12

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

  2. Gear Method for Solving Differential Equations of Gear Systems

    NASA Astrophysics Data System (ADS)

    Wang, Y. X.; Wen, J. M.

    2006-10-01

    It is very difficult to obtain perfect analytical solutions of differential equations of gear system dynamics. The dynamic model which describes the torsional vibration behaviors of gear system has been introduced accurately in this paper. The differential equation of gear system nonlinear dynamics exhibiting combined nonlinearity influence such as time-varying stiffness, tooth backlash and dynamic transmission error (DTE) has been proposed by using a polynomial of degree 7 to fit the nonlinear backlash function and using time-varying stiffness Fourier transform to obtain its harmonic forms with 5 orders for the first time. The theory of GEAR method has been presented. Contrasting with other numerical methods, GEAR method has higher precision and calculation efficiency, especially in solving stiff differential equations. Based on GEAR method, the numerical calculation method for solving differential equations of gear system dynamics has been presented in this paper. Numerical calculation results proved that the numerical solutions by using Gear method is validated by comparison with experimental measurements and can be used to solve all kinds of differential equations, especially for large differential equations.

  3. 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…

  4. Effect of Differential Item Functioning on Test Equating

    ERIC Educational Resources Information Center

    Kabasakal, Kübra Atalay; Kelecioglu, Hülya

    2015-01-01

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

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

    SciTech Connect

    T. Fishaleck and R.B. White

    2008-02-19

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

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

    NASA Astrophysics Data System (ADS)

    Szilagyi, Miklos N.

    2014-01-01

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

  7. The numerical solution of linear multi-term fractional differential equations: systems of equations

    NASA Astrophysics Data System (ADS)

    Edwards, John T.; Ford, Neville J.; Simpson, A. Charles

    2002-11-01

    In this paper, we show how the numerical approximation of the solution of a linear multi-term fractional differential equation can be calculated by reduction of the problem to a system of ordinary and fractional differential equations each of order at most unity. We begin by showing how our method applies to a simple class of problems and we give a convergence result. We solve the Bagley Torvik equation as an example. We show how the method can be applied to a general linear multi-term equation and give two further examples.

  8. 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.

  9. Exp-function method for solving fractional partial differential equations.

    PubMed

    Zheng, Bin

    2013-01-01

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

  10. Exp-Function Method for Solving Fractional Partial Differential Equations

    PubMed Central

    2013-01-01

    We extend the Exp-function method to fractional partial differential equations in the sense of modified Riemann-Liouville derivative based on nonlinear fractional complex transformation. For illustrating the validity of this method, we apply it to the space-time fractional Fokas equation and the nonlinear fractional Sharma-Tasso-Olver (STO) equation. As a result, some new exact solutions for them are successfully established. PMID:23818823

  11. 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.

  12. 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.

  13. On solutions of polynomial growth of ordinary differential equations

    NASA Astrophysics Data System (ADS)

    van den Berg, I. P.

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

  14. 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.

  15. 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.

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

    PubMed Central

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

    2015-01-01

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

  17. Generating functionals and Lagrangian partial differential equations

    SciTech Connect

    Vankerschaver, Joris; Liao, Cuicui; Leok, Melvin

    2013-08-15

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

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

    NASA Astrophysics Data System (ADS)

    Hu, Changbing; Li, Bingtuan

    2015-09-01

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

  19. A Difference Differential Equation of Euler-Cauchy Type

    NASA Astrophysics Data System (ADS)

    Bradley, David M.; Diamond, Harold G.

    1997-08-01

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

  20. 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.

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

    SciTech Connect

    Marczynski, Slawomir

    2011-09-15

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

  2. Differential equations and integrable models: the /SU(3) case

    NASA Astrophysics Data System (ADS)

    Dorey, Patrick; Tateo, Roberto

    2000-04-01

    We exhibit a relationship between the massless a2(2) integrable quantum field theory and a certain third-order ordinary differential equation, thereby extending a recent result connecting the massless sine-Gordon model to the Schrödinger equation. This forms part of a more general correspondence involving A2-related Bethe ansatz systems and third-order differential equations. A non-linear integral equation for the generalised spectral problem is derived, and some numerical checks are performed. Duality properties are discussed, and a simple variant of the non-linear equation is suggested as a candidate to describe the finite volume ground state energies of minimal conformal field theories perturbed by the operators φ12, φ21 and φ15. This is checked against previous results obtained using the thermodynamic Bethe ansatz.

