Probabilistic density function method for nonlinear dynamical systems driven by colored noise

DOE Office of Scientific and Technical Information (OSTI.GOV)

Barajas-Solano, David A.; Tartakovsky, Alexandre M.

2016-05-01

We present a probability density function (PDF) method for a system of nonlinear stochastic ordinary differential equations driven by colored noise. The method provides an integro-differential equation for the temporal evolution of the joint PDF of the system's state, which we close by means of a modified Large-Eddy-Diffusivity-type closure. Additionally, we introduce the generalized local linearization (LL) approximation for deriving a computable PDF equation in the form of the second-order partial differential equation (PDE). We demonstrate the proposed closure and localization accurately describe the dynamics of the PDF in phase space for systems driven by noise with arbitrary auto-correlation time.more » We apply the proposed PDF method to the analysis of a set of Kramers equations driven by exponentially auto-correlated Gaussian colored noise to study the dynamics and stability of a power grid.« less

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.

The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy

NASA Astrophysics Data System (ADS)

Gao, Shan; Liu, Zaiming

2010-03-01

In this paper, we consider the compound Poisson risk model perturbed by diffusion with constant interest and a threshold dividend strategy. Integro-differential equations with certain boundary conditions for the moment-generation function and the nth moment of the present value of all dividends until ruin are derived. We also derive integro-differential equations with boundary conditions for the Gerber-Shiu functions. The special case that the claim size distribution is exponential is considered in some detail.

Matrix Methods for Solving Hartree-Fock Equations in Atomic Structure Calculations and Line Broadening

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gomez, Thomas; Nagayama, Taisuke; Fontes, Chris

Atomic structure of N-electron atoms is often determined by solving the Hartree-Fock equations, which are a set of integro-differential equations. The integral part of the Hartree-Fock equations treats electron exchange, but the Hartree-Fock equations are not often treated as an integro-differential equation. The exchange term is often approximated as an inhomogeneous or an effective potential so that the Hartree-Fock equations become a set of ordinary differential equations (which can be solved using the usual shooting methods). Because the Hartree-Fock equations are an iterative-refinement method, the inhomogeneous term relies on the previous guess of the wavefunction. In addition, there are numericalmore » complications associated with solving inhomogeneous differential equations. This work uses matrix methods to solve the Hartree-Fock equations as an integro-differential equation. It is well known that a derivative operator can be expressed as a matrix made of finite-difference coefficients; energy eigenvalues and eigenvectors can be obtained by using linear-algebra packages. The integral (exchange) part of the Hartree-Fock equation can be approximated as a sum and written as a matrix. The Hartree-Fock equations can be solved as a matrix that is the sum of the differential and integral matrices. We compare calculations using this method against experiment and standard atomic structure calculations. This matrix method can also be used to solve for free-electron wavefunctions, thus improving how the atoms and free electrons interact. Here, this technique is important for spectral line broadening in two ways: it improves the atomic structure calculations, and it improves the motion of the plasma electrons that collide with the atom.« less

Matrix Methods for Solving Hartree-Fock Equations in Atomic Structure Calculations and Line Broadening

DOE PAGES

Gomez, Thomas; Nagayama, Taisuke; Fontes, Chris; ...

2018-04-23

Atomic structure of N-electron atoms is often determined by solving the Hartree-Fock equations, which are a set of integro-differential equations. The integral part of the Hartree-Fock equations treats electron exchange, but the Hartree-Fock equations are not often treated as an integro-differential equation. The exchange term is often approximated as an inhomogeneous or an effective potential so that the Hartree-Fock equations become a set of ordinary differential equations (which can be solved using the usual shooting methods). Because the Hartree-Fock equations are an iterative-refinement method, the inhomogeneous term relies on the previous guess of the wavefunction. In addition, there are numericalmore » complications associated with solving inhomogeneous differential equations. This work uses matrix methods to solve the Hartree-Fock equations as an integro-differential equation. It is well known that a derivative operator can be expressed as a matrix made of finite-difference coefficients; energy eigenvalues and eigenvectors can be obtained by using linear-algebra packages. The integral (exchange) part of the Hartree-Fock equation can be approximated as a sum and written as a matrix. The Hartree-Fock equations can be solved as a matrix that is the sum of the differential and integral matrices. We compare calculations using this method against experiment and standard atomic structure calculations. This matrix method can also be used to solve for free-electron wavefunctions, thus improving how the atoms and free electrons interact. Here, this technique is important for spectral line broadening in two ways: it improves the atomic structure calculations, and it improves the motion of the plasma electrons that collide with the atom.« less

Note on Solutions to a Class of Nonlinear Singular Integro-Differential Equations,

DTIC Science & Technology

1986-08-01

KdV) ut + 2uu x +Uxx x a 0, (1) the sine-Gordon equation Uxt a sin u, (2) and the Kadomtsev - Petviashvili (KP) equation (Ut + 2uu x + UXXx)x -3a 2u yy...SOUIN OA LSFNN ! /" / M.. \\boiz A.S ::-:- and ,M.O.. .- :1/1 / NOTE ON SOLUTIONS TO A CLASS OF NON \\ / LINEAR SINGULAR INTEGRO-DIFFERENTIA[ EQUATIONS by...important nonlinear evolution equations which can be linearized. Many of these equations fall into the category of linearization via soliton theory and

The perturbed Sparre Andersen model with a threshold dividend strategy

NASA Astrophysics Data System (ADS)

Gao, Heli; Yin, Chuancun

2008-10-01

In this paper, we consider a Sparre Andersen model perturbed by diffusion with generalized Erlang(n)-distributed inter-claim times and a threshold dividend strategy. Integro-differential equations with certain boundary conditions for the moment-generation function and the mth moment of the present value of all dividends until ruin are derived. We also derive integro-differential equations with boundary conditions for the Gerber-Shiu functions. The special case where the inter-claim times are Erlang(2) distributed and the claim size distribution is exponential is considered in some details.

Mean-field approach to evolving spatial networks, with an application to osteocyte network formation

NASA Astrophysics Data System (ADS)

Taylor-King, Jake P.; Basanta, David; Chapman, S. Jonathan; Porter, Mason A.

2017-07-01

We consider evolving networks in which each node can have various associated properties (a state) in addition to those that arise from network structure. For example, each node can have a spatial location and a velocity, or it can have some more abstract internal property that describes something like a social trait. Edges between nodes are created and destroyed, and new nodes enter the system. We introduce a "local state degree distribution" (LSDD) as the degree distribution at a particular point in state space. We then make a mean-field assumption and thereby derive an integro-partial differential equation that is satisfied by the LSDD. We perform numerical experiments and find good agreement between solutions of the integro-differential equation and the LSDD from stochastic simulations of the full model. To illustrate our theory, we apply it to a simple model for osteocyte network formation within bones, with a view to understanding changes that may take place during cancer. Our results suggest that increased rates of differentiation lead to higher densities of osteocytes, but with a smaller number of dendrites. To help provide biological context, we also include an introduction to osteocytes, the formation of osteocyte networks, and the role of osteocytes in bone metastasis.

On a numerical method for solving integro-differential equations with variable coefficients with applications in finance

NASA Astrophysics Data System (ADS)

Kudryavtsev, O.; Rodochenko, V.

2018-03-01

We propose a new general numerical method aimed to solve integro-differential equations with variable coefficients. The problem under consideration arises in finance where in the context of pricing barrier options in a wide class of stochastic volatility models with jumps. To handle the effect of the correlation between the price and the variance, we use a suitable substitution for processes. Then we construct a Markov-chain approximation for the variation process on small time intervals and apply a maturity randomization technique. The result is a system of boundary problems for integro-differential equations with constant coefficients on the line in each vertex of the chain. We solve the arising problems using a numerical Wiener-Hopf factorization method. The approximate formulae for the factors are efficiently implemented by means of the Fast Fourier Transform. Finally, we use a recurrent procedure that moves backwards in time on the variance tree. We demonstrate the convergence of the method using Monte-Carlo simulations and compare our results with the results obtained by the Wiener-Hopf method with closed-form expressions of the factors.

A pertinent approach to solve nonlinear fuzzy integro-differential equations.

PubMed

Narayanamoorthy, S; Sathiyapriya, S P

2016-01-01

Fuzzy integro-differential equations is one of the important parts of fuzzy analysis theory that holds theoretical as well as applicable values in analytical dynamics and so an appropriate computational algorithm to solve them is in essence. In this article, we use parametric forms of fuzzy numbers and suggest an applicable approach for solving nonlinear fuzzy integro-differential equations using homotopy perturbation method. A clear and detailed description of the proposed method is provided. Our main objective is to illustrate that the construction of appropriate convex homotopy in a proper way leads to highly accurate solutions with less computational work. The efficiency of the approximation technique is expressed via stability and convergence analysis so as to guarantee the efficiency and performance of the methodology. Numerical examples are demonstrated to verify the convergence and it reveals the validity of the presented numerical technique. Numerical results are tabulated and examined by comparing the obtained approximate solutions with the known exact solutions. Graphical representations of the exact and acquired approximate fuzzy solutions clarify the accuracy of the approach.

A new treatment of nonlocality in scattering process

NASA Astrophysics Data System (ADS)

Upadhyay, N. J.; Bhagwat, A.; Jain, B. K.

2018-01-01

Nonlocality in the scattering potential leads to an integro-differential equation. In this equation nonlocality enters through an integral over the nonlocal potential kernel. The resulting Schrödinger equation is usually handled by approximating r,{r}{\\prime }-dependence of the nonlocal kernel. The present work proposes a novel method to solve the integro-differential equation. The method, using the mean value theorem of integral calculus, converts the nonhomogeneous term to a homogeneous term. The effective local potential in this equation turns out to be energy independent, but has relative angular momentum dependence. This method is accurate and valid for any form of nonlocality. As illustrative examples, the total and differential cross sections for neutron scattering off 12C, 56Fe and 100Mo nuclei are calculated with this method in the low energy region (up to 10 MeV) and are found to be in reasonable accord with the experiments.

An analysis of turbulent diffusion flame in axisymmetric jet

NASA Technical Reports Server (NTRS)

Chung, P. M.; Im, K. H.

1980-01-01

The kinetic theory of turbulent flow was employed to study the mixing limited combustion of hydrogen in axisymmetric jets. The integro-differential equations in two spatial and three velocity coordinates describing the combustion were reduced to a set of hyperbolic partial differential equations in the two spatial coordinates by a binodal approximation. The MacCormick's finite difference method was then employed for solution. The flame length was longer than that predicted by the flame-sheet analysis, and was found to be in general agreement with a recent experimental result. Increase of the turbulence energy and scale resulted in an enhancement of the combustion rate and, hence, in a shorter flame length. Details of the numerical method as well as of the physical findings are discussed.

Radiation Transport Around Axisymmetric Blunt Body Vehicles Using a Modified Differential Approximation

NASA Technical Reports Server (NTRS)

Hartung, Lin C.; Hassan, H. A.

1992-01-01

A moment method for computing 3-D radiative transport is applied to axisymmetric flows in thermochemical nonequilibrium. Such flows are representative of proposed aerobrake missions. The method uses the P-1 approximation to reduce the governing system of integro-di erential equations to a coupled set of partial di erential equations. A numerical solution method for these equations given actual variations of the radiation properties in thermochemical nonequilibrium blunt body flows is developed. Initial results from the method are shown and compared to tangent slab calculations. The agreement between the transport methods is found to be about 10 percent in the stagnation region, with the difference increasing along the flank of the vehicle.

Simulation of elastic wave propagation using cellular automata and peridynamics, and comparison with experiments

DOE PAGES

Nishawala, Vinesh V.; Ostoja-Starzewski, Martin; Leamy, Michael J.; ...

2015-09-10

Peridynamics is a non-local continuum mechanics formulation that can handle spatial discontinuities as the governing equations are integro-differential equations which do not involve gradients such as strains and deformation rates. This paper employs bond-based peridynamics. Cellular Automata is a local computational method which, in its rectangular variant on interior domains, is mathematically equivalent to the central difference finite difference method. However, cellular automata does not require the derivation of the governing partial differential equations and provides for common boundary conditions based on physical reasoning. Both methodologies are used to solve a half-space subjected to a normal load, known as Lamb’smore » Problem. The results are compared with theoretical solution from classical elasticity and experimental results. Furthermore, this paper is used to validate our implementation of these methods.« less

A computer software system for the generation of global ocean tides including self-gravitation and crustal loading effects

NASA Technical Reports Server (NTRS)

Estes, R. H.

1977-01-01

A computer software system is described which computes global numerical solutions of the integro-differential Laplace tidal equations, including dissipation terms and ocean loading and self-gravitation effects, for arbitrary diurnal and semidiurnal tidal constituents. The integration algorithm features a successive approximation scheme for the integro-differential system, with time stepping forward differences in the time variable and central differences in spatial variables.

On an integro-differential equation model for the study of the response of an acoustically coupled panel

NASA Technical Reports Server (NTRS)

Yen, D. H. Y.; Maestrello, L.; Padula, S.

1975-01-01

The response of a clamped panel to supersonically convected turbulence is considered. A theoretical model in the form of an integro-differential equation is employed that takes into account the coupling between the panel motion and the surrounding acoustic medium. The kernels of the integrals, which represent induced pressures due to the panel motion, are Green's functions for sound radiations under various moving and stationary sources. An approximate analysis is made by following a finite-element Ritz-Galerkin procedure. Preliminary numerical results, in agreement with experimental findings, indicate that the acoustic damping is the controlling mechanism of the response.

Application of AWE Along with a Combined FEM/MoM Technique to Compute RCS of a Cavity-Backed Aperture in an Infinite Ground Plane Over a Frequency Range

NASA Technical Reports Server (NTRS)

Reddy, C.J.; Deshpande, M.D.

1997-01-01

A hybrid Finite Element Method (FEM)/Method of Moments (MoM) technique in conjunction with the Asymptotic Waveform Evaluation (AWE) technique is applied to obtain radar cross section (RCS) of a cavity-backed aperture in an infinite ground plane over a frequency range. The hybrid FEM/MoM technique when applied to the cavity-backed aperture results in an integro-differential equation with electric field as the unknown variable, the electric field obtained from the solution of the integro-differential equation is expanded in Taylor series. The coefficients of the Taylor series are obtained using the frequency derivatives of the integro-differential equation formed by the hybrid FEM/MoM technique. The series is then matched via the Pade approximation to a rational polynomial, which can be used to extrapolate the electric field over a frequency range. The RCS of the cavity-backed aperture is calculated using the electric field at different frequencies. Numerical results for a rectangular cavity, a circular cavity, and a material filled cavity are presented over a frequency range. Good agreement between AWE and the exact solution over the frequency range is obtained.

The role of nonlinear critical layers in boundary layer transition

NASA Technical Reports Server (NTRS)

Goldstein, M.E.

1995-01-01

Asymptotic methods are used to describe the nonlinear self-interaction between pairs of oblique instability modes that eventually develops when initially linear spatially growing instability waves evolve downstream in nominally two-dimensional laminar boundary layers. The first nonlinear reaction takes place locally within a so-called 'critical layer', with the flow outside this layer consisting of a locally parallel mean flow plus a pair of oblique instability waves - which may or may not be accompanied by an associated plane wave. The amplitudes of these waves, which are completely determined by nonlinear effects within the critical layer, satisfy either a single integro-differential equation or a pair of integro-differential equations with quadratic to quartic-type nonlinearities. The physical implications of these equations are discussed.

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.

Effective quadrature formula in solving linear integro-differential equations of order two

NASA Astrophysics Data System (ADS)

Eshkuvatov, Z. K.; Kammuji, M.; Long, N. M. A. Nik; Yunus, Arif A. M.

2017-08-01

In this note, we solve general form of Fredholm-Volterra integro-differential equations (IDEs) of order 2 with boundary condition approximately and show that proposed method is effective and reliable. Initially, IDEs is reduced into integral equation of the third kind by using standard integration techniques and identity between multiple and single integrals then truncated Legendre series are used to estimate the unknown function. For the kernel integrals, we have applied Gauss-Legendre quadrature formula and collocation points are chosen as the roots of the Legendre polynomials. Finally, reduce the integral equations of the third kind into the system of algebraic equations and Gaussian elimination method is applied to get approximate solutions. Numerical examples and comparisons with other methods reveal that the proposed method is very effective and dominated others in many cases. General theory of existence of the solution is also discussed.

Turbulence in the Ott-Antonsen equation for arrays of coupled phase oscillators

NASA Astrophysics Data System (ADS)

Wolfrum, M.; Gurevich, S. V.; Omel'chenko, O. E.

2016-02-01

In this paper we study the transition to synchrony in an one-dimensional array of oscillators with non-local coupling. For its description in the continuum limit of a large number of phase oscillators, we use a corresponding Ott-Antonsen equation, which is an integro-differential equation for the evolution of the macroscopic profiles of the local mean field. Recently, it was reported that in the spatially extended case at the synchronisation threshold there appear partially coherent plane waves with different wave numbers, which are organised in the well-known Eckhaus scenario. In this paper, we show that for Kuramoto-Sakaguchi phase oscillators the phase lag parameter in the interaction function can induce a Benjamin-Feir-type instability of the partially coherent plane waves. The emerging collective macroscopic chaos appears as an intermediate stage between complete incoherence and stable partially coherent plane waves. We give an analytic treatment of the Benjamin-Feir instability and its onset in a codimension-two bifurcation in the Ott-Antonsen equation as well as a numerical study of the transition from phase turbulence to amplitude turbulence inside the Benjamin-Feir unstable region.

Generalized intermediate long-wave hierarchy in zero-curvature representation with noncommutative spectral parameter

NASA Astrophysics Data System (ADS)

Degasperis, A.; Lebedev, D.; Olshanetsky, M.; Pakuliak, S.; Perelomov, A.; Santini, P. M.

1992-11-01

The simplest generalization of the intermediate long-wave hierarchy (ILW) is considered to show how to extend the Zakharov-Shabat dressing method to nonlocal, i.e., integro-partial differential, equations. The purpose is to give a procedure of constructing the zero-curvature representation of this class of equations. This result obtains by combining the Drinfeld-Sokolov formalism together with the introduction of an operator-valued spectral parameter, namely, a spectral parameter that does not commute with the space variable x. This extension provides a connection between the ILWk hierarchy and the Saveliev-Vershik continuum graded Lie algebras. In the case of ILW2 the Fairlie-Zachos sinh-algebra was found.

The nonlinear evolution of modes on unstable stratified shear layers

NASA Technical Reports Server (NTRS)

Blackaby, Nicholas; Dando, Andrew; Hall, Philip

1993-01-01

The nonlinear development of disturbances in stratified shear flows (having a local Richardson number of value less than one quarter) is considered. Such modes are initially fast growing but, like related studies, we assume that the viscous, non-parallel spreading of the shear layer results in them evolving in a linear fashion until they reach a position where their amplitudes are large enough and their growth rates have diminished sufficiently so that amplitude equations can be derived using weakly nonlinear and non-equilibrium critical-layer theories. Four different basic integro-differential amplitude equations are possible, including one due to a novel mechanism; the relevant choice of amplitude equation, at a particular instance, being dependent on the relative sizes of the disturbance amplitude, the growth rate of the disturbance, its wavenumber, and the viscosity of the fluid. This richness of choice of possible nonlinearities arises mathematically from the indicial Frobenius roots of the governing linear inviscid equation (the Taylor-Goldstein equation) not, in general, differing by an integer. The initial nonlinear evolution of a mode will be governed by an integro-differential amplitude equations with a cubic nonlinearity but the resulting significant increase in the size of the disturbance's amplitude leads on to the next stage of the evolution process where the evolution of the mode is governed by an integro-differential amplitude equations with a quintic nonlinearity. Continued growth of the disturbance amplitude is expected during this stage, resulting in the effects of nonlinearity spreading to outside the critical level, by which time the flow has become fully nonlinear.

Birth-jump processes and application to forest fire spotting.

PubMed

Hillen, T; Greese, B; Martin, J; de Vries, G

2015-01-01

Birth-jump models are designed to describe population models for which growth and spatial spread cannot be decoupled. A birth-jump model is a nonlinear integro-differential equation. We present two different derivations of this equation, one based on a random walk approach and the other based on a two-compartmental reaction-diffusion model. In the case that the redistribution kernels are highly concentrated, we show that the integro-differential equation can be approximated by a reaction-diffusion equation, in which the proliferation rate contributes to both the diffusion term and the reaction term. We completely solve the corresponding critical domain size problem and the minimal wave speed problem. Birth-jump models can be applied in many areas in mathematical biology. We highlight an application of our results in the context of forest fire spread through spotting. We show that spotting increases the invasion speed of a forest fire front.

Flap-lag-torsional dynamic modelling of rotor blades in hover and in forward flight, including the effect of cubic nonlinearities

NASA Technical Reports Server (NTRS)

Crespodasilva, M. R. M.

1981-01-01

The differential equations of motion, and boundary conditions, describing the flap-lead/lag-torsional motion of a flexible rotor blade with a precone angle and a variable pitch angle, which incorporates a pretwist, are derived via Hamilton's principle. The meaning of inextensionality is discussed. The equations are reduced to a set of three integro partial differential equations by elimination of the extension variable. The generalized aerodynamic forces are modelled using Greenberg's extension of Theodorsen's strip theory. The equations of motion are systematically expanded into polynomial nonlinearities with the objective of retaining all terms up to third degree. The blade is modeled as a long, slender, of isotropic Hookean materials. Offsets from the blade's elastic axis through its shear center and the axes for the mass, area and aerodynamic centers, radial nonuniformaties of the blade's stiffnesses and cross section properties are considered and the effect of warp of the cross section is included in the formulation.

Unsteady three-dimensional marginal separation caused by surface-mounted obstacles and/or local suction

NASA Astrophysics Data System (ADS)

Braun, Stefan; Kluwick, Alfred

2004-09-01

Earlier investigations of steady two-dimensional marginally separated laminar boundary layers have shown that the non-dimensional wall shear (or equivalently the negative non-dimensional perturbation displacement thickness) is governed by a nonlinear integro-differential equation. This equation contains a single controlling parameter Gamma characterizing, for example, the angle of attack of a slender airfoil and has the important property that (real) solutions exist up to a critical value Gamma_c of Gamma only. Here we investigate three-dimensional unsteady perturbations of an incompressible steady two-dimensional marginally separated laminar boundary layer with special emphasis on the flow behaviour near Gamma_c. Specifically, it is shown that the integro differential equation which governs these disturbances if Gamma_c {-} Gamma {=} O(1) reduces to a nonlinear partial differential equation known as the Fisher equation as Gamma approaches the critical value Gamma_c. This in turn leads to a significant simplification of the problem allowing, among other things, a systematic study of devices used in boundary-layer control and an analytical investigation of the conditions leading to the formation of finite-time singularities which have been observed in earlier numerical studies of unsteady two-dimensional and three-dimensional flows in the vicinity of a line of symmetry. Also, it is found that it is possible to construct exact solutions which describe waves of constant form travelling in the spanwise direction. These waves may contain singularities which can be interpreted as vortex sheets. The existence of these solutions strongly suggests that solutions of the Fisher equation which lead to finite-time blow-up may be extended beyond the blow-up time, thereby generating moving singularities which can be interpreted as vortical structures qualitatively similar to those emerging in direct numerical simulations of near critical (i.e. transitional) laminar separation bubbles. This is supported by asymptotic analysis.

Transactions of the Army Conference on Applied Mathematics and Computing (8th) Held in Ithaca, New York on 19-22 June 1990

DTIC Science & Technology

1991-02-01

Shamos, M I , "Computational Geometry", Ph.D Thesis , Department of Computer Science, Yale University, New Haven CT, 1978. [53] Steiglitz, K., An...431) whose real and imaginary parts are given by 222 mj cos OmJ + Az -mL cos 2 ML + MS Cos 2MS (432) mj sinO 0M cose OM = L sin aML cos ML + m S sin 9...Aequationes Math. 14, 1976, 271-291. 5. Greenwell, C.E., Finite element methods for partial integro-differential equations, Ph.D. Thesis , University of

Diffusion Influenced Adsorption Kinetics.

PubMed

Miura, Toshiaki; Seki, Kazuhiko

2015-08-27

When the kinetics of adsorption is influenced by the diffusive flow of solutes, the solute concentration at the surface is influenced by the surface coverage of solutes, which is given by the Langmuir-Hinshelwood adsorption equation. The diffusion equation with the boundary condition given by the Langmuir-Hinshelwood adsorption equation leads to the nonlinear integro-differential equation for the surface coverage. In this paper, we solved the nonlinear integro-differential equation using the Grünwald-Letnikov formula developed to solve fractional kinetics. Guided by the numerical results, analytical expressions for the upper and lower bounds of the exact numerical results were obtained. The upper and lower bounds were close to the exact numerical results in the diffusion- and reaction-controlled limits, respectively. We examined the validity of the two simple analytical expressions obtained in the diffusion-controlled limit. The results were generalized to include the effect of dispersive diffusion. We also investigated the effect of molecular rearrangement of anisotropic molecules on surface coverage.

On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy

NASA Astrophysics Data System (ADS)

Lu, Zhaoyang; Xu, Wei; Sun, Decai; Han, Weiguo

2009-10-01

In this paper, the discounted penalty (Gerber-Shiu) functions for a risk model involving two independent classes of insurance risks under a threshold dividend strategy are developed. We also assume that the two claim number processes are independent Poisson and generalized Erlang (2) processes, respectively. When the surplus is above this threshold level, dividends are paid at a constant rate that does not exceed the premium rate. Two systems of integro-differential equations for discounted penalty functions are derived, based on whether the surplus is above this threshold level. Laplace transformations of the discounted penalty functions when the surplus is below the threshold level are obtained. And we also derive a system of renewal equations satisfied by the discounted penalty function with initial surplus above the threshold strategy via the Dickson-Hipp operator. Finally, analytical solutions of the two systems of integro-differential equations are presented.

Large Deviations for Nonlocal Stochastic Neural Fields

PubMed Central

2014-01-01

We study the effect of additive noise on integro-differential neural field equations. In particular, we analyze an Amari-type model driven by a Q-Wiener process, and focus on noise-induced transitions and escape. We argue that proving a sharp Kramers’ law for neural fields poses substantial difficulties, but that one may transfer techniques from stochastic partial differential equations to establish a large deviation principle (LDP). Then we demonstrate that an efficient finite-dimensional approximation of the stochastic neural field equation can be achieved using a Galerkin method and that the resulting finite-dimensional rate function for the LDP can have a multiscale structure in certain cases. These results form the starting point for an efficient practical computation of the LDP. Our approach also provides the technical basis for further rigorous study of noise-induced transitions in neural fields based on Galerkin approximations. Mathematics Subject Classification (2000): 60F10, 60H15, 65M60, 92C20. PMID:24742297

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.

Darboux transformation and solitons for an integrable nonautonomous nonlinear integro-differential Schrödinger equation

NASA Astrophysics Data System (ADS)

Yong, Xuelin; Fan, Yajing; Huang, Yehui; Ma, Wen-Xiu; Tian, Jing

2017-10-01

By modifying the scheme for an isospectral problem, the non-isospectral Ablowitz-Kaup-Newell-Segur (AKNS) hierarchy is constructed via allowing the time varying spectrum. In this paper, we consider an integrable nonautonomous nonlinear integro-differential Schrödinger equation discussed before in “Multi-soliton management by the integrable nonautonomous nonlinear integro-differential Schrödinger equation” [Y. J. Zhang, D. Zhao and H. G. Luo, Ann. Phys. 350 (2014) 112]. We first analyze the integrability conditions and identify the model. Second, we modify the existing Darboux transformation (DT) for such a non-isospectral problem. Third, the nonautonomous soliton solutions are obtained via the resulting DT and basic properties of these solutions in the inhomogeneous media are discussed graphically to illustrate the influences of the variable coefficients. In the process, a technique by selecting appropriate spectral parameters instead of the variable inhomogeneities is employed to realize a different type of one-soliton management. Several novel optical solitons are constructed and their features are shown by some specific figures. In addition, four kinds of the special localized two-soliton solutions are obtained. The solitonic excitations localized both in space and time, which exhibit the feature of the so-called rogue waves but with a zero background, are discussed.

A problem with inverse time for a singularly perturbed integro-differential equation with diagonal degeneration of the kernel of high order

NASA Astrophysics Data System (ADS)

Bobodzhanov, A. A.; Safonov, V. F.

2016-04-01

We consider an algorithm for constructing asymptotic solutions regularized in the sense of Lomov (see [1], [2]). We show that such problems can be reduced to integro-differential equations with inverse time. But in contrast to known papers devoted to this topic (see, for example, [3]), in this paper we study a fundamentally new case, which is characterized by the absence, in the differential part, of a linear operator that isolates, in the asymptotics of the solution, constituents described by boundary functions and by the fact that the integral operator has kernel with diagonal degeneration of high order. Furthermore, the spectrum of the regularization operator A(t) (see below) may contain purely imaginary eigenvalues, which causes difficulties in the application of the methods of construction of asymptotic solutions proposed in the monograph [3]. Based on an analysis of the principal term of the asymptotics, we isolate a class of inhomogeneities and initial data for which the exact solution of the original problem tends to the limit solution (as \\varepsilon\\to+0) on the entire time interval under consideration, also including a boundary-layer zone (that is, we solve the so-called initialization problem). The paper is of a theoretical nature and is designed to lead to a greater understanding of the problems in the theory of singular perturbations. There may be applications in various applied areas where models described by integro-differential equations are used (for example, in elasticity theory, the theory of electrical circuits, and so on).

Multilevel Iterative Methods in Nonlinear Computational Plasma Physics

NASA Astrophysics Data System (ADS)

Knoll, D. A.; Finn, J. M.

1997-11-01

Many applications in computational plasma physics involve the implicit numerical solution of coupled systems of nonlinear partial differential equations or integro-differential equations. Such problems arise in MHD, systems of Vlasov-Fokker-Planck equations, edge plasma fluid equations. We have been developing matrix-free Newton-Krylov algorithms for such problems and have applied these algorithms to the edge plasma fluid equations [1,2] and to the Vlasov-Fokker-Planck equation [3]. Recently we have found that with increasing grid refinement, the number of Krylov iterations required per Newton iteration has grown unmanageable [4]. This has led us to the study of multigrid methods as a means of preconditioning matrix-free Newton-Krylov methods. In this poster we will give details of the general multigrid preconditioned Newton-Krylov algorithm, as well as algorithm performance details on problems of interest in the areas of magnetohydrodynamics and edge plasma physics. Work supported by US DoE 1. Knoll and McHugh, J. Comput. Phys., 116, pg. 281 (1995) 2. Knoll and McHugh, Comput. Phys. Comm., 88, pg. 141 (1995) 3. Mousseau and Knoll, J. Comput. Phys. (1997) (to appear) 4. Knoll and McHugh, SIAM J. Sci. Comput. 19, (1998) (to appear)

Backstepping boundary control: an application to the suppression of flexible beam vibration

NASA Astrophysics Data System (ADS)

Boonkumkrong, Nipon; Asadamongkon, Pichai; Chinvorarat, Sinchai

2018-01-01

This paper presents a backstepping boundary control for vibration suppression of flexible beam. The applications are such as industrial robotic arms, space structures, etc. Most slender beams can be modelled using a shear beam. The shear beam is more complex than the conventional Euler-Bernoulli beam in that a shear deformation is additionally taken into account. At present, the application of this method in industry is rather limited, because the application of controllers to the beam is difficult. In this research, we use the shear beam with moving base as a model. The beam is cantilever type. This design method allows us to deal directly with the beam’s partial differential equations (PDEs) without resorting to approximations. An observer is used to estimate the deflections along the beam. Gain kernel of the system is calculated and then used in the control law design. The control setup is anti-collocation, i.e. a sensor is placed at the beam tip and an actuator is placed at the beam moving base. Finite difference equations are used to solve the PDEs and the partial integro-differential equations (PIDEs). Control parameters are varied to see their influences that affect the control performance. The results of the control are presented via computer simulation to verify that the control scheme is effective.

Modification of the parallel scattering mean free path of cosmic rays in the presence of adiabatic focusing

DOE Office of Scientific and Technical Information (OSTI.GOV)

He, H.-Q.; Schlickeiser, R., E-mail: hqhe@mail.iggcas.ac.cn, E-mail: rsch@tp4.rub.de

The cosmic ray mean free path in a large-scale nonuniform guide magnetic field with superposed magnetostatic turbulence is calculated to clarify some conflicting results in the literature. A new, exact integro-differential equation for the cosmic-ray anisotropy is derived from the Fokker-Planck transport equation. A perturbation analysis of this integro-differential equation leads to an analytical expression for the cosmic ray anisotropy and the focused transport equation for the isotropic part of the cosmic ray distribution function. The derived parallel spatial diffusion coefficient and the associated cosmic ray mean free path include the effect of adiabatic focusing and reduce to the standardmore » forms in the limit of a uniform guide magnetic field. For the illustrative case of isotropic pitch angle scattering, the derived mean free path agrees with the earlier expressions of Beeck and Wibberenz, Bieber and Burger, Kota, and Litvinenko, but disagrees with the result of Shalchi. The disagreement with the expression of Shalchi is particularly strong in the limit of strong adiabatic focusing.« less

Resonant vibrations of a submerged beam

NASA Astrophysics Data System (ADS)

Achenbach, J. D.; Qu, J.

1986-03-01

Forced vibration of a simply supported submerged beam of circular cross section is investigated by the use of two mathematical methods. In the first approach the problem formulation is reduced to a singular integro-differential equation for the transverse deflection. In the second approach the method of matched asymptotic expansions is employed. The integro-differential equation is solved numerically, to yield an exact solution for the frequency response. Subsequent use of a representation integral yields the radiated far field acoustic pressure. The exact results for the beam deflection are compared with approximate results that are available in the literature. Next, a matched asymptotic expansion is worked out by constructing "inner" and "outer" expansions for frequencies near and not near resonance frequencies, respectively. The two expansions are matched in an appropriate manner to yield a uniformly valid solution. The leading term of the matched asymptotic solution is compared with exact numerical results.

Pattern production through a chiral chasing mechanism

NASA Astrophysics Data System (ADS)

Woolley, Thomas E.

2017-09-01

Recent experiments on zebrafish pigmentation suggests that their typical black and white striped skin pattern is made up of a number of interacting chromatophore families. Specifically, two of these cell families have been shown to interact through a nonlocal chasing mechanism, which has previously been modeled using integro-differential equations. We extend this framework to include the experimentally observed fact that the cells often exhibit chiral movement, in that the cells chase, and run away, at angles different to the line connecting their centers. This framework is simplified through the use of multiple small limits leading to a coupled set of partial differential equations which are amenable to Fourier analysis. This analysis results in the production of dispersion relations and necessary conditions for a patterning instability to occur. Beyond the theoretical development and the production of new pattern planiforms we are able to corroborate the experimental hypothesis that the global pigmentation patterns can be dependent on the chirality of the chromatophores.

Existence of solutions for a host-parasite model

NASA Astrophysics Data System (ADS)

Milner, Fabio Augusto; Patton, Curtis Allan

2001-12-01

The sea bass Dicentrarchus labrax has several gill ectoparasites. Diplectanum aequans (Plathelminth, Monogenea) is one of these species. Under certain demographic conditions, this flat worm can trigger pathological problems, in particular in fish farms. The life cycle of the parasite is described and a model for the dynamics of its interaction with the fish is described and analyzed. The model consists of a coupled system of ordinary differential equations and one integro-differential equation.

Transport of reacting solutes in porous media: Relation between mathematical nature of problem formulation and chemical nature of reactions

USGS Publications Warehouse

Rubin, Jacob

1983-01-01

Examples involving six broad reaction classes show that the nature of transport-affecting chemistry may have a profound effect on the mathematical character of solute transport problem formulation. Substantive mathematical diversity among such formulations is brought about principally by reaction properties that determine whether (1) the reaction can be regarded as being controlled by local chemical equilibria or whether it must be considered as being controlled by kinetics, (2) the reaction is homogeneous or heterogeneous, (3) the reaction is a surface reaction (adsorption, ion exchange) or one of the reactions of classical chemistry (e.g., precipitation, dissolution, oxidation, reduction, complex formation). These properties, as well as the choice of means to describe them, stipulate, for instance, (1) the type of chemical entities for which a formulation's basic, mass-balance equations should be written; (2) the nature of mathematical transformations needed to change the problem's basic equations into operational ones. These and other influences determine such mathematical features of problem formulations as the nature of the operational transport-equation system (e.g., whether it involves algebraic, partial-differential, or integro-partial-differential simultaneous equations), the type of nonlinearities of such a system, and the character of the boundaries (e.g., whether they are stationary or moving). Exploration of the reasons for the dependence of transport mathematics on transport chemistry suggests that many results of this dependence stem from the basic properties of the reactions' chemical-relation (i.e., equilibrium or rate) equations.

An analytical theory of a scattering of radio waves on meteoric ionization - II. Solution of the integro-differential equation in case of backscatter

NASA Astrophysics Data System (ADS)

Pecina, P.

2016-12-01

The integro-differential equation for the polarization vector P inside the meteor trail, representing the analytical solution of the set of Maxwell equations, is solved for the case of backscattering of radio waves on meteoric ionization. The transversal and longitudinal dimensions of a typical meteor trail are small in comparison to the distances to both transmitter and receiver and so the phase factor appearing in the kernel of the integral equation is large and rapidly changing. This allows us to use the method of stationary phase to obtain an approximate solution of the integral equation for the scattered field and for the corresponding generalized radar equation. The final solution is obtained by expanding it into the complete set of Bessel functions, which results in solving a system of linear algebraic equations for the coefficients of the expansion. The time behaviour of the meteor echoes is then obtained using the generalized radar equation. Examples are given for values of the electron density spanning a range from underdense meteor echoes to overdense meteor echoes. We show that the time behaviour of overdense meteor echoes using this method is very different from the one obtained using purely numerical solutions of the Maxwell equations. Our results are in much better agreement with the observations performed e.g. by the Ondřejov radar.

Small-x asymptotics of the quark helicity distribution: Analytic results

DOE PAGES

Kovchegov, Yuri V.; Pitonyak, Daniel; Sievert, Matthew D.

2017-06-15

In this Letter, we analytically solve the evolution equations for the small-x asymptotic behavior of the (flavor singlet) quark helicity distribution in the large- N c limit. Here, these evolution equations form a set of coupled integro-differential equations, which previously could only be solved numerically. This approximate numerical solution, however, revealed simplifying properties of the small-x asymptotics, which we exploit here to obtain an analytic solution.

A computer software system for the generation of global ocean tides including self-gravitation and crustal loading effects

NASA Technical Reports Server (NTRS)

Estes, R. H.

1977-01-01

A computer software system is described which computes global numerical solutions of the integro-differential Laplace tidal equations, including dissipation terms and ocean loading and self-gravitation effects, for arbitrary diurnal and semidiurnal tidal constituents. The integration algorithm features a successive approximation scheme for the integro-differential system, with time stepping forward differences in the time variable and central differences in spatial variables. Solutions for M2, S2, N2, K2, K1, O1, P1 tidal constituents neglecting the effects of ocean loading and self-gravitation and a converged M2, solution including ocean loading and self-gravitation effects are presented in the form of cotidal and corange maps.

Implications of a quadratic stream definition in radiative transfer theory.

NASA Technical Reports Server (NTRS)

Whitney, C.

1972-01-01

An explicit definition of the radiation-stream concept is stated and applied to approximate the integro-differential equation of radiative transfer with a set of twelve coupled differential equations. Computational efficiency is enhanced by distributing the corresponding streams in three-dimensional space in a totally symmetric way. Polarization is then incorporated in this model. A computer program based on the model is briefly compared with a Monte Carlo program for simulation of horizon scans of the earth's atmosphere. It is found to be considerably faster.

Method of mechanical quadratures for solving singular integral equations of various types

NASA Astrophysics Data System (ADS)

Sahakyan, A. V.; Amirjanyan, H. A.

2018-04-01

The method of mechanical quadratures is proposed as a common approach intended for solving the integral equations defined on finite intervals and containing Cauchy-type singular integrals. This method can be used to solve singular integral equations of the first and second kind, equations with generalized kernel, weakly singular equations, and integro-differential equations. The quadrature rules for several different integrals represented through the same coefficients are presented. This allows one to reduce the integral equations containing integrals of different types to a system of linear algebraic equations.

Recent Developments and Open Problems in the Mathematical Theory of Viscoelasticity.

DTIC Science & Technology

1984-11-01

integral terms . At each step of the iteration, we have to solve a linear parabolic equation with time-dependent coefficients. In Sobolevskii’s... parabolic Volterra integro- differential equation, SIAN J. Math. Anal. 13 (1982), ’ ~81-105. :-- 12. Heard, M. L., A class of hyperbolic Volterra ...then puts an n + 1 on the highest derivatives (the "principal terms " in the equation) and an n on lower order derivatives. Two things must then be

A continuous time random walk (CTRW) integro-differential equation with chemical interaction

NASA Astrophysics Data System (ADS)

Ben-Zvi, Rami; Nissan, Alon; Scher, Harvey; Berkowitz, Brian

2018-01-01

A nonlocal-in-time integro-differential equation is introduced that accounts for close coupling between transport and chemical reaction terms. The structure of the equation contains these terms in a single convolution with a memory function M ( t), which includes the source of non-Fickian (anomalous) behavior, within the framework of a continuous time random walk (CTRW). The interaction is non-linear and second-order, relevant for a bimolecular reaction A + B → C. The interaction term ΓP A ( s, t) P B ( s, t) is symmetric in the concentrations of A and B (i.e. P A and P B ); thus the source terms in the equations for A, B and C are similar, but with a change in sign for that of C. Here, the chemical rate coefficient, Γ, is constant. The fully coupled equations are solved numerically using a finite element method (FEM) with a judicious representation of M ( t) that eschews the need for the entire time history, instead using only values at the former time step. To begin to validate the equations, the FEM solution is compared, in lieu of experimental data, to a particle tracking method (CTRW-PT); the results from the two approaches, particularly for the C profiles, are in agreement. The FEM solution, for a range of initial and boundary conditions, can provide a good model for reactive transport in disordered media.

Bounding solutions of geometrically nonlinear viscoelastic problems

NASA Technical Reports Server (NTRS)

Stubstad, J. M.; Simitses, G. J.

1985-01-01

Integral transform techniques, such as the Laplace transform, provide simple and direct methods for solving viscoelastic problems formulated within a context of linear material response and using linear measures for deformation. Application of the transform operator reduces the governing linear integro-differential equations to a set of algebraic relations between the transforms of the unknown functions, the viscoelastic operators, and the initial and boundary conditions. Inversion either directly or through the use of the appropriate convolution theorem, provides the time domain response once the unknown functions have been expressed in terms of sums, products or ratios of known transforms. When exact inversion is not possible approximate techniques may provide accurate results. The overall problem becomes substantially more complex when nonlinear effects must be included. Situations where a linear material constitutive law can still be productively employed but where the magnitude of the resulting time dependent deformations warrants the use of a nonlinear kinematic analysis are considered. The governing equations will be nonlinear integro-differential equations for this class of problems. Thus traditional as well as approximate techniques, such as cited above, cannot be employed since the transform of a nonlinear function is not explicitly expressible.

Bounding solutions of geometrically nonlinear viscoelastic problems

NASA Technical Reports Server (NTRS)

Stubstad, J. M.; Simitses, G. J.

1986-01-01

Integral transform techniques, such as the Laplace transform, provide simple and direct methods for solving viscoelastic problems formulated within a context of linear material response and using linear measures for deformation. Application of the transform operator reduces the governing linear integro-differential equations to a set of algebraic relations between the transforms of the unknown functions, the viscoelastic operators, and the initial and boundary conditions. Inversion either directly or through the use of the appropriate convolution theorem, provides the time domain response once the unknown functions have been expressed in terms of sums, products or ratios of known transforms. When exact inversion is not possible approximate techniques may provide accurate results. The overall problem becomes substantially more complex when nonlinear effects must be included. Situations where a linear material constitutive law can still be productively employed but where the magnitude of the resulting time dependent deformations warrants the use of a nonlinear kinematic analysis are considered. The governing equations will be nonlinear integro-differential equations for this class of problems. Thus traditional as well as approximate techniques, such as cited above, cannot be employed since the transform of a nonlinear function is not explicitly expressible.

Characterization of non-diffusive transport in plasma turbulence by means of flux-gradient integro-differential kernels

NASA Astrophysics Data System (ADS)

Alcuson, J. A.; Reynolds-Barredo, J. M.; Mier, J. A.; Sanchez, Raul; Del-Castillo-Negrete, Diego; Newman, David E.; Tribaldos, V.

2015-11-01

A method to determine fractional transport exponents in systems dominated by fluid or plasma turbulence is proposed. The method is based on the estimation of the integro-differential kernel that relates values of the fluxes and gradients of the transported field, and its comparison with the family of analytical kernels of the linear fractional transport equation. Although use of this type of kernels has been explored before in this context, the methodology proposed here is rather unique since the connection with specific fractional equations is exploited from the start. The procedure has been designed to be particularly well-suited for application in experimental setups, taking advantage of the fact that kernel determination only requires temporal data of the transported field measured on an Eulerian grid. The simplicity and robustness of the method is tested first by using fabricated data from continuous-time random walk models built with prescribed transport characteristics. Its strengths are then illustrated on numerical Eulerian data gathered from simulations of a magnetically confined turbulent plasma in a near-critical regime, that is known to exhibit superdiffusive radial transport

On the renewal risk model under a threshold strategy

NASA Astrophysics Data System (ADS)

Dong, Yinghui; Wang, Guojing; Yuen, Kam C.

2009-08-01

In this paper, we consider the renewal risk process under a threshold dividend payment strategy. For this model, the expected discounted dividend payments and the Gerber-Shiu expected discounted penalty function are investigated. Integral equations, integro-differential equations and some closed form expressions for them are derived. When the claims are exponentially distributed, it is verified that the expected penalty of the deficit at ruin is proportional to the ruin probability.

Flap-lag-torsional dynamics of extensional and inextensional rotor blades in hover and in forward flight

NASA Technical Reports Server (NTRS)

Dasilva, C.

