On solvability of non-linear semi-periodic boundary-value problem for system of hyperbolic equations

We study a non-linear semi-periodic boundary-value problem for a system of hyperbolic equations with mixed derivative. At that, the semi-periodic boundary-value problem for a system of hyperbolic equations is reduced to an equivalent problem, consisting of a family of periodic boundary-value problems for ordinary differential equations and functional relation. When solving a family of periodic boundary-value problems of ordinary differential equations we use the method of parameterization. This approach allowed to establish sufficient conditions for the existence of an isolated solution of non-linear semi-periodic boundary-value problem for a system of hyperbolic equations.     

The symmetry principle in continuum mechanics

For problems of the mechanics of an anisotropic inhomogeneous continuum, theorems are given concerning the uninterrupted symmetrical and antisymmetrical analytical continuation of the solution through the plane part of the boundary surface of the medium. Theorems are given for two types of mechanics problem; in the first of these both symmetrical and antisymmetrical continuations of the solution are allowed, while in the second only symmetrical continuation of the solution is allowed. Problems of the first type include problems which are reduced to linear thermoelastic dynamic differential equations of motion of an inhomogeneous anisotropic medium possessing a plane of elastic symmetry, to linear thermoelastic dynamic differential equations of motion of an inhomogeneous Cosserat medium, to non-linear differential equations describing the static elastoplastic stress state of a plate, etc. The second type includes problems which are reduced to non-linear differential equations describing geometrically non-linear strains of shells, to Navier–Stokes equations, etc. These theorems extend the principle of mirror reflection (the Riemann–Schwartz principle of symmetry) to linear and non-linear equations of continuum mechanics. The uninterrupted continuation of the solutions is used to solve problems of the equilibrium state of bodies of complex shape.     

On Non-Linear Ordinary Differential Equations of Boundary Layer Type

A numerical method previously applied to linear two-point boundary value problems of boundary layer type is extended to some non-linear problems. Discretization of the differential equation leads to a set of non-linear algebraic equations, which is solved by a modified Newton's method; both the mesh spacing and the boundary layer parameter are iteratively adjusted during the solution process. Several examples are discussed; one of these concerns the problem of shock wave formation in a supersonic nozzle.     

Boundary Value Problems with a Parameter of Differential Equations with Deviated Arguments

The aim of the present paper is to study boundary value problems with a parameter of differential equations with deviated arguments. The existence, uniqueness and continuous dependence of the solution on the right-hand side of our problem are considered.     

Numerical solution of the momentum and heat transfer equations for a hydromagnetic flow due to a stretching sheet of a non-uniform property micropolar liquid

A study of the hydromagnetic flow due to a stretching sheet and heat transfer in an incompressible micropolar liquid is made. Temperature-dependent thermal conductivity and a non-uniform heat source/sink render the problem analytically intractable and hence a numerical study is made using the shooting method based on Runge-Kutta and Newton-Raphson methods. The two problems of horizontal and vertical stretching are considered to implement the numerical method. The former problem involves one-way coupling between linear momentum and heat transport equations and the latter involves two-way coupling. Further, both the problems involve two-way coupling between the non-linear equations of conservation of linear and angular momentums. A similarity transformation arrived at for the problem using the Lie group method facilitates the reduction of coupled, non-linear partial differential equations into coupled, non-linear ordinary differential equations. The algorithm for solving the resulting coupled, two-point, non-linear boundary value problem is presented in great detail in the paper. Extensive computation on velocity and temperature profiles is presented for a wide range of values of the parameters, for prescribed surface temperature (PST) and prescribed heat flux (PHF) boundary conditions.     

Factorization method for linear and quasilinear singularly perturbed boundary value problems for ordinary differential equations

For linear singularly perturbed boundary value problems, we come up with a method that reduces solving a differential problem to a discrete (difference) problem. Difference equations, which are an exact analog of differential equations, are constructed by the factorization method. Coefficients of difference equations are calculated by solving Cauchy problems for first-order differential equations. In this case nonlinear Ricatti equations with a small parameter are solved by asymptotic methods, and solving linear equations reduces to computing quadratures. A solution for quasilinear singularly perturbed equations is obtained by means of an implicit relaxation method. A solution to a linearized problem is calculated by analogy with a linear problem at each iterative step. The method is tested against solutions to the known Lagerstrom-Cole problem.     

Homotopy analysis method for solving the MHD flow over a non-linear stretching sheet

The problem of the boundary layer flow of an incompressible viscous fluid over a non-linear stretching sheet is considered. Homotopy analysis method (HAM) is applied in order to obtain analytical solution of the governing nonlinear differential equations. The obtained results are finally compared through the illustrative graphs with the exact solution and an approximate method. The compression shows that the HAM is very capable, easy-to-use and applicable technique for solving differential equations with strong nonlinearity. Moreover, choosing a suitable value of none–zero auxiliary parameter as well as considering enough iteration would even lead us to the exact solution so HAM can be widely used in engineering too.     