  3. 1/f noise from nonlinear stochastic differential equations

    NASA Astrophysics Data System (ADS)

    Ruseckas, J.; Kaulakys, B.

    2010-03-01

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

  4. Hodograph Transformations on Linearizable Partial Differential Equations,

    DTIC Science & Technology

    1986-01-01

    V2x 4x 3x+ v V2 3x x xx Applying a pure hodograph transformation to the above equation we obtain -1 2 . -2 t 5 - 2 " 4 ’ 5 2c...t K e , - s, 1. e:,. v i , ( 3r, ’ fp . I v2-526. [23] M.D. Kruskal, private communication . [2< J. Weiss, The Painlev6 property for partial...178. [43] V.V. Sokolov, private communication . .# %- ,r.’e P f. " 7r C ..... -* .~..* JOO&A" % %! % ’."--V-eW ,?\\. -- ’-% " " % %’>% % ’ "N. ’ - . ’ .. " ." ,* -. .• ’, ’ -- * *

  5. Dedalus: Flexible framework for spectrally solving differential equations

    NASA Astrophysics Data System (ADS)

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

    2016-03-01

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

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

    PubMed

    Grima, Ramon

    2011-11-01

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

  7. Explicit lower bounds for the cost of fast controls for some 1-D parabolic or dispersive equations, and a new lower bound concerning the uniform controllability of the 1-D transport-diffusion equation

    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.

  8. Alternate Solution to Generalized Bernoulli Equations via an Integrating Factor: An Exact Differential Equation Approach

    ERIC Educational Resources Information Center

    Tisdell, C. C.

    2017-01-01

    Solution methods to exact differential equations via integrating factors have a rich history dating back to Euler (1740) and the ideas enjoy applications to thermodynamics and electromagnetism. Recently, Azevedo and Valentino presented an analysis of the generalized Bernoulli equation, constructing a general solution by linearizing the problem…

  9. Weakly nonparallel and curvature effects on stationary crossflow instability: Comparison of results from multiple-scales analysis and parabolized stability equations

    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.

  10. Comparison of differential transformation method with adomian decomposition method for functional differential equations with proportional delays

    NASA Astrophysics Data System (ADS)

    Rebenda, Josef; Šmarda, Zdeněk

    2013-10-01

    In this paper, we will introduce two methods to obtain the numerical solutions for functional differential equations with proportional delays. The first method is the differential transformation method (DTM) and the second method is Adomian decomposition method (ADM). Moreover, we will make comparison between the solutions obtained by the two methods. Consequently, the results of our system tell us the two methods can be alternative ways for solution of the linear and nonlinear functional differential and integro-differential equations. New formulas for DTM were proven for these types of equations.

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

    NASA Technical Reports Server (NTRS)

    Dinar, N.

    1978-01-01

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

  12. 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.

  13. Small delay approximation of stochastic delay differential equations

    NASA Astrophysics Data System (ADS)

    Guillouzic, Steve; L'heureux, Ivan; Longtin, André

    1999-04-01

    Delay differential equations evolve in an infinite-dimensional phase space. In this paper, we consider the effect of external fluctuations (noise) on delay differential equations involving one variable, thus leading to univariate stochastic delay differential equations (SDDE's). For small delays, a univariate nondelayed stochastic differential equation approximating such a SDDE is presented. Another approximation, complementary to the first, is also obtained using an average of the SDDE's drift term over the delayed dynamical variable, which defines a conditional average drift. This second approximation is characterized by the fact that the diffusion term is identical to that of the original SDDE. For small delays, our approach yields a steady-state probability density and a conditional average drift which are in close agreement with numerical simulations of the original SDDE. We illustrate this scheme with the delayed linear Langevin equation and a stochastic version of the delayed logistic equation. The technique can be used with any type of noise, and is easily generalized to multiple delays.

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

    PubMed

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

    2015-04-08

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

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

    PubMed Central

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

    2015-01-01

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

  16. Entropy and convexity for nonlinear partial differential equations.

    PubMed

    Ball, John M; Chen, Gui-Qiang G

    2013-12-28

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

  17. Numerical diagnostics of solution blowup in differential equations

    NASA Astrophysics Data System (ADS)

    Belov, A. A.

    2017-01-01

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

  18. A perturbative solution to metadynamics ordinary differential equation

    NASA Astrophysics Data System (ADS)

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

    2015-12-01

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

  19. Entropy and convexity for nonlinear partial differential equations

    PubMed Central

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

    2013-01-01

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

  20. A perturbative solution to metadynamics ordinary differential equation.

    PubMed

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

    2015-12-21

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

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

    NASA Astrophysics Data System (ADS)

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

    2004-08-01

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

  2. Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations.