1982-01-01

The reduction of the O(cu epsilon) integro differential equations to ordinary differential equations using a set of orthogonal functions is described. Attention was focused on the hover flight condition. The set of Galerkin integrals that appear in the reduced equations was evaluated by making use of nonrotating beam modes. Although a large amount of computer time was needed to accomplish this task, the Galerkin integrals so evaluated were stored on tape on a permanent basis. Several of the coefficients were also obtained in closed form in order to check the accuracy of the numerical computations. The equilibrium solution to the set of 3n equations obtained was determined as the solution to a minimization problem.

Conformal dynamics of precursors to fracture

NASA Astrophysics Data System (ADS)

Barra, F.; Herrera, M.; Procaccia, I.

2003-09-01

An exact integro-differential equation for the conformal map from the unit circle to the boundary of an evolving cavity in a stressed 2-dimensional solid is derived. This equation provides an accurate description of the dynamics of precursors to fracture when surface diffusion is important. The solution predicts the creation of sharp grooves that eventually lead to material failure via rapid fracture. Solutions of the new equation are demonstrated for the dynamics of an elliptical cavity and the stability of a circular cavity under biaxial stress, including the effects of surface stress.

The Form of the Solutions of the Linear Integro-Differential Equations of Subsonic Aeroelasticity.

DTIC Science & Technology

1979-09-01

coefficients w (0) are given in Table 3; it V follows that, for T > 0 and (E - K v2) non-singular, the inverse transform of M- ) has the form, using (B-I) V...degree of freedom system by expanding )M- I in the form of equation (35), obtaining its inverse transform using the v -1results of Appendix A and hence...obtaining the inverse transform of M- l . The two-dimensional case, when the characteristic equation has a zero root, is not as simple. * Assuming all

Modeling of glow discharge in a gas flow

NASA Astrophysics Data System (ADS)

Galeev, I. G.; Asadullin, T. Ya

2017-11-01

The discharge plasma of positive column in electronegative gas flow has been described by two-dimensional integro-differential system of equations written in the approximation of “narrow channel”. An efficient algorithm of solving this system of equations is suggested. In this work an implicit method is used of solution with selection gradient of the electric field along the channel. The simulation of discharge characteristics was conducted under various boundary conditions at the inlet of the discharge area and with various full discharge currents.

A Lower Bound for the Norm of the Solution of a Nonlinear Volterra Equation in One-Dimensional Viscoelasticity.

DTIC Science & Technology

1980-12-09

34, Symp. on Non-well-posed Problems and Logarithmic Convexity (Lecture Notes on Math. #316), pp. 31-5h, Springer, 1973. 3. Greenberg , J.M., MacCamy, R.C...34Continuous Data Dependence for an Abstract Volterra Integro- Differential Equation in Hilbert Space with Applications to Viscoelasticity", Annali Scuola... Hilbert Space", to appear in the J. Applicable Analysis. 8. Slemrod, M., "Instability of Steady Shearing Flows in a Nonlinear Viscoelastic Fluid", Arch

Integro-differential equation analysis and radioisotope imaging systems. Research proposal. [Testing of radioisotope imaging system in phantoms

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hart, H.

1976-03-09

Design modifications of a five-probe focusing collimator coincidence radioisotope scanning system are described. Clinical applications of the system were tested in phantoms using radioisotopes with short biological half-lives, including /sup 75/Se, /sup 192/Ir, /sup 43/K, /sup 130/I, and /sup 82/Br. Data processing methods are also described. (CH)

Discretization and Numerical Solution of a Plane Problem in the Mechanics of Interfacial Cracks

NASA Astrophysics Data System (ADS)

Khoroshun, L. P.

2017-01-01

The Fourier transform is used to reduce the linear plane problem of the tension of a body with an interfacial crack to a system of dual equations for the transformed stresses and, then, to a system of integro-differential equations for the difference of displacements of the crack faces. After discretization, this latter system transforms into a system of algebraic equations for displacements of the crack faces. The effect of the bielastic constant and the number of discretization points on the half-length of the crack faces and the distribution of stresses at the interface is studied

Fragmentation Under the Scaling Symmetry and Turbulent Cascade with Intermittency

DTIC Science & Technology

2003-12-01

distribution. In Gorokhovski & Saveliev (2003), the fragmentation under the scaling symmetry has been reviewed as a continuous evolution process with... Saveliev (2003). Second, the paper shows a new application of the fragmentation theory under the scale invariance. This application concerns the tur...following integro-differential equation (see, for example, Gorokhovski & Saveliev (2003)): of T- = (1+ - 1W (2.1) f University of Rouen 198 M

Steady, Oscillatory, and Unsteady Subsonic and Supersonic Aerodynamics, production version (SOUSSA-P 1.1). Volume 1: Theoretical manual. [Green function

NASA Technical Reports Server (NTRS)

Morino, L.

1980-01-01

Recent developments of the Green's function method and the computer program SOUSSA (Steady, Oscillatory, and Unsteady Subsonic and Supersonic Aerodynamics) are reviewed and summarized. Applying the Green's function method to the fully unsteady (transient) potential equation yields an integro-differential-delay equation. With spatial discretization by the finite-element method, this equation is approximated by a set of differential-delay equations in time. Time solution by Laplace transform yields a matrix relating the velocity potential to the normal wash. Premultiplying and postmultiplying by the matrices relating generalized forces to the potential and the normal wash to the generalized coordinates one obtains the matrix of the generalized aerodynamic forces. The frequency and mode-shape dependence of this matrix makes the program SOUSSA useful for multiple frequency and repeated mode-shape evaluations.

Modeling of aircraft unsteady aerodynamic characteristics. Part 1: Postulated models

NASA Technical Reports Server (NTRS)

Klein, Vladislav; Noderer, Keith D.

1994-01-01

A short theoretical study of aircraft aerodynamic model equations with unsteady effects is presented. The aerodynamic forces and moments are expressed in terms of indicial functions or internal state variables. The first representation leads to aircraft integro-differential equations of motion; the second preserves the state-space form of the model equations. The formulations of unsteady aerodynamics is applied in two examples. The first example deals with a one-degree-of-freedom harmonic motion about one of the aircraft body axes. In the second example, the equations for longitudinal short-period motion are developed. In these examples, only linear aerodynamic terms are considered. The indicial functions are postulated as simple exponentials and the internal state variables are governed by linear, time-invariant, first-order differential equations. It is shown that both approaches to the modeling of unsteady aerodynamics lead to identical models.

An analytical theory of radio-wave scattering from meteoric ionization - I. Basic equation

NASA Astrophysics Data System (ADS)

Pecina, P.

2016-01-01

We have developed an analytical theory of radio-wave scattering from ionization of meteoric origin. It is based on an integro-differential equation for the polarization vector, P, inside the meteor trail, representing an analytical solution of the set of Maxwell equations, in combination with a generalized radar equation involving an integral of the trail volume electron density, Ne, and P represented by an auxiliary vector, Q, taken over the whole trail volume. During the derivation of the final formulae, the following assumptions were applied: transversal as well as longitudinal dimensions of the meteor trail are small compared with the distances of the relevant trail point to both the transmitter and receiver and the ratio of these distances to the wavelength of the wave emitted by the radar is very large, so that the stationary-phase method can be employed for evaluation of the relevant integrals. Further, it is shown that in the case of sufficiently low electron density, Ne, corresponding to the case of underdense trails, the classical McKinley's radar equation results as a special case of the general theory. The same also applies regarding the Fresnel characteristics. Our approach is also capable of yielding solutions to the problems of the formation of Fresnel characteristics on trails having any electron density, forward scattering and scattering on trails immersed in the magnetic field. However, we have also shown that the geomagnetic field can be removed from consideration, due to its low strength. The full solution of the above integro-differential equation, valid for any electron volume densities, has been left to subsequent works dealing with this particular problem, due to its complexity.

On a perturbed Sparre Andersen risk model with multi-layer dividend strategy

NASA Astrophysics Data System (ADS)

Yang, Hu; Zhang, Zhimin

2009-10-01

In this paper, we consider a perturbed Sparre Andersen risk model, in which the inter-claim times are generalized Erlang(n) distributed. Under the multi-layer dividend strategy, piece-wise integro-differential equations for the discounted penalty functions are derived, and a recursive approach is applied to express the solutions. A numerical example to calculate the ruin probabilities is given to illustrate the solution procedure.

Propagation phenomena in monostable integro-differential equations: Acceleration or not?

NASA Astrophysics Data System (ADS)

Alfaro, Matthieu; Coville, Jérôme

2017-11-01

We consider the homogeneous integro-differential equation ∂t u = J * u - u + f (u) with a monostable nonlinearity f. Our interest is twofold: we investigate the existence/nonexistence of travelling waves, and the propagation properties of the Cauchy problem. When the dispersion kernel J is exponentially bounded, travelling waves are known to exist and solutions of the Cauchy problem typically propagate at a constant speed [7,10,11,22,26,27]. On the other hand, when the dispersion kernel J has heavy tails and the nonlinearity f is nondegenerate, i.e. f‧ (0) > 0, travelling waves do not exist and solutions of the Cauchy problem propagate by accelerating [14,20,27]. For a general monostable nonlinearity, a dichotomy between these two types of propagation behaviour is still not known. The originality of our work is to provide such dichotomy by studying the interplay between the tails of the dispersion kernel and the Allee effect induced by the degeneracy of f, i.e. f‧ (0) = 0. First, for algebraic decaying kernels, we prove the exact separation between existence and nonexistence of travelling waves. This in turn provides the exact separation between nonacceleration and acceleration in the Cauchy problem. In the latter case, we provide a first estimate of the position of the level sets of the solution.

Model Validation for a Noninvasive Arterial Stenosis Detection Problem

DTIC Science & Technology

2013-06-09

simplicity in the final model, at the expense of some minor notational confusion at the current stage . Note that (9) implies that ur(r, t) = − A rmax...which was an improvement computationally since it led to purely differential equations in the model rather than inclusion of an integro-differential...values (c.f. (15)), this gives us θ0gls = (3.6532, 0.6990, 4.4472,−1.2218,−3.7696,−2) T . 4.1.2 Residuals We will also include residual plots to assist

Revisiting the Stability of Spatially Heterogeneous Predator-Prey Systems Under Eutrophication.

PubMed

Farkas, J Z; Morozov, A Yu; Arashkevich, E G; Nikishina, A

2015-10-01

We employ partial integro-differential equations to model trophic interaction in a spatially extended heterogeneous environment. Compared to classical reaction-diffusion models, this framework allows us to more realistically describe the situation where movement of individuals occurs on a faster time scale than on the demographic (population) time scale, and we cannot determine population growth based on local density. However, most of the results reported so far for such systems have only been verified numerically and for a particular choice of model functions, which obviously casts doubts about these findings. In this paper, we analyse a class of integro-differential predator-prey models with a highly mobile predator in a heterogeneous environment, and we reveal the main factors stabilizing such systems. In particular, we explore an ecologically relevant case of interactions in a highly eutrophic environment, where the prey carrying capacity can be formally set to 'infinity'. We investigate two main scenarios: (1) the spatial gradient of the growth rate is due to abiotic factors only, and (2) the local growth rate depends on the global density distribution across the environment (e.g. due to non-local self-shading). For an arbitrary spatial gradient of the prey growth rate, we analytically investigate the possibility of the predator-prey equilibrium in such systems and we explore the conditions of stability of this equilibrium. In particular, we demonstrate that for a Holling type I (linear) functional response, the predator can stabilize the system at low prey density even for an 'unlimited' carrying capacity. We conclude that the interplay between spatial heterogeneity in the prey growth and fast displacement of the predator across the habitat works as an efficient stabilizing mechanism. These results highlight the generality of the stabilization mechanisms we find in spatially structured predator-prey ecological systems in a heterogeneous environment.

Comparison of different notation for equations of motion of a body in a medium flow

NASA Astrophysics Data System (ADS)

Samsonov, V. A.; Selyutskii, Yu. D.

2008-02-01

In [1-6], a model of a nonstationary action of a medium flow on a body moving in this flow was constructed in the form of an associated dynamical system of second order. In the literature, the representation of the aerodynamic force in integral form with a Duhamel type integral is often used (e.g., see [7, 8]). In the present paper, we pay attention to the fact that a system of ODE is equivalent not to a single integro-differential equation but to a family of such equations. Therefore, it is necessary to discuss the problem of the correspondence between their solutions. The integro-differential representation of the aerodynamic force is reduced to a form convenient to realize the procedure of separation of motions. In this case, we single out the first two approximations with respect to a small parameter. It turns out that in the case of actual airfoils one can speak of "detached" rather than "attached" mass. In the problem on the forced drag of an airfoil in a flow, it is shown that for a sufficiently large acceleration the aerodynamic force can change its direction and turn from a drag force into an "accelerating" force for some time. At the same time, in the case of free drag of a sufficiently light plate, the "acceleration" effect is not observed, but in the course of deceleration the plate moves from it original position in the direction opposite to the initial direction of motion.

Integrodifferential formulations of the continuous-time random walk for solute transport subject to bimolecular A +B →0 reactions: From micro- to mesoscopic

NASA Astrophysics Data System (ADS)

Hansen, Scott K.; Berkowitz, Brian

2015-03-01

We develop continuous-time random walk (CTRW) equations governing the transport of two species that annihilate when in proximity to one another. In comparison with catalytic or spontaneous transformation reactions that have been previously considered in concert with CTRW, both species have spatially variant concentrations that require consideration. We develop two distinct formulations. The first treats transport and reaction microscopically, potentially capturing behavior at sharp fronts, but at the cost of being strongly nonlinear. The second, mesoscopic, formulation relies on a separation-of-scales technique we develop to separate microscopic-scale reaction and upscaled transport. This simplifies the governing equations and allows treatment of more general reaction dynamics, but requires stronger smoothness assumptions of the solution. The mesoscopic formulation is easily tractable using an existing solution from the literature (we also provide an alternative derivation), and the generalized master equation (GME) for particles undergoing A +B →0 reactions is presented. We show that this GME simplifies, under appropriate circumstances, to both the GME for the unreactive CTRW and to the advection-dispersion-reaction equation. An additional major contribution of this work is on the numerical side: to corroborate our development, we develop an indirect particle-tracking-partial-integro-differential-equation (PIDE) hybrid verification technique which could be applicable widely in reactive anomalous transport. Numerical simulations support the mesoscopic analysis.

Modeling the Kinetics of Root Gravireaction

NASA Astrophysics Data System (ADS)

Kondrachuk, Alexander V.; Starkov, Vyacheslav N.

2011-02-01

The known "sun-flower equation" (SFE), which was originally proposed to model root circumnutating, was used to describe the simplest tip root graviresponse. Two forms of the SFE (integro-differential and differential-delayed) were solved, analyzed and compared with each other. The numerical solutions of these equations were found to be matching with arbitrary accuracy. The analysis of the solutions focused on time-lag effects on the kinetics of tip root bending. The results of the modeling are in good correlation with an experiment at the initial stages of root tips graviresponse. Further development of the model calls for its systematic comparison with some specially designed experiments, which would include measuring the kinetics of root tip bending before gravistimulation over the period of time longer than the time lag.

Numerical simulations for tumor and cellular immune system interactions in lung cancer treatment

NASA Astrophysics Data System (ADS)

Kolev, M.; Nawrocki, S.; Zubik-Kowal, B.

2013-06-01

We investigate a new mathematical model that describes lung cancer regression in patients treated by chemotherapy and radiotherapy. The model is composed of nonlinear integro-differential equations derived from the so-called kinetic theory for active particles and a new sink function is investigated according to clinical data from carcinoma planoepitheliale. The model equations are solved numerically and the data are utilized in order to find their unknown parameters. The results of the numerical experiments show a good correlation between the predicted and clinical data and illustrate that the mathematical model has potential to describe lung cancer regression.

Chebyshev collocation spectral method for one-dimensional radiative heat transfer in linearly anisotropic-scattering cylindrical medium

NASA Astrophysics Data System (ADS)

Zhou, Rui-Rui; Li, Ben-Wen

2017-03-01

In this study, the Chebyshev collocation spectral method (CCSM) is developed to solve the radiative integro-differential transfer equation (RIDTE) for one-dimensional absorbing, emitting and linearly anisotropic-scattering cylindrical medium. The general form of quadrature formulas for Chebyshev collocation points is deduced. These formulas are proved to have the same accuracy as the Gauss-Legendre quadrature formula (GLQF) for the F-function (geometric function) in the RIDTE. The explicit expressions of the Lagrange basis polynomials and the differentiation matrices for Chebyshev collocation points are also given. These expressions are necessary for solving an integro-differential equation by the CCSM. Since the integrand in the RIDTE is continuous but non-smooth, it is treated by the segments integration method (SIM). The derivative terms in the RIDTE are carried out to improve the accuracy near the origin. In this way, a fourth order accuracy is achieved by the CCSM for the RIDTE, whereas it's only a second order one by the finite difference method (FDM). Several benchmark problems (BPs) with various combinations of optical thickness, medium temperature distribution, degree of anisotropy, and scattering albedo are solved. The results show that present CCSM is efficient to obtain high accurate results, especially for the optically thin medium. The solutions rounded to seven significant digits are given in tabular form, and show excellent agreement with the published data. Finally, the solutions of RIDTE are used as benchmarks for the solution of radiative integral transfer equations (RITEs) presented by Sutton and Chen (JQSRT 84 (2004) 65-103). A non-uniform grid refined near the wall is advised to improve the accuracy of RITEs solutions.

Some properties for integro-differential operator defined by a fractional formal.

PubMed

Abdulnaby, Zainab E; Ibrahim, Rabha W; Kılıçman, Adem

2016-01-01

Recently, the study of the fractional formal (operators, polynomials and classes of special functions) has been increased. This study not only in mathematics but extended to another topics. In this effort, we investigate a generalized integro-differential operator [Formula: see text] defined by a fractional formal (fractional differential operator) and study some its geometric properties by employing it in new subclasses of analytic univalent functions.

Interface equation and viscosity contrast in Hele-Shaw flow

DOE Office of Scientific and Technical Information (OSTI.GOV)

Casademunt, J.; Jasnow, D.; Hernandez-Machado, A.

1992-05-20

In this paper, the authors derive an integro-differential equation for the evolution of the interface separating two immiscible viscous fluids in a Hele-Shaw cell with a channel geometry, for arbitrary viscosity contrast. The authors' equation differs from a previous one obtained by a vortex-sheet formulation of the problem, in that the normal component of the interface velocity is formally decoupled from the gauge-dependent tangential part. The result is thus a closed integral equation for the normal velocity. The authors briefly comment on the advantages of such a formulation and implement an alternative computational algorithm based on it. Preliminary numerical resultsmore » confirm a highly inefficient finger competition in the zero viscosity contrast limit.« less

A strictly Markovian expansion for plasma turbulence theory

NASA Technical Reports Server (NTRS)

Jones, F. C.

1976-01-01

The collision operator that appears in the equation of motion for a particle distribution function that was averaged over an ensemble of random Hamiltonians is non-Markovian. It is non-Markovian in that it involves a propagated integral over the past history of the ensemble averaged distribution function. All formal expansions of this nonlinear collision operator to date preserve this non-Markovian character term by term yielding an integro-differential equation that must be converted to a diffusion equation by an additional approximation. An expansion is derived for the collision operator that is strictly Markovian to any finite order and yields a diffusion equation as the lowest nontrivial order. The validity of this expansion is seen to be the same as that of the standard quasilinear expansion.

Mean Field Analysis of Large-Scale Interacting Populations of Stochastic Conductance-Based Spiking Neurons Using the Klimontovich Method

NASA Astrophysics Data System (ADS)

Gandolfo, Daniel; Rodriguez, Roger; Tuckwell, Henry C.

2017-03-01

We investigate the dynamics of large-scale interacting neural populations, composed of conductance based, spiking model neurons with modifiable synaptic connection strengths, which are possibly also subjected to external noisy currents. The network dynamics is controlled by a set of neural population probability distributions (PPD) which are constructed along the same lines as in the Klimontovich approach to the kinetic theory of plasmas. An exact non-closed, nonlinear, system of integro-partial differential equations is derived for the PPDs. As is customary, a closing procedure leads to a mean field limit. The equations we have obtained are of the same type as those which have been recently derived using rigorous techniques of probability theory. The numerical solutions of these so called McKean-Vlasov-Fokker-Planck equations, which are only valid in the limit of infinite size networks, actually shows that the statistical measures as obtained from PPDs are in good agreement with those obtained through direct integration of the stochastic dynamical system for large but finite size networks. Although numerical solutions have been obtained for networks of Fitzhugh-Nagumo model neurons, which are often used to approximate Hodgkin-Huxley model neurons, the theory can be readily applied to networks of general conductance-based model neurons of arbitrary dimension.

Problems of interaction longitudinal shear waves with V-shape tunnels defect

NASA Astrophysics Data System (ADS)

Popov, V. G.

2018-04-01

The problem of determining the two-dimensional dynamic stress state near a tunnel defect of V-shaped cross-section is solved. The defect is located in an infinite elastic medium, where harmonic longitudinal shear waves are propagating. The initial problem is reduced to a system of two singular integral or integro-differential equations with fixed singularities. A numerical method for solving these systems with regard to the true asymptotics of the unknown functions is developed.

Transactions of the Eleventh Army Conference on Applied Mathematics and Computing

DTIC Science & Technology

1994-03-01

Hu, S., Laksmikantham, V. and Rama Mohana Rao , M., Nonlinear Variation of Parameters formula for Integro-differential equations of Volterra type, J. M...454-457, 1986 [31 N.K. Sinha and G.P. Rao , Identification of continuous-time systems, Boston: Kluwer Academic, 1991. [41 J. Ezzine and C.D. Johnson...Theory, pages 536-548, 1989. [15] J.A. O’Sullivan, P. Moulin, and D.L. Snyder. Cramer- rao bounds for constrained spectrum estimation with application

On the preservation of cooperation in two-strategy games with nonlocal interactions.

PubMed

Aydogmus, Ozgur; Zhou, Wen; Kang, Yun

2017-03-01

Nonlocal interactions such as spatial interaction are ubiquitous in nature and may alter the equilibrium in evolutionary dynamics. Models including nonlocal spatial interactions can provide a further understanding on the preservation and emergence of cooperation in evolutionary dynamics. In this paper, we consider a variety of two-strategy evolutionary spatial games with nonlocal interactions based on an integro-differential replicator equation. By defining the invasion speed and minimal traveling wave speed for the derived model, we study the effects of the payoffs, the selection pressure and the spatial parameter on the preservation of cooperation. One of our most interesting findings is that, for the Prisoners Dilemma games in which the defection is the only evolutionary stable strategy for unstructured populations, analyses on its asymptotic speed of propagation suggest that, in contrast with spatially homogeneous games, the cooperators can invade the habitat under proper conditions. Other two-strategy evolutionary spatial games are also explored. Both our theoretical and numerical studies show that the nonlocal spatial interaction favors diversity in strategies in a population and is able to preserve cooperation in a competing environment. A real data application in a virus mutation study echoes our theoretical observations. In addition, we compare the results of our model to the partial differential equation approach to demonstrate the importance of including non-local interaction component in evolutionary game models. Copyright © 2016 Elsevier Inc. All rights reserved.

Analysis of Radiation-natural Convection Interactions in 1-g and low-g Environments using the Discrete Exchange Factor Method

NASA Technical Reports Server (NTRS)

Kassemi, M.; Naraghi, M. H. N.

1993-01-01

A new numerical method is presented for the analysis of combined natural convection and radiation heat transfer with applications in many engineering situations such as materials processing, combustion and fire research. Because of the recent interest in the low gravity environment of space, attention is devoted to both 1-g and low-g applications. The two-dimensional mathematical model is represented by a set of coupled nonlinear integro-partial differential equations. Radiative exchange is formulated using the Discrete Exchange Factor method (DEF). This method considers point to point exchange and provides accurate results over a wide range of radiation parameters. Numerical results show that radiation significantly influences the flow and heat transfer in both low-g and 1-g applications. In the low-g environment, convection is weak, and radiation can easily become the dominant heat transfer mode. It is also shown that volumetric heating by radiation gives rise to an intricate cell pattern in the top heated enclosure.

Implicit level set algorithms for modelling hydraulic fracture propagation.

PubMed

Peirce, A

2016-10-13

Hydraulic fractures are tensile cracks that propagate in pre-stressed solid media due to the injection of a viscous fluid. Developing numerical schemes to model the propagation of these fractures is particularly challenging due to the degenerate, hypersingular nature of the coupled integro-partial differential equations. These equations typically involve a singular free boundary whose velocity can only be determined by evaluating a distinguished limit. This review paper describes a class of numerical schemes that have been developed to use the multiscale asymptotic behaviour typically encountered near the fracture boundary as multiple physical processes compete to determine the evolution of the fracture. The fundamental concepts of locating the free boundary using the tip asymptotics and imposing the tip asymptotic behaviour in a weak form are illustrated in two quite different formulations of the governing equations. These formulations are the displacement discontinuity boundary integral method and the extended finite-element method. Practical issues are also discussed, including new models for proppant transport able to capture 'tip screen-out'; efficient numerical schemes to solve the coupled nonlinear equations; and fast methods to solve resulting linear systems. Numerical examples are provided to illustrate the performance of the numerical schemes. We conclude the paper with open questions for further research. This article is part of the themed issue 'Energy and the subsurface'. © 2016 The Author(s).

Implicit level set algorithms for modelling hydraulic fracture propagation

PubMed Central

2016-01-01

Hydraulic fractures are tensile cracks that propagate in pre-stressed solid media due to the injection of a viscous fluid. Developing numerical schemes to model the propagation of these fractures is particularly challenging due to the degenerate, hypersingular nature of the coupled integro-partial differential equations. These equations typically involve a singular free boundary whose velocity can only be determined by evaluating a distinguished limit. This review paper describes a class of numerical schemes that have been developed to use the multiscale asymptotic behaviour typically encountered near the fracture boundary as multiple physical processes compete to determine the evolution of the fracture. The fundamental concepts of locating the free boundary using the tip asymptotics and imposing the tip asymptotic behaviour in a weak form are illustrated in two quite different formulations of the governing equations. These formulations are the displacement discontinuity boundary integral method and the extended finite-element method. Practical issues are also discussed, including new models for proppant transport able to capture ‘tip screen-out’; efficient numerical schemes to solve the coupled nonlinear equations; and fast methods to solve resulting linear systems. Numerical examples are provided to illustrate the performance of the numerical schemes. We conclude the paper with open questions for further research.  This article is part of the themed issue ‘Energy and the subsurface’. PMID:27597787

Radiation reaction on a classical charged particle: a modified form of the equation of motion.

PubMed

Alcaine, Guillermo García; Llanes-Estrada, Felipe J

2013-09-01

We present and numerically solve a modified form of the equation of motion for a charged particle under the influence of an external force, taking into account the radiation reaction. This covariant equation is integro-differential, as Dirac-Röhrlich's, but has several technical improvements. First, the equation has the form of Newton's second law, with acceleration isolated on the left hand side and the force depending only on positions and velocities: Thus, the equation is linear in the highest derivative. Second, the total four-force is by construction perpendicular to the four-velocity. Third, if the external force vanishes for all future times, the total force and the acceleration automatically vanish at the present time. We show the advantages of this equation by solving it numerically for several examples of external force.

Radiation reaction on a classical charged particle: A modified form of the equation of motion

NASA Astrophysics Data System (ADS)

Alcaine, Guillermo García; Llanes-Estrada, Felipe J.

2013-09-01

We present and numerically solve a modified form of the equation of motion for a charged particle under the influence of an external force, taking into account the radiation reaction. This covariant equation is integro-differential, as Dirac-Röhrlich's, but has several technical improvements. First, the equation has the form of Newton's second law, with acceleration isolated on the left hand side and the force depending only on positions and velocities: Thus, the equation is linear in the highest derivative. Second, the total four-force is by construction perpendicular to the four-velocity. Third, if the external force vanishes for all future times, the total force and the acceleration automatically vanish at the present time. We show the advantages of this equation by solving it numerically for several examples of external force.

Zdeněk Kopal: Numerical Analyst

NASA Astrophysics Data System (ADS)

Křížek, M.

2015-07-01

We give a brief overview of Zdeněk Kopal's life, his activities in the Czech Astronomical Society, his collaboration with Vladimír Vand, and his studies at Charles University, Cambridge, Harvard, and MIT. Then we survey Kopal's professional life. He published 26 monographs and 20 conference proceedings. We will concentrate on Kopal's extensive monograph Numerical Analysis (1955, 1961) that is widely accepted to be the first comprehensive textbook on numerical methods. It describes, for instance, methods for polynomial interpolation, numerical differentiation and integration, numerical solution of ordinary differential equations with initial or boundary conditions, and numerical solution of integral and integro-differential equations. Special emphasis will be laid on error analysis. Kopal himself applied numerical methods to celestial mechanics, in particular to the N-body problem. He also used Fourier analysis to investigate light curves of close binaries to discover their properties. This is, in fact, a problem from mathematical analysis.

Marangoni effect on small-amplitude capillary waves in viscous fluids

NASA Astrophysics Data System (ADS)

Shen, Li; Denner, Fabian; Morgan, Neal; van Wachem, Berend; Dini, Daniele

2017-11-01

We derive a general integro-differential equation for the transient behavior of small-amplitude capillary waves on the planar surface of a viscous fluid in the presence of the Marangoni effect. The equation is solved for an insoluble surfactant solution in concentration below the critical micelle concentration undergoing convective-diffusive surface transport. The special case of a diffusion-driven surfactant is considered near the the critical damping wavelength. The Marangoni effect is shown to contribute to the overall damping mechanism, and a first-order term correction to the critical wavelength with respect to the surfactant concentration difference and the Schmidt number is proposed.

Synchronization of a Josephson junction array in terms of global variables

NASA Astrophysics Data System (ADS)

Vlasov, Vladimir; Pikovsky, Arkady

2013-08-01

We consider an array of Josephson junctions with a common LCR load. Application of the Watanabe-Strogatz approach [Physica DPDNPDT0167-278910.1016/0167-2789(94)90196-1 74, 197 (1994)] allows us to formulate the dynamics of the array via the global variables only. For identical junctions this is a finite set of equations, analysis of which reveals the regions of bistability of the synchronous and asynchronous states. For disordered arrays with distributed parameters of the junctions, the problem is formulated as an integro-differential equation for the global variables; here stability of the asynchronous states and the properties of the transition synchrony-asynchrony are established numerically.

A molecular theory of liquid interfaces.

PubMed

Kovalenko, Andriy; Hirata, Fumio

2005-04-21

We propose a site site generalization of the Lovett-Mow-Buff-Wertheim integro-differential equation for the one-particle density distributions to polyatomic fluids. The method provides microscopic description of liquid interfaces of molecular fluids and solutions. It uses the inhomogeneous site-site direct correlation function of molecular fluid consistently constructed by nonlinear interpolation between the homogeneous ones. The site site correlations of the coexisting bulk phases are obtained from the reference interaction site model (RISM) integral equation with our closure approximation. For illustration, we calculated the structure of the planar liquid-vapor as well as liquid-liquid interfaces of n-hexane and methanol at ambient conditions.

Data modeling for detection of epidemic outbreak

NASA Astrophysics Data System (ADS)

Jaenisch, Holger M.; Handley, James W.; Jaenisch, Kristina L.; Conn, Michael S.; Faucheux, Jeffrey P.

2005-05-01

Data Modeling is successfully applied to outbreak detection using epidemicological time series data. With proper selection of features, same day detection was demonstrated. Predictive Data Models are derived from the features in the form of integro-differential equations or their solution. These models are used as real-time change detectors. Data Modeling enables change detection using only nominal (no-outbreak) examples for training. Modeling naturally occurring dynamics due to assignable causes such as flu season enables distinction to be made of chemical and biological (chem-bio) causes.

A strictly Markovian expansion for plasma turbulence theory

NASA Technical Reports Server (NTRS)

Jones, F. C.

1978-01-01

The collision operator that appears in the equation of motion for a particle distribution function that has been averaged over an ensemble of random Hamiltonians is non-Markovian. It is non-Markovian in that it involves a propagated integral over the past history of the ensemble averaged distribution function. All formal expansions of this nonlinear collision operator to date preserve this non-Markovian character term by term yielding an integro-differential equation that must be converted to a diffusion equation by an additional approximation. In this note we derive an expansion of the collision operator that is strictly Markovian to any finite order and yields a diffusion equation as the lowest non-trivial order. The validity of this expansion is seen to be the same as that of the standard quasi-linear expansion.

Non-Archimedean reaction-ultradiffusion equations and complex hierarchic systems

NASA Astrophysics Data System (ADS)

Zúñiga-Galindo, W. A.

2018-06-01

We initiate the study of non-Archimedean reaction-ultradiffusion equations and their connections with models of complex hierarchic systems. From a mathematical perspective, the equations studied here are the p-adic counterpart of the integro-differential models for phase separation introduced by Bates and Chmaj. Our equations are also generalizations of the ultradiffusion equations on trees studied in the 1980s by Ogielski, Stein, Bachas, Huberman, among others, and also generalizations of the master equations of the Avetisov et al models, which describe certain complex hierarchic systems. From a physical perspective, our equations are gradient flows of non-Archimedean free energy functionals and their solutions describe the macroscopic density profile of a bistable material whose space of states has an ultrametric structure. Some of our results are p-adic analogs of some well-known results in the Archimedean setting, however, the mechanism of diffusion is completely different due to the fact that it occurs in an ultrametric space.

3D optical digitation applied to orthodontics: analysis of unilateral cleft lip and palate in newborn infants

NASA Astrophysics Data System (ADS)

Canal, Fernando; Garcia-Mateos, Jorge; Rodriguez-Larena, Jorge; Rivera, Alejandro; Aparicio, E.

2000-12-01

Medical therapeutic applications using lasers involves understanding the light tissue interaction, in particular the rate ofphotochemical and thermal reactions. Tissue is composed ofa mix ofturbid media. Light propagation in turbid media can be described by the so-called Equation of Radiative Transfer, an integro-differential equation where scattering, absorption and internal reflection are significant factors in determining the light distribution in tissue. The Equation of Radiative Transfer however can not commonly be solved analytically.' In order to visualize and simulate the effects of laser light on heart tissues (myocardium) in relation to the treatment of irregular heart rates or so called arrhythmias, a fast interactive computer program has been developed in Java.

A complete analytical solution of the Fokker-Planck and balance equations for nucleation and growth of crystals

NASA Astrophysics Data System (ADS)

Makoveeva, Eugenya V.; Alexandrov, Dmitri V.

2018-01-01

This article is concerned with a new analytical description of nucleation and growth of crystals in a metastable mushy layer (supercooled liquid or supersaturated solution) at the intermediate stage of phase transition. The model under consideration consisting of the non-stationary integro-differential system of governing equations for the distribution function and metastability level is analytically solved by means of the saddle-point technique for the Laplace-type integral in the case of arbitrary nucleation kinetics and time-dependent heat or mass sources in the balance equation. We demonstrate that the time-dependent distribution function approaches the stationary profile in course of time. This article is part of the theme issue `From atomistic interfaces to dendritic patterns'.

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…

Electromagnetic beam diffraction by a finite lamellar structure: an aperiodic coupled-wave method.

PubMed

Guizal, Brahim; Barchiesi, Dominique; Felbacq, Didier

2003-12-01

We have developed a new formulation of the coupled-wave method (CWM) to handle aperiodic lamellar structures, and it will be referred to as the aperiodic coupled-wave method (ACWM). The space is still divided into three regions, but the fields are written by use of their Fourier integrals instead of the Fourier series. In the modulated region the relative permittivity is represented by its Fourier transform, and then a set of integro-differential equations is derived. Discretizing the last system leads to a set of ordinary differential equations that is reduced to an eigenvalue problem, as is usually done in the CWM. To assess the method, we compare our results with three independent formalisms: the Rayleigh perturbation method for small samples, the volume integral method, and the finite-element method.

Integro-differential modeling of ICRH wave propagation and damping at arbitrary cyclotron harmonics and wavelengths in tokamaks

NASA Astrophysics Data System (ADS)

Van Eester, D.; Lerche, E.

2014-02-01

Both at low and higher cyclotron harmonics, properly accounting for finite Larmor radius effects is crucial in many ion cyclotron resonance frequency heating scenarios creating high energy tails. The present paper discusses ongoing work to extend the 1D TOMCAT wave equation solver [D. Van Eester & R. Koch, Plasma Phys. Contr. Fusion 40 (1998) 1949] to arbitrary harmonics and arbitrary wavelengths. Rather than adopting the particle position, the guiding center position is used as the independent variable when writing down an expression for the dielectric response. Adopting a philosophy originally due to Kaufman [A.N. Kaufman, Phys. Fluids 15 (1972) 1063], the relevant dielectric response in the Galerkin formalism is written in a form where the electric field and the test function vector appear symmetrically, which yields a power balance equation that guarantees non-negative absorption for any wave type for Maxwellian plasmas. Moreover, this choice of independent variable yields intuitive expressions that can directly be linked to the corresponding expressions in the RF diffusion operator. It also guarantees that a positive definite power transfer from waves to particles is ensured for any of the wave modes in a plasma in which all populations have a Maxwellian distribution, as is expected from first principles. Rather than relying on a truncated Taylor series expansion of the dielectric response, an integro-differential approach that retains all finite Larmor radius effects [D. Van Eester & E. Lerche, Plasma Phys. Control. Fusion 55 (2013) 055008] is proposed.

Recursive-operator method in vibration problems for rod systems

NASA Astrophysics Data System (ADS)

Rozhkova, E. V.

2009-12-01

Using linear differential equations with constant coefficients describing one-dimensional dynamical processes as an example, we show that the solutions of these equations and systems are related to the solution of the corresponding numerical recursion relations and one does not have to compute the roots of the corresponding characteristic equations. The arbitrary functions occurring in the general solution of the homogeneous equations are determined by the initial and boundary conditions or are chosen from various classes of analytic functions. The solutions of the inhomogeneous equations are constructed in the form of integro-differential series acting on the right-hand side of the equation, and the coefficients of the series are determined from the same recursion relations. The convergence of formal solutions as series of a more general recursive-operator construction was proved in [1]. In the special case where the solutions of the equation can be represented in separated variables, the power series can be effectively summed, i.e., expressed in terms of elementary functions, and coincide with the known solutions. In this case, to determine the natural vibration frequencies, one obtains algebraic rather than transcendental equations, which permits exactly determining the imaginary and complex roots of these equations without using the graphic method [2, pp. 448-449]. The correctness of the obtained formulas (differentiation formulas, explicit expressions for the series coefficients, etc.) can be verified directly by appropriate substitutions; therefore, we do not prove them here.

A multi-layer discrete-ordinate method for vector radiative transfer in a vertically-inhomogeneous, emitting and scattering atmosphere. I - Theory. II - Application

NASA Technical Reports Server (NTRS)

Weng, Fuzhong

1992-01-01

A theory is developed for discretizing the vector integro-differential radiative transfer equation including both solar and thermal radiation. A complete solution and boundary equations are obtained using the discrete-ordinate method. An efficient numerical procedure is presented for calculating the phase matrix and achieving computational stability. With natural light used as a beam source, the Stokes parameters from the model proposed here are compared with the analytical solutions of Chandrasekhar (1960) for a Rayleigh scattering atmosphere. The model is then applied to microwave frequencies with a thermal source, and the brightness temperatures are compared with those from Stamnes'(1988) radiative transfer model.

Parametric resonant triad interactions in a free shear layer

NASA Technical Reports Server (NTRS)

Mallier, R.; Maslowe, S. A.

1993-01-01

We investigate the weakly nonlinear evolution of a triad of nearly-neutral modes superimposed on a mixing layer with velocity profile u bar equals Um + tanh y. The perturbation consists of a plane wave and a pair of oblique waves each inclined at approximately 60 degrees to the mean flow direction. Because the evolution occurs on a relatively fast time scale, the critical layer dynamics dominate the process and the amplitude evolution of the oblique waves is governed by an integro-differential equation. The long-time solution of this equation predicts very rapid (exponential of an exponential) amplification and we discuss the pertinence of this result to vortex pairing phenomena in mixing layers.

Finite difference methods for transient signal propagation in stratified dispersive media

NASA Technical Reports Server (NTRS)

Lam, D. H.

1975-01-01

Explicit difference equations are presented for the solution of a signal of arbitrary waveform propagating in an ohmic dielectric, a cold plasma, a Debye model dielectric, and a Lorentz model dielectric. These difference equations are derived from the governing time-dependent integro-differential equations for the electric fields by a finite difference method. A special difference equation is derived for the grid point at the boundary of two different media. Employing this difference equation, transient signal propagation in an inhomogeneous media can be solved provided that the medium is approximated in a step-wise fashion. The solutions are generated simply by marching on in time. It is concluded that while the classical transform methods will remain useful in certain cases, with the development of the finite difference methods described, an extensive class of problems of transient signal propagating in stratified dispersive media can be effectively solved by numerical methods.

Development and Retrospective Clinical Assessment of a Patient-Specific Closed-Form Integro-Differential Equation Model of Plasma Dilution.

PubMed

Atlas, Glen; Li, John K-J; Amin, Shawn; Hahn, Robert G

2017-01-01

A closed-form integro-differential equation (IDE) model of plasma dilution (PD) has been derived which represents both the intravenous (IV) infusion of crystalloid and the postinfusion period. Specifically, PD is mathematically represented using a combination of constant ratio, differential, and integral components. Furthermore, this model has successfully been applied to preexisting data, from a prior human study, in which crystalloid was infused for a period of 30 minutes at the beginning of thyroid surgery. Using Euler's formula and a Laplace transform solution to the IDE, patients could be divided into two distinct groups based on their response to PD during the infusion period. Explicitly, Group 1 patients had an infusion-based PD response which was modeled using an exponentially decaying hyperbolic sine function, whereas Group 2 patients had an infusion-based PD response which was modeled using an exponentially decaying trigonometric sine function. Both Group 1 and Group 2 patients had postinfusion PD responses which were modeled using the same combination of hyperbolic sine and hyperbolic cosine functions. Statistically significant differences, between Groups 1 and 2, were noted with respect to the area under their PD curves during both the infusion and postinfusion periods. Specifically, Group 2 patients exhibited a response to PD which was most likely consistent with a preoperative hypovolemia. Overall, this IDE model of PD appears to be highly "adaptable" and successfully fits clinically-obtained human data on a patient-specific basis, during both the infusion and postinfusion periods. In addition, patient-specific IDE modeling of PD may be a useful adjunct in perioperative fluid management and in assessing clinical volume kinetics, of crystalloid solutions, in real time.

Development and Retrospective Clinical Assessment of a Patient-Specific Closed-Form Integro-Differential Equation Model of Plasma Dilution

PubMed Central

Atlas, Glen; Li, John K-J; Amin, Shawn; Hahn, Robert G

2017-01-01

A closed-form integro-differential equation (IDE) model of plasma dilution (PD) has been derived which represents both the intravenous (IV) infusion of crystalloid and the postinfusion period. Specifically, PD is mathematically represented using a combination of constant ratio, differential, and integral components. Furthermore, this model has successfully been applied to preexisting data, from a prior human study, in which crystalloid was infused for a period of 30 minutes at the beginning of thyroid surgery. Using Euler’s formula and a Laplace transform solution to the IDE, patients could be divided into two distinct groups based on their response to PD during the infusion period. Explicitly, Group 1 patients had an infusion-based PD response which was modeled using an exponentially decaying hyperbolic sine function, whereas Group 2 patients had an infusion-based PD response which was modeled using an exponentially decaying trigonometric sine function. Both Group 1 and Group 2 patients had postinfusion PD responses which were modeled using the same combination of hyperbolic sine and hyperbolic cosine functions. Statistically significant differences, between Groups 1 and 2, were noted with respect to the area under their PD curves during both the infusion and postinfusion periods. Specifically, Group 2 patients exhibited a response to PD which was most likely consistent with a preoperative hypovolemia. Overall, this IDE model of PD appears to be highly “adaptable” and successfully fits clinically-obtained human data on a patient-specific basis, during both the infusion and postinfusion periods. In addition, patient-specific IDE modeling of PD may be a useful adjunct in perioperative fluid management and in assessing clinical volume kinetics, of crystalloid solutions, in real time. PMID:29123436

The rollup of a vortex layer near a wall

NASA Technical Reports Server (NTRS)

Jimenez, Javier; Orlandi, Paolo

1993-01-01

The behavior of an inviscid vortex layer of non-zero thickness near a wall is studied, both through direct numerical simulation of the two-dimensional vorticity equation at high Reynolds numbers, and using an approximate ordinary nonlinear integro-differential equation which is satisfied in the limit of a thin layer under long-wavelength perturbations. For appropriate initial conditions the layer rolls up and breaks into compact vortices which move along the wall at constant speed. Because of the effect of the wall, they correspond to equilibrium counter-rotating vortex dipoles. This breakup can be related to the disintegration of the initial conditions of the approximate nonlinear dispersive equation into solitary waves. The study is motivated by the formation of longitudinal vortices from vortex sheets in the wall region of a turbulent channel.

A FORTRAN program for interpretation of relative permeability from unsteady-state displacements with capillary pressure included

USGS Publications Warehouse

Udegbunam, E.O.

1991-01-01

This paper presents a FORTRAN program for the determination of two-phase relative permeabilities from unsteady-state displacement data with capillary pressure terms included. The interpretative model employed in this program combines the simultaneous solution of a variant of the fractional flow equation which includes a capillary pressure term and an integro-differential equation derived from Darcy's law without assuming the simplified Buckley-Leverett flow. The incorporation of capillary pressure in the governing equations dispenses with the high flowrate experimental requirements normally employed to overcome capillarity effects. An illustrative example is presented herein which implements this program for the determination of oil/water relative permeabilities from a sandstone core sample. Results obtained compares favorably with results previously given in the literature. ?? 1991.

Unified theory of the exciplex formation/dissipation.

