A positive splitting method for mixed hyperbolic‐parabolic systems

In this article we present a method of lines approach to the numerical solution of a system of coupled hyperbolic—parabolic partial differential equations (PDEs). Special attention is paid to preserving the positivity of the solution of the PDEs when this solution is approximated numerically. This is achieved by using a flux‐limited spatial discretization for the hyperbolic equation. We use splitting techniques for the solution of the resulting large system of stiff ordinary differential equations. The performance of the approach applied to a biomathematical model is compared with the performance of standard methods. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 152–168, 2001     

Second-order type-changing evolution equations with first-order intermediate equations

This paper presents a partial classification for C^∞ type-changing symplectic Monge-Ampère partial differential equations (PDEs) that possess an infinite set of first-order intermediate PDEs. The normal forms will be quasi-linear evolution equations whose types change from hyperbolic to either parabolic or to zero. The zero points can be viewed as analogous to singular points in ordinary differential equations. In some cases, intermediate PDEs can be used to establish existence of solutions for ill-posed initial value problems.     

Differential riccati equation for the active control of a problem in structural acoustics

In this paper, we provide results concerning the optimal feedback control of a system of partial differential equations which arises within the context of modeling a particular fluid/structure interaction seen in structural acoustics, this application being the primary motivation for our work. This system consists of two coupled PDEs exhibiting hyperbolic and parabolic characteristics, respectively, with the control action being modeled by a highly unbounded operator. We rigorously justify an optimal control theory for this class of problems and further characterize the optimal control through a suitable Riccati equation. This is achieved in part by exploiting recent techniques in the area of optimization of analytic systems with unbounded inputs, along with a local microanalysis of the hyperbolic part of the dynamics, an analysis which considers the propagation of singularities and optimal trace behavior of the solutions.Research partially supported by National Science Foundation Grant DMS #9504822 and Army Research Office Grant #35170-MA.     

Symmetry reductions and solutions for pollutant diffusion in a cylindrical system

This study is devoted to investigating transient coupled fluid flow and mass transfer partial differential equations (PDEs) describing pollutant transport in cylindrical coordinates. Symmetry analysis of the system of coupled PDEs is performed and some large Lie algebras are obtained for some special cases of the arbitrary and special choices of constants, and the source term. Optimal systems are constructed for all the admitted symmetries. We perform reductions for different choices of the source term. In some cases invariant solution is sought, however some cases resulted in coupled systems of highly nonlinear ordinary differential equations (ODEs). Imposing realistic boundary conditions and considering a constant source term, we then use the Adomain decomposition techniques to solve the boundary value problem.     

微极性流体在上下正交移动的渗透平行圆盘间的流动

分析了上下正交运动的两平行圆盘间的非稳态的不可压缩的二维微极性流体的流动．应用von Krmn类型的一个相似变换,偏微分方程组(PDEs)被转化成一组耦合的非线性常微分方程(ODEs)．应用同伦分析方法,得到方程的解析解,并且详细讨论了不同的物理参数,像膨胀率,渗透Reynolds数等,对流体的速度场的影响．     

On a nonlinear hyperbolic problem arising in two-phase flows in naturally fractured reservoirs

A system of two first-order quasilinear equations consisting of one nonhomogenous hyperbolic conservation law and an ordinary differential equation is investigated in two spatial dimensions. The initial boundary-value problem is solved for the system and existence, uniqueness, and stability theorems are proved. We also obtain a result on the behavior of the solution when time goes to infinity which agrees with practical experience. These results offer mathematical validation to computer models in current usage for the numerical simulation of multiphase flow in naturally fractured reservoirs.     

Galerkin approximations with embedded boundary conditions for retarded delay differential equations

Finite-dimensional approximations are developed for retarded delay differential equations (DDEs). The DDE system is equivalently posed as an initial-boundary value problem consisting of hyperbolic partial differential equations (PDEs). By exploiting the equivalence of partial derivatives in space and time, we develop a new PDE representation for the DDEs that is devoid of boundary conditions. The resulting boundary condition-free PDEs are discretized using the Galerkin method with Legendre polynomials as the basis functions, whereupon we obtain a system of ordinary differential equations (ODEs) that is a finite-dimensional approximation of the original DDE system. We present several numerical examples comparing the solution obtained using the approximate ODEs to the direct numerical simulation of the original non-linear DDEs. Stability charts developed using our method are compared to existing results for linear DDEs. The presented results clearly demonstrate that the equivalent boundary condition-free PDE formulation accurately captures the dynamic behaviour of the original DDE system and facilitates the application of control theory developed for systems governed by ODEs.     