    PubMed

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

    2014-01-01

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

  3. 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.

  4. 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.

  5. Algebraic Riccati equations in zero-sum differential games

    NASA Technical Reports Server (NTRS)

    Johnson, T. L.; Chao, A.

    1974-01-01

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

  6. 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.

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

    PubMed Central

    Jeong, Jin-Mun; Cho, Seong Ho

    2014-01-01

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

  8. Analytic solution for Telegraph equation by differential transform method

    NASA Astrophysics Data System (ADS)

    Biazar, J.; Eslami, M.

    2010-06-01

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

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

    PubMed

    Jeong, Jin-Mun; Cho, Seong Ho

    2014-01-01

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

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

    NASA Astrophysics Data System (ADS)

    Gituliar, Oleksandr

    2016-02-01

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

  11. Samples of noncommutative products in certain differential equations

    NASA Astrophysics Data System (ADS)

    Légaré, M.

    2010-11-01

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

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

    PubMed

    Vazquez-Leal, Hector; Sarmiento-Reyes, Arturo

    2015-01-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2010-08-01

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

  14. Approximate Controllability for Linear Stochastic Differential Equations in Infinite Dimensions

    SciTech Connect

    Goreac, D.

    2009-08-15

    The objective of the paper is to investigate the approximate controllability property of a linear stochastic control system with values in a separable real Hilbert space. In a first step we prove the existence and uniqueness for the solution of the dual linear backward stochastic differential equation. This equation has the particularity that in addition to an unbounded operator acting on the Y-component of the solution there is still another one acting on the Z-component. With the help of this dual equation we then deduce the duality between approximate controllability and observability. Finally, under the assumption that the unbounded operator acting on the state process of the forward equation is an infinitesimal generator of an exponentially stable semigroup, we show that the generalized Hautus test provides a necessary condition for the approximate controllability. The paper generalizes former results by Buckdahn, Quincampoix and Tessitore (Stochastic Partial Differential Equations and Applications, Series of Lecture Notes in Pure and Appl. Math., vol. 245, pp. 253-260, Chapman and Hall, London, 2006) and Goreac (Applied Analysis and Differential Equations, pp. 153-164, World Scientific, Singapore, 2007) from the finite dimensional to the infinite dimensional case.

  15. 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.

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

    NASA Astrophysics Data System (ADS)

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

    2008-09-01

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

  17. Existence of a coupled system of fractional differential equations

    SciTech Connect

    Ibrahim, Rabha W.; Siri, Zailan

    2015-10-22

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

  18. Existence of a coupled system of fractional differential equations

    NASA Astrophysics Data System (ADS)

    Ibrahim, Rabha W.; Siri, Zailan

    2015-10-01

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

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

    PubMed

    Rüdiger, S

    2014-06-01

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

  20. [Integration of the Ludwig v. Bertalanffy's growth differential equation. I].

    PubMed

    Scharf, J H

    1983-01-01

    The growth differential equation of v. BERTALANFFY, (formula; see text) has no closed (analytic) general solution for any given values of m and n. Only for n = 1 and any m, the v. BERTALANFFY's equation is a BERNOULLI's one which is soluble without difficulties. If m and n both are rational numbers, the equation is soluble in all cases but the integrals are members of very different classes. In this paper, some methods are demonstrated to integrate the equation for rational m and n if delta = m - n = 1 up to the exponents' denominator four. For any numerically given real m, n, the transformation of CONTE may render possible to find a reduced form of the primarily given equation which can be solved by a range of analytical terms.

  1. Semilinear Kolmogorov Equations and Applications to Stochastic Optimal Control

    SciTech Connect

    Masiero, Federica

    2005-03-15

    Semilinear parabolic differential equations are solved in a mild sense in an infinite-dimensional Hilbert space. Applications to stochastic optimal control problems are studied by solving the associated Hamilton-Jacobi-Bellman equation. These results are applied to some controlled stochastic partial differential equations.

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

    NASA Astrophysics Data System (ADS)

    Ibáñez, Javier; Hernández, Vicente

    2009-11-01

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

  3. 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)

  4. 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.…

  5. 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.…

  6. 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…

  7. 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…

  8. 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…

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

    ERIC Educational Resources Information Center

    Si, Do Tan

    1977-01-01

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

  10. Validity of the differential equations for ionization cooling

    NASA Astrophysics Data System (ADS)

    Fernow, R. C.; Gallardo, J. C.