PubMed

Khokhlova, Svetlana S; Burshtein, Anatoly I

2010-11-04

The natural extension and reformulation of the unified theory (UT) proposed here makes it integro-differential and capable of describing the distant quenching of excitation by electron transfer, accompanied with contact but reversible exciplex formation. The numerical solution of the new UT equations allows specifying the kinetics of the fluorescence quenching and exciplex association/dissociation as well as those reactions' quantum yields. It was demonstrated that the distant electron transfer in either the normal or inverted Marcus regions screens the contact reaction of exciplex formation, especially at slow diffusion.

On singlet s-wave electron-hydrogen scattering.

NASA Technical Reports Server (NTRS)

Madan, R. N.

1973-01-01

Discussion of various zeroth-order approximations to s-wave scattering of electrons by hydrogen atoms below the first excitation threshold. The formalism previously developed by the author (1967, 1968) is applied to Feshbach operators to derive integro-differential equations, with the optical-potential set equal to zero, for the singlet and triplet cases. Phase shifts of s-wave scattering are computed in the zeroth-order approximation of the Feshbach operator method and in the static-exchange approximation. It is found that the convergence of numerical computations is faster in the former approximation than in the latter.

Offset quadrature communications with decision-feedback carrier synchronization

NASA Technical Reports Server (NTRS)

Simon, M. K.; Smith, J. G.

1974-01-01

In order to accommodate a quadrature amplitude-shift-keyed (QASK) signal, Simon and Smith (1974) have modified the decision-feedback loop which tracks a quadrature phase-shift-keyed (QPSK). In the investigation reported approaches are considered to modify the loops in such a way that offset QASK signals can be tracked, giving attention to the special case of an offset QPSK. The development of the stochastic integro-differential equation of operation for a decision-feedback offset QASK loop is discussed along with the probability density function of the phase error process.

Solution of Volterra and Fredholm Classes of Equations via Triangular Orthogonal Function (A Combination of Right Hand Triangular Function and Left Hand Triangular Function) and Hybrid Orthogonal Function (A Combination of Sample Hold Function and Right Hand Triangular Function)

NASA Astrophysics Data System (ADS)

Mukhopadhyay, Anirban; Ganguly, Anindita; Chatterjee, Saumya Deep

2018-04-01

In this paper the authors have dealt with seven kinds of non-linear Volterra and Fredholm classes of equations. The authors have formulated an algorithm for solving the aforementioned equation types via Hybrid Function (HF) and Triangular Function (TF) piecewise-linear orthogonal approach. In this approach the authors have reduced integral equation or integro-differential equation into equivalent system of simultaneous non-linear equation and have employed either Newton's method or Broyden's method to solve the simultaneous non-linear equations. The authors have calculated the L2-norm error and the max-norm error for both HF and TF method for each kind of equations. Through the illustrated examples, the authors have shown that the HF based algorithm produces stable result, on the contrary TF-computational method yields either stable, anomalous or unstable results.

The convergence of the order sequence and the solution function sequence on fractional partial differential equation

NASA Astrophysics Data System (ADS)

Rusyaman, E.; Parmikanti, K.; Chaerani, D.; Asefan; Irianingsih, I.

2018-03-01

One of the application of fractional ordinary differential equation is related to the viscoelasticity, i.e., a correlation between the viscosity of fluids and the elasticity of solids. If the solution function develops into function with two or more variables, then its differential equation must be changed into fractional partial differential equation. As the preliminary study for two variables viscoelasticity problem, this paper discusses about convergence analysis of function sequence which is the solution of the homogenous fractional partial differential equation. The method used to solve the problem is Homotopy Analysis Method. The results show that if given two real number sequences (αn) and (βn) which converge to α and β respectively, then the solution function sequences of fractional partial differential equation with order (αn, βn) will also converge to the solution function of fractional partial differential equation with order (α, β).

Regulation of Viable and Optimal Cohorts

DOE Office of Scientific and Technical Information (OSTI.GOV)

Aubin, Jean-Pierre, E-mail: aubin.jp@gmail.com

This study deals with the evolution of (scalar) attributes (resources or income in evolutionary demography or economics, position in traffic management, etc.) of a population of “mobiles” (economic agents, vehicles, etc.). The set of mobiles sharing the same attributes is regarded as an instantaneous cohort described by the number of its elements. The union of instantaneous cohorts during a mobile window between two attributes is a cohort. Given a measure defining the number of instantaneous cohorts, the accumulation of the mobile attributes on a evolving mobile window is the measure of the cohort on this temporal mobile window. Imposing accumulationmore » constraints and departure conditions, this study is devoted to the regulation of the evolutions of the attributes which are1.viable in the sense that the accumulations constraints are satisfied at each instant;2.and, among them, optimal, in the sense that both the duration of the temporal mobile window is maximum and that the accumulation on this temporal mobile window is the largest viable one. This value is the “accumulation valuation” function. Viable and optimal evolutions under accumulation constraints are regulated by an “implicit Volterra integro-differential inclusion” built from the accumulation valuation function, solution to an Hamilton–Jacobi–Bellman partial differential equation under constraints which is constructed for this purpose.« less

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

NASA Astrophysics Data System (ADS)

Lu, Yanfei; Lekszycki, Tomasz

2016-10-01

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

Solution of differential equations by application of transformation groups

NASA Technical Reports Server (NTRS)

Driskell, C. N., Jr.; Gallaher, L. J.; Martin, R. H., Jr.

1968-01-01

Report applies transformation groups to the solution of systems of ordinary differential equations and partial differential equations. Lies theorem finds an integrating factor for appropriate invariance group or groups can be found and can be extended to partial differential equations.

A Bifurcation Problem for a Nonlinear Partial Differential Equation of Parabolic Type,

DTIC Science & Technology

NONLINEAR DIFFERENTIAL EQUATIONS, INTEGRATION), (*PARTIAL DIFFERENTIAL EQUATIONS, BOUNDARY VALUE PROBLEMS), BANACH SPACE , MAPPING (TRANSFORMATIONS), SET THEORY, TOPOLOGY, ITERATIONS, STABILITY, THEOREMS

From stochastic processes to numerical methods: A new scheme for solving reaction subdiffusion fractional partial differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Angstmann, C.N.; Donnelly, I.C.; Henry, B.I., E-mail: B.Henry@unsw.edu.au

We have introduced a new explicit numerical method, based on a discrete stochastic process, for solving a class of fractional partial differential equations that model reaction subdiffusion. The scheme is derived from the master equations for the evolution of the probability density of a sum of discrete time random walks. We show that the diffusion limit of the master equations recovers the fractional partial differential equation of interest. This limiting procedure guarantees the consistency of the numerical scheme. The positivity of the solution and stability results are simply obtained, provided that the underlying process is well posed. We also showmore » that the method can be applied to standard reaction–diffusion equations. This work highlights the broader applicability of using discrete stochastic processes to provide numerical schemes for partial differential equations, including fractional partial differential equations.« less

Mathematical Methods for Physics and Engineering Third Edition Paperback Set

NASA Astrophysics Data System (ADS)

Riley, Ken F.; Hobson, Mike P.; Bence, Stephen J.

2006-06-01

Prefaces; 1. Preliminary algebra; 2. Preliminary calculus; 3. Complex numbers and hyperbolic functions; 4. Series and limits; 5. Partial differentiation; 6. Multiple integrals; 7. Vector algebra; 8. Matrices and vector spaces; 9. Normal modes; 10. Vector calculus; 11. Line, surface and volume integrals; 12. Fourier series; 13. Integral transforms; 14. First-order ordinary differential equations; 15. Higher-order ordinary differential equations; 16. Series solutions of ordinary differential equations; 17. Eigenfunction methods for differential equations; 18. Special functions; 19. Quantum operators; 20. Partial differential equations: general and particular; 21. Partial differential equations: separation of variables; 22. Calculus of variations; 23. Integral equations; 24. Complex variables; 25. Application of complex variables; 26. Tensors; 27. Numerical methods; 28. Group theory; 29. Representation theory; 30. Probability; 31. Statistics; Index.

On the hierarchy of partially invariant submodels of differential equations

NASA Astrophysics Data System (ADS)

Golovin, Sergey V.

2008-07-01

It is noted that the partially invariant solution (PIS) of differential equations in many cases can be represented as an invariant reduction of some PISs of the higher rank. This introduces a hierarchic structure in the set of all PISs of a given system of differential equations. An equivalence of the two-step and the direct ways of construction of PISs is proved. The hierarchy simplifies the process of enumeration and analysis of partially invariant submodels to the given system of differential equations. In this framework, the complete classification of regular partially invariant solutions of ideal MHD equations is given.

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.

John Butcher and hybrid methods

NASA Astrophysics Data System (ADS)

Mehdiyeva, Galina; Imanova, Mehriban; Ibrahimov, Vagif

2017-07-01

As is known there are the mainly two classes of the numerical methods for solving ODE, which is commonly called a one and multistep methods. Each of these methods has certain advantages and disadvantages. It is obvious that the method which has better properties of these methods should be constructed at the junction of them. In the middle of the XX century, Butcher and Gear has constructed at the junction of the methods of Runge-Kutta and Adams, which is called hybrid method. Here considers the construction of certain generalizations of hybrid methods, with the high order of accuracy and to explore their application to solving the Ordinary Differential, Volterra Integral and Integro-Differential equations. Also have constructed some specific hybrid methods with the degree p ≤ 10.

Thermoacoustic tomography for an integro-differential wave equation modeling attenuation

NASA Astrophysics Data System (ADS)

Acosta, Sebastián; Palacios, Benjamín

2018-02-01

In this article we study the inverse problem of thermoacoustic tomography (TAT) on a medium with attenuation represented by a time-convolution (or memory) term, and whose consideration is motivated by the modeling of ultrasound waves in heterogeneous tissue via fractional derivatives with spatially dependent parameters. Under the assumption of being able to measure data on the whole boundary, we prove uniqueness and stability, and propose a convergent reconstruction method for a class of smooth variable sound speeds. By a suitable modification of the time reversal technique, we obtain a Neumann series reconstruction formula.

Mathematical models of tumor heterogeneity and drug resistance

NASA Astrophysics Data System (ADS)

Greene, James

In this dissertation we develop mathematical models of tumor heterogeneity and drug resistance in cancer chemotherapy. Resistance to chemotherapy is one of the major causes of the failure of cancer treatment. Furthermore, recent experimental evidence suggests that drug resistance is a complex biological phenomena, with many influences that interact nonlinearly. Here we study the influence of such heterogeneity on treatment outcomes, both in general frameworks and under specific mechanisms. We begin by developing a mathematical framework for describing multi-drug resistance to cancer. Heterogeneity is reflected by a continuous parameter, which can either describe a single resistance mechanism (such as the expression of P-gp in the cellular membrane) or can account for the cumulative effect of several mechanisms and factors. The model is written as a system of integro-differential equations, structured by the continuous "trait," and includes density effects as well as mutations. We study the limiting behavior of the model, both analytically and numerically, and apply it to study treatment protocols. We next study a specific mechanism of tumor heterogeneity and its influence on cell growth: the cell-cycle. We derive two novel mathematical models, a stochastic agent-based model and an integro-differential equation model, each of which describes the growth of cancer cells as a dynamic transition between proliferative and quiescent states. By examining the role all parameters play in the evolution of intrinsic tumor heterogeneity, and the sensitivity of the population growth to parameter values, we show that the cell-cycle length has the most significant effect on the growth dynamics. In addition, we demonstrate that the agent-based model can be approximated well by the more computationally efficient integro-differential equations, when the number of cells is large. The model is closely tied to experimental data of cell growth, and includes a novel implementation of transition rates as a function of global density. Finally, we extend the model of cell-cycle heterogeneity to include spatial variables. Cells are modeled as soft spheres and exhibit attraction/repulsion/random forces. A fundamental hypothesis is that cell-cycle length increases with local density, thus producing a distribution of observed division lengths. Apoptosis occurs primarily through an extended period of unsuccessful proliferation, and the explicit mechanism of the drug (Paclitaxel) is modeled as an increase in cell-cycle duration. We show that the distribution of cell-cycle lengths is highly time-dependent, with close time-averaged agreement with the distribution used in the previous work. Furthermore, survival curves are calculated and shown to qualitatively agree with experimental data in different densities and geometries, thus relating the cellular microenvironment to drug resistance.

A novel technique to solve nonlinear higher-index Hessenberg differential-algebraic equations by Adomian decomposition method.

PubMed

Benhammouda, Brahim

2016-01-01

Since 1980, the Adomian decomposition method (ADM) has been extensively used as a simple powerful tool that applies directly to solve different kinds of nonlinear equations including functional, differential, integro-differential and algebraic equations. However, for differential-algebraic equations (DAEs) the ADM is applied only in four earlier works. There, the DAEs are first pre-processed by some transformations like index reductions before applying the ADM. The drawback of such transformations is that they can involve complex algorithms, can be computationally expensive and may lead to non-physical solutions. The purpose of this paper is to propose a novel technique that applies the ADM directly to solve a class of nonlinear higher-index Hessenberg DAEs systems efficiently. The main advantage of this technique is that; firstly it avoids complex transformations like index reductions and leads to a simple general algorithm. Secondly, it reduces the computational work by solving only linear algebraic systems with a constant coefficient matrix at each iteration, except for the first iteration where the algebraic system is nonlinear (if the DAE is nonlinear with respect to the algebraic variable). To demonstrate the effectiveness of the proposed technique, we apply it to a nonlinear index-three Hessenberg DAEs system with nonlinear algebraic constraints. This technique is straightforward and can be programmed in Maple or Mathematica to simulate real application problems.

Student Solution Manual for Mathematical Methods for Physics and Engineering Third Edition

NASA Astrophysics Data System (ADS)

Riley, K. F.; Hobson, M. P.

2006-03-01

Preface; 1. Preliminary algebra; 2. Preliminary calculus; 3. Complex numbers and hyperbolic functions; 4. Series and limits; 5. Partial differentiation; 6. Multiple integrals; 7. Vector algebra; 8. Matrices and vector spaces; 9. Normal modes; 10. Vector calculus; 11. Line, surface and volume integrals; 12. Fourier series; 13. Integral transforms; 14. First-order ordinary differential equations; 15. Higher-order ordinary differential equations; 16. Series solutions of ordinary differential equations; 17. Eigenfunction methods for differential equations; 18. Special functions; 19. Quantum operators; 20. Partial differential equations: general and particular; 21. Partial differential equations: separation of variables; 22. Calculus of variations; 23. Integral equations; 24. Complex variables; 25. Application of complex variables; 26. Tensors; 27. Numerical methods; 28. Group theory; 29. Representation theory; 30. Probability; 31. Statistics.

An efficient model for coupling structural vibrations with acoustic radiation

NASA Technical Reports Server (NTRS)

Frendi, Abdelkader; Maestrello, Lucio; Ting, LU

1993-01-01

The scattering of an incident wave by a flexible panel is studied. The panel vibration is governed by the nonlinear plate equations while the loading on the panel, which is the pressure difference across the panel, depends on the reflected and transmitted waves. Two models are used to calculate this structural-acoustic interaction problem. One solves the three dimensional nonlinear Euler equations for the flow-field coupled with the plate equations (the fully coupled model). The second uses the linear wave equation for the acoustic field and expresses the load as a double integral involving the panel oscillation (the decoupled model). The panel oscillation governed by a system of integro-differential equations is solved numerically and the acoustic field is then defined by an explicit formula. Numerical results are obtained using the two models for linear and nonlinear panel vibrations. The predictions given by these two models are in good agreement but the computational time needed for the 'fully coupled model' is 60 times longer than that for 'the decoupled model'.

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

PubMed

Güner, Özkan; Cevikel, Adem C

2014-01-01

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

On the Solution of Elliptic Partial Differential Equations on Regions with Corners

DTIC Science & Technology

2015-07-09

In this report we investigate the solution of boundary value problems on polygonal domains for elliptic partial differential equations . We observe...that when the problems are formulated as the boundary integral equations of classical potential theory, the solutions are representable by series of...efficient numerical algorithms. The results are illustrated by a number of numerical examples. On the solution of elliptic partial differential equations on

The breakdown of the weakly-nonlinear regime for kinetic instabilities

NASA Astrophysics Data System (ADS)

Sanz-Orozco, David; Berk, Herbert; Wang, Ge

2017-10-01

The evolution of marginally-unstable waves that interact resonantly with populations of energetic particles is governed by a well-known cubic integro-differential equation for the mode amplitude. One of the outcomes predicted by the equation is the so-called ``explosive'' regime, where the amplitude grows indefinitely, eventually taking the equation outside of its domain of validity. Beyond this point, only full Vlasov simulations will accurately describe the evolution of the mode amplitude. In this work, we study the breakdown of the cubic equation in detail. We find that, while the cubic equation is still valid, the distribution function of the energetic particles locally flattens or ``folds'' in phase space. This feature is unexpected in view of the assumptions of the theory that are given in. We also derive fifth-order terms in the wave equation, which not only give us a more accurate description of the marginally-unstable modes, but they also allow us to predict the breakdown of the cubic equation. Our findings allow us to better understand the transition between weakly-nonlinear modes and the long-term chirping modes that ultimately emerge.

Exact linearized Coulomb collision operator in the moment expansion

DOE PAGES

Ji, Jeong -Young; Held, Eric D.

2006-10-05

In the moment expansion, the Rosenbluth potentials, the linearized Coulomb collision operators, and the moments of the collision operators are analytically calculated for any moment. The explicit calculation of Rosenbluth potentials converts the integro-differential form of the Coulomb collision operator into a differential operator, which enables one to express the collision operator in a simple closed form for any arbitrary mass and temperature ratios. In addition, it is shown that gyrophase averaging the collision operator acting on arbitrary distribution functions is the same as the collision operator acting on the corresponding gyrophase averaged distribution functions. The moments of the collisionmore » operator are linear combinations of the fluid moments with collision coefficients parametrized by mass and temperature ratios. Furthermore, useful forms involving the small mass-ratio approximation are easily found since the collision operators and their moments are expressed in terms of the mass ratio. As an application, the general moment equations are explicitly written and the higher order heat flux equation is derived.« less

A Procedure to Construct Exact Solutions of Nonlinear Fractional Differential Equations

PubMed Central

Güner, Özkan; Cevikel, Adem C.

2014-01-01

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

Kinetic Equation for a Soliton Gas and Its Hydrodynamic Reductions

NASA Astrophysics Data System (ADS)

El, G. A.; Kamchatnov, A. M.; Pavlov, M. V.; Zykov, S. A.

2011-04-01

We introduce and study a new class of kinetic equations, which arise in the description of nonequilibrium macroscopic dynamics of soliton gases with elastic collisions between solitons. These equations represent nonlinear integro-differential systems and have a novel structure, which we investigate by studying in detail the class of N-component `cold-gas' hydrodynamic reductions. We prove that these reductions represent integrable linearly degenerate hydrodynamic type systems for arbitrary N which is a strong evidence in favour of integrability of the full kinetic equation. We derive compact explicit representations for the Riemann invariants and characteristic velocities of the hydrodynamic reductions in terms of the `cold-gas' component densities and construct a number of exact solutions having special properties (quasiperiodic, self-similar). Hydrodynamic symmetries are then derived and investigated. The obtained results shed light on the structure of a continuum limit for a large class of integrable systems of hydrodynamic type and are also relevant to the description of turbulent motion in conservative compressible flows.

Coarse-grained computation for particle coagulation and sintering processes by linking Quadrature Method of Moments with Monte-Carlo

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zou Yu, E-mail: yzou@Princeton.ED; Kavousanakis, Michail E., E-mail: mkavousa@Princeton.ED; Kevrekidis, Ioannis G., E-mail: yannis@Princeton.ED

2010-07-20

The study of particle coagulation and sintering processes is important in a variety of research studies ranging from cell fusion and dust motion to aerosol formation applications. These processes are traditionally simulated using either Monte-Carlo methods or integro-differential equations for particle number density functions. In this paper, we present a computational technique for cases where we believe that accurate closed evolution equations for a finite number of moments of the density function exist in principle, but are not explicitly available. The so-called equation-free computational framework is then employed to numerically obtain the solution of these unavailable closed moment equations bymore » exploiting (through intelligent design of computational experiments) the corresponding fine-scale (here, Monte-Carlo) simulation. We illustrate the use of this method by accelerating the computation of evolving moments of uni- and bivariate particle coagulation and sintering through short simulation bursts of a constant-number Monte-Carlo scheme.« less

Wilsonian Renormalization Group and the Lippmann-Schwinger Equation with a Multitude of Cutoff Parameters

NASA Astrophysics Data System (ADS)

Epelbaum, E.; Gegelia, J.; Meißner, Ulf-G.

2018-03-01

The Wilsonian renormalization group approach to the Lippmann-Schwinger equation with a multitude of cutoff parameters is introduced. A system of integro-differential equations for the cutoff-dependent potential is obtained. As an illustration, a perturbative solution of these equations with two cutoff parameters for a simple case of an S-wave low-energy potential in the form of a Taylor series in momenta is obtained. The relevance of the obtained results for the effective field theory approach to nucleon-nucleon scattering is discussed. Supported in part by BMBF under Grant No. 05P2015 - NUSTAR R&D), DFG and NSFC through Funds Provided to the Sino- German CRC 110 “Symmetries and the Emergence of Structure in QCD”, National Natural Science Foundation of China under Grant No. 11621131001, DFG Grant No. TRR110, the Georgian Shota Rustaveli National Science Foundation (grant FR/417/6-100/14) and the CAS President’s International Fellowship Initiative (PIFI) under Grant No. 2017VMA0025

Fault Tolerant Optimal Control.

DTIC Science & Technology

1982-08-01

subsystem is modelled by deterministic or stochastic finite-dimensional vector differential or difference equations. The parameters of these equations...is no partial differential equation that must be solved. Thus we can sidestep the inability to solve the Bellman equation for control problems with x...transition models and cost functionals can be reduced to the search for solutions of nonlinear partial differential equations using ’verification

Light scattering by tenuous particles - A generalization of the Rayleigh-Gans-Rocard approach

NASA Technical Reports Server (NTRS)

Acquista, C.

1976-01-01

We consider scattering by arbitrarily shaped particles that satisfy two conditions: (1) that the polarizability of the particle relative to the ambient medium be small compared to 1 and (2) that the phase shift introduced by the particle be less than 2. We solve the integro-differential equation proposed by Shifrin by using the method of successive iterations and then applying a Fourier transform. For the second iteration, results are presented that accurately describe scattering by a broad class of particles. The phase function and other elements of the scattering matrix are shown to be in excellent agreement with Mie theory for spherical scatterers.

Spatial complexity of solutions of higher order partial differential equations

NASA Astrophysics Data System (ADS)

Kukavica, Igor

2004-03-01

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

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.

Symmetries and BI-Hamiltonian Structures of 2+1 Dimensional Systems,

DTIC Science & Technology

1986-01-01

and 0 aisociated with the Kadomtsev - 12 12 Petviashvili (KP) equation 2 -1qtq + 6qqx+ 3aD-q, (1.2) we have developed the theory associated with...generalized to equations in muLtidimensions. Applications to physically relevant equations like the Kadomcsev- Petviashvili equation are illustrated...integro-differenrial evo- lucion equations like the Benjamin-Ono equation are shown to be also described by this generalized V theory. IDSTEBO STP8 3

On Impedance Spectroscopy of Supercapacitors

NASA Astrophysics Data System (ADS)

Uchaikin, V. V.; Sibatov, R. T.; Ambrozevich, A. S.

2016-10-01

Supercapacitors are often characterized by responses measured by methods of impedance spectroscopy. In the frequency domain these responses have the form of power-law functions or their linear combinations. The inverse Fourier transform leads to relaxation equations with integro-differential operators of fractional order under assumption that the frequency response is independent of the working voltage. To compare long-term relaxation kinetics predicted by these equations with the observed one, charging-discharging of supercapacitors (with nominal capacitances of 0.22, 0.47, and 1.0 F) have been studied by means of registration of the current response to a step voltage signal. It is established that the reaction of devices under study to variations of the charging regime disagrees with the model of a homogeneous linear response. It is demonstrated that relaxation is well described by a fractional stretched exponent.

On implicit abstract neutral nonlinear differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hernández, Eduardo, E-mail: lalohm@ffclrp.usp.br; O’Regan, Donal, E-mail: donal.oregan@nuigalway.ie

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.

On new classes of solutions of nonlinear partial differential equations in the form of convergent special series

NASA Astrophysics Data System (ADS)

Filimonov, M. Yu.

2017-12-01

The method of special series with recursively calculated coefficients is used to solve nonlinear partial differential equations. The recurrence of finding the coefficients of the series is achieved due to a special choice of functions, in powers of which the solution is expanded in a series. We obtain a sequence of linear partial differential equations to find the coefficients of the series constructed. In many cases, one can deal with a sequence of linear ordinary differential equations. We construct classes of solutions in the form of convergent series for a certain class of nonlinear evolution equations. A new class of solutions of generalized Boussinesque equation with an arbitrary function in the form of a convergent series is constructed.

Lattice Boltzmann model for high-order nonlinear partial differential equations

NASA Astrophysics Data System (ADS)

Chai, Zhenhua; He, Nanzhong; Guo, Zhaoli; Shi, Baochang

2018-01-01

In this paper, a general lattice Boltzmann (LB) model is proposed for the high-order nonlinear partial differential equation with the form ∂tϕ +∑k=1mαk∂xkΠk(ϕ ) =0 (1 ≤k ≤m ≤6 ), αk are constant coefficients, Πk(ϕ ) are some known differential functions of ϕ . As some special cases of the high-order nonlinear partial differential equation, the classical (m)KdV equation, KdV-Burgers equation, K (n ,n ) -Burgers equation, Kuramoto-Sivashinsky equation, and Kawahara equation can be solved by the present LB model. Compared to the available LB models, the most distinct characteristic of the present model is to introduce some suitable auxiliary moments such that the correct moments of equilibrium distribution function can be achieved. In addition, we also conducted a detailed Chapman-Enskog analysis, and found that the high-order nonlinear partial differential equation can be correctly recovered from the proposed LB model. Finally, a large number of simulations are performed, and it is found that the numerical results agree with the analytical solutions, and usually the present model is also more accurate than the existing LB models [H. Lai and C. Ma, Sci. China Ser. G 52, 1053 (2009), 10.1007/s11433-009-0149-3; H. Lai and C. Ma, Phys. A (Amsterdam) 388, 1405 (2009), 10.1016/j.physa.2009.01.005] for high-order nonlinear partial differential equations.

Lattice Boltzmann model for high-order nonlinear partial differential equations.

PubMed

Chai, Zhenhua; He, Nanzhong; Guo, Zhaoli; Shi, Baochang

2018-01-01

In this paper, a general lattice Boltzmann (LB) model is proposed for the high-order nonlinear partial differential equation with the form ∂_{t}ϕ+∑_{k=1}^{m}α_{k}∂_{x}^{k}Π_{k}(ϕ)=0 (1≤k≤m≤6), α_{k} are constant coefficients, Π_{k}(ϕ) are some known differential functions of ϕ. As some special cases of the high-order nonlinear partial differential equation, the classical (m)KdV equation, KdV-Burgers equation, K(n,n)-Burgers equation, Kuramoto-Sivashinsky equation, and Kawahara equation can be solved by the present LB model. Compared to the available LB models, the most distinct characteristic of the present model is to introduce some suitable auxiliary moments such that the correct moments of equilibrium distribution function can be achieved. In addition, we also conducted a detailed Chapman-Enskog analysis, and found that the high-order nonlinear partial differential equation can be correctly recovered from the proposed LB model. Finally, a large number of simulations are performed, and it is found that the numerical results agree with the analytical solutions, and usually the present model is also more accurate than the existing LB models [H. Lai and C. Ma, Sci. China Ser. G 52, 1053 (2009)1672-179910.1007/s11433-009-0149-3; H. Lai and C. Ma, Phys. A (Amsterdam) 388, 1405 (2009)PHYADX0378-437110.1016/j.physa.2009.01.005] for high-order nonlinear partial differential equations.

Residence-time framework for modeling multicomponent reactive transport in stream hyporheic zones

NASA Astrophysics Data System (ADS)

Painter, S. L.; Coon, E. T.; Brooks, S. C.

2017-12-01

Process-based models for transport and transformation of nutrients and contaminants in streams require tractable representations of solute exchange between the stream channel and biogeochemically active hyporheic zones. Residence-time based formulations provide an alternative to detailed three-dimensional simulations and have had good success in representing hyporheic exchange of non-reacting solutes. We extend the residence-time formulation for hyporheic transport to accommodate general multicomponent reactive transport. To that end, the integro-differential form of previous residence time models is replaced by an equivalent formulation based on a one-dimensional advection dispersion equation along the channel coupled at each channel location to a one-dimensional transport model in Lagrangian travel-time form. With the channel discretized for numerical solution, the associated Lagrangian model becomes a subgrid model representing an ensemble of streamlines that are diverted into the hyporheic zone before returning to the channel. In contrast to the previous integro-differential forms of the residence-time based models, the hyporheic flowpaths have semi-explicit spatial representation (parameterized by travel time), thus allowing coupling to general biogeochemical models. The approach has been implemented as a stream-corridor subgrid model in the open-source integrated surface/subsurface modeling software ATS. We use bedform-driven flow coupled to a biogeochemical model with explicit microbial biomass dynamics as an example to show that the subgrid representation is able to represent redox zonation in sediments and resulting effects on metal biogeochemical dynamics in a tractable manner that can be scaled to reach scales.

Calibration of Lévy Processes with American Options

NASA Astrophysics Data System (ADS)

Achdou, Yves

We study options on financial assets whose discounted prices are exponential of Lévy processes. The price of an American vanilla option as a function of the maturity and the strike satisfies a linear complementarity problem involving a non-local partial integro-differential operator. It leads to a variational inequality in a suitable weighted Sobolev space. Calibrating the Lévy process may be done by solving an inverse least square problem where the state variable satisfies the previously mentioned variational inequality. We first assume that the volatility is positive: after carefully studying the direct problem, we propose necessary optimality conditions for the least square inverse problem. We also consider the direct problem when the volatility is zero.

1/f Noise Inside a Faraday Cage

NASA Astrophysics Data System (ADS)

Handel, Peter H.; George, Thomas F.

2009-04-01

We show that quantum 1/f noise does not have a lower frequency limit given by the lowest free electromagnetic field mode in a Faraday cage, even in an ideal cage. Indeed, quantum 1/f noise comes from the infrared-divergent coupling of the field with the charges, in their joint nonlinear system, where the charges cause the field that reacts back on the charges, and so on. This low-frequency limitation is thus not applicable for the nonlinear system of matter and field in interaction. Indeed, this nonlinear system is governed by Newton's laws, Maxwell's equations, in general also by the diffusion equations for particles and heat, or reaction kinetics given by quantum matrix elements. Nevertheless, all the other quantities can be eliminated in principle, resulting in highly nonlinear integro-differential equations for the electromagnetic field only, which no longer yield a fundamental frequency. Alternatively, we may describe this through the presence of an infinite system of subharmonics. We show how this was proven early in the classical and quantum domains, adding new insight.

Computational attributes of the integral form of the equation of transfer

NASA Technical Reports Server (NTRS)

Frankel, J. I.

1991-01-01

Difficulties can arise in radiative and neutron transport calculations when a highly anisotropic scattering phase function is present. In the presence of anisotropy, currently used numerical solutions are based on the integro-differential form of the linearized Boltzmann transport equation. This paper, departs from classical thought and presents an alternative numerical approach based on application of the integral form of the transport equation. Use of the integral formalism facilitates the following steps: a reduction in dimensionality of the system prior to discretization, the use of symbolic manipulation to augment the computational procedure, and the direct determination of key physical quantities which are derivable through the various Legendre moments of the intensity. The approach is developed in the context of radiative heat transfer in a plane-parallel geometry, and results are presented and compared with existing benchmark solutions. Encouraging results are presented to illustrate the potential of the integral formalism for computation. The integral formalism appears to possess several computational attributes which are well-suited to radiative and neutron transport calculations.

The Impact of Cell Density and Mutations in a Model of Multidrug Resistance in Solid Tumors

PubMed Central

Greene, James; Lavi, Orit; Gottesman, Michael M.; Levy, Doron

2016-01-01

In this paper we develop a mathematical framework for describing multidrug resistance in cancer. To reflect the complexity of the underlying interplay between cancer cells and the therapeutic agent, we assume that the resistance level is a continuous parameter. Our model is written as a system of integro-differential equations that are parametrized by the resistance level. This model incorporates the cell-density and mutation dependence. Analysis and simulations of the model demonstrate how the dynamics evolves to a selection of one or more traits corresponding to different levels of resistance. The emerging limit distribution with nonzero variance is the desirable modeling outcome as it represents tumor heterogeneity. PMID:24553772

Collisionless kinetic theory of oblique tearing instabilities

DOE PAGES

Baalrud, S. D.; Bhattacharjee, A.; Daughton, W.

2018-02-15

The linear dispersion relation for collisionless kinetic tearing instabilities is calculated for the Harris equilibrium. In contrast to the conventional 2D geometry, which considers only modes at the center of the current sheet, modes can span the current sheet in 3D. Modes at each resonant surface have a unique angle with respect to the guide field direction. Both kinetic simulations and numerical eigenmode solutions of the linearized Vlasov-Maxwell equations have recently revealed that standard analytic theories vastly overestimate the growth rate of oblique modes. In this paper, we find that this stabilization is associated with the density-gradient-driven diamagnetic drift. Themore » analytic theories miss this drift stabilization because the inner tearing layer broadens at oblique angles sufficiently far that the assumption of scale separation between the inner and outer regions of boundary-layer theory breaks down. The dispersion relation obtained by numerically solving a single second order differential equation is found to approximately capture the drift stabilization predicted by solutions of the full integro-differential eigenvalue problem. Finally, a simple analytic estimate for the stability criterion is provided.« less

Collisionless kinetic theory of oblique tearing instabilities

DOE Office of Scientific and Technical Information (OSTI.GOV)

Baalrud, S. D.; Bhattacharjee, A.; Daughton, W.

The linear dispersion relation for collisionless kinetic tearing instabilities is calculated for the Harris equilibrium. In contrast to the conventional 2D geometry, which considers only modes at the center of the current sheet, modes can span the current sheet in 3D. Modes at each resonant surface have a unique angle with respect to the guide field direction. Both kinetic simulations and numerical eigenmode solutions of the linearized Vlasov-Maxwell equations have recently revealed that standard analytic theories vastly overestimate the growth rate of oblique modes. In this paper, we find that this stabilization is associated with the density-gradient-driven diamagnetic drift. Themore » analytic theories miss this drift stabilization because the inner tearing layer broadens at oblique angles sufficiently far that the assumption of scale separation between the inner and outer regions of boundary-layer theory breaks down. The dispersion relation obtained by numerically solving a single second order differential equation is found to approximately capture the drift stabilization predicted by solutions of the full integro-differential eigenvalue problem. Finally, a simple analytic estimate for the stability criterion is provided.« less

Collisionless kinetic theory of oblique tearing instabilities

NASA Astrophysics Data System (ADS)

Baalrud, S. D.; Bhattacharjee, A.; Daughton, W.

2018-02-01

The linear dispersion relation for collisionless kinetic tearing instabilities is calculated for the Harris equilibrium. In contrast to the conventional 2D geometry, which considers only modes at the center of the current sheet, modes can span the current sheet in 3D. Modes at each resonant surface have a unique angle with respect to the guide field direction. Both kinetic simulations and numerical eigenmode solutions of the linearized Vlasov-Maxwell equations have recently revealed that standard analytic theories vastly overestimate the growth rate of oblique modes. We find that this stabilization is associated with the density-gradient-driven diamagnetic drift. The analytic theories miss this drift stabilization because the inner tearing layer broadens at oblique angles sufficiently far that the assumption of scale separation between the inner and outer regions of boundary-layer theory breaks down. The dispersion relation obtained by numerically solving a single second order differential equation is found to approximately capture the drift stabilization predicted by solutions of the full integro-differential eigenvalue problem. A simple analytic estimate for the stability criterion is provided.

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.

Oxidation Behavior of Carbon Fiber-Reinforced Composites

NASA Technical Reports Server (NTRS)

Sullivan, Roy M.

2008-01-01

OXIMAP is a numerical (FEA-based) solution tool capable of calculating the carbon fiber and fiber coating oxidation patterns within any arbitrarily shaped carbon silicon carbide composite structure as a function of time, temperature, and the environmental oxygen partial pressure. The mathematical formulation is derived from the mechanics of the flow of ideal gases through a chemically reacting, porous solid. The result of the formulation is a set of two coupled, non-linear differential equations written in terms of the oxidant and oxide partial pressures. The differential equations are solved simultaneously to obtain the partial vapor pressures of the oxidant and oxides as a function of the spatial location and time. The local rate of carbon oxidation is determined at each time step using the map of the local oxidant partial vapor pressure along with the Arrhenius rate equation. The non-linear differential equations are cast into matrix equations by applying the Bubnov-Galerkin weighted residual finite element method, allowing for the solution of the differential equations numerically.

Soliton structure versus singularity analysis: Third-order completely intergrable nonlinear differential equations in 1 + 1-dimensions

NASA Astrophysics Data System (ADS)

Fuchssteiner, Benno; Carillo, Sandra

1989-01-01

Bäcklund transformations between all known completely integrable third-order differential equations in (1 + 1)-dimensions are established and the corresponding transformations formulas for their hereditary operators and Hamiltonian formulations are exhibited. Some of these Bäcklund transformations are not injective; therefore additional non-commutative symmetry groups are found for some equations. These non-commutative symmetry groups are classified as having a semisimple part isomorphic to the affine algebra A(1)1. New completely integrable third-order integro-differential equations, some depending explicitly on x, are given. These new equations give rise to nonin equation. Connections between the singularity equations (from the Painlevé analysis) and the nonlinear equations for interacting solitons are established. A common approach to singularity analysis and soliton structure is introduced. The Painlevé analysis is modified in such a sense that it carries over directly and without difficulty to the time evolution of singularity manifolds of equations like the sine-Gordon and nonlinear Schrödinger equation. A method to recover the Painlevé series from its constant level term is exhibit. The soliton-singularity transform is recognized to be connected to the Möbius group. This gives rise to a Darboux-like result for the spectral properties of the recursion operator. These connections are used in order to explain why poles of soliton equations move like trajectories of interacting solitons. Furthermore it is explicitly computed how solitons of singularity equations behave under the effect of this soliton-singularity transform. This then leads to the result that only for scaling degrees α = -1 and α = -2 the usual Painlevé analysis can be carried out. A new invariance principle, connected to kernels of differential operators is discovered. This new invariance, for example, connects the explicit solutions of the Liouville equation with the Miura transform. Simple methods are exhibited which allow to compute out of N-soliton solutions of the KdV (Bargman potentials) explicit solutions of equations like the Harry Dym equation. Certain solutions are plotted.

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.

Axisymmetric contour dynamics for buoyant vortex rings

NASA Astrophysics Data System (ADS)

Chang, Ching; Llewellyn Smith, Stefan

2017-11-01

Vortex rings are important in many fluid flows in engineering and environmental applications. A family of steady propagating vortex rings including thin-core rings and Hill's spherical vortex was obtained by Norbury (1973). However, the dynamics of vortex rings in the presence of buoyancy has not been investigated yet in detail. When the core of a ring is thin, we may formulate reduced equations using momentum balance for vortex filaments, but that is not the case for ``fat'' rings. In our study, we use contour dynamics to study the time evolution of axisymmetric vortex rings when the density of the fluid inside the ring differs from that of the ambient. Axisymmetry leads to an almost-conserved material variable when the Boussinesq approximation is made. A set of integro-differential equations is solved numerically for these buoyant vortex rings. The same physical settings are also used to run a DNS code and compare to the results from contour dynamics.

Singularities in water waves and Rayleigh-Taylor instability

NASA Technical Reports Server (NTRS)

Tanveer, S.

1991-01-01

Singularities in inviscid two-dimensional finite-amplitude water waves and inviscid Rayleigh-Taylor instability are discussed. For the deep water gravity waves of permanent form, through a combination of analytical and numerical methods, results describing the precise form, number, and location of singularities in the unphysical domain as the wave height is increased are presented. It is shown how the information on the singularity in the unphysical region has the same form as for deep water waves. However, associated with such a singularity is a series of image singularities at increasing distances from the physical plane with possibly different behavior. Furthermore, for the Rayleigh-Taylor problem of motion of fluid over a vacuum and for the unsteady water wave problem, integro-differential equations valid in the unphysical region are derived, and how these equations can give information on the nature of singularities for arbitrary initial conditions is shown.

Slits, plates, and Poisson-Boltzmann theory in a local formulation of nonlocal electrostatics

NASA Astrophysics Data System (ADS)

Paillusson, Fabien; Blossey, Ralf

2010-11-01

Polar liquids like water carry a characteristic nanometric length scale, the correlation length of orientation polarizations. Continuum theories that can capture this feature commonly run under the name of “nonlocal” electrostatics since their dielectric response is characterized by a scale-dependent dielectric function ɛ(q) , where q is the wave vector; the Poisson(-Boltzmann) equation then turns into an integro-differential equation. Recently, “local” formulations have been put forward for these theories and applied to water, solvated ions, and proteins. We review the local formalism and show how it can be applied to a structured liquid in slit and plate geometries, and solve the Poisson-Boltzmann theory for a charged plate in a structured solvent with counterions. Our results establish a coherent picture of the local version of nonlocal electrostatics and show its ease of use when compared to the original formulation.

On the conditions for the onset of nonlinear chirping structures in NSTX

NASA Astrophysics Data System (ADS)

Duarte, Vinicius; Podesta, Mario; Berk, Herbert; Gorelenkov, Nikolai

2015-11-01

The nonlinear dynamics of phase space structures is a topic of interest in tokamak physics in connection with fast ion loss mechanisms. The onset of phase-space holes and clumps has been theoretically shown to be associated with an explosive solution of an integro-differential, nonlocal cubic equation that governs the early mode amplitude evolution in the weakly nonlinear regime. The existence and stability of the solutions of the cubic equation have been theoretically studied as a function of Fokker-Planck coefficients for the idealized case of a single resonant point of a localized mode. From realistic computations of NSTX mode structures and resonant surfaces, we calculate effective pitch angle scattering and slowing-down (drag) collisional coefficients and analyze NSTX discharges for different cases with respect to chirping experimental observation. Those results are confronted to the theory that predicts the parameters region that allow for chirping to take place.

Growth Angle: A Microscopic View

NASA Technical Reports Server (NTRS)

Mazuruk, Konstantin; Croll, Arne; Volz, Martin P.

2017-01-01

A microscopic continuum mechanical model of the growth angle is proposed. It is based on the van der Waals type framework that is used for surface force phenomena. The obtained augmented Laplace type integro-differential equations are, in general, difficult to analyze. Here we focused primarily on the particular case of equal melt and crystal surface energies. We derived an approximate equation for the meniscus shape, and obtained an analytical relationship between the contact and the growth angle. Interestingly, the same result can be obtained using the macroscopic model of Herring. The case of a macroscopically sharp corner is also considered. For this case, the macroscopic angle is not defined and it can be any angle between the contact angles of both flat surfaces. The microscopic model yields the smooth shape for the meniscus that also is not unique, but depends on the initial position of the meniscus.

A hybrid model for opinion formation

NASA Astrophysics Data System (ADS)

Borra, Domenica; Lorenzi, Tommaso

2013-06-01

This paper presents a hybrid model for opinion formation in a large group of agents exposed to the persuasive action of a small number of strong opinion leaders. The model is defined by coupling a finite difference equation for the dynamics of leaders opinion with a continuous integro-differential equation for the dynamics of the others. Such a definition stems from the idea that the leaders are few and tend to retain original opinions, so that their dynamics occur on a longer time scale with respect to the one of the other agents. A general well-posedness result is established for the initial value problem linked to the model. The asymptotic behavior in time of the related solution is characterized for some general parameter settings, which mimic distinct social scenarios, where different emerging behaviors can be observed. Analytical results are illustrated and extended through numerical simulations.

Series expansion solutions for the multi-term time and space fractional partial differential equations in two- and three-dimensions

NASA Astrophysics Data System (ADS)

Ye, H.; Liu, F.; Turner, I.; Anh, V.; Burrage, K.

2013-09-01

Fractional partial differential equations with more than one fractional derivative in time describe some important physical phenomena, such as the telegraph equation, the power law wave equation, or the Szabo wave equation. In this paper, we consider two- and three-dimensional multi-term time and space fractional partial differential equations. The multi-term time-fractional derivative is defined in the Caputo sense, whose order belongs to the interval (1,2],(2,3],(3,4] or (0, m], and the space-fractional derivative is referred to as the fractional Laplacian form. We derive series expansion solutions based on a spectral representation of the Laplacian operator on a bounded region. Some applications are given for the two- and three-dimensional telegraph equation, power law wave equation and Szabo wave equation.

A General Theory of Unsteady Compressible Potential Aerodynamics

NASA Technical Reports Server (NTRS)

Morino, L.

1974-01-01

The general theory of potential aerodynamic flow around a lifting body having arbitrary shape and motion is presented. By using the Green function method, an integral representation for the potential is obtained for both supersonic and subsonic flow. Under small perturbation assumption, the potential at any point, P, in the field depends only upon the values of the potential and its normal derivative on the surface, sigma, of the body. Hence, if the point P approaches the surface of the body, the representation reduces to an integro-differential equation relating the potential and its normal derivative (which is known from the boundary conditions) on the surface sigma. For the important practical case of small harmonic oscillation around a rest position, the equation reduces to a two-dimensional Fredholm integral equation of second-type. It is shown that this equation reduces properly to the lifting surface theories as well as other classical mathematical formulas. The question of uniqueness is examined and it is shown that, for thin wings, the operator becomes singular as the thickness approaches zero. This fact may yield numerical problems for very thin wings.

Specular reflection treatment for the 3D radiative transfer equation solved with the discrete ordinates method

DOE Office of Scientific and Technical Information (OSTI.GOV)

Le Hardy, D.; Favennec, Y., E-mail: yann.favennec@univ-nantes.fr; Rousseau, B.

