Reconstruction of random-disturbance amplitude in linear stochastic equations from measurements of some of the coordinates

The problem of reconstructing the unknown amplitude of a random disturbance in a linear stochastic differential equation is studied in a fairly general formulation by applying dynamic inversion theory. The amplitude is reconstructed using discrete information on several realizations of some of the coordinates of the stochastic process. The problem is reduced to an inverse one for a system of ordinary differential equations satisfied by the elements of the covariance matrix of the original process. Constructive solvability conditions in the form of relations on the parameters of the system are discussed. A finite-step software implementable solving algorithm based on the method of auxiliary controlled models is tested using a numerical example. The accuracy of the algorithm is estimated with respect to the number of measured realizations.     

Numreical solutoin of a class of parabolic partial differential equation arising in optimal control problems with uncertainty

In this paper the optimal control of uncertain parabolic systems of partial differential equations is investigated. In order to search for controllers that are insensitive to uncertainties in these systems, an iterative optimization procedure is proposed. This procedure involves the solution of a set of operator valued parabolic partial differential equations. The existence and uniqueness of solutions to these operator equations is proved, and a stable numerical algorithm to approximate the uncertain optimal control problem is proposed. The viability of the proposed algorithm is demonstrated by applying it to the control of parabolic systems having two different types of uncertainty.     

Implementation of sparse matrix algorithms in an advection-diffusion-chemistry module

A two-dimensional advection-diffusion-chemistry module of a large-scale environmental model is taken. The module is described mathematically by a system of partial differential equations. Sequential splitting is used in the numerical treatment. The non-linear chemistry is most time-consuming part and it is handled by six implicit algorithms for solving ordinary differential equations. This leads to the solution of very long sequences of systems of linear algebraic equations. It is crucial to solve these systems efficiently. This is achieved by applying four different algorithms. The numerical results indicate that the algorithms based on a preconditioned sparse matrix technique and on a specially designed algorithm for the particular problem under consideration perform best.     

A class of stabilized three-step Runge-Kutta methods for the numerical integration of parabolic equations

A class of explicit three-step Runge-Kutta methods is discussed for the numerical solution of initial value problems for systems of ordinary differential equations. Attention is focussed on systems which originate from parabolic partial differential equations by applying the method of lines. New stabilized schemes of first and second order are presented. Some numerical examples are discussed.     

Surprising computations

In the course of simulation of differential equations, especially of marginally stable differential problems using marginally stable numerical methods, one occasionally comes across a correct computation that yields surprising, or unexpected results. We examine several instances of such computations. These include (i) solving Hamiltonian ODE systems using almost conservative explicit Runge–Kutta methods, (ii) applying splitting methods for the nonlinear Schrödinger equation, and (iii) applying strong stability preserving Runge–Kutta methods in conjunction with weighted essentially non-oscillatory semi-discretizations for nonlinear conservation laws with discontinuous solutions.For each problem and method class we present a simple numerical example that yields results that in our experience many active researchers are finding unexpected and unintuitive. Each numerical example is then followed by an explanation and a resolution of the practical problem.     

A numerical method for solving partial differential algebraic equations

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

Implementation of sparse matrix algorithms in an advection–diffusion–chemistry module

A two-dimensional advection–diffusion–chemistry module of a large-scale environmental model is taken. The module is described mathematically by a system of partial differential equations. Sequential splitting is used in the numerical treatment. The non-linear chemistry is most time-consuming part and it is handled by six implicit algorithms for solving ordinary differential equations. This leads to the solution of very long sequences of systems of linear algebraic equations. It is crucial to solve these systems efficiently. This is achieved by applying four different algorithms. The numerical results indicate that the algorithms based on a preconditioned sparse matrix technique and on a specially designed algorithm for the particular problem under consideration perform best.     

A new method for numerical differentiation based on direct and inverse problems of partial differential equations

In this paper, we mainly study a numerical differentiation problem which aims to approximate the second order derivative of a single variable function from its noise data. By transforming the problem into a combination of direct and inverse problems of partial differential equations (heat conduction equations), a new method that we call the PDEs-based numerical differentiation method is proposed. By means of the finite element method and the Tikhonov regularization, implementations of the proposed PDEs-based method are presented with a posterior strategy for choosing regularization parameters. Numerical results show that the PDEs-based numerical differentiation method is highly feasible and stable with respect to data noise.     

Estimation of derivatives with respect to parameters of a functional of a diffusion process moving in a domain with absorbing boundary

A statistical method is proposed for estimating derivatives with respect to parameters of a functional of a diffusion process moving in a domain with absorbing boundary. The functional considered defines the probability representation of the solution of a corresponding parabolic first boundary-value problem. The problem posed is tackled by numerically solving stochastic differential equations (SDE) using the Euler method. An error of the proposed method is evaluated, and estimates of the variance of the resultant parametric derivatives are given. Some numerical results are presented.     