Mathematical modeling and control of large space structures with multiple appendages

We consider the problem of rigorous modeling and stabilization of large satellites with several flexible appendages, such as a boom, tower, solar panel etc., all located arbitrarily on the rigid bus. The complete dynamics of the system is described by a set of hyperbolic partial differential equations coupled with a set of ordinary differential equations. These two sets of equations are very strongly coupled and describe the interaction among the rigid and the flexible members of the spacecraft. We propose feedback control schemes that make the system asymptotically stable in the sense that all the bus angular motions and the vibrations of the elastic members eventually decay to zero. We also present simulation results illustrating stabilization of the spacecraft by the feedback controls.     

Investigation of a powerful analytical method into natural convection boundary layer flow

The natural convection boundary layer flow modeled by a system of nonlinear differential equations is considered. By means of similarity transformation, the non-linear partial differential equations are reduced to a system of two coupled ordinary differential equations. The series solutions of coupled system of equations are constructed for velocity and temperature using homotopy analysis method (HAM). Convergence of the obtained series solution is discussed. Finally some figures are illustrated to show the accuracy of the applied method and assessment of various prandtl numbers on the temperature and the velocity is undertaken.     

Boundary feedback stabilization of a coupled parabolic–hyperbolic Stokes–Lamé PDE system

We consider a parabolic–hyperbolic coupled system of two partial differential equations (PDEs), which governs fluid–structure interactions, and which features a suitable boundary dissipation term at the interface between the two media. The coupled system consists of Stokes flow coupled to the Lamé system of dynamic elasticity, with the respective dynamics being coupled on a boundary interface, where dissipation is introduced. Such a system is semigroup well-posed on the natural finite energy space (Avalos and Triggiani in Discr Contin Dynam Sys, to appear). Here we prove that, moreover, such semigroup is uniformly (exponentially) stable in the corresponding operator norm, with no geometrical conditions imposed on the boundary interface. This result complements the strong stability properties of the undamped case (Avalos and Triggiani in Discr Contin Dynam Sys, to appear). R. Triggiani’s research was partially supported by National Science Foundation under grant DMS-0104305 and by the Army Research Office under grant DAAD19-02-1-0179.     

Systematic Measures of Biological Networks I: Invariant Measures and Entropy

This paper is part I of a two‐part series devoted to the study of systematic measures in a complex biological network modeled by a system of ordinary differential equations. As the mathematical complement to our previous work with collaborators, the series aims at establishing a mathematical foundation for characterizing three important systematic measures: degeneracy, complexity, and robustness, in such a biological network and studying connections among them. To do so, we consider in part I stationary measures of a Fokker‐Planck equation generated from small white noise perturbations of a dissipative system of ordinary differential equations. Some estimations of concentration of stationary measures of the Fokker‐Planck equation in the vicinity of the global attractor are presented. The relationship between the differential entropy of stationary measures and the dimension of the global attractor is also given.© 2016 Wiley Periodicals, Inc.     

Symmetry group analysis and exact solutions of isentropic magnetogasdynamics

In this paper, we obtain exact solutions to the nonlinear system of partial differential equations (PDEs), describing the one dimensional unsteady simple flow of an isentropic, inviscid and perfectly conducting compressible fluid, subjected to a transverse magnetic field. Lie group of point transformations are used for constructing similarity variables which lead the governing system of PDEs to system of ordinary differential equations (ODEs); in some cases, it is possible to solve these equations exactly. A particular solution to the governing system, which exhibits space-time dependence, is used to study the evolutionary behavior of weak discontinuities.     

Autowave processes in continual chains of unidirectionally coupled oscillators

We introduce a mathematical model of a continual circular chain of unidirectionally coupled oscillators. It is a nonlinear hyperbolic boundary value problem obtained from a circular chain of unidirectionally coupled ordinary differential equations in the limit as the number of equations indefinitely increases. We study the attractors of this boundary value problem. Combining analytic and numerical methods, we establish that one of the following two alternatives takes place in this problem: either the buffer phenomenon (unbounded accumulation of stable periodic motions) or chaotic attractors of arbitrarily high Lyapunov dimensions.     

Construction of solutions to quasilinear partial differential equations

We propose a method for constructing solutions to a class of quasilinear parabolic partial differential equations (PDEs) basing on a new property of these equations. The method applies to quasilinear hyperbolic and elliptic equations as well. The results of this article broaden the class of exact solutions to the quasilinear equations, in particular, to the nonlinear heat equations, the equations of chemical kinetics and mathematical biology.     