The contribution of this paper relies in the development of numerical algorithms for the mathematical treatment of specular reflection on borders when dealing with the numerical solution of radiative transfer problems. The radiative transfer equation being integro-differential, the discrete ordinates method allows to write down a set of semi-discrete equations in which weights are to be calculated. The calculation of these weights is well known to be based on either a quadrature or on angular discretization, making the use of such method straightforward for the state equation. Also, the diffuse contribution of reflection on borders is usually well taken intomore » account. However, the calculation of accurate partition ratio coefficients is much more tricky for the specular condition applied on arbitrary geometrical borders. This paper presents algorithms that calculate analytically partition ratio coefficients needed in numerical treatments. The developed algorithms, combined with a decentered finite element scheme, are validated with the help of comparisons with analytical solutions before being applied on complex geometries.« less

Modellierung dreidimensionaler Strahlungsfelder im frühen Universum %t Modelling three dimensional radiation fields in the early universe

NASA Astrophysics Data System (ADS)

Meinköhn, Erik

2002-11-01

The present work aims at the modelling of three-dimensional radiation fields in gas clouds from the early universe, in particular as to the influence of varying distributions of density and velocity. In observations of high-redshift gas clouds, the Lyα transition from the first excited energy level to the ground state of the hydrogen atom is usually found to be the only prominent emission lines in the entire spectrum. It is a well-known assumption that high-redshifted hydrogen clouds are the precursors of present-day galaxies. Thus, the investigation of the Lyα line is of paramount importance of the theory of galaxy formation and evolution. The observed Lyα line - or rather, to be precise, its profile - reveals both the complexity of the spatial distribution and of the kinematics of the interstellar gas, and also the nature of the photon source. In this thesis we have developed a code which is capable of solving the three-dimensional frequency-dependent radiative transfer equation for arbitrarily nonrelativistically moving media. The numerical treatment of the associated partial integro-differential equation is an extremely challenging task, since radiation intensity depends on 6 variables, namely 3 space variables, 2 variables describing the direction of photon propagation, and the frequency. With the goal of a quantitative comparison with observational data in mind, the implementation of very efficient methods for a sufficiently accurate solution of the complex radiative transfer problems turned out to be a necessity. The size of the resulting linear system of equations makes the use of parallelization techniques and grid refinement strategies indispensable.

Modeling of thin-walled structures interacting with acoustic media as constrained two-dimensional continua

NASA Astrophysics Data System (ADS)

Rabinskiy, L. N.; Zhavoronok, S. I.

2018-04-01

The transient interaction of acoustic media and elastic shells is considered on the basis of the transition function approach. The three-dimensional hyperbolic initial boundary-value problem is reduced to a two-dimensional problem of shell theory with integral operators approximating the acoustic medium effect on the shell dynamics. The kernels of these integral operators are determined by the elementary solution of the problem of acoustic waves diffraction at a rigid obstacle with the same boundary shape as the wetted shell surface. The closed-form elementary solution for arbitrary convex obstacles can be obtained at the initial interaction stages on the background of the so-called “thin layer hypothesis”. Thus, the shell–wave interaction model defined by integro-differential dynamic equations with analytically determined kernels of integral operators becomes hence two-dimensional but nonlocal in time. On the other hand, the initial interaction stage results in localized dynamic loadings and consequently in complex strain and stress states that require higher-order shell theories. Here the modified theory of I.N.Vekua–A.A.Amosov-type is formulated in terms of analytical continuum dynamics. The shell model is constructed on a two-dimensional manifold within a set of field variables, Lagrangian density, and constraint equations following from the boundary conditions “shifted” from the shell faces to its base surface. Such an approach allows one to construct consistent low-order shell models within a unified formal hierarchy. The equations of the N th-order shell theory are singularly perturbed and contain second-order partial derivatives with respect to time and surface coordinates whereas the numerical integration of systems of first-order equations is more efficient. Such systems can be obtained as Hamilton–de Donder–Weyl-type equations for the Lagrangian dynamical system. The Hamiltonian formulation of the elementary N th-order shell theory is here briefly described.

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.

Stochastic parameter estimation in nonlinear time-delayed vibratory systems with distributed delay

NASA Astrophysics Data System (ADS)

Torkamani, Shahab; Butcher, Eric A.

2013-07-01

The stochastic estimation of parameters and states in linear and nonlinear time-delayed vibratory systems with distributed delay is explored. The approach consists of first employing a continuous time approximation to approximate the delayed integro-differential system with a large set of ordinary differential equations having stochastic excitations. Then the problem of state and parameter estimation in the resulting stochastic ordinary differential system is represented as an optimal filtering problem using a state augmentation technique. By adapting the extended Kalman-Bucy filter to the augmented filtering problem, the unknown parameters of the time-delayed system are estimated from noise-corrupted, possibly incomplete measurements of the states. Similarly, the upper bound of the distributed delay can also be estimated by the proposed technique. As an illustrative example to a practical problem in vibrations, the parameter, delay upper bound, and state estimation from noise-corrupted measurements in a distributed force model widely used for modeling machine tool vibrations in the turning operation is investigated.

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

NASA Astrophysics Data System (ADS)

Ohmori, Shousuke; Yamazaki, Yoshihiro

2016-01-01

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

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...

Auto-Bäcklund transformations for a matrix partial differential equation

NASA Astrophysics Data System (ADS)

Gordoa, P. R.; Pickering, A.

2018-07-01

We derive auto-Bäcklund transformations, analogous to those of the matrix second Painlevé equation, for a matrix partial differential equation. We also then use these auto-Bäcklund transformations to derive matrix equations involving shifts in a discrete variable, a process analogous to the use of the auto-Bäcklund transformations of the matrix second Painlevé equation to derive a discrete matrix first Painlevé equation. The equations thus derived then include amongst other examples a semidiscrete matrix equation which can be considered to be an extension of this discrete matrix first Painlevé equation. The application of this technique to the auto-Bäcklund transformations of the scalar case of our partial differential equation has not been considered before, and so the results obtained here in this scalar case are also new. Other equations obtained here using this technique include a scalar semidiscrete equation which arises in the case of the second Painlevé equation, and which does not seem to have been thus derived previously.

Concatenons as the solutions for non-linear partial differential equations

NASA Astrophysics Data System (ADS)

Kudryashov, N. A.; Volkov, A. K.

2017-07-01

New class of solutions for nonlinear partial differential equations is introduced. We call them the concaten solutions. As an example we consider equations for the description of wave processes in the Fermi-Pasta-Ulam mass chain and construct the concatenon solutions for these equation. Stability of the concatenon-type solutions is investigated numerically. Interaction between the concatenon and solitons is discussed.

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

NASA Technical Reports Server (NTRS)

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

1993-01-01

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

Adaptive Grid Generation for Numerical Solution of Partial Differential Equations.

DTIC Science & Technology

1983-12-01

numerical solution of fluid dynamics problems is presented. However, the method is applicable to the numer- ical evaluation of any partial differential...emphasis is being placed on numerical solution of the governing differential equations by finite difference methods . In the past two decades, considerable...original equations presented in that paper. The solution of the second problem is more difficult. 2 The method of Thompson et al. provides control for

Generalized Lie symmetry approach for fractional order systems of differential equations. III

NASA Astrophysics Data System (ADS)

Singla, Komal; Gupta, R. K.

2017-06-01

The generalized Lie symmetry technique is proposed for the derivation of point symmetries for systems of fractional differential equations with an arbitrary number of independent as well as dependent variables. The efficiency of the method is illustrated by its application to three higher dimensional nonlinear systems of fractional order partial differential equations consisting of the (2 + 1)-dimensional asymmetric Nizhnik-Novikov-Veselov system, (3 + 1)-dimensional Burgers system, and (3 + 1)-dimensional Navier-Stokes equations. With the help of derived Lie point symmetries, the corresponding invariant solutions transform each of the considered systems into a system of lower-dimensional fractional partial differential equations.

Relating coupled map lattices to integro-difference equations: dispersal-driven instabilities in coupled map lattices.

PubMed

White, Steven M; White, K A Jane

2005-08-21

Recently there has been a great deal of interest within the ecological community about the interactions of local populations that are coupled only by dispersal. Models have been developed to consider such scenarios but the theory needed to validate model outcomes has been somewhat lacking. In this paper, we present theory which can be used to understand these types of interaction when population exhibit discrete time dynamics. In particular, we consider a spatial extension to discrete-time models, known as coupled map lattices (CMLs) which are discrete in space. We introduce a general form of the CML and link this to integro-difference equations via a special redistribution kernel. General conditions are then derived for dispersal-driven instabilities. We then apply this theory to two discrete-time models; a predator-prey model and a host-pathogen model.

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.

Mathematical Modelling of Continuous Biotechnological Processes

ERIC Educational Resources Information Center

Pencheva, T.; Hristozov, I.; Shannon, A. G.

2003-01-01

Biotechnological processes (BTP) are characterized by a complicated structure of organization and interdependent characteristics. Partial differential equations or systems of partial differential equations are used for their behavioural description as objects with distributed parameters. Modelling of substrate without regard to dispersion…

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.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Duarte, V. N.; Clemente, R. A.

The steady one-dimensional planar plasma sheath problem, originally considered by Tonks and Langmuir, is revisited. Assuming continuously generated free-falling ions and isothermal electrons and taking into account electron inertia, it is possible to describe the problem in terms of three coupled integro-differential equations that can be numerically integrated. The inclusion of electron inertia in the model allows us to obtain the value of the plasma floating potential as resulting from an electron density discontinuity at the walls, where the electrons attain sound velocity and the electric potential is continuous. Results from numerical computation are presented in terms of plots formore » densities, electric potential, and particles velocities. Comparison with results from literature, corresponding to electron Maxwell-Boltzmann distribution (neglecting electron inertia), is also shown.« less

Analytical solutions for coupling fractional partial differential equations with Dirichlet boundary conditions

NASA Astrophysics Data System (ADS)

Ding, Xiao-Li; Nieto, Juan J.

2017-11-01

In this paper, we consider the analytical solutions of coupling fractional partial differential equations (FPDEs) with Dirichlet boundary conditions on a finite domain. Firstly, the method of successive approximations is used to obtain the analytical solutions of coupling multi-term time fractional ordinary differential equations. Then, the technique of spectral representation of the fractional Laplacian operator is used to convert the coupling FPDEs to the coupling multi-term time fractional ordinary differential equations. By applying the obtained analytical solutions to the resulting multi-term time fractional ordinary differential equations, the desired analytical solutions of the coupling FPDEs are given. Our results are applied to derive the analytical solutions of some special cases to demonstrate their applicability.

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

PubMed

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

2016-01-01

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

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

USGS Publications Warehouse

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

1982-01-01

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

PRODUCTION OF SOUND BY UNSTEADY THROTTLING OF FLOW INTO A RESONANT CAVITY, WITH APPLICATION TO VOICED SPEECH

PubMed Central

Howe, M. S.; McGowan, R. S.

2011-01-01

An analysis is made of the sound generated by the time-dependent throttling of a nominally steady stream of air through a small orifice into a flow-through resonant cavity. This is exemplified by the production of voiced speech, where air from the lungs enters the vocal tract through the glottis at a time variable volume flow rate Q(t) controlled by oscillations of the glottis cross-section. Voicing theory has hitherto determined Q from a heuristic, reduced complexity ‘Fant’ differential equation (G. Fant, Acoustic Theory of Speech Production, 1960). A new self-consistent, integro-differential form of this equation is derived in this paper using the theory of aerodynamic sound, with full account taken of the back-reaction of the resonant tract on the glottal flux Q. The theory involves an aeroacoustic Green’s function (G) for flow-surface interactions in a time-dependent glottis, so making the problem non-self-adjoint. In complex problems of this type it is not usually possible to obtain G in an explicit analytic form. The principal objective of the paper is to show how the Fant equation can still be derived in such cases from a consideration of the equation of aerodynamic sound and from the adjoint of the equation governing G in the neighbourhood of the ‘throttle’. The theory is illustrated by application to the canonical problem of throttled flow into a Helmholtz resonator. PMID:21666824

Computation techniques and computer programs to analyze Stirling cycle engines using characteristic dynamic energy equations

NASA Technical Reports Server (NTRS)

Larson, V. H.

1982-01-01

The basic equations that are used to describe the physical phenomena in a Stirling cycle engine are the general energy equations and equations for the conservation of mass and conversion of momentum. These equations, together with the equation of state, an analytical expression for the gas velocity, and an equation for mesh temperature are used in this computer study of Stirling cycle characteristics. The partial differential equations describing the physical phenomena that occurs in a Stirling cycle engine are of the hyperbolic type. The hyperbolic equations have real characteristic lines. By utilizing appropriate points along these curved lines the partial differential equations can be reduced to ordinary differential equations. These equations are solved numerically using a fourth-fifth order Runge-Kutta integration technique.

Real options valuation and optimization of energy assets

NASA Astrophysics Data System (ADS)

Thompson, Matthew

In this thesis we present algorithms for the valuation and optimal operation of natural gas storage facilities, hydro-electric power plants and thermal power generators in competitive markets. Real options theory is used to derive nonlinear partial-integro-differential equations (PIDEs) for the valuation and optimal operating strategies of all types of facilities. The equations are designed to incorporate a wide class of spot price models that can exhibit the same time-dependent, mean-reverting dynamics and price spikes as those observed in most energy markets. Particular attention is paid to the operational characteristics of real energy assets. For natural gas storage facilities these characteristics include: working gas capacities, variable deliverability and injection rates and cycling limitations. For thermal power plants relevant operational characteristics include variable start-up times and costs, control response time lags, minimum generating levels, nonlinear output functions, structural limitations on ramp rates, and minimum up/down time restrictions. For hydro-electric units, head effects and environmental constraints are addressed. We illustrate the models with numerical examples of a gas storage facility, a hydro-electric pump storage facility and a thermal power plant. This PIDE framework is the first in the literature to achieve second order accuracy in characterizing the operating states of hydro-electric and hydro-thermal power plants. The continuous state space representation derived in this thesis can therefore achieve far greater realism in terms of operating state specification than any other method in the literature to date. This thesis is also the first and only to allow for any continuous time jump diffusion processes in order to account for price spikes.

Oscillation of certain higher-order neutral partial functional differential equations.

PubMed

Li, Wei Nian; Sheng, Weihong

2016-01-01

In this paper, we study the oscillation of certain higher-order neutral partial functional differential equations with the Robin boundary conditions. Some oscillation criteria are established. Two examples are given to illustrate the main results in the end of this paper.

Pseudo almost periodic solutions to some systems of nonlinear hyperbolic second-order partial differential equations

NASA Astrophysics Data System (ADS)

Al-Islam, Najja Shakir

In this Dissertation, the existence of pseudo almost periodic solutions to some systems of nonlinear hyperbolic second-order partial differential equations is established. For that, (Al-Islam [4]) is first studied and then obtained under some suitable assumptions. That is, the existence of pseudo almost periodic solutions to a hyperbolic second-order partial differential equation with delay. The second-order partial differential equation (1) represents a mathematical model for the dynamics of gas absorption, given by uxt+a x,tux=Cx,t,u x,t , u0,t=4 t, 1 where a : [0, L] x RR , C : [0, L] x R x RR , and ϕ : RR are (jointly) continuous functions ( t being the greatest integer function) and L > 0. The results in this Dissertation generalize those of Poorkarimi and Wiener [22]. Secondly, a generalization of the above-mentioned system consisting of the non-linear hyperbolic second-order partial differential equation uxt+a x,tux+bx,t ut+cx,tu=f x,t,u, x∈ 0,L,t∈ R, 2 equipped with the boundary conditions ux,0 =40x, u0,t=u 0t, uxx,0=y 0x, x∈0,L, t∈R, 3 where a, b, c : [0, L ] x RR and f : [0, L] x R x RR are (jointly) continuous functions is studied. Under some suitable assumptions, the existence and uniqueness of pseudo almost periodic solutions to particular cases, as well as the general case of the second-order hyperbolic partial differential equation (2) are studied. The results of all studies contained within this text extend those obtained by Aziz and Meyers [6] in the periodic setting.

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.

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

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.

Model equations for the Eiffel Tower profile: historical perspective and new results

NASA Astrophysics Data System (ADS)

Weidman, Patrick; Pinelis, Iosif

2004-07-01

Model equations for the shape of the Eiffel Tower are investigated. One model purported to be based on Eiffel's writing does not give a tower with the correct curvature. A second popular model not connected with Eiffel's writings provides a fair approximation to the tower's skyline profile of 29 contiguous panels. Reported here is a third model derived from Eiffel's concern about wind loads on the tower, as documented in his communication to the French Civil Engineering Society on 30 March 1885. The result is a nonlinear, integro-differential equation which is solved to yield an exponential tower profile. It is further verified that, as Eiffel wrote, "in reality the curve exterior of the tower reproduces, at a determined scale, the same curve of the moments produced by the wind". An analysis of the actual tower profile shows that it is composed of two piecewise continuous exponentials with different growth rates. This is explained by specific safety factors for wind loading that Eiffel & Company incorporated in the design of the free-standing tower. To cite this article: P. Weidman, I. Pinelis, C. R. Mecanique 332 (2004).

Current-Voltage and Floating-Potential characteristics of cylindrical emissive probes from a full-kinetic model based on the orbital motion theory

NASA Astrophysics Data System (ADS)

Chen, Xin; Sánchez-Arriaga, Gonzalo

2018-02-01

To model the sheath structure around an emissive probe with cylindrical geometry, the Orbital-Motion theory takes advantage of three conserved quantities (distribution function, transverse energy, and angular momentum) to transform the stationary Vlasov-Poisson system into a single integro-differential equation. For a stationary collisionless unmagnetized plasma, this equation describes self-consistently the probe characteristics. By solving such an equation numerically, parametric analyses for the current-voltage (IV) and floating-potential (FP) characteristics can be performed, which show that: (a) for strong emission, the space-charge effects increase with probe radius; (b) the probe can float at a positive potential relative to the plasma; (c) a smaller probe radius is preferred for the FP method to determine the plasma potential; (d) the work function of the emitting material and the plasma-ion properties do not influence the reliability of the floating-potential method. Analytical analysis demonstrates that the inflection point of an IV curve for non-emitting probes occurs at the plasma potential. The flat potential is not a self-consistent solution for emissive probes.

Valuing options in shot noise market

NASA Astrophysics Data System (ADS)

Laskin, Nick

2018-07-01

A new exactly solvable option pricing model has been introduced and elaborated. It is assumed that a stock price follows a Geometric shot noise process. An arbitrage-free integro-differential option pricing equation has been obtained and solved. The new Greeks have been analytically calculated. It has been shown that in diffusion approximation the developed option pricing model incorporates the well-known Black-Scholes equation and its solution. The stochastic dynamic origin of the Black-Scholes volatility has been uncovered. To model the observed market stock price patterns consisting of high frequency small magnitude and low frequency large magnitude jumps, the superposition of two Geometric shot noises has been implemented. A new generalized option pricing equation has been obtained and its exact solution was found. Merton's jump-diffusion formula for option price was recovered in diffusion approximation. Despite the non-Gaussian nature of probability distributions involved, the new option pricing model has the same degree of analytical tractability as the Black-Scholes model and the Merton jump-diffusion model. This attractive feature allows one to derive exact formulas to value options and option related instruments in the market with jump-like price patterns.

Stochastic effects in a thermochemical system with Newtonian heat exchange.

PubMed

Nowakowski, B; Lemarchand, A

2001-12-01

We develop a mesoscopic description of stochastic effects in the Newtonian heat exchange between a diluted gas system and a thermostat. We explicitly study the homogeneous Semenov model involving a thermochemical reaction and neglecting consumption of reactants. The master equation includes a transition rate for the thermal transfer process, which is derived on the basis of the statistics for inelastic collisions between gas particles and walls of the thermostat. The main assumption is that the perturbation of the Maxwellian particle velocity distribution can be neglected. The transition function for the thermal process admits a continuous spectrum of temperature changes, and consequently, the master equation has a complicated integro-differential form. We perform Monte Carlo simulations based on this equation to study the stochastic effects in the Semenov system in the explosive regime. The dispersion of ignition times is calculated as a function of system size. For sufficiently small systems, the probability distribution of temperature displays transient bimodality during the ignition period. The results of the stochastic description are successfully compared with those of direct simulations of microscopic particle dynamics.

Conformal invariance of the Lungren-Monin-Novikov equations for vorticity fields in 2D turbulence

NASA Astrophysics Data System (ADS)

Grebenev, V. N.; Wacławczyk, M.; Oberlack, M.

2017-10-01

We study the statistical properties of the vorticity field in two-dimensional turbulence. The field is described in terms of the infinite Lundgren-Monin-Novikov (LMN) chain of equations for multi-point probability density functions (pdf’s) of vorticity. We perform a Lie group analysis of the first equation in this chain using the direct method based on the canonical Lie-Bäcklund transformations devised for integro-differential equations. We analytically show that the conformal group is broken for the first LMN equation i.e. for the 1-point pdf at least for the inviscid case but the equation is still conformally invariant on the associated characteristic with zero-vorticity. Then, we demonstrate that this characteristic is conformally transformed. We find this outcome coincides with the numerical results about the conformal invariance of the statistics of zero-vorticity isolines, see e.g. Falkovich (2007 Russian Math. Surv. 63 497-510). The conformal symmetry can be understood as a ‘local scaling’ and its traces in two-dimensional turbulence were already discussed in the literature, i.e. it was conjectured more than twenty years ago in Polyakov (1993 Nucl. Phys. B 396 367-85) and clearly validated experimentally in Bernard et al (2006 Nat. Phys. 2 124-8).

Nonlinear grid error effects on numerical solution of partial differential equations

NASA Technical Reports Server (NTRS)

Dey, S. K.

1980-01-01

Finite difference solutions of nonlinear partial differential equations require discretizations and consequently grid errors are generated. These errors strongly affect stability and convergence properties of difference models. Previously such errors were analyzed by linearizing the difference equations for solutions. Properties of mappings of decadence were used to analyze nonlinear instabilities. Such an analysis is directly affected by initial/boundary conditions. An algorithm was developed, applied to nonlinear Burgers equations, and verified computationally. A preliminary test shows that Navier-Stokes equations may be treated similarly.

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

PubMed

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

2015-07-01

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

A boundary value approach for solving three-dimensional elliptic and hyperbolic partial differential equations.

PubMed

Biala, T A; Jator, S N

2015-01-01

In this article, the boundary value method is applied to solve three dimensional elliptic and hyperbolic partial differential equations. The partial derivatives with respect to two of the spatial variables (y, z) are discretized using finite difference approximations to obtain a large system of ordinary differential equations (ODEs) in the third spatial variable (x). Using interpolation and collocation techniques, a continuous scheme is developed and used to obtain discrete methods which are applied via the Block unification approach to obtain approximations to the resulting large system of ODEs. Several test problems are investigated to elucidate the solution process.

A homotopy analysis method for the nonlinear partial differential equations arising in engineering

NASA Astrophysics Data System (ADS)

Hariharan, G.

2017-05-01

In this article, we have established the homotopy analysis method (HAM) for solving a few partial differential equations arising in engineering. This technique provides the solutions in rapid convergence series with computable terms for the problems with high degree of nonlinear terms appearing in the governing differential equations. The convergence analysis of the proposed method is also discussed. Finally, we have given some illustrative examples to demonstrate the validity and applicability of the proposed method.

Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (4).

PubMed

Murase, Kenya

2016-01-01

Partial differential equations are often used in the field of medical physics. In this (final) issue, the methods for solving the partial differential equations were introduced, which include separation of variables, integral transform (Fourier and Fourier-sine transforms), Green's function, and series expansion methods. Some examples were also introduced, in which the integral transform and Green's function methods were applied to solving Pennes' bioheat transfer equation and the Fourier series expansion method was applied to Navier-Stokes equation for analyzing the wall shear stress in blood vessels.Finally, the author hopes that this series will be helpful for people who engage in medical physics.

Lump solutions to nonlinear partial differential equations via Hirota bilinear forms

NASA Astrophysics Data System (ADS)

Ma, Wen-Xiu; Zhou, Yuan

2018-02-01

Lump solutions are analytical rational function solutions localized in all directions in space. We analyze a class of lump solutions, generated from quadratic functions, to nonlinear partial differential equations. The basis of success is the Hirota bilinear formulation and the primary object is the class of positive multivariate quadratic functions. A complete determination of quadratic functions positive in space and time is given, and positive quadratic functions are characterized as sums of squares of linear functions. Necessary and sufficient conditions for positive quadratic functions to solve Hirota bilinear equations are presented, and such polynomial solutions yield lump solutions to nonlinear partial differential equations under the dependent variable transformations u = 2(ln ⁡ f) x and u = 2(ln ⁡ f) xx, where x is one spatial variable. Applications are made for a few generalized KP and BKP equations.

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.

Computational Challenges of 3D Radiative Transfer in Atmospheric Models

NASA Astrophysics Data System (ADS)

Jakub, Fabian; Bernhard, Mayer

2017-04-01

The computation of radiative heating and cooling rates is one of the most expensive components in todays atmospheric models. The high computational cost stems not only from the laborious integration over a wide range of the electromagnetic spectrum but also from the fact that solving the integro-differential radiative transfer equation for monochromatic light is already rather involved. This lead to the advent of numerous approximations and parameterizations to reduce the cost of the solver. One of the most prominent one is the so called independent pixel approximations (IPA) where horizontal energy transfer is neglected whatsoever and radiation may only propagate in the vertical direction (1D). Recent studies implicate that the IPA introduces significant errors in high resolution simulations and affects the evolution and development of convective systems. However, using fully 3D solvers such as for example MonteCarlo methods is not even on state of the art supercomputers feasible. The parallelization of atmospheric models is often realized by a horizontal domain decomposition, and hence, horizontal transfer of energy necessitates communication. E.g. a cloud's shadow at a low zenith angle will cast a long shadow and potentially needs to communication through a multitude of processors. Especially light in the solar spectral range may travel long distances through the atmosphere. Concerning highly parallel simulations, it is vital that 3D radiative transfer solvers put a special emphasis on parallel scalability. We will present an introduction to intricacies computing 3D radiative heating and cooling rates as well as report on the parallel performance of the TenStream solver. The TenStream is a 3D radiative transfer solver using the PETSc framework to iteratively solve a set of partial differential equation. We investigate two matrix preconditioners, (a) geometric algebraic multigrid preconditioning(MG+GAMG) and (b) block Jacobi incomplete LU (ILU) factorization. The TenStream solver is tested for up to 4096 cores and shows a parallel scaling efficiency of 80-90% on various supercomputers.

Study of viscous flow about airfoils by the integro-differential method

NASA Technical Reports Server (NTRS)

Wu, J. C.; Sampath, S.

1975-01-01

An integro-differential method was used for numerically solving unsteady incompressible viscous flow problems. A computer program was prepared to solve the problem of an impulsively started 9% thick symmetric Joukowski airfoil at an angle of attack of 15 deg and a Reynolds number of 1000. Some of the results obtained for this problem were discussed and compared with related work completed previously. Two numerical procedures were used, an Alternating Direction Implicit (ADI) method and a Successive Line Relaxation (SLR) method. Generally, the ADI solution agrees well with the SLR solution and with previous results are stations away from the trailing edge. At the trailing edge station, the ADI solution differs substantially from previous results, while the vorticity profiles obtained from the SLR method there are in good qualitative agreement with previous results.

The asymptotic form of non-global logarithms, black disc saturation, and gluonic deserts

NASA Astrophysics Data System (ADS)

Neill, Duff

2017-01-01

We develop an asymptotic perturbation theory for the large logarithmic behavior of the non-linear integro-differential equation describing the soft correlations of QCD jet measurements, the Banfi-Marchesini-Smye (BMS) equation. This equation captures the late-time evolution of radiating color dipoles after a hard collision. This allows us to prove that at large values of the control variable (the non-global logarithm, a function of the infra-red energy scales associated with distinct hard jets in an event), the distribution has a gaussian tail. We compute the decay width analytically, giving a closed form expression, and find it to be jet geometry independent, up to the number of legs of the dipole in the active jet. Enabling the asymptotic expansion is the correct perturbative seed, where we perturb around an anzats encoding formally no real emissions, an intuition motivated by the buffer region found in jet dynamics. This must be supplemented with the correct application of the BFKL approximation to the BMS equation in collinear limits. Comparing to the asymptotics of the conformally related evolution equation encountered in small-x physics, the Balitisky-Kovchegov (BK) equation, we find that the asymptotic form of the non-global logarithms directly maps to the black-disc unitarity limit of the BK equation, despite the contrasting physical pictures. Indeed, we recover the equations of saturation physics in the final state dynamics of QCD.

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

PubMed Central

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

2015-01-01

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

Rayleigh Scattering in Planetary Atmospheres: Corrected Tables Through Accurate Computation of X and Y Functions

NASA Astrophysics Data System (ADS)

Natraj, Vijay; Li, King-Fai; Yung, Yuk L.

2009-02-01

Tables that have been used as a reference for nearly 50 years for the intensity and polarization of reflected and transmitted light in Rayleigh scattering atmospheres have been found to be inaccurate, even to four decimal places. We convert the integral equations describing the X and Y functions into a pair of coupled integro-differential equations that can be efficiently solved numerically. Special care has been taken in evaluating Cauchy principal value integrals and their derivatives that appear in the solution of the Rayleigh scattering problem. The new approach gives results accurate to eight decimal places for the entire range of tabulation (optical thicknesses 0.02-1.0, surface reflectances 0-0.8, solar and viewing zenith angles 0°-88.85°, and relative azimuth angles 0°-180°), including the most difficult case of direct transmission in the direction of the sun. Revised tables have been created and stored electronically for easy reference by the planetary science and astrophysics community.

DIFFEOMORPHIC SURFACE FLOWS: A NOVEL METHOD OF SURFACE EVOLUTION*

PubMed Central

Zhang, Sirong; Younes, Laurent; Zweck, John; Ratnanather, J. Tilak

2009-01-01

We describe a new class of surface flows, diffeomorphic surface flows, induced by restricting diffeomorphic flows of the ambient Euclidean space to a surface. Different from classical surface PDE flows such as mean curvature flow, diffeomorphic surface flows are solutions of integro-differential equations in a group of diffeomorphisms. They have the potential advantage of being both topology-invariant and singularity free, which can be useful in computational anatomy and computer graphics. We first derive the Euler–Lagrange equation of the elastic energy for general diffeomorphic surface flows, which can be regarded as a smoothed version of the corresponding classical surface flows. Then we focus on diffeomorphic mean curvature flow. We prove the short-time existence and uniqueness of the flow, and study the long-time existence of the flow for surfaces of revolution. We present numerical experiments on synthetic and cortical surfaces from neuroimaging studies in schizophrenia and auditory disorders. Finally we discuss unresolved issues and potential applications. PMID:20016768

Diffusion in random networks

DOE PAGES

Zhang, Duan Z.; Padrino, Juan C.

2017-06-01

The ensemble averaging technique is applied to model mass transport by diffusion in random networks. The system consists of an ensemble of random networks, where each network is made of pockets connected by tortuous channels. Inside a channel, fluid transport is assumed to be governed by the one-dimensional diffusion equation. Mass balance leads to an integro-differential equation for the pocket mass density. The so-called dual-porosity model is found to be equivalent to the leading order approximation of the integration kernel when the diffusion time scale inside the channels is small compared to the macroscopic time scale. As a test problem,more » we consider the one-dimensional mass diffusion in a semi-infinite domain. Because of the required time to establish the linear concentration profile inside a channel, for early times the similarity variable is xt $-$1/4 rather than xt $-$1/2 as in the traditional theory. We found this early time similarity can be explained by random walk theory through the network.« less

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. Copyright © 2015 Elsevier Ltd. All rights reserved.

On the integration of a class of nonlinear systems of ordinary differential equations

NASA Astrophysics Data System (ADS)

Talyshev, Aleksandr A.

2017-11-01

For each associative, commutative, and unitary algebra over the field of real or complex numbers and an integrable nonlinear ordinary differential equation we can to construct integrable systems of ordinary differential equations and integrable systems of partial differential equations. In this paper we consider in some sense the inverse problem. Determine the conditions under which a given system of ordinary differential equations can be represented as a differential equation in some associative, commutative and unitary algebra. It is also shown that associativity is not a necessary condition.

A Model for the Oxidation of Carbon Silicon Carbide Composite Structures

NASA Technical Reports Server (NTRS)

Sullivan, Roy M.

2004-01-01

A mathematical theory and an accompanying numerical scheme have been developed for predicting the oxidation behavior of carbon silicon carbide (C/SiC) composite structures. The theory is derived from the mechanics of the flow of ideal gases through a porous solid. The result of the theoretical formulation is a set of two coupled nonlinear differential equations written in terms of the oxidant and oxide partial pressures. The differential equations are solved simultaneously to obtain the partial vapor pressures of the oxidant and oxides as a function of the spatial location and time. The local rate of carbon oxidation is determined using the map of the local oxidant partial vapor pressure along with the Arrhenius rate equation. The nonlinear differential equations are cast into matrix equations by applying the Bubnov-Galerkin weighted residual method, allowing for the solution of the differential equations numerically. The numerical method is demonstrated by utilizing the method to model the carbon oxidation and weight loss behavior of C/SiC specimens during thermogravimetric experiments. The numerical method is used to study the physics of carbon oxidation in carbon silicon carbide composites.

Hidden physics models: Machine learning of nonlinear partial differential equations

NASA Astrophysics Data System (ADS)

Raissi, Maziar; Karniadakis, George Em

2018-03-01

While there is currently a lot of enthusiasm about "big data", useful data is usually "small" and expensive to acquire. In this paper, we present a new paradigm of learning partial differential equations from small data. In particular, we introduce hidden physics models, which are essentially data-efficient learning machines capable of leveraging the underlying laws of physics, expressed by time dependent and nonlinear partial differential equations, to extract patterns from high-dimensional data generated from experiments. The proposed methodology may be applied to the problem of learning, system identification, or data-driven discovery of partial differential equations. Our framework relies on Gaussian processes, a powerful tool for probabilistic inference over functions, that enables us to strike a balance between model complexity and data fitting. The effectiveness of the proposed approach is demonstrated through a variety of canonical problems, spanning a number of scientific domains, including the Navier-Stokes, Schrödinger, Kuramoto-Sivashinsky, and time dependent linear fractional equations. The methodology provides a promising new direction for harnessing the long-standing developments of classical methods in applied mathematics and mathematical physics to design learning machines with the ability to operate in complex domains without requiring large quantities of data.

Prolongation structures of nonlinear evolution equations

NASA Technical Reports Server (NTRS)

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

1975-01-01

A technique is developed for systematically deriving a 'prolongation structure' - a set of interrelated potentials and pseudopotentials - for nonlinear partial differential equations in two independent variables. When this is applied to the Korteweg-de Vries equation, a new infinite set of conserved quantities is obtained. Known solution techniques are shown to result from the discovery of such a structure: related partial differential equations for the potential functions, linear 'inverse scattering' equations for auxiliary functions, Backlund transformations. Generalizations of these techniques will result from the use of irreducible matrix representations of the prolongation structure.

Numerical method based on the lattice Boltzmann model for the Fisher equation.

PubMed

Yan, Guangwu; Zhang, Jianying; Dong, Yinfeng

2008-06-01

In this paper, a lattice Boltzmann model for the Fisher equation is proposed. First, the Chapman-Enskog expansion and the multiscale time expansion are used to describe higher-order moment of equilibrium distribution functions and a series of partial differential equations in different time scales. Second, the modified partial differential equation of the Fisher equation with the higher-order truncation error is obtained. Third, comparison between numerical results of the lattice Boltzmann models and exact solution is given. The numerical results agree well with the classical ones.

Research on Nonlinear Dynamical Systems.

DTIC Science & Technology

1983-01-10

Applied Math., to appear. [26] Variational inequalities and flow in porous media, LCDS’Lecture Notes, Brown University #LN 82-1, July 1982. [27] On...approximation schemes for parabolic and hyperbolic systems of partial differential equations, including higher order equations of elasticity based on the...51,58,59,63,64,69]. Finally, stability and bifurcation in parabolic partial differential equations is the focus of [64,65,67,72,73]. In addition to these broad

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...

Some Theoretical Aspects of Nonzero Sum Differential Games and Applications to Combat Problems

DTIC Science & Technology

1971-06-01

the Equilibrium Solution . 7 Hamilton-Jacobi-Bellman Partial Differential Equations ............. .............. 9 Influence Function Differential...Linearly .......... ............ 18 Problem Statement .......... ............ 18 Formulation of LJB Equations, Influence Function Equations and the TPBVP...19 Control Lawe . . .. ...... ........... 21 Conditions for Influence Function Continuity along Singular Surfaces

FAST TRACK COMMUNICATION Quasi self-adjoint nonlinear wave equations

NASA Astrophysics Data System (ADS)

Ibragimov, N. H.; Torrisi, M.; Tracinà, R.

2010-11-01

In this paper we generalize the classification of self-adjoint second-order linear partial differential equation to a family of nonlinear wave equations with two independent variables. We find a class of quasi self-adjoint nonlinear equations which includes the self-adjoint linear equations as a particular case. The property of a differential equation to be quasi self-adjoint is important, e.g. for constructing conservation laws associated with symmetries of the differential equation.

Legendre-tau approximations for functional differential equations

NASA Technical Reports Server (NTRS)

Ito, K.; Teglas, R.

1986-01-01

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

Legendre-Tau approximations for functional differential equations

NASA Technical Reports Server (NTRS)

Ito, K.; Teglas, R.

1983-01-01

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

Accurate spectral solutions for the parabolic and elliptic partial differential equations by the ultraspherical tau method

NASA Astrophysics Data System (ADS)

Doha, E. H.; Abd-Elhameed, W. M.

2005-09-01

We present a double ultraspherical spectral methods that allow the efficient approximate solution for the parabolic partial differential equations in a square subject to the most general inhomogeneous mixed boundary conditions. The differential equations with their boundary and initial conditions are reduced to systems of ordinary differential equations for the time-dependent expansion coefficients. These systems are greatly simplified by using tensor matrix algebra, and are solved by using the step-by-step method. Numerical applications of how to use these methods are described. Numerical results obtained compare favorably with those of the analytical solutions. Accurate double ultraspherical spectral approximations for Poisson's and Helmholtz's equations are also noted. Numerical experiments show that spectral approximation based on Chebyshev polynomials of the first kind is not always better than others based on ultraspherical polynomials.

Topics in spectral methods

NASA Technical Reports Server (NTRS)

Gottlieb, D.; Turkel, E.

1985-01-01

After detailing the construction of spectral approximations to time-dependent mixed initial boundary value problems, a study is conducted of differential equations of the form 'partial derivative of u/partial derivative of t = Lu + f', where for each t, u(t) belongs to a Hilbert space such that u satisfies homogeneous boundary conditions. For the sake of simplicity, it is assumed that L is an unbounded, time-independent linear operator. Attention is given to Fourier methods of both Galerkin and pseudospectral method types, the Galerkin method, the pseudospectral Chebyshev and Legendre methods, the error equation, hyperbolic partial differentiation equations, and time discretization and iterative methods.

Analytical solutions to time-fractional partial differential equations in a two-dimensional multilayer annulus

NASA Astrophysics Data System (ADS)

Chen, Shanzhen; Jiang, Xiaoyun

2012-08-01

In this paper, analytical solutions to time-fractional partial differential equations in a multi-layer annulus are presented. The final solutions are obtained in terms of Mittag-Leffler function by using the finite integral transform technique and Laplace transform technique. In addition, the classical diffusion equation (α=1), the Helmholtz equation (α→0) and the wave equation (α=2) are discussed as special cases. Finally, an illustrative example problem for the three-layer semi-circular annular region is solved and numerical results are presented graphically for various kind of order of fractional derivative.

An efficient numerical scheme for the study of equal width equation

NASA Astrophysics Data System (ADS)

Ghafoor, Abdul; Haq, Sirajul

2018-06-01

In this work a new numerical scheme is proposed in which Haar wavelet method is coupled with finite difference scheme for the solution of a nonlinear partial differential equation. The scheme transforms the partial differential equation to a system of algebraic equations which can be solved easily. The technique is applied to equal width equation in order to study the behaviour of one, two, three solitary waves, undular bore and soliton collision. For efficiency and accuracy of the scheme, L2 and L∞ norms and invariants are computed. The results obtained are compared with already existing results in literature.

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

NASA Technical Reports Server (NTRS)

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

2002-01-01

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

Asymptotic analysis of the local potential approximation to the Wetterich equation

NASA Astrophysics Data System (ADS)

Bender, Carl M.; Sarkar, Sarben

2018-06-01

This paper reports a study of the nonlinear partial differential equation that arises in the local potential approximation to the Wetterich formulation of the functional renormalization group equation. A cut-off-dependent shift of the potential in this partial differential equation is performed. This shift allows a perturbative asymptotic treatment of the differential equation for large values of the infrared cut-off. To leading order in perturbation theory the differential equation becomes a heat equation, where the sign of the diffusion constant changes as the space-time dimension D passes through 2. When D  <  2, one obtains a forward heat equation whose initial-value problem is well-posed. However, for D  >  2 one obtains a backward heat equation whose initial-value problem is ill-posed. For the special case D  =  1 the asymptotic series for cubic and quartic models is extrapolated to the small infrared-cut-off limit by using Padé techniques. The effective potential thus obtained from the partial differential equation is then used in a Schrödinger-equation setting to study the stability of the ground state. For cubic potentials it is found that this Padé procedure distinguishes between a -symmetric theory and a conventional Hermitian theory (g real). For an theory the effective potential is nonsingular and has a stable ground state but for a conventional theory the effective potential is singular. For a conventional Hermitian theory and a -symmetric theory (g  >  0) the results are similar; the effective potentials in both cases are nonsingular and possess stable ground states.

The Riemann-Lanczos equations in general relativity and their integrability

NASA Astrophysics Data System (ADS)

Dolan, P.; Gerber, A.

2008-06-01

The aim of this paper is to examine the Riemann-Lanczos equations and how they can be made integrable. They consist of a system of linear first-order partial differential equations that arise in general relativity, whereby the Riemann curvature tensor is generated by an unknown third-order tensor potential field called the Lanczos tensor. Our approach is based on the theory of jet bundles, where all field variables and all their partial derivatives of all relevant orders are treated as independent variables alongside the local manifold coordinates (xa) on the given space-time manifold M. This approach is adopted in (a) Cartan's method of exterior differential systems, (b) Vessiot's dual method using vector field systems, and (c) the Janet-Riquier theory of systems of partial differential equations. All three methods allow for the most general situations under which integrability conditions can be found. They give equivalent results, namely, that involutivity is always achieved at all generic points of the jet manifold M after a finite number of prolongations. Two alternative methods that appear in the general relativity literature to find integrability conditions for the Riemann-Lanczos equations generate new partial differential equations for the Lanczos potential that introduce a source term, which is nonlinear in the components of the Riemann tensor. We show that such sources do not occur when either of method (a), (b), or (c) are used.

Dynamic characteristics of a variable-mass flexible missile

NASA Technical Reports Server (NTRS)

Meirovitch, L.; Bankovskis, J.

1970-01-01

The general motion of a variable mass flexible missile with internal flow and aerodynamic forces is considered. The resulting formulation comprises six ordinary differential equations for rigid body motion and three partial differential equations for elastic motion. The simultaneous differential equations are nonlinear and possess time-dependent coefficients. The differential equations are solved by a semi-analytical method leading to a set of purely ordinary differential equations which are then solved numerically. A computer program was developed for the numerical solution and results are presented for a given set of initial conditions.

A three operator split-step method covering a larger set of non-linear partial differential equations

NASA Astrophysics Data System (ADS)

Zia, Haider

2017-06-01

This paper describes an updated exponential Fourier based split-step method that can be applied to a greater class of partial differential equations than previous methods would allow. These equations arise in physics and engineering, a notable example being the generalized derivative non-linear Schrödinger equation that arises in non-linear optics with self-steepening terms. These differential equations feature terms that were previously inaccessible to model accurately with low computational resources. The new method maintains a 3rd order error even with these additional terms and models the equation in all three spatial dimensions and time. The class of non-linear differential equations that this method applies to is shown. The method is fully derived and implementation of the method in the split-step architecture is shown. This paper lays the mathematical ground work for an upcoming paper employing this method in white-light generation simulations in bulk material.

Effect of partial heating at mid of vertical plate adjacent to porous medium

NASA Astrophysics Data System (ADS)

Mulla, Mohammed Fahimuddin; Pallan, Khalid. M.; Al-Rashed, A. A. A. A.

2018-05-01

Heat and mass transfer in porous medium due to heating of vertical plate at mid-section is analyzed for various physical parameters. The heat and mass transfer in porous medium is modeled with the help of momentum, energy and concentration equations in terms of non-dimensional partial differential equations. The partial differential equations are converted into simpler form of algebraic equations with the help of finite element method. A computer code is developed to assemble the matrix form of algebraic equations into global matrices and then to solve them in an iterative manner to obtain the temperature, concentration and streamline distribution inside the porous medium. It is found that the heat transfer behavior of porous medium heated at middle section is considerably different from other cases.

Mechanics of advancing pin-loaded contacts with friction

NASA Astrophysics Data System (ADS)

Sundaram, Narayan; Farris, T. N.

2010-11-01

This paper considers finite friction contact problems involving an elastic pin and an infinite elastic plate with a circular hole. Using a suitable class of Green's functions, the singular integral equations governing a very general class of conforming contact problems are formulated. In particular, remote plate stresses, pin loads, moments and distributed loading of the pin by conservative body forces are considered. Numerical solutions are presented for different partial slip load cases. In monotonic loading, the dependence of the tractions on the coefficient of friction is strongest when the contact is highly conforming. For less conforming contacts, the tractions are insensitive to an increase in the value of the friction coefficient above a certain threshold. The contact size and peak pressure in monotonic loading are only weakly dependent on the pin load distribution, with center loads leading to slightly higher peak pressure and lower peak shear than distributed loads. In contrast to half-plane cylinder fretting contacts, fretting behavior is quite different depending on whether or not the pin is allowed to rotate freely. If pin rotation is disallowed, the fretting tractions resemble half-plane fretting tractions in the weakly conforming regime but the contact resists sliding in the strongly conforming regime. If pin rotation is allowed, the shear traction behavior resembles planar rolling contacts in that one slip zone is dominant and the peak shear occurs at its edge. In this case, the effects of material dissimilarity in the strongly conforming regime are only secondary and the contact never goes into sliding. Fretting tractions in the forward and reversed load states show shape asymmetry, which persists with continued load cycling. Finally, the governing integro-differential equation for full sliding is derived; in the limiting case of no friction, the same equation governs contacts with center loading and uniform body force loading, resulting in identical pressures when their resultants are equal.

