Feynman integration over octonions with application to quantum mechanics

The article is devoted to Gaussian quasi‐measures and Feynman integrals on infinite‐dimensional spaces with values in the octonion algebra. Their characteristic functionals are studied. Products and convolutions of characteristic functionals and quasi‐measures are investigated. Theorems about properties of octonion‐valued Gaussian quasi‐measures and Feynman integrals are proved. Applications of the Feynman integration over octonions to quantum mechanics and partial differential equations are outlined. Copyright © 2009 John Wiley & Sons, Ltd.     

A New Criterion for Controlling the Number of Limit Cycles of Some Generalized Liénard Equations

We consider a class of planar differential equations which include the Liénard differential equations. By applying the Bendixson-Dulac Criterion for ?-connected sets we reduce the study of the number of limit cycles for such equations to the condition that a certain function of just one variable does not change sign. As an application, this method is used to give a sharp upper bound for the number of limit cycles of some Liénard differential equations. In particular, we present a polynomial Liénard system with exactly three limit cycles.     

A solution to boundary value problems with over-specified boundary conditions

Summary The problem of determining the unknown terms of a differential equation from over-specified boundary conditions is solved by means of the potential theory. The boundary values of compatibility functions adapting the differential equations to the prescribed boundary conditions are introduced as explicit unknowns in the system of linear equations. Two applications to fluid mechanics are presented, which demonstrate the efficiency of the method.

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Résumé Le problème de déterminer les termes inconnus d'une équation différentielle, à partir de conditions aux limites surdéterminées, est résolu au moyen de la théorie des potentiels. Les valeurs aux limites de fonctions de compatibilité adaptant les équations différentielles aux conditions aux limites prescrites sont introduites, comme inconnues explicites, dans le système des équations intégrales linéaires. Deux applications à la mécanique des fluides sont présentées, qui démontrent l'efficacité de la méthode.

     

Application of the method of variational embedding to wedge flow with variable fluid properties

The method of variational embedding is used to transform the system of non-linear partial differential equations, which describe the wedge flow of a viscous incompressible fluid whose dynamic viscosity and thermal conductivity may vary with temperature, into a system of non-linear ordinary differential equations. This system is solved numerically for a range of parameter values. The effects of varying these parameters upon the local skin friction coefficient and local Nusselt number are discussed.

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Résumé L'écoulement sur un dièdre d'un liquide incompressible, dont la viscosité et la conductivité thermique sont fonction de la température, est décrit par un systéme d'équations différentielles partielles non-linéaires. Ces équations sont transformées en équations différentielles ordinaires non-linéaires par la méthode dite variational embedding. Le système ainsi obtenu est résolu numériquement pour différentes valeurs des paramètres. On discute en particulier les variations du coéfficient de friction local et du nombre de Nusselt.

     

A study of type I intermittency of a circular differential equation under a discontinuous right-hand side

In this paper we study a circular differential equation under a discontinuous periodic input, developing a quadratic differential equations system on S¹ and a linear differential equations system in the Minkowski space M³. The symmetry groups of these two systems are, respectively, PSOo(2,1) and SOo(2,1). The Poincaré circle map is constructed exactly, and a critical value αc of the parameter is identified. Depending on α of the input amplitude the equation may exhibit periodic, subharmonic or quasiperiodic motions. When α varies from α>αc to α<αc, there undergoes an inverse tangent bifurcation; consequently, the resultant Poincaré circle map offers one route to the quasiperiodicity via a type I intermittency. In the parameter range of α<αc the orbit generated by the Poincaré circle map is either m-periodic or quasiperiodic when n/m is a rational or an irrational number.     

Nonlinear Alfvén/Beltrami waves—An integrable structure built around the Casimir

We formulate a nonlinear wave equations that describe amplitude and pitch modulations of one-dimensional Alfvén waves propagating on a dispersive nonlinear plasma. The well-known fact that the ideal Alfvén wave can propagate on a homogeneous ambient magnetic field with conserving an arbitrary wave shape of any amplitude is explained by invoking the Casimirs stemming from a “topological defect” (or, a kernel) in the Poisson bracket operator of the ideal magnetohydrodynamic (MHD) system. Including the Hall term, however, the Alfvén waves are affected by the dispersive effect, and the aforementioned simplicity of the ideal Alfvén waves is greatly lost; an arbitrary wave can no longer propagate with a constant shape. Yet, we observe an integrable structure in the nonlinear modulation (induced by a compressible motion) of the Alfvén waves, which is described as nonlinear deformation of “Beltrami vortex” pertaining to the Casimirs.     