    1996-01-01

    We examine the validity of the differential equations used to describe ionization cooling. We find that the simple heating term due to multiple scattering given by D. Neuffer is a good approximation to the expression obtained from a more rigorous derivation.

  11. Validity of the differential equations for ionization cooling

    NASA Astrophysics Data System (ADS)

    Fernow, R. C.; Gallardo, J. C.

    1995-03-01

    The authors examine the validity of the differential equations used to describe ionization cooling. They find that the simple heating term due to multiple scattering given by D. Neuffer is a good approximation to the expression obtained from a more rigorous derivation.

  12. 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…

  13. 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…

  14. 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…

  15. 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…

  16. 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,…

  17. 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…

  18. 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…

  19. Parameter Estimates in Differential Equation Models for Population Growth

    ERIC Educational Resources Information Center

    Winkel, Brian J.

    2011-01-01

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

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

    NASA Astrophysics Data System (ADS)

    Yong, Li; Huaizhong, Wang

    1995-05-01

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

  1. 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.

  2. Finite-dimensional behavior in dissipative partial differential equations

    NASA Astrophysics Data System (ADS)

    Robinson, J. C.

    1995-03-01

    Dissipative partial differential equations have applications throughout the sciences: models of turbulence in fluids, chemical reactions, and morphogenesis in biology can all be written in a general form which allows them to be subjected to a unified analysis. Recent results on these equations show that in many cases they are not as complex as they initially appear, and can be converted into a set of ordinary differential equations. However, most of the relevant references present a bewildering array of terms which can obscure the simple underlying ideas. The main purpose of this paper is to introduce this terminology, motivated by several major results, slowly and by example. Detailed proofs are omitted, but it is hoped that this approach will give a good understanding of and intuitive feel for the subject without recourse to technicalities. Nevertheless, sufficient mathematical detail is included to allow application of these results to many examples.

  3. Numerical and asymptotic studies of delay differential equations

    NASA Astrophysics Data System (ADS)

    Adhikari, Mohit Hemchandra

    Two classes of differential delay equations exhibiting diverse phenomena are studied. The first one is a singularly perturbed delay differential equation which is used to model selected physical systems involving feedback where relaxation effects are combined with nonlinear driving from the past. In the limit of fast relaxation, the differential equation reduces to a difference equation or a map, due to the presence of the delay. A basic question in this field is how the behavior of the map is reflected in the behavior of the solutions of the delay differential equation. In this work, a generic logistic form is used for the underlying map and the above question is studied in the first period-doubling regime of the map. Using an efficient numerical algorithm, the shape and the period of the corresponding asymptotically stable periodic solution is studied first, for various values of the delay. In the limit of large delay, these solutions resemble square-waves of period close to twice the value of the delay, with sharp transition layers joining flat plateau-like regions. A Poincare-Lindstedt method involving a two-parameter perturbation expansion is applied to solve equations representing these layers and accurate expressions for the shape and the period of these solutions, in terms of Jacobi elliptic functions, are obtained. A similar approach is used to obtain leading order expressions for sub-harmonic solutions of shorter periods, but it is shown that while they are extremely long-lived for large values of delay, they eventually decay to the fundamental solutions mentioned above. The spectral algorithm used for the numerical integration is tested by comparing its accuracy and efficiency in obtaining stiff solutions of linear delay equations, with that of a current state-of-the-art time-stepping algorithm for integrating delay equations. Effect of delay on the synchronization of two nerve impulses traveling along two parallel nerve fibers, is the second question

  4. A differential equation for the Generalized Born radii.

    PubMed

    Fogolari, Federico; Corazza, Alessandra; Esposito, Gennaro

    2013-06-28

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

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

    PubMed

    Schaeffer, Hayden

    2017-01-01

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

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

    NASA Astrophysics Data System (ADS)

    Schaeffer, Hayden

    2017-01-01

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

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

    SciTech Connect

    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.