Numerical treatment for solving two-dimensional space-fractional advection-dispersion equation using meshless method

NASA Astrophysics Data System (ADS)

Cheng, Rongjun; Sun, Fengxin; Wei, Qi; Wang, Jufeng

2018-02-01

Space-fractional advection-dispersion equation (SFADE) can describe particle transport in a variety of fields more accurately than the classical models of integer-order derivative. Because of nonlocal property of integro-differential operator of space-fractional derivative, it is very challenging to deal with fractional model, and few have been reported in the literature. In this paper, a numerical analysis of the two-dimensional SFADE is carried out by the element-free Galerkin (EFG) method. The trial functions for the SFADE are constructed by the moving least-square (MLS) approximation. By the Galerkin weak form, the energy functional is formulated. Employing the energy functional minimization procedure, the final algebraic equations system is obtained. The Riemann-Liouville operator is discretized by the Grünwald formula. With center difference method, EFG method and Grünwald formula, the fully discrete approximation schemes for SFADE are established. Comparing with exact results and available results by other well-known methods, the computed approximate solutions are presented in the format of tables and graphs. The presented results demonstrate the validity, efficiency and accuracy of the proposed techniques. Furthermore, the error is computed and the proposed method has reasonable convergence rates in spatial and temporal discretizations.

The asymptotic form of non-global logarithms, black disc saturation, and gluonic deserts

DOE Office of Scientific and Technical Information (OSTI.GOV)

Neill, Duff

Here, we develop an asymptotic perturbation theory for the large logarithmic behavior of the non-linear integro-differential equation describing the soft correlations of QCD jet measurements, the Banfi-Marchesini-Smye (BMS) equation. Furthermore, this equation captures the late-time evolution of radiating color dipoles after a hard collision. This allows us to prove that at large values of the control variable (the non-global logarithm, a function of the infra-red energy scales associated with distinct hard jets in an event), the distribution has a gaussian tail. We also compute the decay width analytically, giving a closed form expression, and find it to be jet geometrymore » independent, up to the number of legs of the dipole in the active jet. By enabling the asymptotic expansion we find that the perturbative seed is correct; we perturb around an anzats encoding formally no real emissions, an intuition motivated by the buffer region found in jet dynamics. This must be supplemented with the correct application of the BFKL approximation to the BMS equation in collinear limits. Comparing to the asymptotics of the conformally related evolution equation encountered in small-x physics, the Balitisky-Kovchegov (BK) equation, we find that the asymptotic form of the non-global logarithms directly maps to the black-disc unitarity limit of the BK equation, despite the contrasting physical pictures. Indeed, we recover the equations of saturation physics in the final state dynamics of QCD.« less

The asymptotic form of non-global logarithms, black disc saturation, and gluonic deserts

DOE PAGES

Neill, Duff

2017-01-25

Here, we develop an asymptotic perturbation theory for the large logarithmic behavior of the non-linear integro-differential equation describing the soft correlations of QCD jet measurements, the Banfi-Marchesini-Smye (BMS) equation. Furthermore, this equation captures the late-time evolution of radiating color dipoles after a hard collision. This allows us to prove that at large values of the control variable (the non-global logarithm, a function of the infra-red energy scales associated with distinct hard jets in an event), the distribution has a gaussian tail. We also compute the decay width analytically, giving a closed form expression, and find it to be jet geometrymore » independent, up to the number of legs of the dipole in the active jet. By enabling the asymptotic expansion we find that the perturbative seed is correct; we perturb around an anzats encoding formally no real emissions, an intuition motivated by the buffer region found in jet dynamics. This must be supplemented with the correct application of the BFKL approximation to the BMS equation in collinear limits. Comparing to the asymptotics of the conformally related evolution equation encountered in small-x physics, the Balitisky-Kovchegov (BK) equation, we find that the asymptotic form of the non-global logarithms directly maps to the black-disc unitarity limit of the BK equation, despite the contrasting physical pictures. Indeed, we recover the equations of saturation physics in the final state dynamics of QCD.« less

Solution of the finite Milne problem in stochastic media with RVT Technique

NASA Astrophysics Data System (ADS)

Slama, Howida; El-Bedwhey, Nabila A.; El-Depsy, Alia; Selim, Mustafa M.

2017-12-01

This paper presents the solution to the Milne problem in the steady state with isotropic scattering phase function. The properties of the medium are considered as stochastic ones with Gaussian or exponential distributions and hence the problem treated as a stochastic integro-differential equation. To get an explicit form for the radiant energy density, the linear extrapolation distance, reflectivity and transmissivity in the deterministic case the problem is solved using the Pomraning-Eddington method. The obtained solution is found to be dependent on the optical space variable and thickness of the medium which are considered as random variables. The random variable transformation (RVT) technique is used to find the first probability density function (1-PDF) of the solution process. Then the stochastic linear extrapolation distance, reflectivity and transmissivity are calculated. For illustration, numerical results with conclusions are provided.

Backscattering and absorption coefficients for electrons: Solutions of invariant embedding transport equations using a method of convergence

DOE Office of Scientific and Technical Information (OSTI.GOV)

Figueroa, C.; Brizuela, H.; Heluani, S. P.

2014-05-21

The backscattering coefficient is a magnitude whose measurement is fundamental for the characterization of materials with techniques that make use of particle beams and particularly when performing microanalysis. In this work, we report the results of an analytic method to calculate the backscattering and absorption coefficients of electrons in similar conditions to those of electron probe microanalysis. Starting on a five level states ladder model in 3D, we deduced a set of integro-differential coupled equations of the coefficients with a method know as invariant embedding. By means of a procedure proposed by authors, called method of convergence, two types ofmore » approximate solutions for the set of equations, namely complete and simple solutions, can be obtained. Although the simple solutions were initially proposed as auxiliary forms to solve higher rank equations, they turned out to be also useful for the estimation of the aforementioned coefficients. In previous reports, we have presented results obtained with the complete solutions. In this paper, we present results obtained with the simple solutions of the coefficients, which exhibit a good degree of fit with the experimental data. Both the model and the calculation method presented here can be generalized to other techniques that make use of different sorts of particle beams.« less

Fractional calculus phenomenology in two-dimensional plasma models

NASA Astrophysics Data System (ADS)

Gustafson, Kyle; Del Castillo Negrete, Diego; Dorland, Bill

2006-10-01

Transport processes in confined plasmas for fusion experiments, such as ITER, are not well-understood at the basic level of fully nonlinear, three-dimensional kinetic physics. Turbulent transport is invoked to describe the observed levels in tokamaks, which are orders of magnitude greater than the theoretical predictions. Recent results show the ability of a non-diffusive transport model to describe numerical observations of turbulent transport. For example, resistive MHD modeling of tracer particle transport in pressure-gradient driven turbulence for a three-dimensional plasma reveals that the superdiffusive (2̂˜t^α where α> 1) radial transport in this system is described quantitatively by a fractional diffusion equation Fractional calculus is a generalization involving integro-differential operators, which naturally describe non-local behaviors. Our previous work showed the quantitative agreement of special fractional diffusion equation solutions with numerical tracer particle flows in time-dependent linearized dynamics of the Hasegawa-Mima equation (for poloidal transport in a two-dimensional cold-ion plasma). In pursuit of a fractional diffusion model for transport in a gyrokinetic plasma, we now present numerical results from tracer particle transport in the nonlinear Hasegawa-Mima equation and a planar gyrokinetic model. Finite Larmor radius effects will be discussed. D. del Castillo Negrete, et al, Phys. Rev. Lett. 94, 065003 (2005).

Miura-type transformations for lattice equations and Lie group actions associated with Darboux-Lax representations

NASA Astrophysics Data System (ADS)

Berkeley, George; Igonin, Sergei

2016-07-01

Miura-type transformations (MTs) are an essential tool in the theory of integrable nonlinear partial differential and difference equations. We present a geometric method to construct MTs for differential-difference (lattice) equations from Darboux-Lax representations (DLRs) of such equations. The method is applicable to parameter-dependent DLRs satisfying certain conditions. We construct MTs and modified lattice equations from invariants of some Lie group actions on manifolds associated with such DLRs. Using this construction, from a given suitable DLR one can obtain many MTs of different orders. The main idea behind this method is closely related to the results of Drinfeld and Sokolov on MTs for the partial differential KdV equation. Considered examples include the Volterra, Narita-Itoh-Bogoyavlensky, Toda, and Adler-Postnikov lattices. Some of the constructed MTs and modified lattice equations seem to be new.

Partial slip effect in the flow of MHD micropolar nanofluid flow due to a rotating disk - A numerical approach

NASA Astrophysics Data System (ADS)

Ramzan, Muhammad; Chung, Jae Dong; Ullah, Naeem

The aim of present exploration is to study the flow of micropolar nanofluid due to a rotating disk in the presence of magnetic field and partial slip condition. The governing coupled partial differential equations are reduced to nonlinear ordinary differential equations using appropriate transformations. The differential equations are solved numerically by using Maple dsolve command with option numeric which utilize Runge-Kutta fourth-fifth order Fehlberg technique. A comparison to previous study is also added to validate the present results. Moreover, behavior of different parameters on velocity, microrotation, temperature and concentration of nanofluid are presented via graphs and tables. It is noted that the slip effect and magnetic field decay the velocity and microrotation or spin component.

The Uniform Convergence of Eigenfunction Expansions of Schrödinger Operator in the Nikolskii Classes {H}_{p}^{\\alpha }(\\bar{\\Omega })

NASA Astrophysics Data System (ADS)

Jamaludin, N. A.; Ahmedov, A.

2017-09-01

Many boundary value problems in the theory of partial differential equations can be solved by separation methods of partial differential equations. When Schrödinger operator is considered then the influence of the singularity of potential on the solution of the partial differential equation is interest of researchers. In this paper the problems of the uniform convergence of the eigenfunction expansions of the functions from corresponding to the Schrödinger operator with the potential from classes of Sobolev are investigated. The spectral function corresponding to the Schrödinger operator is estimated in closed domain. The isomorphism of the Nikolskii classes is applied to prove uniform convergence of eigenfunction expansions of Schrödinger operator in closed domain.

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.

Parameter estimation problems for distributed systems using a multigrid method

NASA Technical Reports Server (NTRS)

Ta'asan, Shlomo; Dutt, Pravir

1990-01-01

The problem of estimating spatially varying coefficients of partial differential equations is considered from observation of the solution and of the right hand side of the equation. It is assumed that the observations are distributed in the domain and that enough observations are given. A method of discretization and an efficient multigrid method for solving the resulting discrete systems are described. Numerical results are presented for estimation of coefficients in an elliptic and a parabolic partial differential equation.

Algebraic aspects of evolution partial differential equation arising in the study of constant elasticity of variance model from financial mathematics

NASA Astrophysics Data System (ADS)

Motsepa, Tanki; Aziz, Taha; Fatima, Aeeman; Khalique, Chaudry Masood

2018-03-01

The optimal investment-consumption problem under the constant elasticity of variance (CEV) model is investigated from the perspective of Lie group analysis. The Lie symmetry group of the evolution partial differential equation describing the CEV model is derived. The Lie point symmetries are then used to obtain an exact solution of the governing model satisfying a standard terminal condition. Finally, we construct conservation laws of the underlying equation using the general theorem on conservation laws.

Unsteady boundary layer flow over a sphere in a porous medium

NASA Astrophysics Data System (ADS)

Mohammad, Nurul Farahain; Waini, Iskandar; Kasim, Abdul Rahman Mohd; Majid, Nurazleen Abdul

2017-08-01

This study focuses on the problem of unsteady boundary layer flow over a sphere in a porous medium. The governing equations which consists of a system of dimensional partial differential equations is applied with dimensionless parameter in order to attain non-dimensional partial differential equations. Later, the similarity transformation is performed in order to attain nonsimilar governing equations. Afterwards, the nonsimilar governing equations are solved numerically by using the Keller-Box method in Octave programme. The effect of porosity parameter is examined on separation time, velocity profile and skin friction of the unsteady flow. The results attained are presented in the form of table and graph.

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…

Local algebraic analysis of differential systems

NASA Astrophysics Data System (ADS)

Kaptsov, O. V.

2015-06-01

We propose a new approach for studying the compatibility of partial differential equations. This approach is a synthesis of the Riquier method, Gröbner basis theory, and elements of algebraic geometry. As applications, we consider systems including the wave equation and the sine-Gordon equation.

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

NASA Technical Reports Server (NTRS)

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

1991-01-01

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

A lattice Boltzmann model with an amending function for simulating nonlinear partial differential equations

NASA Astrophysics Data System (ADS)

Chen, Lin-Jie; Ma, Chang-Feng

2010-01-01

This paper proposes a lattice Boltzmann model with an amending function for one-dimensional nonlinear partial differential equations (NPDEs) in the form ut + αuux + βunux + γuxx + δuxxx + ζuxxxx = 0. This model is different from existing models because it lets the time step be equivalent to the square of the space step and derives higher accuracy and nonlinear terms in NPDEs. With the Chapman-Enskog expansion, the governing evolution equation is recovered correctly from the continuous Boltzmann equation. The numerical results agree well with the analytical solutions.

Group theoretic approach for solving the problem of diffusion of a drug through a thin membrane

NASA Astrophysics Data System (ADS)

Abd-El-Malek, Mina B.; Kassem, Magda M.; Meky, Mohammed L. M.

2002-03-01

The transformation group theoretic approach is applied to study the diffusion process of a drug through a skin-like membrane which tends to partially absorb the drug. Two cases are considered for the diffusion coefficient. The application of one parameter group reduces the number of independent variables by one, and consequently the partial differential equation governing the diffusion process with the boundary and initial conditions is transformed into an ordinary differential equation with the corresponding conditions. The obtained differential equation is solved numerically using the shooting method, and the results are illustrated graphically and in tables.

A higher order numerical method for time fractional partial differential equations with nonsmooth data

NASA Astrophysics Data System (ADS)

Xing, Yanyuan; Yan, Yubin

2018-03-01

Gao et al. [11] (2014) introduced a numerical scheme to approximate the Caputo fractional derivative with the convergence rate O (k 3 - α), 0 < α < 1 by directly approximating the integer-order derivative with some finite difference quotients in the definition of the Caputo fractional derivative, see also Lv and Xu [20] (2016), where k is the time step size. Under the assumption that the solution of the time fractional partial differential equation is sufficiently smooth, Lv and Xu [20] (2016) proved by using energy method that the corresponding numerical method for solving time fractional partial differential equation has the convergence rate O (k 3 - α), 0 < α < 1 uniformly with respect to the time variable t. However, in general the solution of the time fractional partial differential equation has low regularity and in this case the numerical method fails to have the convergence rate O (k 3 - α), 0 < α < 1 uniformly with respect to the time variable t. In this paper, we first obtain a similar approximation scheme to the Riemann-Liouville fractional derivative with the convergence rate O (k 3 - α), 0 < α < 1 as in Gao et al. [11] (2014) by approximating the Hadamard finite-part integral with the piecewise quadratic interpolation polynomials. Based on this scheme, we introduce a time discretization scheme to approximate the time fractional partial differential equation and show by using Laplace transform methods that the time discretization scheme has the convergence rate O (k 3 - α), 0 < α < 1 for any fixed tn > 0 for smooth and nonsmooth data in both homogeneous and inhomogeneous cases. Numerical examples are given to show that the theoretical results are consistent with the numerical results.

Taguchi method for partial differential equations with application in tumor growth.

PubMed

Ilea, M; Turnea, M; Rotariu, M; Arotăriţei, D; Popescu, Marilena

2014-01-01

The growth of tumors is a highly complex process. To describe this process, mathematical models are needed. A variety of partial differential mathematical models for tumor growth have been developed and studied. Most of those models are based on the reaction-diffusion equations and mass conservation law. A variety of modeling strategies have been developed, each focusing on tumor growth. Systems of time-dependent partial differential equations occur in many branches of applied mathematics. The vast majority of mathematical models in tumor growth are formulated in terms of partial differential equations. We propose a mathematical model for the interactions between these three cancer cell populations. The Taguchi methods are widely used by quality engineering scientists to compare the effects of multiple variables, together with their interactions, with a simple and manageable experimental design. In Taguchi's design of experiments, variation is more interesting to study than the average. First, Taguchi methods are utilized to search for the significant factors and the optimal level combination of parameters. Except the three parameters levels, other factors levels other factors levels would not be considered. Second, cutting parameters namely, cutting speed, depth of cut, and feed rate are designed using the Taguchi method. Finally, the adequacy of the developed mathematical model is proved by ANOVA. According to the results of ANOVA, since the percentage contribution of the combined error is as small. Many mathematical models can be quantitatively characterized by partial differential equations. The use of MATLAB and Taguchi method in this article illustrates the important role of informatics in research in mathematical modeling. The study of tumor growth cells is an exciting and important topic in cancer research and will profit considerably from theoretical input. Interpret these results to be a permanent collaboration between math's and medical oncologists.

Computer simulation of two-dimensional unsteady flows in estuaries and embayments by the method of characteristics : basic theory and the formulation of the numerical method

USGS Publications Warehouse

Lai, Chintu

1977-01-01

Two-dimensional unsteady flows of homogeneous density in estuaries and embayments can be described by hyperbolic, quasi-linear partial differential equations involving three dependent and three independent variables. A linear combination of these equations leads to a parametric equation of characteristic form, which consists of two parts: total differentiation along the bicharacteristics and partial differentiation in space. For its numerical solution, the specified-time-interval scheme has been used. The unknown, partial space-derivative terms can be eliminated first by suitable combinations of difference equations, converted from the corresponding differential forms and written along four selected bicharacteristics and a streamline. Other unknowns are thus made solvable from the known variables on the current time plane. The computation is carried to the second-order accuracy by using trapezoidal rule of integration. Means to handle complex boundary conditions are developed for practical application. Computer programs have been written and a mathematical model has been constructed for flow simulation. The favorable computer outputs suggest further exploration and development of model worthwhile. (Woodard-USGS)

Mixed Legendre moments and discrete scattering cross sections for anisotropy representation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Calloo, A.; Vidal, J. F.; Le Tellier, R.

2012-07-01

This paper deals with the resolution of the integro-differential form of the Boltzmann transport equation for neutron transport in nuclear reactors. In multigroup theory, deterministic codes use transfer cross sections which are expanded on Legendre polynomials. This modelling leads to negative values of the transfer cross section for certain scattering angles, and hence, the multigroup scattering source term is wrongly computed. The first part compares the convergence of 'Legendre-expanded' cross sections with respect to the order used with the method of characteristics (MOC) for Pressurised Water Reactor (PWR) type cells. Furthermore, the cross section is developed using piecewise-constant functions, whichmore » better models the multigroup transfer cross section and prevents the occurrence of any negative value for it. The second part focuses on the method of solving the transport equation with the above-mentioned piecewise-constant cross sections for lattice calculations for PWR cells. This expansion thereby constitutes a 'reference' method to compare the conventional Legendre expansion to, and to determine its pertinence when applied to reactor physics calculations. (authors)« less

Radiative interactions in laminar duct flows

NASA Technical Reports Server (NTRS)

Trivedi, P. A.; Tiwari, S. N.

1990-01-01

Analyses and numerical procedures are presented for infrared radiative energy transfer in gases when other modes of energy transfer occur simultaneously. Two types of geometries are considered, a parallel plate duct and a circular duct. Fully developed laminar incompressible flows of absorbing-emitting species in black surfaced ducts are considered under the conditions of uniform wall heat flux. The participating species considered are OH, CO, CO2, and H2O. Nongray as well as gray formulations are developed for both geometries. Appropriate limiting solutions of the governing equations are obtained and conduction-radiation interaction parameters are evaluated. Tien and Lowder's wide band model correlation was used in nongray formulation. Numerical procedures are presented to solve the integro-differential equations for both geometries. The range of physical variables considered are 300 to 2000 K for temperature, 0.1 to 100.0 atm for pressure, and 0.1 to 100 cm spacings between plates/radius of the tube. An extensive parametric study based on nongray formulation is presented. Results obtained for different flow conditions indicate that the radiative interactions can be quite significant in fully developed incompressible flows.

Shift-connected SIMD array architectures for digital optical computing systems, with algorithms for numerical transforms and partial differential equations

NASA Astrophysics Data System (ADS)

Drabik, Timothy J.; Lee, Sing H.

1986-11-01

The intrinsic parallelism characteristics of easily realizable optical SIMD arrays prompt their present consideration in the implementation of highly structured algorithms for the numerical solution of multidimensional partial differential equations and the computation of fast numerical transforms. Attention is given to a system, comprising several spatial light modulators (SLMs), an optical read/write memory, and a functional block, which performs simple, space-invariant shifts on images with sufficient flexibility to implement the fastest known methods for partial differential equations as well as a wide variety of numerical transforms in two or more dimensions. Either fixed or floating-point arithmetic may be used. A performance projection of more than 1 billion floating point operations/sec using SLMs with 1000 x 1000-resolution and operating at 1-MHz frame rates is made.

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.

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.

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

NASA Technical Reports Server (NTRS)

Steger, Joseph L.

1989-01-01

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

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.

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.

Compacton solutions in a class of generalized fifth-order Korteweg-de Vries equations.

PubMed

Cooper, F; Hyman, J M; Khare, A

2001-08-01

Solitons play a fundamental role in the evolution of general initial data for quasilinear dispersive partial differential equations, such as the Korteweg-de Vries (KdV), nonlinear Schrödinger, and the Kadomtsev-Petviashvili equations. These integrable equations have linear dispersion and the solitons have infinite support. We have derived and investigate a new KdV-like Hamiltonian partial differential equation from a four-parameter Lagrangian where the nonlinear dispersion gives rise to solitons with compact support (compactons). The new equation does not seem to be integrable and only mass, momentum, and energy seem to be conserved; yet, the solitons display almost the same modal decompositions and structural stability observed in integrable partial differential equations. The compactons formed from arbitrary initial data, are nonlinearly self-stabilizing, and maintain their coherence after multiple collisions. The robustness of these compactons and the inapplicability of the inverse scattering tools, that worked so well for the KdV equation, make it clear that there is a fundamental mechanism underlying the processes beyond integrability. We have found explicit formulas for multiple classes of compact traveling wave solutions. When there are more than one compacton solution for a particular set of parameters, the wider compacton is the minimum of a reduced Hamiltonian and is the only one that is stable.

Discussion summary: Fictitious domain methods

NASA Technical Reports Server (NTRS)

Glowinski, Rowland; Rodrigue, Garry

1991-01-01

Fictitious Domain methods are constructed in the following manner: Suppose a partial differential equation is to be solved on an open bounded set, Omega, in 2-D or 3-D. Let R be a rectangle domain containing the closure of Omega. The partial differential equation is first solved on R. Using the solution on R, the solution of the equation on Omega is then recovered by some procedure. The advantage of the fictitious domain method is that in many cases the solution of a partial differential equation on a rectangular region is easier to compute than on a nonrectangular region. Fictitious domain methods for solving elliptic PDEs on general regions are also very efficient when used on a parallel computer. The reason is that one can use the many domain decomposition methods that are available for solving the PDE on the fictitious rectangular region. The discussion on fictitious domain methods began with a talk by R. Glowinski in which he gave some examples of a variational approach to ficititious domain methods for solving the Helmholtz and Navier-Stokes equations.

A systematic literature review of Burgers' equation with recent advances

NASA Astrophysics Data System (ADS)

Bonkile, Mayur P.; Awasthi, Ashish; Lakshmi, C.; Mukundan, Vijitha; Aswin, V. S.

2018-06-01

Even if numerical simulation of the Burgers' equation is well documented in the literature, a detailed literature survey indicates that gaps still exist for comparative discussion regarding the physical and mathematical significance of the Burgers' equation. Recently, an increasing interest has been developed within the scientific community, for studying non-linear convective-diffusive partial differential equations partly due to the tremendous improvement in computational capacity. Burgers' equation whose exact solution is well known, is one of the famous non-linear partial differential equations which is suitable for the analysis of various important areas. A brief historical review of not only the mathematical, but also the physical significance of the solution of Burgers' equation is presented, emphasising current research strategies, and the challenges that remain regarding the accuracy, stability and convergence of various schemes are discussed. One of the objectives of this paper is to discuss the recent developments in mathematical modelling of Burgers' equation and thus open doors for improvement. No claim is made that the content of the paper is new. However, it is a sincere effort to outline the physical and mathematical importance of Burgers' equation in the most simplified ways. We throw some light on the plethora of challenges which need to be overcome in the research areas and give motivation for the next breakthrough to take place in a numerical simulation of ordinary / partial differential equations.

Mathematics for Physics

NASA Astrophysics Data System (ADS)

Stone, Michael; Goldbart, Paul

2009-07-01

Preface; 1. Calculus of variations; 2. Function spaces; 3. Linear ordinary differential equations; 4. Linear differential operators; 5. Green functions; 6. Partial differential equations; 7. The mathematics of real waves; 8. Special functions; 9. Integral equations; 10. Vectors and tensors; 11. Differential calculus on manifolds; 12. Integration on manifolds; 13. An introduction to differential topology; 14. Group and group representations; 15. Lie groups; 16. The geometry of fibre bundles; 17. Complex analysis I; 18. Applications of complex variables; 19. Special functions and complex variables; Appendixes; Reference; Index.

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.)

Discovery and Optimization of Low-Storage Runge-Kutta Methods

DTIC Science & Technology

2015-06-01

NAVAL POSTGRADUATE SCHOOL MONTEREY, CALIFORNIA THESIS DISCOVERY AND OPTIMIZATION OF LOW-STORAGE RUNGE-KUTTA METHODS by Matthew T. Fletcher June 2015... methods are an important family of iterative methods for approximating the solutions of ordinary differential equations (ODEs) and differential...algebraic equations (DAEs). It is common to use an RK method to discretize in time when solving time dependent partial differential equations (PDEs) with a

Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (3).

PubMed

Murase, Kenya

2016-01-01

In this issue, simultaneous differential equations were introduced. These differential equations are often used in the field of medical physics. The methods for solving them were also introduced, which include Laplace transform and matrix methods. Some examples were also introduced, in which Laplace transform and matrix methods were applied to solving simultaneous differential equations derived from a three-compartment kinetic model for analyzing the glucose metabolism in tissues and Bloch equations for describing the behavior of the macroscopic magnetization in magnetic resonance imaging.In the next (final) issue, partial differential equations and various methods for solving them will be introduced together with some examples in medical physics.

Test particle propagation in magnetostatic turbulence. 2: The local approximation method

NASA Technical Reports Server (NTRS)

Klimas, A. J.; Sandri, G.; Scudder, J. D.; Howell, D. R.

1976-01-01

An approximation method for statistical mechanics is presented and applied to a class of problems which contains a test particle propagation problem. All of the available basic equations used in statistical mechanics are cast in the form of a single equation which is integrodifferential in time and which is then used as the starting point for the construction of the local approximation method. Simplification of the integrodifferential equation is achieved through approximation to the Laplace transform of its kernel. The approximation is valid near the origin in the Laplace space and is based on the assumption of small Laplace variable. No other small parameter is necessary for the construction of this approximation method. The n'th level of approximation is constructed formally, and the first five levels of approximation are calculated explicitly. It is shown that each level of approximation is governed by an inhomogeneous partial differential equation in time with time independent operator coefficients. The order in time of these partial differential equations is found to increase as n does. At n = 0 the most local first order partial differential equation which governs the Markovian limit is regained.

The application of Legendre-tau approximation to parameter identification for delay and partial differential equations

NASA Technical Reports Server (NTRS)

Ito, K.

1983-01-01

Approximation schemes based on Legendre-tau approximation are developed for application to parameter identification problem for delay and partial differential equations. The tau method is based on representing the approximate solution as a truncated series of orthonormal functions. The characteristic feature of the Legendre-tau approach is that when the solution to a problem is infinitely differentiable, the rate of convergence is faster than any finite power of 1/N; higher accuracy is thus achieved, making the approach suitable for small N.

Manipulating Traveling Brain Waves with Electric Fields: From Theory to Experiment.

NASA Astrophysics Data System (ADS)

Gluckman, Bruce J.

2004-03-01

Activity waves in disinhibited neocortical slices have been used as a biological model for epileptic seizure propagation [1]. Such waves have been mathematically modeled with integro-differential equations [2] representing non-local reaction diffusion dynamics of an excitable medium with an excitability threshold. Stability and propagation speed of traveling pulse solutions depend strongly on the threshold in the following manner: propagation speed should decrease with increased threshold over a finite range, beyond which the waves become unstable. Because populations of neurons can be polarized with an applied electric field that effectively shifts their threshold for action potential initiation [3], we predicted, and have experimentally verified, that electric fields could be used globally or locally to speed up, slow down and even block wave propagation. [1] Telfeian and Conners, Epilepsia, 40, 1499-1506, 1999. [2] Pinto and Ermentrout, SIAM J. App. Math, 62, 206-225, 2001. [3] Gluckman, et. al. J Neurophysiol. 76, 4202-5, 1996.

Acceleration of the Particle Swarm Optimization for Peierls-Nabarro modeling of dislocations in conventional and high-entropy alloys

NASA Astrophysics Data System (ADS)

Pei, Zongrui; Eisenbach, Markus

2017-06-01

Dislocations are among the most important defects in determining the mechanical properties of both conventional alloys and high-entropy alloys. The Peierls-Nabarro model supplies an efficient pathway to their geometries and mobility. The difficulty in solving the integro-differential Peierls-Nabarro equation is how to effectively avoid the local minima in the energy landscape of a dislocation core. Among the other methods to optimize the dislocation core structures, we choose the algorithm of Particle Swarm Optimization, an algorithm that simulates the social behaviors of organisms. By employing more particles (bigger swarm) and more iterative steps (allowing them to explore for longer time), the local minima can be effectively avoided. But this would require more computational cost. The advantage of this algorithm is that it is readily parallelized in modern high computing architecture. We demonstrate the performance of our parallelized algorithm scales linearly with the number of employed cores.

Dynamic modelling and control of a rotating Euler-Bernoulli beam

NASA Astrophysics Data System (ADS)

Yang, J. B.; Jiang, L. J.; Chen, D. CH.

2004-07-01

Flexible motion of a uniform Euler-Bernoulli beam attached to a rotating rigid hub is investigated. Fully coupled non-linear integro-differential equations, describing axial, transverse and rotational motions of the beam, are derived by using the extended Hamilton's principle. The centrifugal stiffening effect is included in the derivation. A finite-dimensional model, including couplings of axial and transverse vibrations, and of elastic deformations and rigid motions, is obtained by the finite element method. By neglecting the axial motion, a simplified modelling, suitable for studying the transverse vibration and control of a beam with large angle and high-speed rotation, is presented. And suppressions of transverse vibrations of a rotating beam are simulated with the model by combining positive position feedback and momentum exchange feedback control laws. It is indicated that an improved performance for vibration control can be achieved with the method.

Collective effects and dynamics of non-adiabatic flame balls

NASA Astrophysics Data System (ADS)

D'Angelo, Yves; Joulin, Guy

2001-03-01

The dynamics of a homogeneous, polydisperse collection of non-adiabatic flame balls (FBs) is investigated by analytical/numerical means. A strongly temperature-dependent Arrhenius reaction rate is assumed, along with a light enough reactant characterized by a markedly less than unity Lewis number (Le). Combining activation-energy asymptotics with a mean-field type of treatment, the analysis yields a nonlinear integro-differential evolution equation (EE) for the FB population. The EE accounts for heat losses inside each FB and unsteadiness around it, as well as for its interactions with the entire FB population, namely mutual heating and faster (Le<1) consumption of the reactant pool. The initial FB number density and size distribution enter the EE explicitly. The latter is studied analytically at early times, then for small total FB number densities; it is subsequently solved numerically, yielding the whole population evolution and its lifetime. Generalizations and open questions relating to `spotty' turbulent combustion are finally evoked.

Bushes of vibrational modes for Fermi-Pasta-Ulam chains

NASA Astrophysics Data System (ADS)

Chechin, G. M.; Novikova, N. V.; Abramenko, A. A.

2002-06-01

Some exact solutions and multimode invariant submanifolds were found for the Fermi-Pasta-Ulam (FPU)- β model by Poggi and Ruffo [Physica D 103 (1997) 251]. In the present paper we demonstrate how results of such a type can be obtained for an arbitraryN-particle chain with periodic boundary conditions with the aid of our group-theoretical approach [Physica D 117 (1998) 43] based on the concept of bushes of normal modes in mechanical systems with discrete symmetry. The integro-differential equation describing the FPU- α dynamics in the modal space is derived. The loss of stability of the bushes of modes for the FPU- α model, in particular, for the limiting case N→∞ for the dynamical regime with displacement pattern having period twice the lattice spacing ( π-mode) is studied. Our results for the FPU- α chain are compared with those by Poggi and Ruffo for the FPU- β chain.

Some remarks on the numerical solution of parabolic partial differential equations

NASA Astrophysics Data System (ADS)

Campagna, R.; Cuomo, S.; Leveque, S.; Toraldo, G.; Giannino, F.; Severino, G.

2017-11-01

Numerous environmental/engineering applications relying upon the theory of diffusion phenomena into chaotic environments have recently stimulated the interest toward the numerical solution of parabolic partial differential equations (PDEs). In the present paper, we outline a formulation of the mathematical problem underlying a quite general diffusion mechanism in the natural environments, and we shortly emphasize some remarks concerning the applicability of the (straightforward) finite difference method. An illustration example is also presented.

The Refinement-Tree Partition for Parallel Solution of Partial Differential Equations

PubMed Central

Mitchell, William F.

1998-01-01

Dynamic load balancing is considered in the context of adaptive multilevel methods for partial differential equations on distributed memory multiprocessors. An approach that periodically repartitions the grid is taken. The important properties of a partitioning algorithm are presented and discussed in this context. A partitioning algorithm based on the refinement tree of the adaptive grid is presented and analyzed in terms of these properties. Theoretical and numerical results are given. PMID:28009355

The Refinement-Tree Partition for Parallel Solution of Partial Differential Equations.

PubMed

Mitchell, William F

1998-01-01

Dynamic load balancing is considered in the context of adaptive multilevel methods for partial differential equations on distributed memory multiprocessors. An approach that periodically repartitions the grid is taken. The important properties of a partitioning algorithm are presented and discussed in this context. A partitioning algorithm based on the refinement tree of the adaptive grid is presented and analyzed in terms of these properties. Theoretical and numerical results are given.

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.

A convex penalty for switching control of partial differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

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.

Numerical methods for large-scale, time-dependent partial differential equations

NASA Technical Reports Server (NTRS)

Turkel, E.

1979-01-01

A survey of numerical methods for time dependent partial differential equations is presented. The emphasis is on practical applications to large scale problems. A discussion of new developments in high order methods and moving grids is given. The importance of boundary conditions is stressed for both internal and external flows. A description of implicit methods is presented including generalizations to multidimensions. Shocks, aerodynamics, meteorology, plasma physics and combustion applications are also briefly described.

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.

Stability analysis of multigrid acceleration methods for the solution of partial differential equations

NASA Technical Reports Server (NTRS)

Fay, John F.

1990-01-01

A calculation is made of the stability of various relaxation schemes for the numerical solution of partial differential equations. A multigrid acceleration method is introduced, and its effects on stability are explored. A detailed stability analysis of a simple case is carried out and verified by numerical experiment. It is shown that the use of multigrids can speed convergence by several orders of magnitude without adversely affecting stability.

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

NASA Astrophysics Data System (ADS)

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

2015-07-01

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

From crater functions to partial differential equations: a new approach to ion bombardment induced nonequilibrium pattern formation.

PubMed

Norris, Scott A; Brenner, Michael P; Aziz, Michael J

2009-06-03

We develop a methodology for deriving continuum partial differential equations for the evolution of large-scale surface morphology directly from molecular dynamics simulations of the craters formed from individual ion impacts. Our formalism relies on the separation between the length scale of ion impact and the characteristic scale of pattern formation, and expresses the surface evolution in terms of the moments of the crater function. We demonstrate that the formalism reproduces the classical Bradley-Harper results, as well as ballistic atomic drift, under the appropriate simplifying assumptions. Given an actual set of converged molecular dynamics moments and their derivatives with respect to the incidence angle, our approach can be applied directly to predict the presence and absence of surface morphological instabilities. This analysis represents the first work systematically connecting molecular dynamics simulations of ion bombardment to partial differential equations that govern topographic pattern-forming instabilities.

Partial differential equations constrained combinatorial optimization on an adiabatic quantum computer

NASA Astrophysics Data System (ADS)

Chandra, Rishabh

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

PetIGA: A framework for high-performance isogeometric analysis

DOE PAGES

Dalcin, Lisandro; Collier, Nathaniel; Vignal, Philippe; ...

2016-05-25

We present PetIGA, a code framework to approximate the solution of partial differential equations using isogeometric analysis. PetIGA can be used to assemble matrices and vectors which come from a Galerkin weak form, discretized with Non-Uniform Rational B-spline basis functions. We base our framework on PETSc, a high-performance library for the scalable solution of partial differential equations, which simplifies the development of large-scale scientific codes, provides a rich environment for prototyping, and separates parallelism from algorithm choice. We describe the implementation of PetIGA, and exemplify its use by solving a model nonlinear problem. To illustrate the robustness and flexibility ofmore » PetIGA, we solve some challenging nonlinear partial differential equations that include problems in both solid and fluid mechanics. Lastly, we show strong scaling results on up to 4096 cores, which confirm the suitability of PetIGA for large scale simulations.« less

Dynamically orthogonal field equations for stochastic flows and particle dynamics

DTIC Science & Technology

2011-02-01

where uncertainty ‘lives’ as well as a system of Stochastic Di erential Equations that de nes how the uncertainty evolves in the time varying stochastic ... stochastic dynamical component that are both time and space dependent, we derive a system of field equations consisting of a Partial Differential Equation...a system of Stochastic Differential Equations that defines how the stochasticity evolves in the time varying stochastic subspace. These new

A Model for the Oxidation of C/SiC Composite Structures

NASA Technical Reports Server (NTRS)

Sullivan, Roy M.

2003-01-01

A mathematical theory and an accompanying numerical scheme have been developed for predicting the oxidation behavior of C/SiC composite structures. The theory is derived from the mechanics of the flow of ideal gases through a porous solid. Within the mathematical formulation, two diffusion mechanisms are possible: (1) the relative diffusion of one species with respect to the mixture, which is concentration gradient driven and (2) the diffusion associated with the average velocity of the gas mixture, which is total gas pressure gradient driven. The result of the theoretical formulation is a set of two coupled nonlinear differential equations written in terms of the oxidant and oxide partial pressures. The differential equations must be solved simultaneously to obtain the partial vapor pressures of the oxidant and oxides as a function of space and time. The local rate of carbon oxidation is determined as a function of space and time using the map of the local oxidant partial vapor pressure along with the Arrhenius rate equation. The nonlinear differential equations are cast into matrix equations by applying the Bubnov-Galerkin weighted residual method, allowing for the solution of the differential equations numerically. The end result is a numerical scheme capable of determining the variation of the local carbon oxidation rates as a function of space and time for any arbitrary C/SiC composite structures.

Nonlinear anomalous diffusion equation and fractal dimension: exact generalized Gaussian solution.

PubMed

Pedron, I T; Mendes, R S; Malacarne, L C; Lenzi, E K

2002-04-01

In this work we incorporate, in a unified way, two anomalous behaviors, the power law and stretched exponential ones, by considering the radial dependence of the N-dimensional nonlinear diffusion equation partial differential rho/ partial differential t=nabla.(Knablarho(nu))-nabla.(muFrho)-alpharho, where K=Dr(-theta), nu, theta, mu, and D are real parameters, F is the external force, and alpha is a time-dependent source. This equation unifies the O'Shaughnessy-Procaccia anomalous diffusion equation on fractals (nu=1) and the spherical anomalous diffusion for porous media (theta=0). An exact spherical symmetric solution of this nonlinear Fokker-Planck equation is obtained, leading to a large class of anomalous behaviors. Stationary solutions for this Fokker-Planck-like equation are also discussed by introducing an effective potential.

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.

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.

Learning partial differential equations via data discovery and sparse optimization

PubMed Central

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. PMID:28265183

Gröbner Bases and Generation of Difference Schemes for Partial Differential Equations

NASA Astrophysics Data System (ADS)

Gerdt, Vladimir P.; Blinkov, Yuri A.; Mozzhilkin, Vladimir V.

2006-05-01

In this paper we present an algorithmic approach to the generation of fully conservative difference schemes for linear partial differential equations. The approach is based on enlargement of the equations in their integral conservation law form by extra integral relations between unknown functions and their derivatives, and on discretization of the obtained system. The structure of the discrete system depends on numerical approximation methods for the integrals occurring in the enlarged system. As a result of the discretization, a system of linear polynomial difference equations is derived for the unknown functions and their partial derivatives. A difference scheme is constructed by elimination of all the partial derivatives. The elimination can be achieved by selecting a proper elimination ranking and by computing a Gröbner basis of the linear difference ideal generated by the polynomials in the discrete system. For these purposes we use the difference form of Janet-like Gröbner bases and their implementation in Maple. As illustration of the described methods and algorithms, we construct a number of difference schemes for Burgers and Falkowich-Karman equations and discuss their numerical properties.

Conformational statistics of stiff macromolecules as solutions to partial differential equations on the rotation and motion groups

PubMed

Chirikjian; Wang

2000-07-01

Partial differential equations (PDE's) for the probability density function (PDF) of the position and orientation of the distal end of a stiff macromolecule relative to its proximal end are derived and solved. The Kratky-Porod wormlike chain, the Yamakawa helical wormlike chain, and the original and revised Marko-Siggia models are examples of stiffness models to which the present formulation is applied. The solution technique uses harmonic analysis on the rotation and motion groups to convert PDE's governing the PDF's of interest into linear algebraic equations which have mathematically elegant solutions.

Double diffusive conjugate heat transfer: Part III

NASA Astrophysics Data System (ADS)

Soudagar, Manzoor Elahi M.; Azeem

2018-05-01

The placement of a small solid wall towards cold surface of square porous cavity affects the heat transfer behavior of porous region due to restriction of fluid motion in the region occupied by solid wall. An investigation of heat transfer is carried out to understand the fluid flow and heat transfer behavior in porous cavity by solving the governing partial differential equations. Galerkin's approach is used to convert the partial differential equations into algebraic form of equations by applying finite element method. The heat transfer increases for solid towards right surface as compared to the case of solid at center of cavity.

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

Sparse dynamics for partial differential equations.

PubMed

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

2013-04-23

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.

Diffusion in random networks: Asymptotic properties, and numerical and engineering approximations

NASA Astrophysics Data System (ADS)

Padrino, Juan C.; Zhang, Duan Z.

2016-11-01

The ensemble phase averaging technique is applied to model mass transport by diffusion in random networks. The system consists of an ensemble of random networks, where each network is made of a set of pockets connected by tortuous channels. Inside a channel, we assume that fluid transport is governed by the one-dimensional diffusion equation. Mass balance leads to an integro-differential equation for the pores mass density. The so-called dual porosity model is found to be equivalent to the leading order approximation of the integration kernel when the diffusion time scale inside the channels is small compared to the macroscopic time scale. As a test problem, we consider the one-dimensional mass diffusion in a semi-infinite domain, whose solution is sought numerically. Because of the required time to establish the linear concentration profile inside a channel, for early times the similarity variable is xt- 1 / 4 rather than xt- 1 / 2 as in the traditional theory. This early time sub-diffusive similarity can be explained by random walk theory through the network. In addition, by applying concepts of fractional calculus, we show that, for small time, the governing equation reduces to a fractional diffusion equation with known solution. We recast this solution in terms of special functions easier to compute. Comparison of the numerical and exact solutions shows excellent agreement.

The boundary integral theory for slow and rapid curved solid/liquid interfaces propagating into binary systems

NASA Astrophysics Data System (ADS)

Galenko, Peter K.; Alexandrov, Dmitri V.; Titova, Ekaterina A.

2018-01-01

The boundary integral method for propagating solid/liquid interfaces is detailed with allowance for the thermo-solutal Stefan-type models. Two types of mass transfer mechanisms corresponding to the local equilibrium (parabolic-type equation) and local non-equilibrium (hyperbolic-type equation) solidification conditions are considered. A unified integro-differential equation for the curved interface is derived. This equation contains the steady-state conditions of solidification as a special case. The boundary integral analysis demonstrates how to derive the quasi-stationary Ivantsov and Horvay-Cahn solutions that, respectively, define the paraboloidal and elliptical crystal shapes. In the limit of highest Péclet numbers, these quasi-stationary solutions describe the shape of the area around the dendritic tip in the form of a smooth sphere in the isotropic case and a deformed sphere along the directions of anisotropy strength in the anisotropic case. A thermo-solutal selection criterion of the quasi-stationary growth mode of dendrites which includes arbitrary Péclet numbers is obtained. To demonstrate the selection of patterns, computational modelling of the quasi-stationary growth of crystals in a binary mixture is carried out. The modelling makes it possible to obtain selected structures in the form of dendritic, fractal or planar crystals. This article is part of the theme issue `From atomistic interfaces to dendritic patterns'.

Creep rupture analysis of a beam resting on high temperature foundation

NASA Technical Reports Server (NTRS)

Gu, Randy J.; Cozzarelli, Francis A.