Asymptotic equivalence of differential equations and asymptotically almost periodic solutions

In this paper we use Rab’s lemma [M. Ráb, Über lineare perturbationen eines systems von linearen differentialgleichungen, Czechoslovak Math. J. 83 (1958) 222–229; M. Ráb, Note sur les formules asymptotiques pour les solutions d’un systéme d’équations différentielles linéaires, Czechoslovak Math. J. 91 (1966) 127–129] to obtain new sufficient conditions for the asymptotic equivalence of linear and quasilinear systems of ordinary differential equations. Yakubovich’s result [V.V. Nemytskii, V.V. Stepanov, Qualitative Theory of Differential Equations, Princeton University Press, Princeton, New Jersey, 1966; V.A. Yakubovich, On the asymptotic behavior of systems of differential equations, Mat. Sb. 28 (1951) 217–240] on the asymptotic equivalence of a linear and a quasilinear system is developed. On the basis of the equivalence, the existence of asymptotically almost periodic solutions of the systems is investigated. The definitions of biasymptotic equivalence for the equations and biasymptotically almost periodic solutions are introduced. Theorems on the sufficient conditions for the systems to be biasymptotically equivalent and for the existence of biasymptotically almost periodic solutions are obtained. Appropriate examples are constructed.     

Convexity considerations and spatial behavior for the harmonic vibrations in thermoelastic plates

In this paper we study the spatial behavior of the steady-state solutions for the approach of thin thermoelastic plates developed by Lagnese and Lions [J.E. Lagnese, J.-L. Lions, Modelling, Analysis and Control of Thin Plates, Collection RMA, vol. 6, Masson, Paris, 1988]. The model leads to a coupled complex system of partial differential equations, one of fourth order in terms of the amplitude of the vertical deflection and the other of second-order in terms of the amplitude of temperature field. Coupling in an appropriate way the two equations in an integral identity we are able to identify some cross-sectional line integral measures associated with the amplitudes of the vertical deflection and temperature vibrations, provided that the exciting frequency is less than a certain critical frequency. Furthermore, we are able to establish a second-order differential inequality whose integration furnishes a Saint-Venant type decay estimate for a bounded strip and an alternative of Phragmén-Lindelöf type for a semi-infinite strip. The critical frequency is individuated by means of the use of some Wirtinger and Knowles inequalities.     

Amplitude–shape approximation as an extension of separation of variables

Separation of variables is a well‐known technique for solving differential equations. However, it is seldom used in practical applications since it is impossible to carry out a separation of variables in most cases. In this paper, we propose the amplitude–shape approximation (ASA) which may be considered as an extension of the separation of variables method for ordinary differential equations. The main idea of the ASA is to write the solution as a product of an amplitude function and a shape function, both depending on time, and may be viewed as an incomplete separation of variables. In fact, it will be seen that such a separation exists naturally when the method of lines is used to solve certain classes of coupled partial differential equations. We derive new conditions which may be used to solve the shape equations directly and present a numerical algorithm for solving the resulting system of ordinary differential equations for the amplitude functions. Alternatively, we propose a numerical method, similar to the well‐established exponential time differencing method, for solving the shape equations. We consider stability conditions for the specific case corresponding to the explicit Euler method. We also consider a generalization of the method for solving systems of coupled partial differential equations. Finally, we consider the simple reaction diffusion equation and a numerical example from chemical kinetics to demonstrate the effectiveness of the method. The ASA results in far superior numerical results when the relative errors are compared to the separation of variables method. Furthermore, the method leads to a reduction in CPU time as compared to using the Rosenbrock semi‐implicit method for solving a stiff system of ordinary differential equations resulting from a method of lines solution of a coupled pair of partial differential equations. The present amplitude–shape method is a simplified version of previous ones due to the use of a linear approximation to the time dependence of the shape function. Copyright © 2007 John Wiley & Sons, Ltd.     

Existence and uniqueness results for impulsive functional differential equations with scalar multiple delay and infinite delay

In this paper, we discuss local and global existence and uniqueness results for first order impulsive functional differential equations with multiple delay. We shall rely on a nonlinear alternative of Leray–Schauder. For the global existence and uniqueness we apply a recent nonlinear alternative of Leray–Schauder type in Fréchet spaces, due to M. Frigon and A. Granas [Résultats de type Leray–Schauder pour des contractions sur des espaces de Fréchet, Ann. Sci. Math. Québec 22 (2) (1998) 161–168]. The goal of this paper is to extend the problems considered by A. Ouahab [Local and global existence and uniqueness results for impulsive differential equations with multiple delay, J. Math. Anal. Appl. 323 (2006) 456–472].     

Some comments on the integration of certain systems of partial differential equations in continuum mechanics

Summary A general method is discussed for integrating certain partial differential equations in Continuum Mechanics.

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Résumé On discute une méthode générale pour l'intégration de certaines équations aux dérivées partielles dans la mécanique des milieux continus.