Optimal advertising and pricing in a class of general new-product adoption models

In [21], Sethi et al. introduced a particular new-product adoption model. They determine optimal advertising and pricing policies of an associated deterministic infinite horizon discounted control problem. Their analysis is based on the fact that the corresponding Hamilton–Jacobi–Bellman (HJB) equation is an ordinary non-linear differential equation which has an analytical solution. In this paper, generalizations of their model are considered. We take arbitrary adoption and saturation effects into account, and solve finite and infinite horizon discounted variations of associated control problems. If the horizon is finite, the HJB-equation is a 1st order non-linear partial differential equation with specific boundary conditions. For a fairly general class of models we show that these partial differential equations have analytical solutions. Explicit formulas of the value function and the optimal policies are derived. The controlled Bass model with isoelastic demand is a special example of the class of controlled adoption models to be examined and will be analyzed in some detail.     

Hopf-Cole transformation to some systems of partial differential equations

In this paper we study a system of nonlinear partial differential equations which we write as a Burgers equation for matrix and use the Hopf-Cole transformation to linearize it. Using this method we solve initial value problem and initial boundary value problems for some systems of parabolic partial differential equations. Also we study an initial value problem for a system of nonlinear partial differential equations of first order which does not have solution in the standard distribution sense and construct an explicit solution in the algebra of generalized functions of Colombeau. Received November 1999     

Solving differential equations using modified Picard iteration

Many classes of differential equation are shown to be open to solution through a method involving a combination of a direct integration approach with suitably modified Picard iterative procedures. The classes of differential equations considered include typical initial value, boundary value and eigenvalue problems arising in physics and engineering and include non-linear as well as linear differential equations. Examples involving partial as well as ordinary differential equations are presented. The method is easy to implement on a computer and the solutions so obtained are essentially power series. With its conceptual clarity (differential equations are integrated directly), its uniform methodology (the overall approach is the same in all cases) and its straightforward computer implementation (the integration and iteration procedures require only standard commercial software), the modified Picard methods offer obvious benefits for the teaching of differential equations as well as presenting a basic but flexible tool-kit for the solution process itself.     

Non-linear higher-order boundary value problems describing thin viscous flows near edges

Two boundary value problems for non-linear higher-order ordinary differential equations are analyzed, which have been recently proposed in the modeling of steady and quasi-steady thin viscous flows over a bounded solid substrate. The first problem concerns steady states and consists of a third-order ODE for the height of the liquid; the ODE contains an unknown parameter, the flux, and the boundary conditions relate, near the edges of the substrate, the height and its second derivative to the flux itself. For this problem, (non-)existence and non-uniqueness results are proved depending on the behavior, as the flux approaches zero, of the “height-function” (the function which relates the height to the flux near the edge out of which the liquid flows). The second problem concerns quasi-steady states and consists of a fourth-order ODE for the (suitably scaled) height of the liquid; non-linear boundary conditions relate the height to the flux near the edges of the substrate. For this problem, the existence of a solution is proved for a suitable class of height-functions.     

Quasi-Newton Methods for Discretized Non-linear Boundary Problems

The discretization of non-linear boundary problems generallyleads to a finite system of non-linear algebraic equations,and it is to be expected that this latter has special structurearising both from the boundary problem and the method of discretizationused. The numerical solution of the algebraic system representsa serious numerical problem, and it is the point of this paperto indicate that, in certain important cases, special purposequasi-Newton methods can be constructed. We illustrate by consideringa single nonlinear differential equation discretized by collocationand present experimental results which indicate that an improvementin performance can be expected from the special methods.     

Computational methods of solving the boundary value problems for the loaded differential and Fredholm integro‐differential equations

The article presents a new general solution to a loaded differential equation and describes its properties. Solving a linear boundary value problem for loaded differential equation is reduced to the solving a system of linear algebraic equations with respect to the arbitrary vectors of general solution introduced. The system's coefficients and right sides are computed by solving the Cauchy problems for ordinary differential equations. Algorithms of constructing a new general solution and solving a linear boundary value problem for loaded differential equation are offered. Linear boundary value problem for the Fredholm integro‐differential equation is approximated by the linear boundary value problem for loaded differential equation. A mutual relationship between the qualitative properties of original and approximate problems is obtained, and the estimates for differences between their solutions are given. The paper proposes numerical and approximate methods of solving a linear boundary value problem for the Fredholm integro‐differential equation and examines their convergence, stability, and accuracy.     