1988-01-01

A simplified uniaxial strain controlled creep damage law is deduced with the use of experimental observation from a more complex strain dependent law. This creep damage law correlates the creep damage, which is interpreted as the density variation in the material, directly with the accumulated creep strain. Based on the deduced uniaxial strain controlled creep damage law, a continuum mechanical creep rupture analysis is carried out for a beam resting on a high temperature elastic (Winkler) foundation. The analysis includes the determination of the nondimensional time for initial rupture, the propagation of the rupture front with the associated thinning of the beam, and the influence of creep damage on the deflection of the beam. Creep damage starts accumulating in the beam as soon as the load is applied, and a creep rupture front develops at and propagates from the point at which the creep damage first reaches its critical value. By introducing a series of fundamental assumptions within the framework of technical Euler-Bernoulli type beam theory, a governing set of integro-differential equations is derived in terms of the nondimensional bending moment and the deflection. These governing equations are subjected to a set of interface conditions at the propagating rupture front. A numerical technique is developed to solve the governing equations together with the interface equations, and the computed results are presented and discussed in detail.

The use of solution adaptive grids in solving partial differential equations

NASA Technical Reports Server (NTRS)

Anderson, D. A.; Rai, M. M.

1982-01-01

The grid point distribution used in solving a partial differential equation using a numerical method has a substantial influence on the quality of the solution. An adaptive grid which adjusts as the solution changes provides the best results when the number of grid points available for use during the calculation is fixed. Basic concepts used in generating and applying adaptive grids are reviewed in this paper, and examples illustrating applications of these concepts are presented.

Multirate Integration Properties of Waveform Relaxation with Applications to Circuit Simulation and Parallel Computation

DTIC Science & Technology

1985-11-18

Greenberg and K. Sakallah at Digital Equipment Corporation, and C-F. Chen, L Nagel, and P. ,. Subrahmanyam at AT&T Bell Laboratories, both for providing...Circuit Theory McGraw-Hill, 1969. [37] R. Courant and D. Hilbert , Partial Differential Equations, Vol. 2 of Methods of Mathematical Physics...McGraw-Hill, N.Y., 1965. Page 161 [44) R. Courant and D. Hilbert , Partial Differential Equations, Vol. 2 of Methods of Mathematical Physics

A Posteriori Finite Element Bounds for Sensitivity Derivatives of Partial-Differential-Equation Outputs. Revised

NASA Technical Reports Server (NTRS)

Lewis, Robert Michael; Patera, Anthony T.; Peraire, Jaume

1998-01-01

We present a Neumann-subproblem a posteriori finite element procedure for the efficient and accurate calculation of rigorous, 'constant-free' upper and lower bounds for sensitivity derivatives of functionals of the solutions of partial differential equations. The design motivation for sensitivity derivative error control is discussed; the a posteriori finite element procedure is described; the asymptotic bounding properties and computational complexity of the method are summarized; and illustrative numerical results are presented.

Explicitly-correlated Gaussian geminals in electronic structure calculations

NASA Astrophysics Data System (ADS)

Szalewicz, Krzysztof; Jeziorski, Bogumił

2010-11-01

Explicitly correlated functions have been used since 1929, but initially only for two-electron systems. In 1960, Boys and Singer showed that if the correlating factor is of Gaussian form, many-electron integrals can be computed for general molecules. The capability of explicitly correlated Gaussian (ECG) functions to accurately describe many-electron atoms and molecules was demonstrated only in the early 1980s when Monkhorst, Zabolitzky and the present authors cast the many-body perturbation theory (MBPT) and coupled cluster (CC) equations as a system of integro-differential equations and developed techniques of solving these equations with two-electron ECG functions (Gaussian-type geminals, GTG). This work brought a new accuracy standard to MBPT/CC calculations. In 1985, Kutzelnigg suggested that the linear r 12 correlating factor can also be employed if n-electron integrals, n > 2, are factorised with the resolution of identity. Later, this factor was replaced by more general functions f (r 12), most often by ? , usually represented as linear combinations of Gaussian functions which makes the resulting approach (called F12) a special case of the original GTG expansion. The current state-of-art is that, for few-electron molecules, ECGs provide more accurate results than any other basis available, but for larger systems the F12 approach is the method of choice, giving significant improvements over orbital calculations.

Kinetic models for crowd dynamics. Comment on "Human behaviours in evacuation crowd dynamics: From modelling to "big data" toward crisis management" by N. Bellomo et al.

NASA Astrophysics Data System (ADS)

Banasiak, J.

2016-09-01

There has been a hierarchy of models of crowd behaviour. One can consider the crowd at the so called microscopic level, as a collection of individuals, and derive its description in the form of a (large) system of ordinary differential equations describing the position and velocity of each individual, in parallel to the Newton's description of matter, see e.g. [10]. Another possibility is to describe crowd, in analogy to fluid dynamics, by providing its density and velocity at a given point, see e.g. [11,12]. At the same time, it is recognized that crowd is 'living, social' system that is prone to exhibit rare, not easily predictable, behaviour in response to stress induced by the perception of danger, or of the action of specific agents, see e.g. [1,2]. This high probability of the occurrence of events that are far from average, makes the crowd behaviour similar to the processes with fat-tailed distribution of events. Such unlikely events have been metaphorically termed black swans in [14], or Lévy flights in [13]. While microscopic and macroscopic models can capture many features of crowd dynamics, including obstacles, see [3,8], such models are described by differential equations that inherently are local in space. At the same time, black swan events are often caused by non-local interactions such as self-organization, learning or adherence to some averaged group behaviour. It is known that such interactions are well described by mean field models best represented by integro-differential equations, such as the Boltzmann equation of the rarefied gas theory. This has made plausible to introduce crowd models at the intermediate, (meso) scale by describing the crowd by the one particle distribution function that gives the density of individuals at any particular state; that is, at a given point in the domain and moving with a specific velocity.

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

ERIC Educational Resources Information Center

Aliev, Nihan; Jahanshahi, Mohammad

2002-01-01

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

Homogeneous partial differential equations for superpositions of indeterminate functions of several variables

NASA Astrophysics Data System (ADS)

Asai, Kazuto

2009-02-01

We determine essentially all partial differential equations satisfied by superpositions of tree type and of a further special type. These equations represent necessary and sufficient conditions for an analytic function to be locally expressible as an analytic superposition of the type indicated. The representability of a real analytic function by a superposition of this type is independent of whether that superposition involves real-analytic functions or C^{\\rho}-functions, where the constant \\rho is determined by the structure of the superposition. We also prove that the function u defined by u^n=xu^a+yu^b+zu^c+1 is generally non-representable in any real (resp. complex) domain as f\\bigl(g(x,y),h(y,z)\\bigr) with twice differentiable f and differentiable g, h (resp. analytic f, g, h).

Partial Fractions via Calculus

ERIC Educational Resources Information Center

Bauldry, William C.

2018-01-01

The standard technique taught in calculus courses for partial fraction expansions uses undetermined coefficients to generate a system of linear equations; we present a derivative-based technique that calculus and differential equations instructors can use to reinforce connections to calculus. Simple algebra shows that we can use the derivative to…

Anomalous diffusion associated with nonlinear fractional derivative fokker-planck-like equation: exact time-dependent solutions

PubMed

Bologna; Tsallis; Grigolini

2000-08-01

We consider the d=1 nonlinear Fokker-Planck-like equation with fractional derivatives ( partial differential/ partial differentialt)P(x,t)=D( partial differential(gamma)/ partial differentialx(gamma))[P(x,t)](nu). Exact time-dependent solutions are found for nu=(2-gamma)/(1+gamma)(-infinity

Reliable Real-Time Solution of Parametrized Partial Differential Equations: Reduced-Basis Output Bound Methods. Appendix 2

NASA Technical Reports Server (NTRS)

Prudhomme, C.; Rovas, D. V.; Veroy, K.; Machiels, L.; Maday, Y.; Patera, A. T.; Turinici, G.; Zang, Thomas A., Jr. (Technical Monitor)

2002-01-01

We present a technique for the rapid and reliable prediction of linear-functional outputs of elliptic (and parabolic) partial differential equations with affine parameter dependence. The essential components are (i) (provably) rapidly convergent global reduced basis approximations, Galerkin projection onto a space W(sub N) spanned by solutions of the governing partial differential equation at N selected points in parameter space; (ii) a posteriori error estimation, relaxations of the error-residual equation that provide inexpensive yet sharp and rigorous bounds for the error in the outputs of interest; and (iii) off-line/on-line computational procedures, methods which decouple the generation and projection stages of the approximation process. The operation count for the on-line stage, in which, given a new parameter value, we calculate the output of interest and associated error bound, depends only on N (typically very small) and the parametric complexity of the problem; the method is thus ideally suited for the repeated and rapid evaluations required in the context of parameter estimation, design, optimization, and real-time control.

Statistical theory for the Kardar-Parisi-Zhang equation in (1+1) dimensions.

PubMed

Masoudi, A A; Shahbazi, F; Davoudi, J; Tabar, M Reza Rahimi

2002-02-01

The Kardar-Parisi-Zhang (KPZ) equation in (1+1) dimensions dynamically develops sharply connected valley structures within which the height derivative is not continuous. We develop a statistical theory for the KPZ equation in (1+1) dimensions driven with a random forcing that is white in time and Gaussian-correlated in space. A master equation is derived for the joint probability density function of height difference and height gradient P(h-h*, partial differential(x)h,t) when the forcing correlation length is much smaller than the system size and much larger than the typical sharp valley width. In the time scales before the creation of the sharp valleys, we find the exact generating function of h-h* and partial differential(x)h. The time scale of the sharp valley formation is expressed in terms of the force characteristics. In the stationary state, when the sharp valleys are fully developed, finite-size corrections to the scaling laws of the structure functions left angle bracket(h-h*)(n)(partial differential(x)h)(m)right angle bracket are also obtained.

On some control problems of dynamic of reactor

NASA Astrophysics Data System (ADS)

Baskakov, A. V.; Volkov, N. P.

2017-12-01

The paper analyzes controllability of the transient processes in some problems of nuclear reactor dynamics. In this case, the mathematical model of nuclear reactor dynamics is described by a system of integro-differential equations consisting of the non-stationary anisotropic multi-velocity kinetic equation of neutron transport and the balance equation of delayed neutrons. The paper defines the formulation of the linear problem on control of transient processes in nuclear reactors with application of spatially distributed actions on internal neutron sources, and the formulation of the nonlinear problems on control of transient processes with application of spatially distributed actions on the neutron absorption coefficient and the neutron scattering indicatrix. The required control actions depend on the spatial and velocity coordinates. The theorems on existence and uniqueness of these control actions are proved in the paper. To do this, the control problems mentioned above are reduced to equivalent systems of integral equations. Existence and uniqueness of the solution for this system of integral equations is proved by the method of successive approximations, which makes it possible to construct an iterative scheme for numerical analyses of transient processes in a given nuclear reactor with application of the developed mathematical model. Sufficient conditions for controllability of transient processes are also obtained. In conclusion, a connection is made between the control problems and the observation problems, which, by to the given information, allow us to reconstruct either the function of internal neutron sources, or the neutron absorption coefficient, or the neutron scattering indicatrix....

Analytic solution for the space-time fractional Klein-Gordon and coupled conformable Boussinesq equations

NASA Astrophysics Data System (ADS)

Shallal, Muhannad A.; Jabbar, Hawraz N.; Ali, Khalid K.

2018-03-01

In this paper, we constructed a travelling wave solution for space-time fractional nonlinear partial differential equations by using the modified extended Tanh method with Riccati equation. The method is used to obtain analytic solutions for the space-time fractional Klein-Gordon and coupled conformable space-time fractional Boussinesq equations. The fractional complex transforms and the properties of modified Riemann-Liouville derivative have been used to convert these equations into nonlinear ordinary differential equations.

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

NASA Technical Reports Server (NTRS)

Chang, S. C.

1986-01-01

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

Exact Solutions for the Integrable Sixth-Order Drinfeld-Sokolov-Satsuma-Hirota System by the Analytical Methods.

PubMed

Manafian Heris, Jalil; Lakestani, Mehrdad

2014-01-01

We establish exact solutions including periodic wave and solitary wave solutions for the integrable sixth-order Drinfeld-Sokolov-Satsuma-Hirota system. We employ this system by using a generalized (G'/G)-expansion and the generalized tanh-coth methods. These methods are developed for searching exact travelling wave solutions of nonlinear partial differential equations. It is shown that these methods, with the help of symbolic computation, provide a straightforward and powerful mathematical tool for solving nonlinear partial differential equations.

Explicit finite difference predictor and convex corrector with applications to hyperbolic partial differential equations

NASA Technical Reports Server (NTRS)

Dey, C.; Dey, S. K.

1983-01-01

An explicit finite difference scheme consisting of a predictor and a corrector has been developed and applied to solve some hyperbolic partial differential equations (PDEs). The corrector is a convex-type function which is applied at each time level and at each mesh point. It consists of a parameter which may be estimated such that for larger time steps the algorithm should remain stable and generate a fast speed of convergence to the steady-state solution. Some examples have been given.

A comparison of numerical solutions of partial differential equations with probabilistic and possibilistic parameters for the quantification of uncertainty in subsurface solute transport.

PubMed

Zhang, Kejiang; Achari, Gopal; Li, Hua

2009-11-03

Traditionally, uncertainty in parameters are represented as probabilistic distributions and incorporated into groundwater flow and contaminant transport models. With the advent of newer uncertainty theories, it is now understood that stochastic methods cannot properly represent non random uncertainties. In the groundwater flow and contaminant transport equations, uncertainty in some parameters may be random, whereas those of others may be non random. The objective of this paper is to develop a fuzzy-stochastic partial differential equation (FSPDE) model to simulate conditions where both random and non random uncertainties are involved in groundwater flow and solute transport. Three potential solution techniques namely, (a) transforming a probability distribution to a possibility distribution (Method I) then a FSPDE becomes a fuzzy partial differential equation (FPDE), (b) transforming a possibility distribution to a probability distribution (Method II) and then a FSPDE becomes a stochastic partial differential equation (SPDE), and (c) the combination of Monte Carlo methods and FPDE solution techniques (Method III) are proposed and compared. The effects of these three methods on the predictive results are investigated by using two case studies. The results show that the predictions obtained from Method II is a specific case of that got from Method I. When an exact probabilistic result is needed, Method II is suggested. As the loss or gain of information during a probability-possibility (or vice versa) transformation cannot be quantified, their influences on the predictive results is not known. Thus, Method III should probably be preferred for risk assessments.

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

PubMed

Wilson, Dan; Moehlis, Jeff

2016-07-01

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

Investigation of Solitary wave solutions for Vakhnenko-Parkes equation via exp-function and Exp(-ϕ(ξ))-expansion method.

PubMed

Roshid, Harun-Or; Kabir, Md Rashed; Bhowmik, Rajandra Chadra; Datta, Bimal Kumar

2014-01-01

In this paper, we have described two dreadfully important methods to solve nonlinear partial differential equations which are known as exp-function and the exp(-ϕ(ξ)) -expansion method. Recently, there are several methods to use for finding analytical solutions of the nonlinear partial differential equations. The methods are diverse and useful for solving the nonlinear evolution equations. With the help of these methods, we are investigated the exact travelling wave solutions of the Vakhnenko- Parkes equation. The obtaining soliton solutions of this equation are described many physical phenomena for weakly nonlinear surface and internal waves in a rotating ocean. Further, three-dimensional plots of the solutions such as solitons, singular solitons, bell type solitary wave i.e. non-topological solitons solutions and periodic solutions are also given to visualize the dynamics of the equation.

Nonlinear differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

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 ismore » 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.« less

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

NASA Technical Reports Server (NTRS)

Pflaum, Christoph

1996-01-01

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

Optimal Control for Stochastic Delay Evolution Equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Meng, Qingxin, E-mail: mqx@hutc.zj.cn; Shen, Yang, E-mail: skyshen87@gmail.com

2016-08-15

In this paper, we investigate a class of infinite-dimensional optimal control problems, where the state equation is given by a stochastic delay evolution equation with random coefficients, and the corresponding adjoint equation is given by an anticipated backward stochastic evolution equation. We first prove the continuous dependence theorems for stochastic delay evolution equations and anticipated backward stochastic evolution equations, and show the existence and uniqueness of solutions to anticipated backward stochastic evolution equations. Then we establish necessary and sufficient conditions for optimality of the control problem in the form of Pontryagin’s maximum principles. To illustrate the theoretical results, we applymore » stochastic maximum principles to study two examples, an infinite-dimensional linear-quadratic control problem with delay and an optimal control of a Dirichlet problem for a stochastic partial differential equation with delay. Further applications of the two examples to a Cauchy problem for a controlled linear stochastic partial differential equation and an optimal harvesting problem are also considered.« less

On the solution of the complex eikonal equation in acoustic VTI media: A perturbation plus optimization scheme

NASA Astrophysics Data System (ADS)

Huang, Xingguo; Sun, Jianguo; Greenhalgh, Stewart

2018-04-01

We present methods for obtaining numerical and analytic solutions of the complex eikonal equation in inhomogeneous acoustic VTI media (transversely isotropic media with a vertical symmetry axis). The key and novel point of the method for obtaining numerical solutions is to transform the problem of solving the highly nonlinear acoustic VTI eikonal equation into one of solving the relatively simple eikonal equation for the background (isotropic) medium and a system of linear partial differential equations. Specifically, to obtain the real and imaginary parts of the complex traveltime in inhomogeneous acoustic VTI media, we generalize a perturbation theory, which was developed earlier for solving the conventional real eikonal equation in inhomogeneous anisotropic media, to the complex eikonal equation in such media. After the perturbation analysis, we obtain two types of equations. One is the complex eikonal equation for the background medium and the other is a system of linearized partial differential equations for the coefficients of the corresponding complex traveltime formulas. To solve the complex eikonal equation for the background medium, we employ an optimization scheme that we developed for solving the complex eikonal equation in isotropic media. Then, to solve the system of linearized partial differential equations for the coefficients of the complex traveltime formulas, we use the finite difference method based on the fast marching strategy. Furthermore, by applying the complex source point method and the paraxial approximation, we develop the analytic solutions of the complex eikonal equation in acoustic VTI media, both for the isotropic and elliptical anisotropic background medium. Our numerical results demonstrate the effectiveness of our derivations and illustrate the influence of the beam widths and the anisotropic parameters on the complex traveltimes.

Geometrical enhancement of the electric field: Application of fractional calculus in nanoplasmonics

NASA Astrophysics Data System (ADS)

Baskin, E.; Iomin, A.

2011-12-01

We developed an analytical approach, for a wave propagation in metal-dielectric nanostructures in the quasi-static limit. This consideration establishes a link between fractional geometry of the nanostructure and fractional integro-differentiation. The method is based on fractional calculus and permits to obtain analytical expressions for the electric-field enhancement.

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.

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.

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.

Period of vibration of axially vibrating truly nonlinear rod

NASA Astrophysics Data System (ADS)

Cveticanin, L.

2016-07-01

In this paper the axial vibration of a muscle whose fibers are parallel to the direction of muscle compression is investigated. The model is a clamped-free rod with a strongly nonlinear elastic property. Axial vibration is described by a nonlinear partial differential equation. A solution of the equation is constructed for special initial conditions by using the method of separation of variables. The partial differential equation is separated into two uncoupled strongly nonlinear second order differential equations. Both equations, with displacement function and with time function are exactly determined. Exact solutions are given in the form of inverse incomplete and inverse complete Beta function. Using boundary and initial conditions, the frequency of vibration is obtained. It has to be mentioned that the determined frequency represents the exact analytic description for the axially vibrating truly nonlinear clamped-free rod. The procedure suggested in this paper is applied for calculation of the frequency of the longissimus dorsi muscle of a cow. The influence of elasticity order and elasticity coefficient on the frequency property is tested.

Evaluating Feynman integrals by the hypergeometry

NASA Astrophysics Data System (ADS)

Feng, Tai-Fu; Chang, Chao-Hsi; Chen, Jian-Bin; Gu, Zhi-Hua; Zhang, Hai-Bin

2018-02-01

The hypergeometric function method naturally provides the analytic expressions of scalar integrals from concerned Feynman diagrams in some connected regions of independent kinematic variables, also presents the systems of homogeneous linear partial differential equations satisfied by the corresponding scalar integrals. Taking examples of the one-loop B0 and massless C0 functions, as well as the scalar integrals of two-loop vacuum and sunset diagrams, we verify our expressions coinciding with the well-known results of literatures. Based on the multiple hypergeometric functions of independent kinematic variables, the systems of homogeneous linear partial differential equations satisfied by the mentioned scalar integrals are established. Using the calculus of variations, one recognizes the system of linear partial differential equations as stationary conditions of a functional under some given restrictions, which is the cornerstone to perform the continuation of the scalar integrals to whole kinematic domains numerically with the finite element methods. In principle this method can be used to evaluate the scalar integrals of any Feynman diagrams.

Solving Partial Differential Equations in a data-driven multiprocessor environment

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gaudiot, J.L.; Lin, C.M.; Hosseiniyar, M.

1988-12-31

Partial differential equations can be found in a host of engineering and scientific problems. The emergence of new parallel architectures has spurred research in the definition of parallel PDE solvers. Concurrently, highly programmable systems such as data-how architectures have been proposed for the exploitation of large scale parallelism. The implementation of some Partial Differential Equation solvers (such as the Jacobi method) on a tagged token data-flow graph is demonstrated here. Asynchronous methods (chaotic relaxation) are studied and new scheduling approaches (the Token No-Labeling scheme) are introduced in order to support the implementation of the asychronous methods in a data-driven environment.more » New high-level data-flow language program constructs are introduced in order to handle chaotic operations. Finally, the performance of the program graphs is demonstrated by a deterministic simulation of a message passing data-flow multiprocessor. An analysis of the overhead in the data-flow graphs is undertaken to demonstrate the limits of parallel operations in dataflow PDE program graphs.« less

Integrability of systems of two second-order ordinary differential equations admitting four-dimensional Lie algebras

PubMed Central

Gazizov, R. K.

2017-01-01

We suggest an algorithm for integrating systems of two second-order ordinary differential equations with four symmetries. In particular, if the admitted transformation group has two second-order differential invariants, the corresponding system can be integrated by quadratures using invariant representation and the operator of invariant differentiation. Otherwise, the systems reduce to partially uncoupled forms and can also be integrated by quadratures. PMID:28265184

Integrability of systems of two second-order ordinary differential equations admitting four-dimensional Lie algebras.

PubMed

Gainetdinova, A A; Gazizov, R K

2017-01-01

We suggest an algorithm for integrating systems of two second-order ordinary differential equations with four symmetries. In particular, if the admitted transformation group has two second-order differential invariants, the corresponding system can be integrated by quadratures using invariant representation and the operator of invariant differentiation. Otherwise, the systems reduce to partially uncoupled forms and can also be integrated by quadratures.

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

NASA Technical Reports Server (NTRS)

Lakin, W. D.

1981-01-01

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

An ansatz for solving nonlinear partial differential equations in mathematical physics.

PubMed

Akbar, M Ali; Ali, Norhashidah Hj Mohd

2016-01-01

In this article, we introduce an ansatz involving exact traveling wave solutions to nonlinear partial differential equations. To obtain wave solutions using direct method, the choice of an appropriate ansatz is of great importance. We apply this ansatz to examine new and further general traveling wave solutions to the (1+1)-dimensional modified Benjamin-Bona-Mahony equation. Abundant traveling wave solutions are derived including solitons, singular solitons, periodic solutions and general solitary wave solutions. The solutions emphasize the nobility of this ansatz in providing distinct solutions to various tangible phenomena in nonlinear science and engineering. The ansatz could be more efficient tool to deal with higher dimensional nonlinear evolution equations which frequently arise in many real world physical problems.

On the nonlinear three dimensional instability of Stokes layers and other shear layers to pairs of oblique waves

NASA Technical Reports Server (NTRS)

Wu, Xuesong; Lee, Sang Soo; Cowley, Stephen J.

1992-01-01

The nonlinear evolution of a pair of initially oblique waves in a high Reynolds Number Stokes layer is studied. Attention is focused on times when disturbances of amplitude epsilon have O(epsilon(exp 1/3)R) growth rates, where R is the Reynolds number. The development of a pair of oblique waves is then controlled by nonlinear critical-layer effects. Viscous effects are included by studying the distinguished scaling epsilon = O(R(exp -1)). This leads to a complicated modification of the kernel function in the integro-differential amplitude equation. When viscosity is not too large, solutions to the amplitude equation develop a finite-time singularity, indicating that an explosive growth can be introduced by nonlinear effects; we suggest that such explosive growth can lead to the bursts observed in experiments. Increasing the importance of viscosity generally delays the occurrence of the finite-time singularity, and sufficiently large viscosity may lead to the disturbance decaying exponentially. For the special case when the streamwise and spanwise wavenumbers are equal, the solution can evolve into a periodic oscillation. A link between the unsteady critical-layer approach to high-Reynolds-number flow instability, and the wave vortex approach is identified.

Quantification of the evolution of firm size distributions due to mergers and acquisitions.

PubMed

Lera, Sandro Claudio; Sornette, Didier

2017-01-01

The distribution of firm sizes is known to be heavy tailed. In order to account for this stylized fact, previous economic models have focused mainly on growth through investments in a company's own operations (internal growth). Thereby, the impact of mergers and acquisitions (M&A) on the firm size (external growth) is often not taken into consideration, notwithstanding its potential large impact. In this article, we make a first step into accounting for M&A. Specifically, we describe the effect of mergers and acquisitions on the firm size distribution in terms of an integro-differential equation. This equation is subsequently solved both analytically and numerically for various initial conditions, which allows us to account for different observations of previous empirical studies. In particular, it rationalises shortcomings of past work by quantifying that mergers and acquisitions develop a significant influence on the firm size distribution only over time scales much longer than a few decades. This explains why M&A has apparently little impact on the firm size distributions in existing data sets. Our approach is very flexible and can be extended to account for other sources of external growth, thus contributing towards a holistic understanding of the distribution of firm sizes.

Canonical coordinates for partial differential equations

NASA Technical Reports Server (NTRS)

Hunt, L. R.; Villarreal, Ramiro

1988-01-01

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

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.

The fifth-order partial differential equation for the description of the α + β Fermi-Pasta-Ulam model

NASA Astrophysics Data System (ADS)

Kudryashov, Nikolay A.; Volkov, Alexandr K.

2017-01-01

We study a new nonlinear partial differential equation of the fifth order for the description of perturbations in the Fermi-Pasta-Ulam mass chain. This fifth-order equation is an expansion of the Gardner equation for the description of the Fermi-Pasta-Ulam model. We use the potential of interaction between neighbouring masses with both quadratic and cubic terms. The equation is derived using the continuous limit. Unlike the previous works, we take into account higher order terms in the Taylor series expansions. We investigate the equation using the Painlevé approach. We show that the equation does not pass the Painlevé test and can not be integrated by the inverse scattering transform. We use the logistic function method and the Laurent expansion method to find travelling wave solutions of the fifth-order equation. We use the pseudospectral method for the numerical simulation of wave processes, described by the equation.

A Textbook for a First Course in Computational Fluid Dynamics

NASA Technical Reports Server (NTRS)

Zingg, D. W.; Pulliam, T. H.; Nixon, David (Technical Monitor)

1999-01-01

This paper describes and discusses the textbook, Fundamentals of Computational Fluid Dynamics by Lomax, Pulliam, and Zingg, which is intended for a graduate level first course in computational fluid dynamics. This textbook emphasizes fundamental concepts in developing, analyzing, and understanding numerical methods for the partial differential equations governing the physics of fluid flow. Its underlying philosophy is that the theory of linear algebra and the attendant eigenanalysis of linear systems provides a mathematical framework to describe and unify most numerical methods in common use in the field of fluid dynamics. Two linear model equations, the linear convection and diffusion equations, are used to illustrate concepts throughout. Emphasis is on the semi-discrete approach, in which the governing partial differential equations (PDE's) are reduced to systems of ordinary differential equations (ODE's) through a discretization of the spatial derivatives. The ordinary differential equations are then reduced to ordinary difference equations (O(Delta)E's) using a time-marching method. This methodology, using the progression from PDE through ODE's to O(Delta)E's, together with the use of the eigensystems of tridiagonal matrices and the theory of O(Delta)E's, gives the book its distinctiveness and provides a sound basis for a deep understanding of fundamental concepts in computational fluid dynamics.

An Introduction to Computational Physics

NASA Astrophysics Data System (ADS)

Pang, Tao

2010-07-01

Preface to first edition; Preface; Acknowledgements; 1. Introduction; 2. Approximation of a function; 3. Numerical calculus; 4. Ordinary differential equations; 5. Numerical methods for matrices; 6. Spectral analysis; 7. Partial differential equations; 8. Molecular dynamics simulations; 9. Modeling continuous systems; 10. Monte Carlo simulations; 11. Genetic algorithm and programming; 12. Numerical renormalization; References; Index.

Parallel Algorithm Solves Coupled Differential Equations

NASA Technical Reports Server (NTRS)

Hayashi, A.

1987-01-01

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

Proceedings of the Dundee Conference (10th) Held in Dundee, Scotland on July 1988. Ordinary and Partial Differential Equations. Volume 2

DTIC Science & Technology

1988-07-01

a priori inequalities with applications to R J Knops boundary value problems 40 Singular systems of differential equations V G Sigiilito S L...Stochastic functional differential equations S E A Mohammed 100 Optimal control of variational inequalities 125 Ennio de Giorgi Colloquium V Barbu P Kr e...location of the period-doubled bifurcation point varies slightly with Zc [ 3 ]. In addition, no significant effect is found if a smoother functional

DOE Office of Scientific and Technical Information (OSTI.GOV)

Isa, Sharena Mohamad; Ali, Anati

In this paper, the hydromagnetic flow of dusty fluid over a vertical stretching sheet with thermal radiation is investigated. The governing partial differential equations are reduced to nonlinear ordinary differential equations using similarity transformation. These nonlinear ordinary differential equations are solved numerically using Runge-Kutta Fehlberg fourth-fifth order method (RKF45 Method). The behavior of velocity and temperature profiles of hydromagnetic fluid flow of dusty fluid is analyzed and discussed for different parameters of interest such as unsteady parameter, fluid-particle interaction parameter, the magnetic parameter, radiation parameter and Prandtl number on the flow.

Heat transfer in a micropolar fluid over a stretching sheet with Newtonian heating.

PubMed

Qasim, Muhammad; Khan, Ilyas; Shafie, Sharidan

2013-01-01

This article looks at the steady flow of Micropolar fluid over a stretching surface with heat transfer in the presence of Newtonian heating. The relevant partial differential equations have been reduced to ordinary differential equations. The reduced ordinary differential equation system has been numerically solved by Runge-Kutta-Fehlberg fourth-fifth order method. Influence of different involved parameters on dimensionless velocity, microrotation and temperature is examined. An excellent agreement is found between the present and previous limiting results.

A new perturbative approach to nonlinear partial differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bender, C.M.; Boettcher, S.; Milton, K.A.

1991-11-01

This paper shows how to solve some nonlinear wave equations as perturbation expansions in powers of a parameter that expresses the degree of nonlinearity. For the case of the Burgers equation {ital u}{sub {ital t}}+{ital uu}{sub {ital x}}={ital u}{sub {ital xx}}, the general nonlinear equation {ital u}{sub {ital t}}+{ital u}{sup {delta}}{ital u}{sub {ital x}}={ital u}{sub {ital xx}} is considered and expanded in powers of {delta}. The coefficients of the {delta} series to sixth order in powers of {delta} is determined and Pade summation is used to evaluate the perturbation series for large values of {delta}. The numerical results are accuratemore » and the method is very general; it applies to other well-studied partial differential equations such as the Korteweg--de Vries equation, {ital u}{sub {ital t}}+{ital uu}{sub {ital x}} ={ital u}{sub {ital xxx}}.« less

Vibrations of double-nanotube systems with mislocation via a newly developed van der Waals model

NASA Astrophysics Data System (ADS)

Kiani, Keivan

2015-06-01

This study deals with transverse vibrations of two adjacent-parallel-mislocated single-walled carbon nanotubes (SWCNTs) under various end conditions. These tubes interact with each other and their surrounding medium through the intertube van der Waals (vdW) forces, and existing bonds between their atoms and those of the elastic medium. The elastic energy of such forces due to the deflections of nanotubes is appropriately modeled by defining a vdW force density function. In the previous works, vdW forces between two identical tubes were idealized by a uniform form of this function. The newly introduced function enables us to investigate the influences of both intertube free distance and longitudinal mislocation on the natural transverse frequencies of the nanosystem which consists of two dissimilar tubes. Such crucial issues have not been addressed yet, even for simply supported tubes. Using nonlocal Timoshenko and higher-order beam theories as well as Hamilton's principle, the strong form of the equations of motion is established. Seeking for an explicit solution to these integro-partial differential equations is a very problematic task. Thereby, an energy-based method in conjunction with an efficient meshfree method is proposed and the nonlocal frequencies of the elastically embedded nanosystem are determined. For simply supported nanosystems, the predicted first five frequencies of the proposed model are checked with those of assumed mode method, and a reasonably good agreement is achieved. Through various studies, the roles of the tube's length ratio, intertube free space, mislocation, small-scale effect, slenderness ratio, radius of SWCNTs, and elastic constants of the elastic matrix on the natural frequencies of the nanosystem with various end conditions are explained. The limitations of the nonlocal Timoshenko beam theory are also addressed. This work can be considered as a vital step towards better realizing of a more complex system that consists of vertically aligned SWCNTs of various lengths.

On mixed derivatives type high dimensional multi-term fractional partial differential equations approximate solutions

NASA Astrophysics Data System (ADS)

Talib, Imran; Belgacem, Fethi Bin Muhammad; Asif, Naseer Ahmad; Khalil, Hammad

2017-01-01

In this research article, we derive and analyze an efficient spectral method based on the operational matrices of three dimensional orthogonal Jacobi polynomials to solve numerically the mixed partial derivatives type multi-terms high dimensions generalized class of fractional order partial differential equations. We transform the considered fractional order problem to an easily solvable algebraic equations with the aid of the operational matrices. Being easily solvable, the associated algebraic system leads to finding the solution of the problem. Some test problems are considered to confirm the accuracy and validity of the proposed numerical method. The convergence of the method is ensured by comparing our Matlab software simulations based obtained results with the exact solutions in the literature, yielding negligible errors. Moreover, comparative results discussed in the literature are extended and improved in this study.

A theory of fine structure image models with an application to detection and classification of dementia.

PubMed

O'Neill, William; Penn, Richard; Werner, Michael; Thomas, Justin

2015-06-01

Estimation of stochastic process models from data is a common application of time series analysis methods. Such system identification processes are often cast as hypothesis testing exercises whose intent is to estimate model parameters and test them for statistical significance. Ordinary least squares (OLS) regression and the Levenberg-Marquardt algorithm (LMA) have proven invaluable computational tools for models being described by non-homogeneous, linear, stationary, ordinary differential equations. In this paper we extend stochastic model identification to linear, stationary, partial differential equations in two independent variables (2D) and show that OLS and LMA apply equally well to these systems. The method employs an original nonparametric statistic as a test for the significance of estimated parameters. We show gray scale and color images are special cases of 2D systems satisfying a particular autoregressive partial difference equation which estimates an analogous partial differential equation. Several applications to medical image modeling and classification illustrate the method by correctly classifying demented and normal OLS models of axial magnetic resonance brain scans according to subject Mini Mental State Exam (MMSE) scores. Comparison with 13 image classifiers from the literature indicates our classifier is at least 14 times faster than any of them and has a classification accuracy better than all but one. Our modeling method applies to any linear, stationary, partial differential equation and the method is readily extended to 3D whole-organ systems. Further, in addition to being a robust image classifier, estimated image models offer insights into which parameters carry the most diagnostic image information and thereby suggest finer divisions could be made within a class. Image models can be estimated in milliseconds which translate to whole-organ models in seconds; such runtimes could make real-time medicine and surgery modeling possible.

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. © 2014 The Author(s) Published by the Royal Society. All rights reserved.

Boundary-fitted coordinate systems for numerical solution of partial differential equations - A review

NASA Technical Reports Server (NTRS)

Thompson, J. F.; Warsi, Z. U. A.; Mastin, C. W.

1982-01-01

A comprehensive review of methods of numerically generating curvilinear coordinate systems with coordinate lines coincident with all boundary segments is given. Some general mathematical framework and error analysis common to such coordinate systems is also included. The general categories of generating systems are those based on conformal mapping, orthogonal systems, nearly orthogonal systems, systems produced as the solution of elliptic and hyperbolic partial differential equations, and systems generated algebraically by interpolation among the boundaries. Also covered are the control of coordinate line spacing by functions embedded in the partial differential operators of the generating system and by subsequent stretching transformation. Dynamically adaptive coordinate systems, coupled with the physical solution, and time-dependent systems that follow moving boundaries are treated. References reporting experience using such coordinate systems are reviewed as well as those covering the system development.

Simulation of Stochastic Processes by Coupled ODE-PDE

NASA Technical Reports Server (NTRS)

Zak, Michail

2008-01-01

A document discusses the emergence of randomness in solutions of coupled, fully deterministic ODE-PDE (ordinary differential equations-partial differential equations) due to failure of the Lipschitz condition as a new phenomenon. It is possible to exploit the special properties of ordinary differential equations (represented by an arbitrarily chosen, dynamical system) coupled with the corresponding Liouville equations (used to describe the evolution of initial uncertainties in terms of joint probability distribution) in order to simulate stochastic processes with the proscribed probability distributions. The important advantage of the proposed approach is that the simulation does not require a random-number generator.

On a partial differential equation method for determining the free energies and coexisting phase compositions of ternary mixtures from light scattering data.

PubMed

Ross, David S; Thurston, George M; Lutzer, Carl V

2008-08-14

In this paper we present a method for determining the free energies of ternary mixtures from light scattering data. We use an approximation that is appropriate for liquid mixtures, which we formulate as a second-order nonlinear partial differential equation. This partial differential equation (PDE) relates the Hessian of the intensive free energy to the efficiency of light scattering in the forward direction. This basic equation applies in regions of the phase diagram in which the mixtures are thermodynamically stable. In regions in which the mixtures are unstable or metastable, the appropriate PDE is the nonlinear equation for the convex hull. We formulate this equation along with continuity conditions for the transition between the two equations at cloud point loci. We show how to discretize this problem to obtain a finite-difference approximation to it, and we present an iterative method for solving the discretized problem. We present the results of calculations that were done with a computer program that implements our method. These calculations show that our method is capable of reconstructing test free energy functions from simulated light scattering data. If the cloud point loci are known, the method also finds the tie lines and tie triangles that describe thermodynamic equilibrium between two or among three liquid phases. A robust method for solving this PDE problem, such as the one presented here, can be a basis for optical, noninvasive means of characterizing the thermodynamics of multicomponent mixtures.

Inclusion of exact exchange in the noniterative partial-differential-equation method of electron-molecule scattering - Application to e-N2

NASA Technical Reports Server (NTRS)

Weatherford, C. A.; Onda, K.; Temkin, A.

1985-01-01

The noniterative partial-differential-equation (PDE) approach to electron-molecule scattering of Onda and Temkin (1983) is modified to account for the effects of exchange explicitly. The exchange equation is reduced to a set of inhomogeneous equations containing no integral terms and solved noniteratively in a difference form; a method for propagating the solution to large values of r is described; the changes in the polarization potential of the original PDE method required by the inclusion of exact static exchange are indicated; and the results of computations for e-N2 scattering in the fixed-nuclei approximation are presented in tables and graphs and compared with previous calculations and experimental data. Better agreement is obtained using the modified PDE method.

A method for solution of the Euler-Bernoulli beam equation in flexible-link robotic systems

NASA Technical Reports Server (NTRS)

Tzes, Anthony P.; Yurkovich, Stephen; Langer, F. Dieter

1989-01-01

An efficient numerical method for solving the partial differential equation (PDE) governing the flexible manipulator control dynamics is presented. A finite-dimensional model of the equation is obtained through discretization in both time and space coordinates by using finite-difference approximations to the PDE. An expert program written in the Macsyma symbolic language is utilized in order to embed the boundary conditions into the program, accounting for a mass carried at the tip of the manipulator. The advantages of the proposed algorithm are many, including the ability to (1) include any distributed actuation term in the partial differential equation, (2) provide distributed sensing of the beam displacement, (3) easily modify the boundary conditions through an expert program, and (4) modify the structure for running under a multiprocessor environment.

Stable multi-domain spectral penalty methods for fractional partial differential equations

NASA Astrophysics Data System (ADS)

Xu, Qinwu; Hesthaven, Jan S.

2014-01-01

We propose stable multi-domain spectral penalty methods suitable for solving fractional partial differential equations with fractional derivatives of any order. First, a high order discretization is proposed to approximate fractional derivatives of any order on any given grids based on orthogonal polynomials. The approximation order is analyzed and verified through numerical examples. Based on the discrete fractional derivative, we introduce stable multi-domain spectral penalty methods for solving fractional advection and diffusion equations. The equations are discretized in each sub-domain separately and the global schemes are obtained by weakly imposed boundary and interface conditions through a penalty term. Stability of the schemes are analyzed and numerical examples based on both uniform and nonuniform grids are considered to highlight the flexibility and high accuracy of the proposed schemes.

Mean field games with congestion

NASA Astrophysics Data System (ADS)

Achdou, Yves; Porretta, Alessio

2018-03-01

We consider a class of systems of time dependent partial differential equations which arise in mean field type models with congestion. The systems couple a backward viscous Hamilton-Jacobi equation and a forward Kolmogorov equation both posed in $(0,T)\\times (\\mathbb{R}^N /\\mathbb{Z}^N)$. Because of congestion and by contrast with simpler cases, the latter system can never be seen as the optimality conditions of an optimal control problem driven by a partial differential equation. The Hamiltonian vanishes as the density tends to $+\\infty$ and may not even be defined in the regions where the density is zero. After giving a suitable definition of weak solutions, we prove the existence and uniqueness results of the latter under rather general assumptions. No restriction is made on the horizon $T$.

An Introduction to Computational Physics - 2nd Edition

NASA Astrophysics Data System (ADS)

Pang, Tao

2006-01-01

Preface to first edition; Preface; Acknowledgements; 1. Introduction; 2. Approximation of a function; 3. Numerical calculus; 4. Ordinary differential equations; 5. Numerical methods for matrices; 6. Spectral analysis; 7. Partial differential equations; 8. Molecular dynamics simulations; 9. Modeling continuous systems; 10. Monte Carlo simulations; 11. Genetic algorithm and programming; 12. Numerical renormalization; References; Index.

Linear stability analysis of collective neutrino oscillations without spurious modes

NASA Astrophysics Data System (ADS)

Morinaga, Taiki; Yamada, Shoichi

2018-01-01

Collective neutrino oscillations are induced by the presence of neutrinos themselves. As such, they are intrinsically nonlinear phenomena and are much more complex than linear counterparts such as the vacuum or Mikheyev-Smirnov-Wolfenstein oscillations. They obey integro-differential equations, for which it is also very challenging to obtain numerical solutions. If one focuses on the onset of collective oscillations, on the other hand, the equations can be linearized and the technique of linear analysis can be employed. Unfortunately, however, it is well known that such an analysis, when applied with discretizations of continuous angular distributions, suffers from the appearance of so-called spurious modes: unphysical eigenmodes of the discretized linear equations. In this paper, we analyze in detail the origin of these unphysical modes and present a simple solution to this annoying problem. We find that the spurious modes originate from the artificial production of pole singularities instead of a branch cut on the Riemann surface by the discretizations. The branching point singularities on the Riemann surface for the original nondiscretized equations can be recovered by approximating the angular distributions with polynomials and then performing the integrals analytically. We demonstrate for some examples that this simple prescription does remove the spurious modes. We also propose an even simpler method: a piecewise linear approximation to the angular distribution. It is shown that the same methodology is applicable to the multienergy case as well as to the dispersion relation approach that was proposed very recently.

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

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. © 2011 American Institute of Physics

Unsteady density-current equations for highly curved terrain

NASA Technical Reports Server (NTRS)

Sivakumaran, N. S.; Dressler, R. F.

1989-01-01

New nonlinear partial differential equations containing terrain curvature and its rate of change are derived that describe the flow of an atmospheric density current. Unlike the classical hydraulic-type equations for density currents, the new equations are valid for two-dimensional, gradually varied flow over highly curved terrain, hence suitable for computing unsteady (or steady) flows over arbitrary mountain/valley profiles. The model assumes the atmosphere above the density current exerts a known arbitrary variable pressure upon the unknown interface. Later this is specialized to the varying hydrostatic pressure of the atmosphere above. The new equations yield the variable velocity distribution, the interface position, and the pressure distribution that contains a centrifugal component, often significantly larger than its hydrostatic component. These partial differential equations are hyperbolic, and the characteristic equations and characteristic directions are derived. Using these to form a characteristic mesh, a hypothetical unsteady curved-flow problem is calculated, not based upon observed data, merely as an example to illustrate the simplicity of their application to unsteady flows over mountains.

A fourth-order box method for solving the boundary layer equations

NASA Technical Reports Server (NTRS)

Wornom, S. F.

1977-01-01

A fourth order box method for calculating high accuracy numerical solutions to parabolic, partial differential equations in two variables or ordinary differential equations is presented. The method is the natural extension of the second order Keller Box scheme to fourth order and is demonstrated with application to the incompressible, laminar and turbulent boundary layer equations. Numerical results for high accuracy test cases show the method to be significantly faster than other higher order and second order methods.

Some More Solutions of Burgers' Equation

NASA Astrophysics Data System (ADS)

Kumar, Mukesh; Kumar, Raj

2015-01-01

In this work, similarity solutions of viscous one-dimensional Burgers' equation are attained by using Lie group theory. The symmetry generators are used for constructing Lie symmetries with commuting infinitesimal operators which lead the governing partial differential equation (PDE) to ordinary differential equation (ODE). Most of the constructed solutions are found in terms of Bessel functions which are new as far as authors are aware. Effect of various parameters in the evolutional profile of the solutions are shown graphically and discussed them physically.