Linear and nonlinear mathematical models for noninvasive ventilation

Two mathematical models are proposed for passive, noninvasive ventilation. Both models take the form of coupled ordinary differential equations that describe the volume in a single compartment lung. One model is linear and the other nonlinear; both models are derived from basic pressure balances in the lung-ventilator system. These models are also compared to a physical model using a test lung. Both the physical and mathematical models exhibit instabilities that appear to have important clinical implications. The simulations from these models, and the forms of their governing equations, suggest that the presence of an airway leak proximal to the airway opening during pressure support noninvasive ventilation may render this mode of ventilation dynamically unstable. The mathematical models are extended to incorporate a special type of nonpassive ventilation where the total cycle times of the ventilator depend on the inspiratory phases of these cycles.     

Optimal Control of One-Dimensional Partial Differential Algebraic Equations with Applications

We present an approach to compute optimal control functions in dynamic models based on one-dimensional partial differential algebraic equations (PDAE). By using the method of lines, the PDAE is transformed into a large system of usually stiff ordinary differential algebraic equations and integrated by standard methods. The resulting nonlinear programming problem is solved by the sequential quadratic programming code NLPQL. Optimal control functions are approximated by piecewise constant, piecewise linear or bang-bang functions. Three different types of cost functions can be formulated. The underlying model structure is quite flexible. We allow break points for model changes, disjoint integration areas with respect to spatial variable, arbitrary boundary and transition conditions, coupled ordinary and algebraic differential equations, algebraic equations in time and space variables, and dynamic constraints for control and state variables. The PDAE is discretized by difference formulae, polynomial approximations with arbitrary degrees, and by special update formulae in case of hyperbolic equations. Two application problems are outlined in detail. We present a model for optimal control of transdermal diffusion of drugs, where the diffusion speed is controlled by an electric field, and a model for the optimal control of the input feed of an acetylene reactor given in form of a distributed parameter system.     

Modelling subsurface coupled chemical reactions and fluid flow over long time periods

Simulation of coupled chemical reactions and fluid flow in porous sedimentary basins over long time periods is a numerical challenge. Most models representing such a physical problem are solved as PDEs where efficient timestepping with controlled error is difficult. We use the differential algebraic equation system approach where robust adaptive timestepping algorithms are available in the solvers, e.g., RADAU5 and DASSL. Mathematical and numerical models for coupled chemical reactions and fluid flow are derived. The models have several interesting properties, e.g., strong nonlinearities and stiffness, which are discussed. We test the performance of our code. This revised version was published online in June 2006 with corrections to the Cover Date.     

Lie group analysis and propagation of weak discontinuity in one-dimensional ideal isentropic magnetogasdynamics

The aim of this paper is to carry out symmetry group analysis to obtain important classes of exact solutions from the given system of nonlinear partial differential equations (PDEs). Lie group analysis is employed to derive some exact solutions of one dimensional unsteady flow of an ideal isentropic, inviscid and perfectly conducting compressible fluid, subject to a transverse magnetic field for the magnetogasdynamics system. By using Lie group theory, the full one-parameter infinitesimal transformations group leaving the equations of motion invariant is derived. The symmetry generators are used for constructing similarity variables which leads the system of PDEs to a reduced system of ordinary differential equations; in some cases, it is possible to solve these equations exactly. Further, using the exact solution, we discuss the evolutionary behavior of weak discontinuity.     

On the practical use of the spectral homotopy analysis method and local linearisation method for unsteady boundary-layer flows caused by an impulsively stretching plate

This paper expands the ideas of the spectral homotopy analysis method to apply them, for the first time, on non-linear partial differential equations. The spectral homotopy analysis method (SHAM) is a numerical version of the homotopy analysis method (HAM) which has only been previously used to solve non-linear ordinary differential equations. In this work, the modified version of the SHAM is used to solve a partial differential equation (PDE) that models the problem of unsteady boundary layer flow caused by an impulsively stretching plate. The robustness of the SHAM approach is demonstrated by its flexibility to allow linear operators that are partial derivatives with variable coefficients. This is seen to significantly improve the convergence and accuracy of the method. To validate accuracy of the the present SHAM results, the governing PDEs are also solved using a novel local linearisation technique coupled with an implicit finite difference approach. The two approaches are compared in terms of accuracy, speed of convergence and computational efficiency.     

Computational models for the numerical simulation of voltage operated channels in nano–bio–electronics

In this article, we discuss the use of computational models in the study of voltage operated channels (VOCs) for bio-electronic applications. Electrochemical and fluid–mechanical ionic transport are described through the coupled use of systems of partial and ordinary differential equations (PDEs and ODEs). Functional iteration techniques for system decoupling and mixed–hybridized finite element discretization methods are proposed and validated in the simulation of realistic problems in Electrophysiology and Biochemistry. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)