A numerical scheme to solve nonlinear bsdes with lipschitz and non-lipschitz coefficients

In this paper, we attempt to present a new numerical approach to solve non-linear backward stochastic differential equations. First, we present some definitions and theorems to obtain the conditions, from which we can approximate the non-linear term of the backward stochastic differential equation (BSDE) and we get a continuous piecewise linear BSDE correspond with the original BSDE. We use the relationship between backward stochastic differential equations and stochastic controls by interpreting BSDEs as some stochastic optimal control problems, to solve the approximated BSDE and we prove that the approximated solution converges to the exact solution of the original non-linear BSDE in two different cases.     

Non-convex self-dual Lagrangians and variational principles for certain PDEʼs

We study the concept and the calculus of non-convex self-dual (Nc-SD) Lagrangians and their derived vector fields which are associated to many partial differential equations and evolution systems. They yield new variational resolutions for large class of partial differential equations with variety of linear and non-linear boundary conditions including many of the standard ones. This approach seems to offer several useful advantages: It associates to a boundary value problem several potential functions which can often be used with relative ease compared to other methods such as the use of Euler–Lagrange functions. These potential functions are quite flexible, and can be adapted to easily deal with both non-linear and homogeneous boundary value problems.     

An asymptotic solution to non-linear transmission lines

This paper explores an asymptotic approach to the solution of a non-linear transmission line model. The model is based on a set of non-linear partial differential equations without analytical solution. The perturbations method is used to reduce the system of non-linear equations to a single non-linear partial differential equation, the modified Korteweg–de Vries equation (KdV). By using the Laplace transform, the solution is represented in integral form in terms of Green's functions. The solution for the non-linear case is obtained by means of asymptotic methods. Thus, an approximate explicit analytical solution to the problem is obtained where the errors can be controlled. This allows us to analyze the non-linear behavior of the solution. This kind of information is difficult to obtain by means of numerical methods due to the fact that for large periods of time greater computational resources are required and also accumulated errors increase. For this reason, asymptotic methods have a great importance like a natural complement to numerical methods. Computer simulations support the developments presented.     

Theory of Differential Inequalities for Two-Point Boundary Value Problems and their Applications to Three-Point B.V.Ps Associated with n th Order Non-Linear System of Differential Equations

This paper presents a theory of differential inequalities for two-point boundary value problems (B.V.Ps) associated with the system of n th order non-linear differential equations. Using these inequalities as a tool we establish the existence and uniqueness of solutions to three-point B.V.Ps associated with the system of n th order non-linear differential equations by using the idea of matching solutions.     

高精度参数估计问题

对高精度参数的估计问题进行了研究.在观测数据无误差的情况下,将微分方程组转化为线性方程组,利用矩阵的奇异值分解给出了参数的最优解.在有观测数据误差的情况下,采用高斯-牛顿迭代法进行求解,给出了改进的高斯-牛顿法和阻尼最小二乘算法;通过灰色估计法给出了模型的初始解,通过微分方程数值解法计算模型迭代过程中误差和偏导数.最后,通过对迭代过程中的状态变量引入误差项,导出了基于总体最小二乘的高斯-牛顿迭代法,从系统的角度解决了观测时间有误差下的参数估计问题.     

MHD power-law fluid flow and heat transfer over a non-isothermal stretching sheet

This article presents a numerical solution for the magnetohydrodynamic (MHD) non-Newtonian power-law fluid flow over a semi-infinite non-isothermal stretching sheet with internal heat generation/absorption. The flow is caused by linear stretching of a sheet from an impermeable wall. Thermal conductivity is assumed to vary linearly with temperature. The governing partial differential equations of momentum and energy are converted into ordinary differential equations by using a classical similarity transformation along with appropriate boundary conditions. The intricate coupled non-linear boundary value problem has been solved by Keller box method. It is important to note that the momentum and thermal boundary layer thickness decrease with increase in the power-law index in presence/absence of variable thermal conductivity.     

A new method for solving the nonlinear second-order boundary value differential equations

In this paper we use measure theory to solve a wide range of second-order boundary value ordinary differential equations. First, we transform the problem to a first order system of ordinary differential equations (ODE’s) and then define an optimization problem related to it. The new problem is modified into one consisting of the minimization of a linear functional over a set of Radon measures; the optimal measure is then approximated by a finite combination of atomic measures and the problem converted approximatly to a finite-dimensional linear programming problem. The solution to this problem is used to construct the approximate solution of the original problem. Finally we get the error functionalE (we define in this paper) for the approximate solution of the ODE’s problems.