Maxwell Equations and the Redundant Gauge Degree of Freedom

ERIC Educational Resources Information Center

Wong, Chun Wa

2009-01-01

On transformation to the Fourier space (k,[omega]), the partial differential Maxwell equations simplify to algebraic equations, and the Helmholtz theorem of vector calculus reduces to vector algebraic projections. Maxwell equations and their solutions can then be separated readily into longitudinal and transverse components relative to the…

CCKT Calculation of e-H Total Cross Sections

NASA Technical Reports Server (NTRS)

Bhatia, Aaron K.; Schneider, B. I.; Temkin, A.; Fisher, Richard R. (Technical Monitor)

2002-01-01

We are in the process of carrying out calculations of e-H total cross sections using the 'complex-correlation Kohn-T' (CCKT) method. In a later paper, we described the methodology more completely, but confined calculations to the elastic scattering region, with definitive, precision results for S-wave phase shifts. Here we extend the calculations to the (low) continuum (1 much less than k(exp 2) much less than 3) using a Green's function formulation. This avoids having to solve integro-differential equations; rather we evaluate indefinite integrals involving appropriate Green's functions and the (complex) optical potential to find the scattering function u(r). From the asymptotic form of u(r) we extract a T(sub L) which is a complex number. From T(sub L), elastic sigma(sub L)(elastic) = 4pi(2L+1)((absolute value of T(sub L))(exp 2)), and total sigma (sub L)(total) = 4pi/k(2L+1)Im(T(sub L)) cross sections follow.

Dependence of the ferroelectric domain shape on the electric field of the microscope tip

DOE Office of Scientific and Technical Information (OSTI.GOV)

Starkov, Alexander S.; Starkov, Ivan A., E-mail: starkov@feec.vutbr.cz

2015-08-21

A theory of an equilibrium shape of the domain formed in an electric field of a scanning force microscope (SFM) tip is proposed. We do not assume a priori that the domain has a fixed form. The shape of the domain is defined by the minimum of the free energy of the ferroelectric. This energy includes the energy of the depolarization field, the energy of the domain wall, and the energy of the interaction between the domain and the electric field of the SFM tip. The contributions of the apex and conical part of the tip are examined. Moreover, inmore » the proposed approach, any narrow tip can be considered. The surface energy is determined on the basis of the Ginzburg-Landau-Devonshire theory and takes into account the curvature of the domain wall. The variation of the free energy with respect to the domain shape leads to an integro-differential equation, which must be solved numerically. Model results are illustrated for lithium tantalate ceramics.« less

Implementation of the Baldwin-Barth turbulence model into the ZETA code and its diagnosis. M.S. Thesis

NASA Technical Reports Server (NTRS)

Low, Scott L.

1993-01-01

The Baldwin-Barth turbulence model was implemented into Zeta, a time-accurate, zonal, integro-differential code for incompressible laminar and turbulent flows. The implementation procedure is patterned after the model subroutine in ARC2D. The results of ZETA with the Baldwin-Barth turbulence model were compared with experimental data, with ZETA using Baldwin-Lomax model, and with ARC2D using the Baldwin-Barth model. The Baldwin-Barth model subroutine was tested by inputting an ARC2D velocity solution of an NACA-0012 airfoil at R(sub e) = 3.9 x 10(exp 6) and alpha = 5 deg. The resultant turbulent viscosity and Reynolds stresses compared favorably with the original data. For the same grid having grid points inside the laminar sublayer, which is necessary due to the one-equation nature of the model, ZETA however predicts early separation. It was found that the current ZETA has problem with such a fine grid. Further work is in progress to solve this problem.

Fast Computation of Frequency Response of Cavity-Backed Apertures Using MBPE in Conjunction with Hybrid FEM/MoM Technique

NASA Technical Reports Server (NTRS)

Reddy, C. J.; Deshpande, M. D.; Cockrell, C. R.; Beck, F. B.

2004-01-01

The hybrid Finite Element Method(FEM)/Method of Moments(MoM) technique has become popular over the last few years due to its flexibility to handle arbitrarily shaped objects with complex materials. One of the disadvantages of this technique, however, is the computational cost involved in obtaining solutions over a frequency range as computations are repeated for each frequency. In this paper, the application of Model Based Parameter Estimation (MBPE) method[1] with the hybrid FEM/MoM technique is presented for fast computation of frequency response of cavity-backed apertures[2,3]. In MBPE, the electric field is expanded in a rational function of two polynomials. The coefficients of the rational function are obtained using the frequency-derivatives of the integro-differential equation formed by the hybrid FEM/MoM technique. Using the rational function approximation, the electric field is calculated at different frequencies from which the frequency response is obtained.

Activation rates for nonlinear stochastic flows driven by non-Gaussian noise

NASA Astrophysics Data System (ADS)

van den Broeck, C.; Hänggi, P.

1984-11-01

Activation rates are calculated for stochastic bistable flows driven by asymmetric dichotomic Markov noise (a two-state Markov process). This noise contains as limits both a particular type of non-Gaussian white shot noise and white Gaussian noise. Apart from investigating the role of colored noise on the escape rates, one can thus also study the influence of the non-Gaussian nature of the noise on these rates. The rate for white shot noise differs in leading order (Arrhenius factor) from the corresponding rate for white Gaussian noise of equal strength. In evaluating the rates we demonstrate the advantage of using transport theory over a mean first-passage time approach for cases with generally non-white and non-Gaussian noise sources. For white shot noise with exponentially distributed weights we succeed in evaluating the mean first-passage time of the corresponding integro-differential master-equation dynamics. The rate is shown to coincide in the weak noise limit with the inverse mean first-passage time.

Acceleration of the Particle Swarm Optimization for Peierls–Nabarro modeling of dislocations in conventional and high-entropy alloys

DOE PAGES

Pei, Zongrui; Max-Planck-Inst. fur Eisenforschung, Duseldorf; Eisenbach, Markus

2017-02-06

Dislocations are among the most important defects in determining the mechanical properties of both conventional alloys and high-entropy alloys. The Peierls-Nabarro model supplies an efficient pathway to their geometries and mobility. The difficulty in solving the integro-differential Peierls-Nabarro equation is how to effectively avoid the local minima in the energy landscape of a dislocation core. Among the other methods to optimize the dislocation core structures, we choose the algorithm of Particle Swarm Optimization, an algorithm that simulates the social behaviors of organisms. By employing more particles (bigger swarm) and more iterative steps (allowing them to explore for longer time), themore » local minima can be effectively avoided. But this would require more computational cost. The advantage of this algorithm is that it is readily parallelized in modern high computing architecture. We demonstrate the performance of our parallelized algorithm scales linearly with the number of employed cores.« less

Josephson flux-flow oscillator: The microscopic tunneling approach

NASA Astrophysics Data System (ADS)

Gulevich, D. R.; Koshelets, V. P.; Kusmartsev, F. V.

2017-07-01

We elaborate a theoretical description of large Josephson junctions which is based on Werthamer's microscopic tunneling theory. The model naturally incorporates coupling of electromagnetic radiation to the tunnel currents and, therefore, is particularly suitable for description of the self-coupling effect in Josephson junction. In our numerical calculations we treat the arising integro-differential equation, which describes temporal evolution of the superconducting phase difference coupled to the electromagnetic field, by the Odintsov-Semenov-Zorin algorithm. This allows us to avoid evaluation of the time integrals at each time step while taking into account all the memory effects. To validate the obtained microscopic model of large Josephson junction we focus our attention on the Josephson flux-flow oscillator. The proposed microscopic model of flux-flow oscillator does not involve the phenomenological damping parameter, rather the damping is taken into account naturally in the tunnel current amplitudes calculated at a given temperature. The theoretically calculated current-voltage characteristics is compared to our experimental results obtained for a set of fabricated flux-flow oscillators of different lengths.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Stoynov, Y.

Functionally graded materials (FGM) are extensively used in modern industry. They are composite materials with continuously varying properties in one or more special dimensions, according to the specific purpose. In view of the wide range of applications of FGM, stress analysis is important for their structural integrity and reliable service life. In this study we will consider functionally graded magneto-electro-elastic materials with one or more cracks subjected to SH waves. We assume that the material properties vary in one and the same way, described by an inhomogeneity function. The boundary value problem is reduced to a system of integro-differential equationsmore » based on the existence of fundamental solutions. Different inhomogeneity classes are used to obtain a wave equation with constant coefficients. Radon transform is applied to derive the fundamental solution in a closed form. Program code in FORTRAN 77 is developed and validated using available examples from literature. Simulations show the dependence of stress field concentration near the crack tips on the frequency of the applied time-harmonic load for different types of material inhomogeneity.« less

Differential geometry based solvation model. III. Quantum formulation

PubMed Central

Chen, Zhan; Wei, Guo-Wei

2011-01-01

Solvation is of fundamental importance to biomolecular systems. Implicit solvent models, particularly those based on the Poisson-Boltzmann equation for electrostatic analysis, are established approaches for solvation analysis. However, ad hoc solvent-solute interfaces are commonly used in the implicit solvent theory. Recently, we have introduced differential geometry based solvation models which allow the solvent-solute interface to be determined by the variation of a total free energy functional. Atomic fixed partial charges (point charges) are used in our earlier models, which depends on existing molecular mechanical force field software packages for partial charge assignments. As most force field models are parameterized for a certain class of molecules or materials, the use of partial charges limits the accuracy and applicability of our earlier models. Moreover, fixed partial charges do not account for the charge rearrangement during the solvation process. The present work proposes a differential geometry based multiscale solvation model which makes use of the electron density computed directly from the quantum mechanical principle. To this end, we construct a new multiscale total energy functional which consists of not only polar and nonpolar solvation contributions, but also the electronic kinetic and potential energies. By using the Euler-Lagrange variation, we derive a system of three coupled governing equations, i.e., the generalized Poisson-Boltzmann equation for the electrostatic potential, the generalized Laplace-Beltrami equation for the solvent-solute boundary, and the Kohn-Sham equations for the electronic structure. We develop an iterative procedure to solve three coupled equations and to minimize the solvation free energy. The present multiscale model is numerically validated for its stability, consistency and accuracy, and is applied to a few sets of molecules, including a case which is difficult for existing solvation models. Comparison is made to many other classic and quantum models. By using experimental data, we show that the present quantum formulation of our differential geometry based multiscale solvation model improves the prediction of our earlier models, and outperforms some explicit solvation model. PMID:22112067

Effect of homogenous-heterogeneous reactions on MHD Prandtl fluid flow over a stretching sheet

NASA Astrophysics Data System (ADS)

Khan, Imad; Malik, M. Y.; Hussain, Arif; Salahuddin, T.

An analysis is performed to explore the effects of homogenous-heterogeneous reactions on two-dimensional flow of Prandtl fluid over a stretching sheet. In present analysis, we used the developed model of homogeneous-heterogeneous reactions in boundary layer flow. The mathematical configuration of presented flow phenomenon yields the nonlinear partial differential equations. Using scaling transformations, the governing partial differential equations (momentum equation and homogenous-heterogeneous reactions equations) are transformed into non-linear ordinary differential equations (ODE's). Then, resulting non-linear ODE's are solved by computational scheme known as shooting method. The quantitative and qualitative manners of concerned physical quantities (velocity, concentration and drag force coefficient) are examined under prescribed physical constrained through figures and tables. It is observed that velocity profile enhances verses fluid parameters α and β while Hartmann number reduced it. The homogeneous and heterogeneous reactions parameters have reverse effects on concentration profile. Concentration profile shows retarding behavior for large values of Schmidt number. Skin fraction coefficient enhances with increment in Hartmann number H and fluid parameter α .

Adaptive moving mesh methods for simulating one-dimensional groundwater problems with sharp moving fronts

USGS Publications Warehouse

Huang, W.; Zheng, Lingyun; Zhan, X.

2002-01-01

Accurate modelling of groundwater flow and transport with sharp moving fronts often involves high computational cost, when a fixed/uniform mesh is used. In this paper, we investigate the modelling of groundwater problems using a particular adaptive mesh method called the moving mesh partial differential equation approach. With this approach, the mesh is dynamically relocated through a partial differential equation to capture the evolving sharp fronts with a relatively small number of grid points. The mesh movement and physical system modelling are realized by solving the mesh movement and physical partial differential equations alternately. The method is applied to the modelling of a range of groundwater problems, including advection dominated chemical transport and reaction, non-linear infiltration in soil, and the coupling of density dependent flow and transport. Numerical results demonstrate that sharp moving fronts can be accurately and efficiently captured by the moving mesh approach. Also addressed are important implementation strategies, e.g. the construction of the monitor function based on the interpolation error, control of mesh concentration, and two-layer mesh movement. Copyright ?? 2002 John Wiley and Sons, Ltd.

A fast direct method for block triangular Toeplitz-like with tri-diagonal block systems from time-fractional partial differential equations

NASA Astrophysics Data System (ADS)

Ke, Rihuan; Ng, Michael K.; Sun, Hai-Wei

2015-12-01

In this paper, we study the block lower triangular Toeplitz-like with tri-diagonal blocks system which arises from the time-fractional partial differential equation. Existing fast numerical solver (e.g., fast approximate inversion method) cannot handle such linear system as the main diagonal blocks are different. The main contribution of this paper is to propose a fast direct method for solving this linear system, and to illustrate that the proposed method is much faster than the classical block forward substitution method for solving this linear system. Our idea is based on the divide-and-conquer strategy and together with the fast Fourier transforms for calculating Toeplitz matrix-vector multiplication. The complexity needs O (MNlog2 ⁡ M) arithmetic operations, where M is the number of blocks (the number of time steps) in the system and N is the size (number of spatial grid points) of each block. Numerical examples from the finite difference discretization of time-fractional partial differential equations are also given to demonstrate the efficiency of the proposed method.

Algorithm refinement for stochastic partial differential equations: II. Correlated systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

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

2005-08-10

We analyze a hybrid particle/continuum algorithm for a hydrodynamic system with long ranged correlations. Specifically, we consider the so-called train model for viscous transport in gases, which is based on a generalization of the random walk process for the diffusion of momentum. This discrete model is coupled with its continuous counterpart, given by a pair of stochastic partial differential equations. At the interface between the particle and continuum computations the coupling is by flux matching, giving exact mass and momentum conservation. This methodology is an extension of our stochastic Algorithm Refinement (AR) hybrid for simple diffusion [F. Alexander, A. Garcia,more » D. Tartakovsky, Algorithm refinement for stochastic partial differential equations: I. Linear diffusion, J. Comput. Phys. 182 (2002) 47-66]. Results from a variety of numerical experiments are presented for steady-state scenarios. In all cases the mean and variance of density and velocity are captured correctly by the stochastic hybrid algorithm. For a non-stochastic version (i.e., using only deterministic continuum fluxes) the long-range correlations of velocity fluctuations are qualitatively preserved but at reduced magnitude.« less

Analytical results for post-buckling behaviour of plates in compression and in shear

NASA Technical Reports Server (NTRS)

Stein, M.

1985-01-01

The postbuckling behavior of long rectangular isotropic and orthotropic plates is determined. By assuming trigonometric functions in one direction, the nonlinear partial differential equations of von Karman large deflection plate theory are converted into nonlinear ordinary differential equations. The ordinary differential equations are solved numerically using an available boundary value problem solver which makes use of Newton's method. Results for longitudinal compression show different postbuckling behavior between isotropic and orthotropic plates. Results for shear show that change in inplane edge constraints can cause large change in postbuckling stiffness.

A finite difference scheme for the equilibrium equations of elastic bodies

NASA Technical Reports Server (NTRS)

Phillips, T. N.; Rose, M. E.

1984-01-01

A compact difference scheme is described for treating the first-order system of partial differential equations which describe the equilibrium equations of an elastic body. An algebraic simplification enables the solution to be obtained by standard direct or iterative techniques.

A GENERAL MASS-CONSERVATIVE NUMERICAL SOLUTION FOR THE UNSATURATED FLOW EQUATION

EPA Science Inventory

Numerical approximations based on different forms of the governing partial differential equation can lead to significantly different results for unsaturated flow problems. Numerical solution based on the standard h-based form of Richards equation generally yields poor results, ch...

Weighted Inequalities and Degenerate Elliptic Partial Differential Equations.

DTIC Science & Technology

1984-05-01

The analysis also applies to higher order equations. The basic method is due to N. Meyers and A. blcrat ( HYE ] (U-l). The equations considered are...220 14. MONITORING aGENCY NAME A AODRESS(lldI1n.Mhnt &m COnt* won * 011066) 1S. SECURITY CLASS. (of h1 rpMRt) UNCLASSIFIED I1. DECL ASSI FICATION...20550 Research Triangle Park North Carolina 27709 ,B. KEY WORDS (C@Wth mu Mgo, *do it Ma0oMr O IdMf& y Nok ftwb.) degenerate equation, elliptic partial

Denoising by coupled partial differential equations and extracting phase by backpropagation neural networks for electronic speckle pattern interferometry.

PubMed

Tang, Chen; Lu, Wenjing; Chen, Song; Zhang, Zhen; Li, Botao; Wang, Wenping; Han, Lin

2007-10-20

We extend and refine previous work [Appl. Opt. 46, 2907 (2007)]. Combining the coupled nonlinear partial differential equations (PDEs) denoising model with the ordinary differential equations enhancement method, we propose the new denoising and enhancing model for electronic speckle pattern interferometry (ESPI) fringe patterns. Meanwhile, we propose the backpropagation neural networks (BPNN) method to obtain unwrapped phase values based on a skeleton map instead of traditional interpolations. We test the introduced methods on the computer-simulated speckle ESPI fringe patterns and experimentally obtained fringe pattern, respectively. The experimental results show that the coupled nonlinear PDEs denoising model is capable of effectively removing noise, and the unwrapped phase values obtained by the BPNN method are much more accurate than those obtained by the well-known traditional interpolation. In addition, the accuracy of the BPNN method is adjustable by changing the parameters of networks such as the number of neurons.

Numerical study of unsteady Williamson fluid flow and heat transfer in the presence of MHD through a permeable stretching surface

NASA Astrophysics Data System (ADS)

Bibi, Madiha; Khalil-Ur-Rehman; Malik, M. Y.; Tahir, M.

2018-04-01

In the present article, unsteady flow field characteristics of the Williamson fluid model are explored. The nanosized particles are suspended in the flow regime having the interaction of a magnetic field. The fluid flow is induced due to a stretching permeable surface. The flow model is controlled through coupled partial differential equations to the used shooting method for a numerical solution. The obtained partial differential equations are converted into ordinary differential equations as an initial value problem. The shooting method is used to find a numerical solution. The mathematical modeling yields physical parameters, namely the Weissenberg number, the Prandtl number, the unsteadiness parameter, the magnetic parameter, the mass transfer parameter, the Lewis number, the thermophoresis parameter and Brownian parameters. It is found that the Williamson fluid velocity, temperature and nanoparticles concentration are a decreasing function of the unsteadiness parameter.

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

PubMed

Ando, Shigeru; Nara, Takaaki; Levy, Tsukassa

2013-10-01

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

On the removal of boundary errors caused by Runge-Kutta integration of non-linear partial differential equations

NASA Technical Reports Server (NTRS)

Abarbanel, Saul; Gottlieb, David; Carpenter, Mark H.

1994-01-01

It has been previously shown that the temporal integration of hyperbolic partial differential equations (PDE's) may, because of boundary conditions, lead to deterioration of accuracy of the solution. A procedure for removal of this error in the linear case has been established previously. In the present paper we consider hyperbolic (PDE's) (linear and non-linear) whose boundary treatment is done via the SAT-procedure. A methodology is present for recovery of the full order of accuracy, and has been applied to the case of a 4th order explicit finite difference scheme.

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.

Complexity of parallel implementation of domain decomposition techniques for elliptic partial differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gropp, W.D.; Keyes, D.E.

1988-03-01

The authors discuss the parallel implementation of preconditioned conjugate gradient (PCG)-based domain decomposition techniques for self-adjoint elliptic partial differential equations in two dimensions on several architectures. The complexity of these methods is described on a variety of message-passing parallel computers as a function of the size of the problem, number of processors and relative communication speeds of the processors. They show that communication startups are very important, and that even the small amount of global communication in these methods can significantly reduce the performance of many message-passing architectures.

On the origins of generalized fractional calculus

NASA Astrophysics Data System (ADS)

Kiryakova, Virginia

2015-11-01

In Fractional Calculus (FC), as in the (classical) Calculus, the notions of derivatives and integrals (of first, second, etc. or arbitrary, incl. non-integer order) are basic and co-related. One of the most frequent approach in FC is to define first the Riemann-Liouville (R-L) integral of fractional order, and then by means of suitable integer-order differentiation operation applied over it (or under its sign) a fractional derivative is defined - in the R-L sense (or in Caputo sense). The first mentioned (R-L type) is closer to the theoretical studies in analysis, but has some shortages - from the point of view of interpretation of the initial conditions for Cauchy problems for fractional differential equations (stated also by means of fractional order derivatives/ integrals), and also for the analysts' confusion that such a derivative of a constant is not zero in general. The Caputo (C-) derivative, arising first in geophysical studies, helps to overcome these problems and to describe models of applied problems with physically consistent initial conditions. The operators of the Generalized Fractional Calculus - GFC (integrals and derivatives) are based on commuting m-tuple (m = 1, 2, 3, …) compositions of operators of the classical FC with power weights (the so-called Erdélyi-Kober operators), but represented in compact and explicit form by means of integral, integro-differential (R-L type) or differential-integral (C-type) operators, where the kernels are special functions of most general hypergeometric kind. The foundations of this theory are given in Kiryakova 18. In this survey we present the genesis of the definitions of the GFC - the generalized fractional integrals and derivatives (of fractional multi-order) of R-L type and Caputo type, analyze their properties and applications. Their special cases are all the known operators of classical FC, their generalizations introduced by other authors, the hyper-Bessel differential operators of higher integer order m as a multi-order (1, 1,…, 1), the Gelfond-Leontiev generalized differentiation operators, many other integral and differential operators in Calculus that have been used in various topics, some of them not related to FC at all, others involved in differential and integral equations for treating fractional order models.

Scaling and scale invariance of conservation laws in Reynolds transport theorem framework

NASA Astrophysics Data System (ADS)

Haltas, Ismail; Ulusoy, Suleyman

2015-07-01

Scale invariance is the case where the solution of a physical process at a specified time-space scale can be linearly related to the solution of the processes at another time-space scale. Recent studies investigated the scale invariance conditions of hydrodynamic processes by applying the one-parameter Lie scaling transformations to the governing equations of the processes. Scale invariance of a physical process is usually achieved under certain conditions on the scaling ratios of the variables and parameters involved in the process. The foundational axioms of hydrodynamics are the conservation laws, namely, conservation of mass, conservation of linear momentum, and conservation of energy from continuum mechanics. They are formulated using the Reynolds transport theorem. Conventionally, Reynolds transport theorem formulates the conservation equations in integral form. Yet, differential form of the conservation equations can also be derived for an infinitesimal control volume. In the formulation of the governing equation of a process, one or more than one of the conservation laws and, some times, a constitutive relation are combined together. Differential forms of the conservation equations are used in the governing partial differential equation of the processes. Therefore, differential conservation equations constitute the fundamentals of the governing equations of the hydrodynamic processes. Applying the one-parameter Lie scaling transformation to the conservation laws in the Reynolds transport theorem framework instead of applying to the governing partial differential equations may lead to more fundamental conclusions on the scaling and scale invariance of the hydrodynamic processes. This study will investigate the scaling behavior and scale invariance conditions of the hydrodynamic processes by applying the one-parameter Lie scaling transformation to the conservation laws in the Reynolds transport theorem framework.

CPDES3: A preconditioned conjugate gradient solver for linear asymmetric matrix equations arising from coupled partial differential equations in three dimensions

NASA Astrophysics Data System (ADS)

Anderson, D. V.; Koniges, A. E.; Shumaker, D. E.

1988-11-01

Many physical problems require the solution of coupled partial differential equations on three-dimensional domains. When the time scales of interest dictate an implicit discretization of the equations a rather complicated global matrix system needs solution. The exact form of the matrix depends on the choice of spatial grids and on the finite element or finite difference approximations employed. CPDES3 allows each spatial operator to have 7, 15, 19, or 27 point stencils and allows for general couplings between all of the component PDE's and it automatically generates the matrix structures needed to perform the algorithm. The resulting sparse matrix equation is solved by either the preconditioned conjugate gradient (CG) method or by the preconditioned biconjugate gradient (BCG) algorithm. An arbitrary number of component equations are permitted only limited by available memory. In the sub-band representation used, we generate an algorithm that is written compactly in terms of indirect induces which is vectorizable on some of the newer scientific computers.

CPDES2: A preconditioned conjugate gradient solver for linear asymmetric matrix equations arising from coupled partial differential equations in two dimensions

NASA Astrophysics Data System (ADS)

Anderson, D. V.; Koniges, A. E.; Shumaker, D. E.

1988-11-01

Many physical problems require the solution of coupled partial differential equations on two-dimensional domains. When the time scales of interest dictate an implicit discretization of the equations a rather complicated global matrix system needs solution. The exact form of the matrix depends on the choice of spatial grids and on the finite element or finite difference approximations employed. CPDES2 allows each spatial operator to have 5 or 9 point stencils and allows for general couplings between all of the component PDE's and it automatically generates the matrix structures needed to perform the algorithm. The resulting sparse matrix equation is solved by either the preconditioned conjugate gradient (CG) method or by the preconditioned biconjugate gradient (BCG) algorithm. An arbitrary number of component equations are permitted only limited by available memory. In the sub-band representation used, we generate an algorithm that is written compactly in terms of indirect indices which is vectorizable on some of the newer scientific computers.

Peridynamic Multiscale Finite Element Methods

DOE Office of Scientific and Technical Information (OSTI.GOV)

Costa, Timothy; Bond, Stephen D.; Littlewood, David John

The problem of computing quantum-accurate design-scale solutions to mechanics problems is rich with applications and serves as the background to modern multiscale science research. The prob- lem can be broken into component problems comprised of communicating across adjacent scales, which when strung together create a pipeline for information to travel from quantum scales to design scales. Traditionally, this involves connections between a) quantum electronic structure calculations and molecular dynamics and between b) molecular dynamics and local partial differ- ential equation models at the design scale. The second step, b), is particularly challenging since the appropriate scales of molecular dynamic andmore » local partial differential equation models do not overlap. The peridynamic model for continuum mechanics provides an advantage in this endeavor, as the basic equations of peridynamics are valid at a wide range of scales limiting from the classical partial differential equation models valid at the design scale to the scale of molecular dynamics. In this work we focus on the development of multiscale finite element methods for the peridynamic model, in an effort to create a mathematically consistent channel for microscale information to travel from the upper limits of the molecular dynamics scale to the design scale. In particular, we first develop a Nonlocal Multiscale Finite Element Method which solves the peridynamic model at multiple scales to include microscale information at the coarse-scale. We then consider a method that solves a fine-scale peridynamic model to build element-support basis functions for a coarse- scale local partial differential equation model, called the Mixed Locality Multiscale Finite Element Method. Given decades of research and development into finite element codes for the local partial differential equation models of continuum mechanics there is a strong desire to couple local and nonlocal models to leverage the speed and state of the art of local models with the flexibility and accuracy of the nonlocal peridynamic model. In the mixed locality method this coupling occurs across scales, so that the nonlocal model can be used to communicate material heterogeneity at scales inappropriate to local partial differential equation models. Additionally, the computational burden of the weak form of the peridynamic model is reduced dramatically by only requiring that the model be solved on local patches of the simulation domain which may be computed in parallel, taking advantage of the heterogeneous nature of next generation computing platforms. Addition- ally, we present a novel Galerkin framework, the 'Ambulant Galerkin Method', which represents a first step towards a unified mathematical analysis of local and nonlocal multiscale finite element methods, and whose future extension will allow the analysis of multiscale finite element methods that mix models across scales under certain assumptions of the consistency of those models.« less

Analytic Approximate Solutions to the Boundary Layer Flow Equation over a Stretching Wall with Partial Slip at the Boundary.

PubMed

Ene, Remus-Daniel; Marinca, Vasile; Marinca, Bogdan

2016-01-01

Analytic approximate solutions using Optimal Homotopy Perturbation Method (OHPM) are given for steady boundary layer flow over a nonlinearly stretching wall in presence of partial slip at the boundary. The governing equations are reduced to nonlinear ordinary differential equation by means of similarity transformations. Some examples are considered and the effects of different parameters are shown. OHPM is a very efficient procedure, ensuring a very rapid convergence of the solutions after only two iterations.

Analytic Approximate Solutions to the Boundary Layer Flow Equation over a Stretching Wall with Partial Slip at the Boundary

PubMed Central

Ene, Remus-Daniel; Marinca, Vasile; Marinca, Bogdan

2016-01-01

Analytic approximate solutions using Optimal Homotopy Perturbation Method (OHPM) are given for steady boundary layer flow over a nonlinearly stretching wall in presence of partial slip at the boundary. The governing equations are reduced to nonlinear ordinary differential equation by means of similarity transformations. Some examples are considered and the effects of different parameters are shown. OHPM is a very efficient procedure, ensuring a very rapid convergence of the solutions after only two iterations. PMID:27031232

Analytical solution of the nonlinear diffusion equation

NASA Astrophysics Data System (ADS)

Shanker Dubey, Ravi; Goswami, Pranay

2018-05-01

In the present paper, we derive the solution of the nonlinear fractional partial differential equations using an efficient approach based on the q -homotopy analysis transform method ( q -HATM). The fractional diffusion equations derivatives are considered in Caputo sense. The derived results are graphically demonstrated as well.

On the Monge-Ampere equivalent of the sine-Gordon equation

NASA Astrophysics Data System (ADS)

Ferapontov, E. V.; Nutku, Y.

1994-12-01

Surfaces of constant negative curvature in Euclidean space can be described by either the sine-Gordon equation for the angle between asymptotic directions, or a Monge-Ampere equation for the graph of the surface. We present the explicit form of the correspondence between these two integrable non-linear partial differential equations using their well-known properties in differential geometry. We find that the cotangent of the angle between asymptotic directions is directly related to the mean curvature of the surface. This is a Backlund-type transformation between the sine-Gordon and Monge-Ampere equations.

A note on the solutions of some nonlinear equations arising in third-grade fluid flows: an exact approach.

PubMed

Aziz, Taha; Mahomed, F M

2014-01-01

In this communication, we utilize some basic symmetry reductions to transform the governing nonlinear partial differential equations arising in the study of third-grade fluid flows into ordinary differential equations. We obtain some simple closed-form steady-state solutions of these reduced equations. Our solutions are valid for the whole domain [0,∞) and also satisfy the physical boundary conditions. We also present the numerical solutions for some of the underlying equations. The graphs corresponding to the essential physical parameters of the flow are presented and discussed.

A Note on the Solutions of Some Nonlinear Equations Arising in Third-Grade Fluid Flows: An Exact Approach

PubMed Central

Mahomed, F. M.

2014-01-01

In this communication, we utilize some basic symmetry reductions to transform the governing nonlinear partial differential equations arising in the study of third-grade fluid flows into ordinary differential equations. We obtain some simple closed-form steady-state solutions of these reduced equations. Our solutions are valid for the whole domain [0,∞) and also satisfy the physical boundary conditions. We also present the numerical solutions for some of the underlying equations. The graphs corresponding to the essential physical parameters of the flow are presented and discussed. PMID:25143962

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

ERIC Educational Resources Information Center

Dobbs, David E.

2006-01-01

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

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ghafarian, M.; Ariaei, A., E-mail: ariaei@eng.ui.ac.ir

The free vibration analysis of a multiple rotating nanobeams' system applying the nonlocal Eringen elasticity theory is presented. Multiple nanobeams' systems are of great importance in nano-optomechanical applications. At nanoscale, the nonlocal effects become non-negligible. According to the nonlocal Euler-Bernoulli beam theory, the governing partial differential equations are derived by incorporating the nonlocal scale effects. Assuming a structure of n parallel nanobeams, the vibration of the system is described by a coupled set of n partial differential equations. The method involves a change of variables to uncouple the equations and the differential transform method as an efficient mathematical technique tomore » solve the nonlocal governing differential equations. Then a number of parametric studies are conducted to assess the effect of the nonlocal scaling parameter, rotational speed, boundary conditions, hub radius, and the stiffness coefficients of the elastic interlayer media on the vibration behavior of the coupled rotating multiple-carbon-nanotube-beam system. It is revealed that the bending vibration of the system is significantly influenced by the rotational speed, elastic mediums, and the nonlocal scaling parameters. This model is validated by comparing the results with those available in the literature. The natural frequencies are in a reasonably good agreement with the reported results.« less

(N+1)-dimensional fractional reduced differential transform method for fractional order partial differential equations

NASA Astrophysics Data System (ADS)

Arshad, Muhammad; Lu, Dianchen; Wang, Jun

2017-07-01

In this paper, we pursue the general form of the fractional reduced differential transform method (DTM) to (N+1)-dimensional case, so that fractional order partial differential equations (PDEs) can be resolved effectively. The most distinct aspect of this method is that no prescribed assumptions are required, and the huge computational exertion is reduced and round-off errors are also evaded. We utilize the proposed scheme on some initial value problems and approximate numerical solutions of linear and nonlinear time fractional PDEs are obtained, which shows that the method is highly accurate and simple to apply. The proposed technique is thus an influential technique for solving the fractional PDEs and fractional order problems occurring in the field of engineering, physics etc. Numerical results are obtained for verification and demonstration purpose by using Mathematica software.

On the motion of classical three-body system with consideration of quantum fluctuations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gevorkyan, A. S., E-mail: g-ashot@sci.am

2017-03-15

We obtained the systemof stochastic differential equations which describes the classicalmotion of the three-body system under influence of quantum fluctuations. Using SDEs, for the joint probability distribution of the total momentum of bodies system were obtained the partial differential equation of the second order. It is shown, that the equation for the probability distribution is solved jointly by classical equations, which in turn are responsible for the topological peculiarities of tubes of quantum currents, transitions between asymptotic channels and, respectively for arising of quantum chaos.

Dynamic characteristics of a two-stage variable-mass flexible missile with internal flow

NASA Technical Reports Server (NTRS)

Meirovitch, L.; Bankovskis, J.

1972-01-01

A general formulation of the dynamical problems associated with powered flight of a two stage flexible, variable-mass missile with internal flow, discrete masses, and aerodynamic forces is presented. The formulation comprises six ordinary differential equations for the rigid body motion, 3n ordinary differential equations for the n discrete masses and three partial differential equations with the appropriate boundary conditions for the elastic motion. This set of equations is modified to represent a single stage flexible, variable-mass missile with internal flow and aerodynamic forces. The rigid-body motion consists then of three translations and three rotations, whereas the elastic motion is defined by one longitudinal and two flexural displacements, the latter about two orthogonal transverse axes. The differential equations are nonlinear and, in addition, they possess time-dependent coefficients due to the mass variation.

Molar mass, radius of gyration and second virial coefficient from new static light scattering equations for dilute solutions: application to 21 (macro)molecules.

PubMed

Illien, Bertrand; Ying, Ruifeng

2009-05-11

New static light scattering (SLS) equations for dilute binary solutions are derived. Contrarily to the usual SLS equations [Carr-Zimm (CZ)], the new equations have no need for the experimental absolute Rayleigh ratio of a reference liquid and solely rely on the ratio of scattered intensities of solutions and solvent. The new equations, which are based on polarizability equations, take into account the usual refractive index increment partial differential n/partial differential rho(2) complemented by the solvent specific polarizability and a term proportional to the slope of the solution density rho versus the solute mass concentration rho(2) (density increment). Then all the equations are applied to 21 (macro)molecules with a wide range of molar mass (0.2500 kg mol(-1)), for which the scattered intensity is no longer independent of the scattering angle, the new equations give the same value of the radius of gyration as the CZ equation and consistent values of the second virial coefficient.

Modified Method of Simplest Equation Applied to the Nonlinear Schrödinger Equation

NASA Astrophysics Data System (ADS)

Vitanov, Nikolay K.; Dimitrova, Zlatinka I.

2018-03-01

We consider an extension of the methodology of the modified method of simplest equation to the case of use of two simplest equations. The extended methodology is applied for obtaining exact solutions of model nonlinear partial differential equations for deep water waves: the nonlinear Schrödinger equation. It is shown that the methodology works also for other equations of the nonlinear Schrödinger kind.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Choi, Cheong R.

The structural changes of kinetic Alfvén solitary waves (KASWs) due to higher-order terms are investigated. While the first-order differential equation for KASWs provides the dispersion relation for kinetic Alfvén waves, the second-order differential equation describes the structural changes of the solitary waves due to higher-order nonlinearity. The reductive perturbation method is used to obtain the second-order and third-order partial differential equations; then, Kodama and Taniuti's technique [J. Phys. Soc. Jpn. 45, 298 (1978)] is applied in order to remove the secularities in the third-order differential equations and derive a linear second-order inhomogeneous differential equation. The solution to this new second-ordermore » equation indicates that, as the amplitude increases, the hump-type Korteweg-de Vries solution is concentrated more around the center position of the soliton and that dip-type structures form near the two edges of the soliton. This result has a close relationship with the interpretation of the complex KASW structures observed in space with satellites.« less

Symmetry classification of time-fractional diffusion equation

NASA Astrophysics Data System (ADS)

Naeem, I.; Khan, M. D.

2017-01-01

In this article, a new approach is proposed to construct the symmetry groups for a class of fractional differential equations which are expressed in the modified Riemann-Liouville fractional derivative. We perform a complete group classification of a nonlinear fractional diffusion equation which arises in fractals, acoustics, control theory, signal processing and many other applications. Introducing the suitable transformations, the fractional derivatives are converted to integer order derivatives and in consequence the nonlinear fractional diffusion equation transforms to a partial differential equation (PDE). Then the Lie symmetries are computed for resulting PDE and using inverse transformations, we derive the symmetries for fractional diffusion equation. All cases are discussed in detail and results for symmetry properties are compared for different values of α. This study provides a new way of computing symmetries for a class of fractional differential equations.

Exoplanet's Figure and Its Interior

NASA Astrophysics Data System (ADS)

Mian, Zhang; Cheng-li, Huang

2018-01-01

Along with the development of the observing technology, the observation and study on the exoplanets' oblateness and apsidal precession have achieved significant progress. The oblateness of an exoplanet is determined by its interior density profile and rotation period. Between its Love number k2 and core size exists obviously a negative correlation. So oblateness and k2 can well constrain its interior structure. Starting from the Lane-Emden equation, the planet models based on different polytropic indices are built. Then the flattening factors are obtained by solving the Wavre's integro-differential equation. The result shows that the smaller the polytropic index, the faster the rotation, and the larger the oblateness. We have selected 469 exoplanets, which have simultaneously the observed or estimated values of radius, mass, and orbit period from the NASA (National Aeronautics and Space Administration) Exoplanet Archive, and calculated their flattening factors under the two assumptions: tidal locking and fixed rotation period of 10.55 hours. The result shows that the flattening factors are too small to be detected under the tidal locking assumption, and that 28% of exoplanets have the flattening factors larger than 0.1 under the fixed rotation period of 10.55 hours. The Love numbers under the different polytropic models are solved by the Zharkov's approach, and the relation between k2 and core size is discussed.

Quantification of the evolution of firm size distributions due to mergers and acquisitions

PubMed Central

Sornette, Didier

2017-01-01

The distribution of firm sizes is known to be heavy tailed. In order to account for this stylized fact, previous economic models have focused mainly on growth through investments in a company’s own operations (internal growth). Thereby, the impact of mergers and acquisitions (M&A) on the firm size (external growth) is often not taken into consideration, notwithstanding its potential large impact. In this article, we make a first step into accounting for M&A. Specifically, we describe the effect of mergers and acquisitions on the firm size distribution in terms of an integro-differential equation. This equation is subsequently solved both analytically and numerically for various initial conditions, which allows us to account for different observations of previous empirical studies. In particular, it rationalises shortcomings of past work by quantifying that mergers and acquisitions develop a significant influence on the firm size distribution only over time scales much longer than a few decades. This explains why M&A has apparently little impact on the firm size distributions in existing data sets. Our approach is very flexible and can be extended to account for other sources of external growth, thus contributing towards a holistic understanding of the distribution of firm sizes. PMID:28841683

On Partial Fraction Decompositions by Repeated Polynomial Divisions

ERIC Educational Resources Information Center

Man, Yiu-Kwong

2017-01-01

We present a method for finding partial fraction decompositions of rational functions with linear or quadratic factors in the denominators by means of repeated polynomial divisions. This method does not involve differentiation or solving linear equations for obtaining the unknown partial fraction coefficients, which is very suitable for either…

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

NASA Technical Reports Server (NTRS)

Silver, A. H.; Sullivan, E.

1973-01-01

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

Application of ANNs approach for wave-like and heat-like equations

NASA Astrophysics Data System (ADS)

Jafarian, Ahmad; Baleanu, Dumitru

2017-12-01

Artificial neural networks are data processing systems which originate from human brain tissue studies. The remarkable abilities of these networks help us to derive desired results from complicated raw data. In this study, we intend to duplicate an efficient iterative method to the numerical solution of two famous partial differential equations, namely the wave-like and heat-like problems. It should be noted that many physical phenomena such as coupling currents in a flat multi-strand two-layer super conducting cable, non-homogeneous elastic waves in soils and earthquake stresses, are described by initial-boundary value wave and heat partial differential equations with variable coefficients. To the numerical solution of these equations, a combination of the power series method and artificial neural networks approach, is used to seek an appropriate bivariate polynomial solution of the mentioned initial-boundary value problem. Finally, several computer simulations confirmed the theoretical results and demonstrating applicability of the method.

A new computational method for reacting hypersonic flows

NASA Astrophysics Data System (ADS)

Niculescu, M. L.; Cojocaru, M. G.; Pricop, M. V.; Fadgyas, M. C.; Pepelea, D.; Stoican, M. G.

2017-07-01

Hypersonic gas dynamics computations are challenging due to the difficulties to have reliable and robust chemistry models that are usually added to Navier-Stokes equations. From the numerical point of view, it is very difficult to integrate together Navier-Stokes equations and chemistry model equations because these partial differential equations have different specific time scales. For these reasons, almost all known finite volume methods fail shortly to solve this second order partial differential system. Unfortunately, the heating of Earth reentry vehicles such as space shuttles and capsules is very close linked to endothermic chemical reactions. A better prediction of wall heat flux leads to smaller safety coefficient for thermal shield of space reentry vehicle; therefore, the size of thermal shield decreases and the payload increases. For these reasons, the present paper proposes a new computational method based on chemical equilibrium, which gives accurate prediction of hypersonic heating in order to support the Earth reentry capsule design.

Determining partial differential cross sections for low-energy electron photodetachment involving conical intersections using the solution of a Lippmann-Schwinger equation constructed with standard electronic structure techniques.

PubMed

Han, Seungsuk; Yarkony, David R

2011-05-07

A method for obtaining partial differential cross sections for low energy electron photodetachment in which the electronic states of the residual molecule are strongly coupled by conical intersections is reported. The method is based on the iterative solution to a Lippmann-Schwinger equation, using a zeroth order Hamiltonian consisting of the bound nonadiabatically coupled residual molecule and a free electron. The solution to the Lippmann-Schwinger equation involves only standard electronic structure techniques and a standard three-dimensional free particle Green's function quadrature for which fast techniques exist. The transition dipole moment for electron photodetachment, is a sum of matrix elements each involving one nonorthogonal orbital obtained from the solution to the Lippmann-Schwinger equation. An expression for the electron photodetachment transition dipole matrix element in terms of Dyson orbitals, which does not make the usual orthogonality assumptions, is derived.

A complete and partial integrability technique of the Lorenz system

NASA Astrophysics Data System (ADS)

Bougoffa, Lazhar; Al-Awfi, Saud; Bougouffa, Smail

2018-06-01

In this paper we deal with the well-known nonlinear Lorenz system that describes the deterministic chaos phenomenon. We consider an interesting problem with time-varying phenomena in quantum optics. Then we establish from the motion equations the passage to the Lorenz system. Furthermore, we show that the reduction to the third order non linear equation can be performed. Therefore, the obtained differential equation can be analytically solved in some special cases and transformed to Abel, Dufing, Painlevé and generalized Emden-Fowler equations. So, a motivating technique that permitted a complete and partial integrability of the Lorenz system is presented.

A theory of fine structure image models with an application to detection and classification of dementia

PubMed Central

Penn, Richard; Werner, Michael; Thomas, Justin

2015-01-01

Background Estimation of stochastic process models from data is a common application of time series analysis methods. Such system identification processes are often cast as hypothesis testing exercises whose intent is to estimate model parameters and test them for statistical significance. Ordinary least squares (OLS) regression and the Levenberg-Marquardt algorithm (LMA) have proven invaluable computational tools for models being described by non-homogeneous, linear, stationary, ordinary differential equations. Methods In this paper we extend stochastic model identification to linear, stationary, partial differential equations in two independent variables (2D) and show that OLS and LMA apply equally well to these systems. The method employs an original nonparametric statistic as a test for the significance of estimated parameters. Results We show gray scale and color images are special cases of 2D systems satisfying a particular autoregressive partial difference equation which estimates an analogous partial differential equation. Several applications to medical image modeling and classification illustrate the method by correctly classifying demented and normal OLS models of axial magnetic resonance brain scans according to subject Mini Mental State Exam (MMSE) scores. Comparison with 13 image classifiers from the literature indicates our classifier is at least 14 times faster than any of them and has a classification accuracy better than all but one. Conclusions Our modeling method applies to any linear, stationary, partial differential equation and the method is readily extended to 3D whole-organ systems. Further, in addition to being a robust image classifier, estimated image models offer insights into which parameters carry the most diagnostic image information and thereby suggest finer divisions could be made within a class. Image models can be estimated in milliseconds which translate to whole-organ models in seconds; such runtimes could make real-time medicine and surgery modeling possible. PMID:26029638

Mathematical Analysis and Optimization of Infiltration Processes

NASA Technical Reports Server (NTRS)

Chang, H.-C.; Gottlieb, D.; Marion, M.; Sheldon, B. W.

1997-01-01

A variety of infiltration techniques can be used to fabricate solid materials, particularly composites. In general these processes can be described with at least one time dependent partial differential equation describing the evolution of the solid phase, coupled to one or more partial differential equations describing mass transport through a porous structure. This paper presents a detailed mathematical analysis of a relatively simple set of equations which is used to describe chemical vapor infiltration. The results demonstrate that the process is controlled by only two parameters, alpha and beta. The optimization problem associated with minimizing the infiltration time is also considered. Allowing alpha and beta to vary with time leads to significant reductions in the infiltration time, compared with the conventional case where alpha and beta are treated as constants.