     

Hilbert's 16th problem for classical Liénard equations of even degree

Classical Liénard equations are two-dimensional vector fields, on the phase plane or on the Liénard plane, related to scalar differential equations . In this paper, we consider f to be a polynomial of degree 2l−1, with l a fixed but arbitrary natural number. The related Liénard equation is of degree 2l. We prove that the number of limit cycles of such an equation is uniformly bounded, if we restrict f to some compact set of polynomials of degree exactly 2l−1. The main problem consists in studying the large amplitude limit cycles, of which we show that there are at most l.     

Integrability of the Equations for Nonsingular Pairs of Compatible Flat Metrics

We solve the problem of describing all nonsingular pairs of compatible flat metrics (or, in other words, nonsingular flat pencils of metrics) in the general N-component case. This problem is equivalent to the problem of describing all compatible Dubrovin–Novikov brackets (compatible nondegenerate local Poisson brackets of hydrodynamic type) playing an important role in the theory of integrable systems of hydrodynamic type and also in modern differential geometry and field theory. We prove that all nonsingular pairs of compatible flat metrics are described by a system of nonlinear differential equations that is a special nonlinear differential reduction of the classical Lamé equations, and we present a scheme for integrating this system by the method of the inverse scattering problem. The integration procedure is based on using the Zakharov method for integrating the Lamé equations (a version of the inverse scattering method).     

Large deviations for the Boussinesq equations under random influences

A Boussinesq model for the Bénard convection under random influences is considered as a system of stochastic partial differential equations. This is a coupled system of stochastic Navier–Stokes equations and the transport equation for temperature. Large deviations are proved, using a weak convergence approach based on a variational representation of functionals of infinite-dimensional Brownian motion.     

The Cauchy problem for a system of two partial differential equations of infinite order

Starting from the generalized scheme of separation of variables, we propose a new effective method of constructing the solution of the Cauchy problem for a system of two partial differential equations, in general of infinite order with respect to the spatial variable. We consider the example of the Cauchy problem for the system of Lamé equations in the case of a two-dimensional strain.Translated fromMatematicheskie Metody i Fiziko-Mekhanicheskie Polya, Issue 35, 1992, pp. 204–210.     

Jump type stochastic differential equations with non-Lipschitz coefficients: Non-confluence,Feller and strong Feller properties,and exponential ergodicity

This paper considers multidimensional jump type stochastic differential equations with super linear and non-Lipschitz coefficients. After establishing a sufficient condition for nonexplosion, this paper presents sufficient local non-Lipschitz conditions for pathwise uniqueness. The non-confluence property for solutions is investigated. Feller and strong Feller properties under local non-Lipschitz conditions are investigated via the coupling method. Sufficient conditions for irreducibility and exponential ergodicity are derived. As applications, this paper also studies multidimensional stochastic differential equations driven by Lévy processes and presents a Feynman–Kac formula for Lévy type operators.     

The inverse scattering problem for semi-infinite crystals

The inverse problem for the scattering by semi-infinite crystals, is studied in the one- and three-dimensional cases. The three-dimensional problem is reduced to a system of one-dimensional coupled ones. The inversion procedure is applied to one-dimensional differential equations to obtain the Fourier components of the potential describing the crystal, in terms of the scattering amplitudes and surface states information. The analytic properties of the scattering amplitudes are analyzed by using matching conditions.

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Sommaire Le problème inverse de la diffusion par cristaux semi-infinis est étudié dans les cas à une et trois dimensions. Le problème à trois dimensions est réduit à celui de systèmes couplés à une dimension. Le procédé d'inversion est appliqué aux équations différentialles à une dimension pour obtenir les composés de Fourier du potentiel décrivant le crystal, en fonctión des amplitudes de diffusion et des états de surface donnés. Les propriétés analytiques des amplitudes de diffusión sont analysées en utilisant des conditions de continuité.

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The financial support has been provided by Junta de Energia Nuclear (Madrid).     

Painlevé analysis, Lie symmetries and exact solutions for (2+1)-dimensional variable coefficients Broer-Kaup equations

A (2+1) dimensional Broer-Kaup system which is obtained from the constraints of the KP equation is of importance in mathematical physics field. In this paper, the Painlevé analysis of (2+1)-variable coefficients Broer-Kaup (VCBK) equation is performed by the Weiss-Kruskal approach to check the Painlevé property. Similarity reductions of the VCBK equation to one-dimensional partial differential equations including Burger’s equation are investigated by the Lie classical method. The Lie group formalism is applied again on one of the investigated partial differential equation to derive symmetries, and the ordinary differential equations deduced from the optimal system of subalgebras are further studied and some exact solutions are obtained.