Une méthode de décomposition en temps avec des schémas dʼintégration réversible pour la résolution de système dʼéquations différentielles ordinaires

We propose a time domain decomposition method that breaks the sequentiality of the integration scheme for systems of ODE. Under the condition of differentiability of the flow, we transform the initial value problem into a well-posed boundary values problem using the symmetrization of the interval of time integration and time-reversible integration scheme. For systems of linear ODE, we explicitly construct the block tridiagonal system satisfied by the solutions at the time sub-intervals extremities. We then propose an iterative algorithm of Schwarz type for updating the interfaces conditions which can extend the method to systems of nonlinear ODE.     

On the stability of functionally fitted Runge–Kutta methods

Classical collocation RK methods are polynomially fitted in the sense that they integrate an ODE problem exactly if its solution is an algebraic polynomial up to some degree. Functionally fitted RK (FRK) methods are collocation techniques that generalize this principle to solve an ODE problem exactly if its solution is a linear combination of a chosen set of arbitrary basis functions. Given for example a periodic or oscillatory ODE problem with a known frequency, it might be advantageous to tune a trigonometric FRK method targeted at such a problem. However, FRK methods lead to variable coefficients that depend on the parameters of the problem, the time, the stepsize, and the basis functions in a non-trivial manner that inhibits any in-depth analysis of the behavior of the methods in general. We present the class of so-called separable basis functions and show how to characterize the stability function of the methods in this particular class. We illustrate this explicitly with an example and we provide further insight for separable methods with symmetric collocation points. AMS subject classification (2000) 65L05, 65L06, 65L20, 65L60     

Stabilization of unstable stationary points in equations with delayed argument

We solve the problem of localization and stabilization of an unstable stationary point of a nonlinear system of ordinary differential equations (ODE) with a delayed argument for parameter values when the ODE system has chaotic dynamics. Translated from Nelineinaya Dinamika i Upravlenie, pp. 133–141, 1999.     

Modelling,simulation and optimization of an elastic structure under moving loads

We consider an elastic structure that is subject to moving loads representing e.g. heavy trucks on a bridge or a trolley on a crane beam. A model for the quasi-static mechanical behaviour of the structure is derived, yielding a coupled problem involving partial differential equations (PDE) and ordinary differential equations (ODE). The problem is simulated numerically and validated by comparison with a standard formula used in engineering. We derive an optimal policy for passing over potentially fragile bridges. In general, our problem class leads to optimal control problems subject to coupled ODE and PDE. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

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.     

A Gradient-based Continuous Method for Large-scale Optimization Problems

In this paper, we study a gradient-based continuous method for large-scale optimization problems. By converting the optimization problem into an ODE, we are able to show that the solution trajectory of this ODE tends to the set of stationary points of the original optimization problem. We test our continuous method on large-scale problems available in the literature. The simulation results are very attractive.This research was supported in part by Grants FRG/99-00/II-23 and FRG/00-0l/II-63 of Hong Kong Baptist University and the Research Grant Council of Hong Kong.     

Continuous methods for extreme and interior eigenvalue problems

In this paper, continuous methods are introduced to compute both the extreme and interior eigenvalues and their corresponding eigenvectors for real symmetric matrices. The main idea is to convert the extreme and interior eigenvalue problems into some optimization problems. Then a continuous method which includes both a merit function and an ordinary differential equation (ODE) is introduced for each resulting optimization problem. The convergence of each ODE solution is proved for any starting point. The limit of each ODE solution for any starting point is fully studied. Both the extreme and the interior eigenvalues and their corresponding eigenvectors can be easily obtained under a very mild condition. Promising numerical results are also presented.     

Analysis on an ODE arisen from studying the shape of a red blood cell

We study the existence problem of a special solution to the Helfrich functional such that it corresponds to a surface of the shape of a red blood cell. The Helfrich functional is also a perturbation of the Willmore functional involving some parameters with physical meanings. With the expected symmetry of the surface, it reduces to an analysis on an ODE with certain shape requirements. We discover a sufficient condition on the parameters which ensures the existence of such a special solution to the ODE.     