  8. Data-driven discovery of partial differential equations

    PubMed Central

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

    2017-01-01

    We propose a sparse regression method capable of discovering the governing partial differential equation(s) of a given system by time series measurements in the spatial domain. The regression framework relies on sparsity-promoting techniques to select the nonlinear and partial derivative terms of the governing equations that most accurately represent the data, bypassing a combinatorially large search through all possible candidate models. The method balances model complexity and regression accuracy by selecting a parsimonious model via Pareto analysis. Time series measurements can be made in an Eulerian framework, where the sensors are fixed spatially, or in a Lagrangian framework, where the sensors move with the dynamics. The method is computationally efficient, robust, and demonstrated to work on a variety of canonical problems spanning a number of scientific domains including Navier-Stokes, the quantum harmonic oscillator, and the diffusion equation. Moreover, the method is capable of disambiguating between potentially nonunique dynamical terms by using multiple time series taken with different initial data. Thus, for a traveling wave, the method can distinguish between a linear wave equation and the Korteweg–de Vries equation, for instance. The method provides a promising new technique for discovering governing equations and physical laws in parameterized spatiotemporal systems, where first-principles derivations are intractable. PMID:28508044

  9. Data-driven discovery of partial differential equations.

    PubMed

    Rudy, Samuel H; Brunton, Steven L; Proctor, Joshua L; Kutz, J Nathan

    2017-04-01

    We propose a sparse regression method capable of discovering the governing partial differential equation(s) of a given system by time series measurements in the spatial domain. The regression framework relies on sparsity-promoting techniques to select the nonlinear and partial derivative terms of the governing equations that most accurately represent the data, bypassing a combinatorially large search through all possible candidate models. The method balances model complexity and regression accuracy by selecting a parsimonious model via Pareto analysis. Time series measurements can be made in an Eulerian framework, where the sensors are fixed spatially, or in a Lagrangian framework, where the sensors move with the dynamics. The method is computationally efficient, robust, and demonstrated to work on a variety of canonical problems spanning a number of scientific domains including Navier-Stokes, the quantum harmonic oscillator, and the diffusion equation. Moreover, the method is capable of disambiguating between potentially nonunique dynamical terms by using multiple time series taken with different initial data. Thus, for a traveling wave, the method can distinguish between a linear wave equation and the Korteweg-de Vries equation, for instance. The method provides a promising new technique for discovering governing equations and physical laws in parameterized spatiotemporal systems, where first-principles derivations are intractable.

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

    PubMed

    Deboeck, Pascal R; Bergeman, C S

    2013-06-01

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

  11. A Quasi-Parabolic technique for computation of three-dimensional viscous flows

    NASA Technical Reports Server (NTRS)

    Spradley, L. W.; Stalnaker, J. F.; Xiques, K. E.

    1981-01-01

    A computational technique is presented for obtaining flowfield solutions to a parabolic form of the Navier-Stokes equations. The point of departure is the General Interpolant Method (GIM) which provides a discretization for partial differential equations on arbitrary three-dimensional geometries. The new scheme, termed Quasi-Parabolic, treats the parabolized equations but with 'time-like' terms appended. Addition of these extra terms, which are relaxed by iteration, avoid many of the singularities inherent in classical parabolic Navier-Stokes methods. Streamwise derivatives are approximated by three-point backward differences and the cross plane operators use an alternating forward-backward sweep. A two-step sequence is used to implement the difference scheme in the spatial dimensions and a time-like relaxation converges the quasi-parabolic procedure at each plane. Solutions are presented for flows in two and three dimensions. Inviscid flows are solved for internal and external applications and viscous flows in boundary layers and free shear layers are also computed with the GIM/Quasi-Parabolic scheme.

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

    NASA Technical Reports Server (NTRS)

    Jamison, J. W.

    1994-01-01

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

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

    NASA Technical Reports Server (NTRS)

    Jamison, J. W.

    1994-01-01

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

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

    PubMed

    Zjavka, Ladislav; Pedrycz, Witold

    2016-01-01

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

  15. Diagonally implicit block backward differentiation formula for solving linear second order ordinary differential equations

    NASA Astrophysics Data System (ADS)

    Zainuddin, N.; Ibrahim, Z. B.; Othman, K. I.

    2014-10-01

    The three point block method for solving second order ordinary differential equations (ODEs) directly using constant step size is derived. The reliability of this new method is verified in the numerical results with the improved performance in terms of computation time while maintaining the accuracy. The comparison is presented between the new method and classical backward differentiation formulas (BDF) of order 3.

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

    PubMed

    Zhukovsky, K

    2014-01-01

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

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

    NASA Astrophysics Data System (ADS)

    Michta, Mariusz

    2017-02-01

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

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

    PubMed Central

    Zhukovsky, K.