Consistent Numerical Schemes for Solving Nonlinear Inverse Source Problems with Gradient-Type Algorithms and Newton–Kantorovich Methods

In this paper, algorithms of solving an inverse source problem for systems of production–destruction equations are considered. Numerical schemes that are consistent to satisfy Lagrange’s identity for solving direct and adjoint problems are constructed. With the help of adjoint equations, a sensitivity operator with a discrete analog is constructed. It links perturbations of the measured values with those of the sought-for model parameters. This operator transforms the inverse problem to a quasilinear system of equations and allows applying Newton–Kantorovich methods to it. A numerical comparison of gradient algorithms based on consistent and inconsistent numerical schemes and a Newton–Kantorovich algorithm applied to solving an inverse source problem for a nonlinear Lorenz model is done.     

Vibration reduction in a 2DOF twin-tail system to parametric excitations

The use of active feedback control strategy is a common way to stabilize and control dangerous vibrations in vibrating systems and structures, such as bridges, highways, buildings, space and aircrafts. These structures are distributed-parameter systems. Unfortunately, the existing vibrations control techniques, even for these simplified models, are fraught with numerical difficulties and engineering limitations. In this paper, a negative velocity feedback is added to the dynamical system of twin-tail aircraft, which is represented by two coupled second-order nonlinear differential equations having both quadratic and cubic nonlinearities. The system describes the vibration of an aircraft tail subjected to multi-parametric excitation forces. The method of multiple time scale perturbation is applied to solve the nonlinear differential equations and obtain approximate solutions up to the third order approximations. The stability of the system is investigated applying frequency response equations. The effects of the different parameters are studied numerically. Some different resonance cases are investigated. A comparison is made with the available published work.     

Regular and Irregular Solutions in the Problem of Dislocations in Solids

For an initial differential equation with deviations of the spatial variable, we consider asymptotic solutions with respect to the residual. All solutions are naturally divided into classes depending regularly and irregularly on the problem parameters. In different regions in a small neighborhood of the zero equilibrium state of the phase space, we construct special nonlinear distribution equations and systems of equations depending on continuous families of certain parameters. In particular, we show that solutions of the initial spatially one-dimensional equation can be described using solutions of special equations and systems of Schr¨odinger-type equations in a spatially two-dimensional argument range.     

Free vibration analysis of cracked postbuckled plate

In this paper, a methodology is introduced to address the free vibration analysis of cracked plate subjected to a uniaxial inplane compressive load for the first time. The crack, assumed to be open and at the edge is modeled by a massless linear rotational spring. The governing differential equations are derived using the Mindlin theory, taking into account the effect of initial imperfection. The response is assumed to be consisting of static and dynamic parts. For the static part, differential equations are discretized using the differential quadrature element method and resulting nonlinear algebraic equations are solved by an arc-length strategy. Assuming small amplitude vibrations of the plate about its buckled state and exploiting the static solution in the linearized vibration equations, the dynamic equations are converted into a non-standard eigenvalue problem. Finally, natural frequencies and modal shapes of the cracked buckled plate are obtained by solving this eigenvalue problem. To ensure the validity of the suggested approach an experimental setup and a numerical finite element model have been made to analyze the vibration of a cracked square plate with simply supported boundary conditions. Also, several case-studies of cracked buckled plate problem have been solved utilizing the proposed method, and effects of selected parameters have been studied. The results show that the applied load and geometric imperfection as well as the position, size and depth of the crack have different impact on natural frequencies of the plate.     

The Numerical Solution of Two-parameter Eigenvalue Problems in Ordinary Differential Equations with an Application to the Problem of Diffraction by a Plane Angular Sector

In this paper we are concerned with the numerical solution ofSturm–Liouville eigenvalue problems associated with asystem of two second order linear ordinary differential equationscontaining two spectral parameters. Such problems are of importancein applied mathematics and frequently arise in solving boundaryvalue problems for the Helmholtz equation or Laplace's equationby the method of separation of variables. The numerical methodproposed here is a departure from the usual techniques of solvingeigenvalue problems associated with ordinary differential equationsand appears capable of considerable generalization. Briefly,the idea is to replace the given problem by a related initialboundary value problem and then to use the powerful numericaltechniques currently available for such problems. The techniquedeveloped is illustrated in application to the important problemof diffraction by a plane angular sector. It appears that, intheory, the method described here is capable of generalizationto systems of ordinary differential equations containing morethan two spectral parameters.     