Reducing triangular systems of ODEs with rational coefficients,with applications to coupled Regge-Wheeler equations

We concisely summarize a method of finding all rational solutions to an inhomogeneous rational ODE system of arbitrary order (but solvable for its highest order terms) by converting it into a finite dimensional linear algebra problem. This method is then used to solve the problem of conclusively deciding when certain rational ODE systems in upper triangular form can or cannot be reduced to diagonal form by differential operators with rational coefficients. As specific examples, we consider systems of coupled Regge-Wheeler equations, which have naturally appeared in previous work on vector and tensor perturbations on the Schwarzschild black hole spacetime. Our systematic approach reproduces and complements identities that have been previously found by trial and error methods.     

A new approach for asymptotic stability system of the nonlinear ordinary differential equations

In this paper, we use measure theory for considering asymptotically stable of an autonomous system [1] of first order nonlinear ordinary differential equations(ODE’s). First, we define a nonlinear infinite-horizon optimal control problem related to the ODE. Then, by a suitable change of variable, we transform the problem to a finite-horizon nonlinear optimal control problem. Then, the problem is modified into one consisting of the minimization of a linear functional over a set of positive Radon measures. The optimal measure is approximated by a finite combination of atomic measures and the problem converted to a finite-dimensional linear programming problem. The solution to this linear programming problem is used to find a piecewise-constant control, and by using the approximated control signals, we obtain the approximate trajectories and the error functional related to it. Finally the approximated trajectories and error functional is used to for considering asymptotically stable of the original problem.     

New interpolants for asymptotically correct defect control of BVODEs

The defect of a continuous approximate solution to an ODE is the amount by which that approximation fails to satisfy the ODE. A number of studies have explored the use of asymptotically correct defect estimates in the numerical solution of initial value ODEs (IVODEs). By employing an appropriately constructed interpolant to an approximate discrete solution to the ODE, various researchers have shown that it is possible to obtain estimates of the local error and/or the maximum defect that are asymptotically correct on each step, as the stepsize h →0. In this paper, we investigate the usefulness of asymptotically correct defect estimates for defect control in boundary value ODE (BVODE) codes. In the BVODE context, for a sequence of meshes which partition the problem interval, one computes a discrete numerical solution, constructs an interpolant, and estimates the maximum defect. The estimates (typically obtained by sampling the defect at a small number of points on each subinterval of the mesh) are used in a redistribution process to determine the next mesh and thus the availability of these more reliable maximum defect estimates can lead to improved meshes. As well, when such estimates are available, the code can terminate with more confidence that the defect is bounded throughout the problem domain by the user-prescribed tolerance. In this paper we employ a boot-strapping approach to derive interpolants that allow asymptotically correct defect estimates. Numerical results are included to demonstrate the validity of this approach.     

Scalar conservation laws with moving constraints arising in traffic flow modeling: An existence result

We consider a strongly coupled PDE–ODE system that describes the influence of a slow and large vehicle on road traffic. The model consists of a scalar conservation law accounting for the main traffic evolution, while the trajectory of the slower vehicle is given by an ODE depending on the downstream traffic density. The moving constraint is expressed by an inequality on the flux, which models the bottleneck created in the road by the presence of the slower vehicle. We prove the existence of solutions to the Cauchy problem for initial data of bounded variation.     

Tracing the Pareto frontier in bi-objective optimization problems by ODE techniques

In this paper we present a deterministic method for tracing the Pareto frontier in non-linear bi-objective optimization problems with equality and inequality constraints. We reformulate the bi-objective optimization problem as a parametric single-objective optimization problem with an additional Normalized Normal Equality Constraint (NNEC) similar to the existing Normal Boundary Intersection (NBI) and the Normalized Normal Constraint method (NNC). By computing the so called Defining Initial Value Problem (DIVP) for segments of the Pareto front and solving a continuation problem with a standard integrator for ordinary differential equations (ODE) we can trace the Pareto front. We call the resulting approach ODE NNEC method and demonstrate numerically that it can yield the entire Pareto frontier to high accuracy. Moreover, due to event detection capabilities available for common ODE integrators, changes in the active constraints can be automatically detected. The features of the current algorithm are illustrated for two case studies whose Matlab® code is available as Electronic Supplementary Material to this article.     