Modeling tree crown dynamics with 3D partial differential equations.

PubMed

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

2014-01-01

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

Jeffrey fluid effect on free convective over a vertically inclined plate with magnetic field: A numerical approach

NASA Astrophysics Data System (ADS)

Rao, J. Anand; Raju, R. Srinivasa; Bucchaiah, C. D.

2018-05-01

In this work, the effect of magnetohydrodynamic natural or free convective of an incompressible, viscous and electrically conducting non-newtonian Jeffrey fluid over a semi-infinite vertically inclined permeable moving plate embedded in a porous medium in the presence of heat absorption, heat and mass transfer. By using non-dimensional quantities, the fundamental governing non-linear partial differential equations are transformed into linear partial differential equations and these equations together with associated boundary conditions are solved numerically by using versatile, extensively validated, variational finite element method. The sway of important key parameters on hydrodynamic, thermal and concentration boundary layers are examined in detail and the results are shown graphically. Finally the results are compared with the works published previously and found to be excellent agreement.

Numerical solution of a coupled pair of elliptic equations from solid state electronics

NASA Technical Reports Server (NTRS)

Phillips, T. N.

1983-01-01

Iterative methods are considered for the solution of a coupled pair of second order elliptic partial differential equations which arise in the field of solid state electronics. A finite difference scheme is used which retains the conservative form of the differential equations. Numerical solutions are obtained in two ways, by multigrid and dynamic alternating direction implicit methods. Numerical results are presented which show the multigrid method to be an efficient way of solving this problem.

Time domain convergence properties of Lyapunov stable penalty methods

NASA Technical Reports Server (NTRS)

Kurdila, A. J.; Sunkel, John

1991-01-01

Linear hyperbolic partial differential equations are analyzed using standard techniques to show that a sequence of solutions generated by the Liapunov stable penalty equations approaches the solution of the differential-algebraic equations governing the dynamics of multibody problems arising in linear vibrations. The analysis does not require that the system be conservative and does not impose any specific integration scheme. Variational statements are derived which bound the error in approximation by the norm of the constraint violation obtained in the approximate solutions.

Introduction to Numerical Methods

DOE Office of Scientific and Technical Information (OSTI.GOV)

Schoonover, Joseph A.

2016-06-14

These are slides for a lecture for the Parallel Computing Summer Research Internship at the National Security Education Center. This gives an introduction to numerical methods. Repetitive algorithms are used to obtain approximate solutions to mathematical problems, using sorting, searching, root finding, optimization, interpolation, extrapolation, least squares regresion, Eigenvalue problems, ordinary differential equations, and partial differential equations. Many equations are shown. Discretizations allow us to approximate solutions to mathematical models of physical systems using a repetitive algorithm and introduce errors that can lead to numerical instabilities if we are not careful.

Partial differential equation models in the socio-economic sciences.

PubMed

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

2014-11-13

Mathematical models based on partial differential equations (PDEs) have become an integral part of quantitative analysis in most branches of science and engineering, recently expanding also towards biomedicine and socio-economic sciences. The application of PDEs in the latter is a promising field, but widely quite open and leading to a variety of novel mathematical challenges. In this introductory article of the Theme Issue, we will provide an overview of the field and its recent boosting topics. Moreover, we will put the contributions to the Theme Issue in an appropriate perspective. © 2014 The Author(s) Published by the Royal Society. All rights reserved.

Estimating varying coefficients for partial differential equation models.

PubMed

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

2017-09-01

Partial differential equations (PDEs) are used to model complex dynamical systems in multiple dimensions, and their parameters often have important scientific interpretations. In some applications, PDE parameters are not constant but can change depending on the values of covariates, a feature that we call varying coefficients. We propose a parameter cascading method to estimate varying coefficients in PDE models from noisy data. Our estimates of the varying coefficients are shown to be consistent and asymptotically normally distributed. The performance of our method is evaluated by a simulation study and by an empirical study estimating three varying coefficients in a PDE model arising from LIDAR data. © 2017, The International Biometric Society.

An Elementary Introduction to Recently Developed Computational Methods for Solving Singularly Perturbed Partial Differential Equations Arising in Science and Engineering

NASA Astrophysics Data System (ADS)

Kumar, Manoj; Srivastava, Akanksha

2013-01-01

This paper presents a survey of innovative approaches of the most effective computational techniques for solving singular perturbed partial differential equations, which are useful because of their numerical and computer realizations. Many applied problems appearing in semiconductors theory, biochemistry, kinetics, theory of electrical chains, economics, solid mechanics, fluid dynamics, quantum mechanics, and many others can be modelled as singularly perturbed systems. Here, we summarize a wide range of research articles published by numerous researchers during the last ten years to get a better view of the present scenario in this area of research.

A semi-direct procedure using a local relaxation factor and its application to an internal flow problem

NASA Technical Reports Server (NTRS)

Chang, S. C.

1984-01-01

Generally, fast direct solvers are not directly applicable to a nonseparable elliptic partial differential equation. This limitation, however, is circumvented by a semi-direct procedure, i.e., an iterative procedure using fast direct solvers. An efficient semi-direct procedure which is easy to implement and applicable to a variety of boundary conditions is presented. The current procedure also possesses other highly desirable properties, i.e.: (1) the convergence rate does not decrease with an increase of grid cell aspect ratio, and (2) the convergence rate is estimated using the coefficients of the partial differential equation being solved.

Analytical solutions for systems of partial differential-algebraic equations.

PubMed

Benhammouda, Brahim; Vazquez-Leal, Hector

2014-01-01

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

Time-partitioning simulation models for calculation on parallel computers

NASA Technical Reports Server (NTRS)

Milner, Edward J.; Blech, Richard A.; Chima, Rodrick V.

1987-01-01

A technique allowing time-staggered solution of partial differential equations is presented in this report. Using this technique, called time-partitioning, simulation execution speedup is proportional to the number of processors used because all processors operate simultaneously, with each updating of the solution grid at a different time point. The technique is limited by neither the number of processors available nor by the dimension of the solution grid. Time-partitioning was used to obtain the flow pattern through a cascade of airfoils, modeled by the Euler partial differential equations. An execution speedup factor of 1.77 was achieved using a two processor Cray X-MP/24 computer.

Combination of oriented partial differential equation and shearlet transform for denoising in electronic speckle pattern interferometry fringe patterns.

PubMed

Xu, Wenjun; Tang, Chen; Gu, Fan; Cheng, Jiajia

2017-04-01

It is a key step to remove the massive speckle noise in electronic speckle pattern interferometry (ESPI) fringe patterns. In the spatial-domain filtering methods, oriented partial differential equations have been demonstrated to be a powerful tool. In the transform-domain filtering methods, the shearlet transform is a state-of-the-art method. In this paper, we propose a filtering method for ESPI fringe patterns denoising, which is a combination of second-order oriented partial differential equation (SOOPDE) and the shearlet transform, named SOOPDE-Shearlet. Here, the shearlet transform is introduced into the ESPI fringe patterns denoising for the first time. This combination takes advantage of the fact that the spatial-domain filtering method SOOPDE and the transform-domain filtering method shearlet transform benefit from each other. We test the proposed SOOPDE-Shearlet on five experimentally obtained ESPI fringe patterns with poor quality and compare our method with SOOPDE, shearlet transform, windowed Fourier filtering (WFF), and coherence-enhancing diffusion (CEDPDE). Among them, WFF and CEDPDE are the state-of-the-art methods for ESPI fringe patterns denoising in transform domain and spatial domain, respectively. The experimental results have demonstrated the good performance of the proposed SOOPDE-Shearlet.

An Exponential Finite Difference Technique for Solving Partial Differential Equations. M.S. Thesis - Toledo Univ., Ohio

NASA Technical Reports Server (NTRS)

Handschuh, Robert F.

1987-01-01

An exponential finite difference algorithm, as first presented by Bhattacharya for one-dimensianal steady-state, heat conduction in Cartesian coordinates, has been extended. The finite difference algorithm developed was used to solve the diffusion equation in one-dimensional cylindrical coordinates and applied to two- and three-dimensional problems in Cartesian coordinates. The method was also used to solve nonlinear partial differential equations in one (Burger's equation) and two (Boundary Layer equations) dimensional Cartesian coordinates. Predicted results were compared to exact solutions where available, or to results obtained by other numerical methods. It was found that the exponential finite difference method produced results that were more accurate than those obtained by other numerical methods, especially during the initial transient portion of the solution. Other applications made using the exponential finite difference technique included unsteady one-dimensional heat transfer with temperature varying thermal conductivity and the development of the temperature field in a laminar Couette flow.

exponential finite difference technique for solving partial differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Handschuh, R.F.

1987-01-01

An exponential finite difference algorithm, as first presented by Bhattacharya for one-dimensianal steady-state, heat conduction in Cartesian coordinates, has been extended. The finite difference algorithm developed was used to solve the diffusion equation in one-dimensional cylindrical coordinates and applied to two- and three-dimensional problems in Cartesian coordinates. The method was also used to solve nonlinear partial differential equations in one (Burger's equation) and two (Boundary Layer equations) dimensional Cartesian coordinates. Predicted results were compared to exact solutions where available, or to results obtained by other numerical methods. It was found that the exponential finite difference method produced results that weremore » more accurate than those obtained by other numerical methods, especially during the initial transient portion of the solution. Other applications made using the exponential finite difference technique included unsteady one-dimensional heat transfer with temperature varying thermal conductivity and the development of the temperature field in a laminar Couette flow.« less

Comparison between two meshless methods based on collocation technique for the numerical solution of four-species tumor growth model

NASA Astrophysics Data System (ADS)

Dehghan, Mehdi; Mohammadi, Vahid

2017-03-01

As is said in [27], the tumor-growth model is the incorporation of nutrient within the mixture as opposed to being modeled with an auxiliary reaction-diffusion equation. The formulation involves systems of highly nonlinear partial differential equations of surface effects through diffuse-interface models [27]. Simulations of this practical model using numerical methods can be applied for evaluating it. The present paper investigates the solution of the tumor growth model with meshless techniques. Meshless methods are applied based on the collocation technique which employ multiquadrics (MQ) radial basis function (RBFs) and generalized moving least squares (GMLS) procedures. The main advantages of these choices come back to the natural behavior of meshless approaches. As well as, a method based on meshless approach can be applied easily for finding the solution of partial differential equations in high-dimension using any distributions of points on regular and irregular domains. The present paper involves a time-dependent system of partial differential equations that describes four-species tumor growth model. To overcome the time variable, two procedures will be used. One of them is a semi-implicit finite difference method based on Crank-Nicolson scheme and another one is based on explicit Runge-Kutta time integration. The first case gives a linear system of algebraic equations which will be solved at each time-step. The second case will be efficient but conditionally stable. The obtained numerical results are reported to confirm the ability of these techniques for solving the two and three-dimensional tumor-growth equations.

Iterative methods for elliptic finite element equations on general meshes

NASA Technical Reports Server (NTRS)

Nicolaides, R. A.; Choudhury, Shenaz

1986-01-01

Iterative methods for arbitrary mesh discretizations of elliptic partial differential equations are surveyed. The methods discussed are preconditioned conjugate gradients, algebraic multigrid, deflated conjugate gradients, an element-by-element techniques, and domain decomposition. Computational results are included.

HAM2D: 2D Shearing Box Model

NASA Astrophysics Data System (ADS)

Gammie, Charles F.; Guan, Xiaoyue

2012-10-01

HAM solves non-relativistic hyperbolic partial differential equations in conservative form using high-resolution shock-capturing techniques. This version of HAM has been configured to solve the magnetohydrodynamic equations of motion in axisymmetry to evolve a shearing box model.

Boundary-fitted curvilinear coordinate systems for solution of partial differential equations on fields containing any number of arbitrary two-dimensional bodies

NASA Technical Reports Server (NTRS)

Thompson, J. F.; Thames, F. C.; Mastin, C. W.

1977-01-01

A method is presented for automatic numerical generation of a general curvilinear coordinate system with coordinate lines coincident with all boundaries of a general multi-connected two-dimensional region containing any number of arbitrarily shaped bodies. No restrictions are placed on the shape of the boundaries, which may even be time-dependent, and the approach is not restricted in principle to two dimensions. With this procedure the numerical solution of a partial differential system may be done on a fixed rectangular field with a square mesh with no interpolation required regardless of the shape of the physical boundaries, regardless of the spacing of the curvilinear coordinate lines in the physical field, and regardless of the movement of the coordinate system in the physical plane. A number of examples of coordinate systems and application thereof to the solution of partial differential equations are given. The FORTRAN computer program and instructions for use are included.

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

NASA Astrophysics Data System (ADS)

Huang, Ding-jiang; Ivanova, Nataliya M.

2016-02-01

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

An Improved Heaviside Approach to Partial Fraction Expansion and Its Applications

ERIC Educational Resources Information Center

Man, Yiu-Kwong

2009-01-01

In this note, we present an improved Heaviside approach to compute the partial fraction expansions of proper rational functions. This method uses synthetic divisions to determine the unknown partial fraction coefficients successively, without the need to use differentiation or to solve a system of linear equations. Examples of its applications in…

Computing generalized Langevin equations and generalized Fokker-Planck equations.

PubMed

Darve, Eric; Solomon, Jose; Kia, Amirali

2009-07-07

The Mori-Zwanzig formalism is an effective tool to derive differential equations describing the evolution of a small number of resolved variables. In this paper we present its application to the derivation of generalized Langevin equations and generalized non-Markovian Fokker-Planck equations. We show how long time scales rates and metastable basins can be extracted from these equations. Numerical algorithms are proposed to discretize these equations. An important aspect is the numerical solution of the orthogonal dynamics equation which is a partial differential equation in a high dimensional space. We propose efficient numerical methods to solve this orthogonal dynamics equation. In addition, we present a projection formalism of the Mori-Zwanzig type that is applicable to discrete maps. Numerical applications are presented from the field of Hamiltonian systems.

Group invariant solution for a pre-existing fracture driven by a power-law fluid in impermeable rock

NASA Astrophysics Data System (ADS)

Fareo, A. G.; Mason, D. P.

2013-12-01

The effect of power-law rheology on hydraulic fracturing is investigated. The evolution of a two-dimensional fracture with non-zero initial length and driven by a power-law fluid is analyzed. Only fluid injection into the fracture is considered. The surrounding rock mass is impermeable. With the aid of lubrication theory and the PKN approximation a partial differential equation for the fracture half-width is derived. Using a linear combination of the Lie-point symmetry generators of the partial differential equation, the group invariant solution is obtained and the problem is reduced to a boundary value problem for an ordinary differential equation. Exact analytical solutions are derived for hydraulic fractures with constant volume and with constant propagation speed. The asymptotic solution near the fracture tip is found. The numerical solution for general working conditions is obtained by transforming the boundary value problem to a pair of initial value problems. Throughout the paper, hydraulic fracturing with shear thinning, Newtonian and shear thickening fluids are compared.

Nonlinear interaction between a pair of oblique modes in a supersonic mixing layer: Long-wave limit

NASA Technical Reports Server (NTRS)

Balsa, Thomas F.; Gartside, James

1995-01-01

The nonlinear interaction between a pair of symmetric, oblique, and spatial instability modes is studied in the long-wave limit using asymptotic methods. The base flow is taken to be a supersonic mixing layer whose Mach number is such that the corresponding vortex sheet is marginally stable according to Miles' criterion. It is shown that the amplitude of the mode obeys a nonlinear integro-differential equation. Numerical solutions of this equation show that, when the obliqueness angle is less than pi/4, the effect of the nonlinearity is to enhance the growth rate of the instability. The solution terminates in a singularity at a finite streamwise location. This result is reminiscent of that obtained in the vicinity of the neutral point by other authors in several different types of flows. On the other hand, when the obliqueness angle is more than pi/4, the streamwise development of the amplitude is characterized by a series of modulations. This arises from the fact that the nonlinear term in the amplitude equation may be either stabilizing or destabilizing, depending on the value of the streamwise coordinate. However, even in this case the amplitude of the disturbance increases, though not as rapidly as in the case for which the angle is less than pi/4. Quite generally then, the nonlinear interaction between two oblique modes in a supersonic mixing layer enhances the growth of the disturbance.

Accurate solution of the Poisson equation with discontinuities

NASA Astrophysics Data System (ADS)

Nave, Jean-Christophe; Marques, Alexandre; Rosales, Rodolfo

2017-11-01

Solving the Poisson equation in the presence of discontinuities is of great importance in many applications of science and engineering. In many cases, the discontinuities are caused by interfaces between different media, such as in multiphase flows. These interfaces are themselves solutions to differential equations, and can assume complex configurations. For this reason, it is convenient to embed the interface into a regular triangulation or Cartesian grid and solve the Poisson equation in this regular domain. We present an extension of the Correction Function Method (CFM), which was developed to solve the Poisson equation in the context of embedded interfaces. The distinctive feature of the CFM is that it uses partial differential equations to construct smooth extensions of the solution in the vicinity of interfaces. A consequence of this approach is that it can achieve high order of accuracy while maintaining compact discretizations. The extension we present removes the restrictions of the original CFM, and yields a method that can solve the Poisson equation when discontinuities are present in the solution, the coefficients of the equation (material properties), and the source term. We show results computed to fourth order of accuracy in two and three dimensions. This work was partially funded by DARPA, NSF, and NSERC.

A Study of Multigrid Preconditioners Using Eigensystem Analysis

NASA Technical Reports Server (NTRS)

Roberts, Thomas W.; Swanson, R. C.

2005-01-01

The convergence properties of numerical schemes for partial differential equations are studied by examining the eigensystem of the discrete operator. This method of analysis is very general, and allows the effects of boundary conditions and grid nonuniformities to be examined directly. Algorithms for the Laplace equation and a two equation model hyperbolic system are examined.

Forced Convection Heat Transfer in Circular Pipes

ERIC Educational Resources Information Center

Tosun, Ismail

2007-01-01

One of the pitfalls of engineering education is to lose the physical insight of the problem while tackling the mathematical part. Forced convection heat transfer (the Graetz-Nusselt problem) certainly falls into this category. The equation of energy together with the equation of motion leads to a partial differential equation subject to various…

A Three-Fold Approach to the Heat Equation: Data, Modeling, Numerics

ERIC Educational Resources Information Center

Spayd, Kimberly; Puckett, James

2016-01-01

This article describes our modeling approach to teaching the one-dimensional heat (diffusion) equation in a one-semester undergraduate partial differential equations course. We constructed the apparatus for a demonstration of heat diffusion through a long, thin metal rod with prescribed temperatures at each end. The students observed the physical…

Equations for the Filled Inelastic Membrane: A More General Derivation

ERIC Educational Resources Information Center

Deakin, Michael A. B.

2011-01-01

An earlier paper discussed the case of a flexible but inextensible membrane filled to capacity with incompressible fluid. It was found that the resulting shape satisfies a set of three simultaneous partial differential equations. This article gives a more general derivation of these equations and shows their form in an interesting special case.

A moving mesh finite difference method for equilibrium radiation diffusion equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yang, Xiaobo, E-mail: xwindyb@126.com; Huang, Weizhang, E-mail: whuang@ku.edu; Qiu, Jianxian, E-mail: jxqiu@xmu.edu.cn

2015-10-01

An efficient moving mesh finite difference method is developed for the numerical solution of equilibrium radiation diffusion equations in two dimensions. The method is based on the moving mesh partial differential equation approach and moves the mesh continuously in time using a system of meshing partial differential equations. The mesh adaptation is controlled through a Hessian-based monitor function and the so-called equidistribution and alignment principles. Several challenging issues in the numerical solution are addressed. Particularly, the radiation diffusion coefficient depends on the energy density highly nonlinearly. This nonlinearity is treated using a predictor–corrector and lagged diffusion strategy. Moreover, the nonnegativitymore » of the energy density is maintained using a cutoff method which has been known in literature to retain the accuracy and convergence order of finite difference approximation for parabolic equations. Numerical examples with multi-material, multiple spot concentration situations are presented. Numerical results show that the method works well for radiation diffusion equations and can produce numerical solutions of good accuracy. It is also shown that a two-level mesh movement strategy can significantly improve the efficiency of the computation.« less

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

NASA Technical Reports Server (NTRS)

Jameson, A.

1976-01-01

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

Group solution for unsteady free-convection flow from a vertical moving plate subjected to constant heat flux

NASA Astrophysics Data System (ADS)

Kassem, M.

2006-03-01

The problem of heat and mass transfer in an unsteady free-convection flow over a continuous moving vertical sheet in an ambient fluid is investigated for constant heat flux using the group theoretical method. The nonlinear coupled partial differential equation governing the flow and the boundary conditions are transformed to a system of ordinary differential equations with appropriate boundary conditions. The obtained ordinary differential equations are solved numerically using the shooting method. The effect of Prandlt number on the velocity and temperature of the boundary-layer is plotted in curves. A comparison with previous work is presented.

A theoretical analysis of fluid flow and energy transport in hydrothermal systems

USGS Publications Warehouse

Faust, Charles R.; Mercer, James W.

1977-01-01

A mathematical derivation for fluid flow and energy transport in hydrothermal systems is presented. Specifically, the mathematical model describes the three-dimensional flow of both single- and two-phase, single-component water and the transport of heat in porous media. The derivation begins with the point balance equations for mass, momentum, and energy. These equations are then averaged over a finite volume to obtain the macroscopic balance equations for a porous medium. The macroscopic equations are combined by appropriate constitutive relationships to form two similified partial differential equations posed in terms of fluid pressure and enthalpy. A two-dimensional formulation of the simplified equations is also derived by partial integration in the vertical dimension. (Woodard-USGS)

Measurement-based perturbation theory and differential equation parameter estimation with applications to satellite gravimetry

NASA Astrophysics Data System (ADS)

Xu, Peiliang

2018-06-01

The numerical integration method has been routinely used by major institutions worldwide, for example, NASA Goddard Space Flight Center and German Research Center for Geosciences (GFZ), to produce global gravitational models from satellite tracking measurements of CHAMP and/or GRACE types. Such Earth's gravitational products have found widest possible multidisciplinary applications in Earth Sciences. The method is essentially implemented by solving the differential equations of the partial derivatives of the orbit of a satellite with respect to the unknown harmonic coefficients under the conditions of zero initial values. From the mathematical and statistical point of view, satellite gravimetry from satellite tracking is essentially the problem of estimating unknown parameters in the Newton's nonlinear differential equations from satellite tracking measurements. We prove that zero initial values for the partial derivatives are incorrect mathematically and not permitted physically. The numerical integration method, as currently implemented and used in mathematics and statistics, chemistry and physics, and satellite gravimetry, is groundless, mathematically and physically. Given the Newton's nonlinear governing differential equations of satellite motion with unknown equation parameters and unknown initial conditions, we develop three methods to derive new local solutions around a nominal reference orbit, which are linked to measurements to estimate the unknown corrections to approximate values of the unknown parameters and the unknown initial conditions. Bearing in mind that satellite orbits can now be tracked almost continuously at unprecedented accuracy, we propose the measurement-based perturbation theory and derive global uniformly convergent solutions to the Newton's nonlinear governing differential equations of satellite motion for the next generation of global gravitational models. Since the solutions are global uniformly convergent, theoretically speaking, they are able to extract smallest possible gravitational signals from modern and future satellite tracking measurements, leading to the production of global high-precision, high-resolution gravitational models. By directly turning the nonlinear differential equations of satellite motion into the nonlinear integral equations, and recognizing the fact that satellite orbits are measured with random errors, we further reformulate the links between satellite tracking measurements and the global uniformly convergent solutions to the Newton's governing differential equations as a condition adjustment model with unknown parameters, or equivalently, the weighted least squares estimation of unknown differential equation parameters with equality constraints, for the reconstruction of global high-precision, high-resolution gravitational models from modern (and future) satellite tracking measurements.

Theory of a general class of dissipative processes.

NASA Technical Reports Server (NTRS)

Hale, J. K.; Lasalle, J. P.; Slemrod, M.

1972-01-01

Development of a theory of periodic processes that is of sufficient generality for being applied to systems defined by partial differential equations (distributed parameter systems) and functional differential equations of the retarded and neutral type (hereditary systems), as well as to systems arising in the theory of elasticity. In particular, the attempt is made to develop a meaningful general theory of dissipative periodic systems with a wide range of applications.

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.

A partial differential equation model and its reduction to an ordinary differential equation model for prostate tumor growth under intermittent hormone therapy.

PubMed

Tao, Youshan; Guo, Qian; Aihara, Kazuyuki

2014-10-01

Hormonal therapy with androgen suppression is a common treatment for advanced prostate tumors. The emergence of androgen-independent cells, however, leads to a tumor relapse under a condition of long-term androgen deprivation. Clinical trials suggest that intermittent androgen suppression (IAS) with alternating on- and off-treatment periods can delay the relapse when compared with continuous androgen suppression (CAS). In this paper, we propose a mathematical model for prostate tumor growth under IAS therapy. The model elucidates initial hormone sensitivity, an eventual relapse of a tumor under CAS therapy, and a delay of a relapse under IAS therapy, which are due to the coexistence of androgen-dependent cells, androgen-independent cells resulting from reversible changes by adaptation, and androgen-independent cells resulting from irreversible changes by genetic mutations. The model is formulated as a free boundary problem of partial differential equations that describe the evolution of populations of the abovementioned three types of cells during on-treatment periods and off-treatment periods. Moreover, the model can be transformed into a piecewise linear ordinary differential equation model by introducing three new volume variables, and the study of the resulting model may help to devise optimal IAS schedules.

An efficient nonlinear finite-difference approach in the computational modeling of the dynamics of a nonlinear diffusion-reaction equation in microbial ecology.

PubMed

Macías-Díaz, J E; Macías, Siegfried; Medina-Ramírez, I E

2013-12-01

In this manuscript, we present a computational model to approximate the solutions of a partial differential equation which describes the growth dynamics of microbial films. The numerical technique reported in this work is an explicit, nonlinear finite-difference methodology which is computationally implemented using Newton's method. Our scheme is compared numerically against an implicit, linear finite-difference discretization of the same partial differential equation, whose computer coding requires an implementation of the stabilized bi-conjugate gradient method. Our numerical results evince that the nonlinear approach results in a more efficient approximation to the solutions of the biofilm model considered, and demands less computer memory. Moreover, the positivity of initial profiles is preserved in the practice by the nonlinear scheme proposed. Copyright © 2013 Elsevier Ltd. All rights reserved.

Solving Partial Differential Equations on Overlapping Grids

DOE Office of Scientific and Technical Information (OSTI.GOV)

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 solutionmore » 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.« less

Estimating Soil Hydraulic Parameters using Gradient Based Approach

NASA Astrophysics Data System (ADS)

Rai, P. K.; Tripathi, S.

2017-12-01

The conventional way of estimating parameters of a differential equation is to minimize the error between the observations and their estimates. The estimates are produced from forward solution (numerical or analytical) of differential equation assuming a set of parameters. Parameter estimation using the conventional approach requires high computational cost, setting-up of initial and boundary conditions, and formation of difference equations in case the forward solution is obtained numerically. Gaussian process based approaches like Gaussian Process Ordinary Differential Equation (GPODE) and Adaptive Gradient Matching (AGM) have been developed to estimate the parameters of Ordinary Differential Equations without explicitly solving them. Claims have been made that these approaches can straightforwardly be extended to Partial Differential Equations; however, it has been never demonstrated. This study extends AGM approach to PDEs and applies it for estimating parameters of Richards equation. Unlike the conventional approach, the AGM approach does not require setting-up of initial and boundary conditions explicitly, which is often difficult in real world application of Richards equation. The developed methodology was applied to synthetic soil moisture data. It was seen that the proposed methodology can estimate the soil hydraulic parameters correctly and can be a potential alternative to the conventional method.

Differential Equations Models to Study Quorum Sensing.

PubMed

Pérez-Velázquez, Judith; Hense, Burkhard A

2018-01-01

Mathematical models to study quorum sensing (QS) have become an important tool to explore all aspects of this type of bacterial communication. A wide spectrum of mathematical tools and methods such as dynamical systems, stochastics, and spatial models can be employed. In this chapter, we focus on giving an overview of models consisting of differential equations (DE), which can be used to describe changing quantities, for example, the dynamics of one or more signaling molecule in time and space, often in conjunction with bacterial growth dynamics. The chapter is divided into two sections: ordinary differential equations (ODE) and partial differential equations (PDE) models of QS. Rates of change are represented mathematically by derivatives, i.e., in terms of DE. ODE models allow describing changes in one independent variable, for example, time. PDE models can be used to follow changes in more than one independent variable, for example, time and space. Both types of models often consist of systems (i.e., more than one equation) of equations, such as equations for bacterial growth and autoinducer concentration dynamics. Almost from the onset, mathematical modeling of QS using differential equations has been an interdisciplinary endeavor and many of the works we revised here will be placed into their biological context.

Soliton solutions for ABS lattice equations: I. Cauchy matrix approach

NASA Astrophysics Data System (ADS)

Nijhoff, Frank; Atkinson, James; Hietarinta, Jarmo

2009-10-01

In recent years there have been new insights into the integrability of quadrilateral lattice equations, i.e. partial difference equations which are the natural discrete analogues of integrable partial differential equations in 1+1 dimensions. In the scalar (i.e. single-field) case, there now exist classification results by Adler, Bobenko and Suris (ABS) leading to some new examples in addition to the lattice equations 'of KdV type' that were known since the late 1970s and early 1980s. In this paper, we review the construction of soliton solutions for the KdV-type lattice equations and use those results to construct N-soliton solutions for all lattice equations in the ABS list except for the elliptic case of Q4, which is left to a separate treatment.

XMDS2: Fast, scalable simulation of coupled stochastic partial differential equations

NASA Astrophysics Data System (ADS)

Dennis, Graham R.; Hope, Joseph J.; Johnsson, Mattias T.

2013-01-01

XMDS2 is a cross-platform, GPL-licensed, open source package for numerically integrating initial value problems that range from a single ordinary differential equation up to systems of coupled stochastic partial differential equations. The equations are described in a high-level XML-based script, and the package generates low-level optionally parallelised C++ code for the efficient solution of those equations. It combines the advantages of high-level simulations, namely fast and low-error development, with the speed, portability and scalability of hand-written code. XMDS2 is a complete redesign of the XMDS package, and features support for a much wider problem space while also producing faster code. Program summaryProgram title: XMDS2 Catalogue identifier: AENK_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AENK_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU General Public License, version 2 No. of lines in distributed program, including test data, etc.: 872490 No. of bytes in distributed program, including test data, etc.: 45522370 Distribution format: tar.gz Programming language: Python and C++. Computer: Any computer with a Unix-like system, a C++ compiler and Python. Operating system: Any Unix-like system; developed under Mac OS X and GNU/Linux. RAM: Problem dependent (roughly 50 bytes per grid point) Classification: 4.3, 6.5. External routines: The external libraries required are problem-dependent. Uses FFTW3 Fourier transforms (used only for FFT-based spectral methods), dSFMT random number generation (used only for stochastic problems), MPI message-passing interface (used only for distributed problems), HDF5, GNU Scientific Library (used only for Bessel-based spectral methods) and a BLAS implementation (used only for non-FFT-based spectral methods). Nature of problem: General coupled initial-value stochastic partial differential equations. Solution method: Spectral method with method-of-lines integration Running time: Determined by the size of the problem

Nebo: An efficient, parallel, and portable domain-specific language for numerically solving partial differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Earl, Christopher; Might, Matthew; Bagusetty, Abhishek

This study presents Nebo, a declarative domain-specific language embedded in C++ for discretizing partial differential equations for transport phenomena on multiple architectures. Application programmers use Nebo to write code that appears sequential but can be run in parallel, without editing the code. Currently Nebo supports single-thread execution, multi-thread execution, and many-core (GPU-based) execution. With single-thread execution, Nebo performs on par with code written by domain experts. With multi-thread execution, Nebo can linearly scale (with roughly 90% efficiency) up to 12 cores, compared to its single-thread execution. Moreover, Nebo’s many-core execution can be over 140x faster than its single-thread execution.

Analytical Derivation of Power Laws in Firm Size Variables from Gibrat's Law and Quasi-inversion Symmetry: A Geomorphological Approach

NASA Astrophysics Data System (ADS)

Ishikawa, Atushi; Fujimoto, Shouji; Mizuno, Takayuki; Watanabe, Tsutomu

2014-03-01

We start from Gibrat's law and quasi-inversion symmetry for three firm size variables (i.e., tangible fixed assets K, number of employees L, and sales Y) and derive a partial differential equation to be satisfied by the joint probability density function of K and L. We then transform K and L, which are correlated, into two independent variables by applying surface openness used in geomorphology and provide an analytical solution to the partial differential equation. Using worldwide data on the firm size variables for companies, we confirm that the estimates on the power-law exponents of K, L, and Y satisfy a relationship implied by the theory.

Reduced-order modelling of parameter-dependent, linear and nonlinear dynamic partial differential equation models.

PubMed

Shah, A A; Xing, W W; Triantafyllidis, V

2017-04-01

In this paper, we develop reduced-order models for dynamic, parameter-dependent, linear and nonlinear partial differential equations using proper orthogonal decomposition (POD). The main challenges are to accurately and efficiently approximate the POD bases for new parameter values and, in the case of nonlinear problems, to efficiently handle the nonlinear terms. We use a Bayesian nonlinear regression approach to learn the snapshots of the solutions and the nonlinearities for new parameter values. Computational efficiency is ensured by using manifold learning to perform the emulation in a low-dimensional space. The accuracy of the method is demonstrated on a linear and a nonlinear example, with comparisons with a global basis approach.

Nebo: An efficient, parallel, and portable domain-specific language for numerically solving partial differential equations

DOE PAGES

Earl, Christopher; Might, Matthew; Bagusetty, Abhishek; ...

2016-01-26

This study presents Nebo, a declarative domain-specific language embedded in C++ for discretizing partial differential equations for transport phenomena on multiple architectures. Application programmers use Nebo to write code that appears sequential but can be run in parallel, without editing the code. Currently Nebo supports single-thread execution, multi-thread execution, and many-core (GPU-based) execution. With single-thread execution, Nebo performs on par with code written by domain experts. With multi-thread execution, Nebo can linearly scale (with roughly 90% efficiency) up to 12 cores, compared to its single-thread execution. Moreover, Nebo’s many-core execution can be over 140x faster than its single-thread execution.

Reduced-order modelling of parameter-dependent, linear and nonlinear dynamic partial differential equation models

PubMed Central

Xing, W. W.; Triantafyllidis, V.

2017-01-01

In this paper, we develop reduced-order models for dynamic, parameter-dependent, linear and nonlinear partial differential equations using proper orthogonal decomposition (POD). The main challenges are to accurately and efficiently approximate the POD bases for new parameter values and, in the case of nonlinear problems, to efficiently handle the nonlinear terms. We use a Bayesian nonlinear regression approach to learn the snapshots of the solutions and the nonlinearities for new parameter values. Computational efficiency is ensured by using manifold learning to perform the emulation in a low-dimensional space. The accuracy of the method is demonstrated on a linear and a nonlinear example, with comparisons with a global basis approach. PMID:28484327

Separation of Variables and Superintegrability; The symmetry of solvable systems

NASA Astrophysics Data System (ADS)

Kalnins, Ernest G.; Kress, Jonathan M.; Miller, Willard, Jr.

2018-06-01

Separation of variables methods for solving partial differential equations are of immense theoretical and practical importance in mathematical physics. They are the most powerful tool known for obtaining explicit solutions of the partial differential equations of mathematical physics. The purpose of this book is to give an up-to-date presentation of the theory of separation of variables and its relation to superintegrability. Collating and presenting it in a unified, updated and a more accessible manner, the results scattered in the literature that the authors have prepared is an invaluable resource for mathematicians and mathematical physicists in particular, as well as science, engineering, geological and biological researchers interested in explicit solutions.

Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion

NASA Astrophysics Data System (ADS)

Zhang, Wei-Guo; Li, Zhe; Liu, Yong-Jun

2018-01-01

In this paper, we study the pricing problem of the continuously monitored fixed and floating strike geometric Asian power options in a mixed fractional Brownian motion environment. First, we derive both closed-form solutions and mixed fractional partial differential equations for fixed and floating strike geometric Asian power options based on delta-hedging strategy and partial differential equation method. Second, we present the lower and upper bounds of the prices of fixed and floating strike geometric Asian power options under the assumption that both risk-free interest rate and volatility are interval numbers. Finally, numerical studies are performed to illustrate the performance of our proposed pricing model.

Second-order oriented partial-differential equations for denoising in electronic-speckle-pattern interferometry fringes.

PubMed

Tang, Chen; Han, Lin; Ren, Hongwei; Zhou, Dongjian; Chang, Yiming; Wang, Xiaohang; Cui, Xiaolong

2008-10-01

We derive the second-order oriented partial-differential equations (PDEs) for denoising in electronic-speckle-pattern interferometry fringe patterns from two points of view. The first is based on variational methods, and the second is based on controlling diffusion direction. Our oriented PDE models make the diffusion along only the fringe orientation. The main advantage of our filtering method, based on oriented PDE models, is that it is very easy to implement compared with the published filtering methods along the fringe orientation. We demonstrate the performance of our oriented PDE models via application to two computer-simulated and experimentally obtained speckle fringes and compare with related PDE models.

A note on the accuracy of spectral method applied to nonlinear conservation laws

NASA Technical Reports Server (NTRS)

Shu, Chi-Wang; Wong, Peter S.

1994-01-01

Fourier spectral method can achieve exponential accuracy both on the approximation level and for solving partial differential equations if the solutions are analytic. For a linear partial differential equation with a discontinuous solution, Fourier spectral method produces poor point-wise accuracy without post-processing, but still maintains exponential accuracy for all moments against analytic functions. In this note we assess the accuracy of Fourier spectral method applied to nonlinear conservation laws through a numerical case study. We find that the moments with respect to analytic functions are no longer very accurate. However the numerical solution does contain accurate information which can be extracted by a post-processing based on Gegenbauer polynomials.

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

DOE Office of Scientific and Technical Information (OSTI.GOV)

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.more » 14 refs., 9 figs.« less

The method of lines in three dimensional fracture mechanics

NASA Technical Reports Server (NTRS)

Gyekenyesi, J.; Berke, L.

1980-01-01

A review of recent developments in the calculation of design parameters for fracture mechanics by the method of lines (MOL) is presented. Three dimensional elastic and elasto-plastic formulations are examined and results from previous and current research activities are reported. The application of MOL to the appropriate partial differential equations of equilibrium leads to coupled sets of simultaneous ordinary differential equations. Solutions of these equations are obtained by the Peano-Baker and by the recurrance relations methods. The advantages and limitations of both solution methods from the computational standpoint are summarized.

On time discretizations for spectral methods. [numerical integration of Fourier and Chebyshev methods for dynamic partial differential equations

NASA Technical Reports Server (NTRS)

Gottlieb, D.; Turkel, E.

1980-01-01

New methods are introduced for the time integration of the Fourier and Chebyshev methods of solution for dynamic differential equations. These methods are unconditionally stable, even though no matrix inversions are required. Time steps are chosen by accuracy requirements alone. For the Fourier method both leapfrog and Runge-Kutta methods are considered. For the Chebyshev method only Runge-Kutta schemes are tested. Numerical calculations are presented to verify the analytic results. Applications to the shallow water equations are presented.

Operational method of solution of linear non-integer ordinary and partial differential equations.

PubMed

Zhukovsky, K V

2016-01-01

We propose operational method with recourse to generalized forms of orthogonal polynomials for solution of a variety of differential equations of mathematical physics. Operational definitions of generalized families of orthogonal polynomials are used in this context. Integral transforms and the operational exponent together with some special functions are also employed in the solutions. The examples of solution of physical problems, related to such problems as the heat propagation in various models, evolutional processes, Black-Scholes-like equations etc. are demonstrated by the operational technique.

Introducing the Improved Heaviside Approach to Partial Fraction Decomposition to Undergraduate Students: Results and Implications from a Pilot Study

ERIC Educational Resources Information Center

Man, Yiu-Kwong

2012-01-01

Partial fraction decomposition is a useful technique often taught at senior secondary or undergraduate levels to handle integrations, inverse Laplace transforms or linear ordinary differential equations, etc. In recent years, an improved Heaviside's approach to partial fraction decomposition was introduced and developed by the author. An important…

Strongly nonlinear parabolic variational inequalities.

PubMed

Browder, F E; Brézis, H

1980-02-01

An existence and uniqueness result is established for a general class of variational inequalities for parabolic partial differential equations of the form partial differentialu/ partial differentialt + A(u) + g(u) = f with g nondecreasing but satisfying no growth condition. The proof is based upon a type of compactness result for solutions of variational inequalities that should find a variety of other applications.

Spherical means of solutions of partial differential equations in a conical region

NASA Technical Reports Server (NTRS)

Ting, L.

1974-01-01

The spherical means of the solutions of a linear partial differential equation Lu = f in a conical region are studied. The conical region is bounded by a surface generated by curvilinear ti surfaces. The spherical mean is the average of u over a constant ti surface. The conditions on the linear differential operator, L, and on the orthogonal coordinates (ti, eta, zeta) are established so that the spherical mean of the solution subjected to the appropriate boundary and initial conditions can be determined directly as a problem with only space variable. Conditions are then established so that the spherical mean of the solution in one concial region will be proportional to that of a known solution in another conical region. Applications to various problems of mathematical physics and their physical interpretations are presented.

Free-Surface Flow and Fluid-Object Interaction Modeling With Emphasis on Ship Hydrodynamics

DTIC Science & Technology

2012-01-01

0 on Cawt (21) in a weak sense. Equation (20) is the Eikonal partial differential equation subject to the interior constraint given by Eq. (21). To...tion, respectively. The formulation given by Eq. (22) is the SUPG method [30] applied to the Eikonal equation. At the steady state, the above problem

Analytical solutions of mushy layer equations describing directional solidification in the presence of nucleation

NASA Astrophysics Data System (ADS)

Alexandrov, Dmitri V.; Ivanov, Alexander A.; Alexandrova, Irina V.

2018-01-01

The processes of particle nucleation and their evolution in a moving metastable layer of phase transition (supercooled liquid or supersaturated solution) are studied analytically. The transient integro-differential model for the density distribution function and metastability level is solved for the kinetic and diffusionally controlled regimes of crystal growth. The Weber-Volmer-Frenkel-Zel'dovich and Meirs mechanisms for nucleation kinetics are used. We demonstrate that the phase transition boundary lying between the mushy and pure liquid layers evolves with time according to the following power dynamic law: , where Z1(t)=βt7/2 and Z1(t)=βt2 in cases of kinetic and diffusionally controlled scenarios. The growth rate parameters α, β and ε are determined analytically. We show that the phase transition interface in the presence of crystal nucleation and evolution propagates slower than in the absence of their nucleation. This article is part of the theme issue `From atomistic interfaces to dendritic patterns'.

A mathematical model for the thrust force generated by a flapping elastic wing

NASA Astrophysics Data System (ADS)

Tarasov, Alexander E.; Sumbatyan, Mezhlum A.

2012-11-01

The physical nature of the thrust force generated by flapping wings is of a long-time interest of many researchers. The idea of the thrust effect came from the observation of birds' flight. Apparently, Leonardo da Vinci was first who tried to explain the mechanism of the flapping wing trust, for possible engineering applications. Nevertheless, the fundamental basics of a theoretical study of wing oscillations were laid only near the beginning of the 20th century. The thrust effect of the flapping wing was explained by Knoller in 1909 and Betz in 1912, independently. The principal problem in this theory is to define an optimal deformation law which provides the flapping wing to work with highest efficiency. In the present paper we study a rectangular elastic wing of finite span as a propulsion device. We propose an analytical approach, to study harmonic oscillations of a thin elastic rectangular wing at zero attack angle in a flow of inviscid incompressible fluid. The problem is reduced to an integro-differential equation, in frames of the "plane sections" hypothesis.

Statistical steady states in turbulent droplet condensation

NASA Astrophysics Data System (ADS)

Bec, Jeremie; Krstulovic, Giorgio; Siewert, Christoph

2017-11-01

We investigate the general problem of turbulent condensation. Using direct numerical simulations we show that the fluctuations of the supersaturation field offer different conditions for the growth of droplets which evolve in time due to turbulent transport and mixing. This leads to propose a Lagrangian stochastic model consisting of a set of integro-differential equations for the joint evolution of the squared radius and the supersaturation along droplet trajectories. The model has two parameters fixed by the total amount of water and the thermodynamic properties, as well as the Lagrangian integral timescale of the turbulent supersaturation. The model reproduces very well the droplet size distributions obtained from direct numerical simulations and their time evolution. A noticeable result is that, after a stage where the squared radius simply diffuses, the system converges exponentially fast to a statistical steady state independent of the initial conditions. The main mechanism involved in this convergence is a loss of memory induced by a significant number of droplets undergoing a complete evaporation before growing again. The statistical steady state is characterised by an exponential tail in the droplet mass distribution.

Leveraging Internal Viscous Flow to Extend the Capabilities of Beam-Shaped Soft Robotic Actuators.

PubMed

Matia, Yoav; Elimelech, Tsah; Gat, Amir D

2017-06-01

Elastic deformation of beam-shaped structures due to embedded fluidic networks (EFNs) is mainly studied in the context of soft actuators and soft robotic applications. Currently, the effects of viscosity are not examined in such configurations. In this work, we introduce an internal viscous flow and present the extended range of actuation modes enabled by viscosity. We analyze the interaction between elastic deflection of a slender beam and viscous flow in a long serpentine channel embedded within the beam. The embedded network is positioned asymmetrically with regard to the neutral plane and thus pressure within the channel creates a local moment deforming the beam. Under assumptions of creeping flow and small deflections, we obtain a fourth-order integro-differential equation governing the time-dependent deflection field. This relation enables the design of complex time-varying deformation patterns of beams with EFNs. Leveraging viscosity allows to extend the capabilities of beam-shaped actuators such as creation of inertia-like standing and moving wave solutions in configurations with negligible inertia and limiting deformation to a small section of the actuator. The results are illustrated experimentally.