Numerical method of solution to loaded nonlocal boundary value problems for ordinary differential equations

A numerical method is suggested for solving systems of nonautonomous loaded linear ordinary differential equations with nonseparated multipoint and integral conditions. The method is based on the convolution of integral conditions into local ones. As a result, the original problem is reduced to an initial value (Cauchy) problem for systems of ordinary differential equations and linear algebraic equations. The approach proposed is used in combination with the linearization method to solve systems of loaded nonlinear ordinary differential equations with nonlocal conditions. An example of a loaded parabolic equation with nonlocal initial and boundary conditions is used to show that the approach can be applied to partial differential equations. Numerous numerical experiments on test problems were performed with the use of the numerical formulas and schemes proposed.     

小垂度粘弹性索非线性响应及振动主动控制

研究具有初始应力的小垂度粘弹性索的非线性动态响应及振动主动控制。在假定索材料的本构关系为一般微分本构类型的基础上,建立小垂度粘弹性索的运动微分方程;应用Galerkin方法将其转化为可用Runge-Kutta数值积分方法求解的一系列三阶非线性常微分方程。在仅考虑面内的横向振动及忽略非线性的情况下得到了连续状态空间中的状态方程,将状态方程离散为差分方程形式,并用矩阵指数来逐步近似状态转移矩阵;基于二次性能指标的最小化得到了最优的控制力与状态向量。最后通过数值仿真研究说明了粘性参数对索动态响应的影响。     

An implicit numerical method of a new time distributed-order and two-sided space-fractional advection-dispersion equation

Distributed-order differential equations have recently been investigated for complex dynamical systems, which have been used to describe some important physical phenomena. In this paper, a new time distributed-order and two-sided space-fractional advection-dispersion equation is considered. Firstly, we transform the time distributed-order fractional equation into a multi-term time-space fractional partial differential equation by applying numerical integration. Then an implicit numerical method is constructed to solve the multi-term fractional equation. The uniqueness, stability and convergence of the implicit numerical method are proved. Some numerical results are presented to demonstrate the effectiveness of the method. The method and techniques can be extended to other time distributed-order and space-fractional partial differential equations.     

Three dimensional elastodynamics of 2D quasicrystals: The derivation of the time-dependent fundamental solution

The time-dependent differential equations of elasticity for 2D quasicrystals with general structure of anisotropy (dodecagonal, octagonal, decagonal, pentagonal, hexagonal, triclinic) are considered in the paper. These equations are written in the form of a vector partial differential equation of the second order with symmetric matrix coefficients. The fundamental solution (matrix) is defined for this vector partial differential equation. A new method of the numerical computation of values of the fundamental solution is suggested. This method consists of the following: the Fourier transform with respect to space variables is applied to vector equation for the fundamental solution. The obtained vector ordinary differential equation has matrix coefficients depending on Fourier parameters. Using the matrix computations a solution of the vector ordinary differential equation is numerically computed. Finally, applying the inverse Fourier transform numerically we find the values of the fundamental solution. Computational examples confirm the robustness of the suggested method for 2D quasicrystals with arbitrary type of anisotropy.     

A method of solving a nonlinear boundary value problem with a parameter for a loaded differential equation

A nonlinear loaded differential equation with a parameter on a finite interval is studied. The interval is partitioned by the load points, at which the values of the solution to the equation are set as additional parameters. A nonlinear boundary value problem for the considered equation is reduced to a nonlinear multipoint boundary value problem for the system of nonlinear ordinary differential equations with parameters. For fixed parameters, we obtain the Cauchy problems for ordinary differential equations on the subintervals. Substituting the values of the solutions to these problems into the boundary condition and continuity conditions at the partition points, we compose a system of nonlinear algebraic equations in parameters. A method of solving the boundary value problem with a parameter is proposed. The method is based on finding the solution to the system of nonlinear algebraic equations composed.     

Vibration analysis of cracked post-buckled beams

Vibration analysis of cracked post-buckled beam is investigated in this study. Crack, assumed to be open, is modeled by a massless rotational spring. The beam is divided into two segments and the governing nonlinear equations of motion for the post-buckled state are derived. The solution consists of static and dynamic parts, both leading to nonlinear differential equations. The differential quadrature has been used to solve the problem. First, it is applied to the equilibrium equations, leading to a nonlinear algebraic system of equations that will be solved utilizing an arc length strategy. Next, the differential quadrature is applied to the linearized dynamic differential equations of motion and their corresponding boundary and continuity conditions. Upon solution of the resulting eigenvalue problem, the natural frequencies and mode shapes of the cracked beam are extracted. Several experimental as well as numerical case studies are performed to demonstrate the effectiveness of the proposed method. The investigation also includes an examination of several parameters influencing the dynamic behavior of the problem. The results show that the position and size of the crack as well as the geometric imperfection and applied load largely affect the modal shapes and natural frequencies of the beam.