带梯度吸收项的快扩散方程的自相似奇性解

研究一类带有非线性梯度吸收项的快速扩散方程的自相似奇性解．通过自相似变换,该自相似奇性解满足一个非线性常微分方程的边值问题,再利用打靶法技巧研究该常微分方程初值问题解的存在唯一性并根据初值的取值范围对其解进行了分类．通过对这些解类的性质的分析研究,得出了自相似强奇性解存在唯一性的充分必要条件,此时自相似奇性解就是强奇性解．     

A Continuous Method for Convex Programming Problems

In this paper, we present a continuous method for convex programming (CP) problems. Our approach converts first the convex problem into a monotone variational inequality (VI) problem. Then, a continuous method, which includes both a merit function and an ordinary differential equation (ODE), is introduced for the resulting variational inequality problem. The convergence of the ODE solution is proved for any starting point. There is no Lipschitz condition required in our proof. We show also that this limit point is an optimal solution for the original convex problem. Promising numerical results are presented.This research was supported in part by Grants FRG/01-02/I-39 and FRG/01-02/II-06 of Hong Kong Baptist University and Grant HKBU2059/02P from the Research Grant Council of Hong Kong.The author thanks Professor Bingsheng He for many helpful suggestions and discussions. The author is also grateful for the comments and suggestions of two anonymous referees. In particular, the author is indebted to one referee who drew his attention to References 15, 17, 18.     

Analytical solution for the unsteady MHD flow of a viscous fluid between moving parallel plates

Two-dimensional unsteady MHD flow of a viscous fluid between two moving parallel plates is considered. We allow the plates to move together as well as apart: When the plates move together it corresponds to squeezing flow problem. The governing Navier–Stokes equations for the flow are reduced to a fourth order nonlinear ODE and analytical solutions are obtained for the ODE via the homotopy analysis method. We show that the flow is strongly influenced by the strength of the magnetic field and the density of the fluid. Furthermore, an error analysis for the obtained solutions is provided.     

Global attractor for a low order ODE model problem for transition to turbulence

Many researchers have studied simple low order ODE model problems for fluid flows in order to gain new insight into the dynamics of complex fluid flows. We investigate the existence of a global attractor for a low order ODE system that has served as a model problem for transition to turbulence in viscous incompressible fluid flows. The ODE system has a linear term and an energy‐conserving, non‐quadratic nonlinearity. Standard energy estimates show that solutions remain bounded and converge to a global attractor when the linear term is negative definite, that is, the linear term is energy decreasing; however, numerical results indicate the same result is true in some cases when the linear term does not satisfy this condition. We give a new condition guaranteeing solutions remain bounded and converge to a global attractor even when the linear term is not energy decreasing. We illustrate the new condition with examples. Copyright © 2016 John Wiley & Sons, Ltd.     

Résolution de problèmes hyperélastiques de recalage d'imagesResolution of some hyperelastic image-matching problems

We focus on some image-matching problems that are based on hyperelastic strain energies. We design an algorithm that solves numerically the Euler–Lagrange equations associated to the problem. This algorithm is formulated in terms of an ODE (Ordinary Differential Equation). We give a theorem which states that the ODE has a unique solution and converges to a solution of the Euler–Lagrange equations. To cite this article: F.J.P. Richard, C. R. Acad. Sci. Paris, Ser. I 335 (2002) 295–299.     

Optimal Order and Stepsize Sequences

The problem is considered of choosing the most efficient orderand stepsize in an adaptive ODE code. It is shown how the stepsizeshould be selected in a given step for each of the availableorders and it is also shown how the choice should be made amongstthe alternative orders.     

Thomas-Fermi近似问题求解

该文将Ｔｈｏｍａｓ Ｆｅｒｍｉ近似问题分解为一个带奇点的常微分方程边值问题和一个最优化问题，讨论了解的存在唯一性和解的性质，给出了Ｔｈｏｍａｓ Ｆｅｒｍｉ近似问题求解的具体步骤．