    2014-01-01

    We present a general method of operational nature to analyze and obtain solutions for a variety of equations of mathematical physics and related mathematical problems. We construct inverse differential operators and produce operational identities, involving inverse derivatives and families of generalised orthogonal polynomials, such as Hermite and Laguerre polynomial families. We develop the methodology of inverse and exponential operators, employing them for the study of partial differential equations. Advantages of the operational technique, combined with the use of integral transforms, generating functions with exponentials and their integrals, for solving a wide class of partial derivative equations, related to heat, wave, and transport problems, are demonstrated. PMID:24892051

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

    ERIC Educational Resources Information Center

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

    2009-01-01

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

  20. 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.

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

    SciTech Connect

    Engibaryan, N B; Khachatryan, Aghavard Kh

    2007-06-30

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

  2. Numerical Solution of a Nonlinear Integro-Differential Equation

    NASA Astrophysics Data System (ADS)

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

    2016-02-01

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

  3. Numerical simulation of singularly perturbed differential equation with small shift

    NASA Astrophysics Data System (ADS)

    Arora, Geeta; Kaur, Mandeep

    2017-07-01

    In the present paper, perturbed singular differential equations of second order with small shift are treated for their numerical simulation. These equations arise in the mathematical models for the study of neuronal behavior and their basic activities. Collocation method is used to solve these boundary value problems using modified B-spline basis functions. To partition the domain the piecewise uniform mesh-shiskhin mesh is generated that generate more partitions near the boundary region. The study targets on the impact of small parameters on the solution. To confirm the coherence of the method test problems are presented and conduct of solution of the problem with the time lag parameter is shown.

  4. Connecting orbits for nonlinear differential equations at resonance

    NASA Astrophysics Data System (ADS)

    Kokocki, Piotr

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

  5. 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.

  6. Data-driven discovery of partial differential equations

    NASA Astrophysics Data System (ADS)

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

    2016-11-01

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

  7. 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.

  8. Alternans promotion in cardiac electrophysiology models by delay differential equations

    NASA Astrophysics Data System (ADS)

    Gomes, Johnny M.; dos Santos, Rodrigo Weber; Cherry, Elizabeth M.

    2017-09-01

    Cardiac electrical alternans is a state of alternation between long and short action potentials and is frequently associated with harmful cardiac conditions. Different dynamic mechanisms can give rise to alternans; however, many cardiac models based on ordinary differential equations are not able to reproduce this phenomenon. A previous study showed that alternans can be induced by the introduction of delay differential equations (DDEs) in the formulations of the ion channel gating variables of a canine myocyte model. The present work demonstrates that this technique is not model-specific by successfully promoting alternans using DDEs for five cardiac electrophysiology models that describe different types of myocytes, with varying degrees of complexity. By analyzing results across the different models, we observe two potential requirements for alternans promotion via DDEs for ionic gates: (i) the gate must have a significant influence on the action potential duration and (ii) a delay must significantly impair the gate's recovery between consecutive action potentials.

  9. 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.

  10. Numerical solution of three-dimensional magnetic differential equations

    SciTech Connect

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

    1987-02-01

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

  11. Fundamental solutions for partial differential equations with reflection group invariance

    NASA Astrophysics Data System (ADS)

    Berest, Yuri; Molchanov, Yuri

    1995-08-01

    The Dunkl differential-difference operator associated with a finite reflection group is used to extend the Weyl-Heisenberg algebra. The subalgebra of mastersymmetries graded by the characters of the Coxeter group W is constructed. It provides us with a new class of intertwining operators for appropriate W-invariant differential equations. These intertwining operators turn out to be suitable for constructing fundamental solutions. The remarkable example is given by the iterated wave operator with a Calogero-type potential for which the fundamental solution can be derived through the relevant intertwining operator in an explicit form. It is found that under appropriate conditions such an equation satisfies Huygens's principle in the sense that its fundamental solution possesses a nontrivial (inner) lacuna.

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

    NASA Astrophysics Data System (ADS)

    Li, Changpin; Chen, An; Ye, Junjie

    2011-05-01

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

  13. An ordinary differential equation based solution path algorithm.

    PubMed

    Wu, Yichao

    2011-01-01

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

  14. 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.

  15. Neural network differential equation and plasma equilibrium solver

    NASA Astrophysics Data System (ADS)

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

    1995-11-01

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

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

    DOE PAGES

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

    2016-01-19

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

  17. Advanced-Retarded Differential Equations in Quantum Photonic Systems

    NASA Astrophysics Data System (ADS)

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

    2017-02-01

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

  18. 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.

  19. 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.

  20. 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…