Integral equations and initial value problems for nonlinear differential equations of fractional order

We discuss the solvability of integral equations associated with initial value problems for a nonlinear differential equation of fractional order. The differential operator is the Caputo fractional derivative and the inhomogeneous term depends on the fractional derivative of lower orders. We obtain the existence of at least one solution for integral equations using the Leray–Schauder Nonlinear Alternative for several types of initial value problems. In addition, using the Banach contraction principle, we establish sufficient conditions for unique solutions. Our approach in obtaining integral equations is the “reduction” of the fractional order of the integro-differential equations based on certain semigroup properties of the Caputo operator.     

Partial differential equations driven by rough paths

We study a class of linear first and second order partial differential equations driven by weak geometric p-rough paths, and prove the existence of a unique solution for these equations. This solution depends continuously on the driving rough path. This allows a robust approach to stochastic partial differential equations. In particular, we may replace Brownian motion by more general Gaussian and Markovian noise. Support theorems and large deviation statements all become easy corollaries of the corresponding statements of the driving process. In the case of first order equations with Gaussian noise, we discuss the existence of a density with respect to the Lebesgue measure for the solution.     

A uniqueness result for a semilinear parabolic system

We prove that for nonnegative, continuous, bounded and nonzero initial data we have a unique solution of the reaction-diffusion system described by three differential equations with non-Lipschitz nonlinearity. We also find the set of all nonnegative solutions of the system when the initial data is zero and in the last section we briefly discuss a generalization of the theorem to a system of n equations.     

Continuous block implicit hybrid one-step methods for ordinary and delay differential equations

A class of high order continuous block implicit hybrid one-step methods has been proposed to solve numerically initial value problems for ordinary and delay differential equations. The convergence and Aω-stability of the continuous block implicit hybrid methods for ordinary differential equations are studied. Alternative form of continuous extension is constructed such that the block implicit hybrid one-step methods can be used to solve delay differential equations and have same convergence order as for ordinary differential equations. Some numerical experiments are conducted to illustrate the efficiency of the continuous methods.     

Linear differential-algebraic equations perturbed by Volterra integral operators

We study linear inhomogeneous vector ordinary differential equations of arbitrary order in which the matrix multiplying the highest derivative of the unknown vector function is singular in the domain where the equations are defined. We also study perturbations (not necessarily small) of such equations, which are linear integro-differential equations with a Volterra operator. We obtain sufficient conditions for the solvability of such equations and give representations of their general solutions; solvability and uniqueness conditions are also given for initial value problems for such equations. The influence of small perturbations of the free term and the initial data on the solution is considered. A numerical method is suggested. The results of numerical experiments are given.     

Well-posedness of an infinite system of partial differential equations modelling parasitic infection in an age-structured host

We study a deterministic model for the dynamics of a population infected by macroparasites. The model consists of an infinite system of partial differential equations, with initial and boundary conditions; the system is transformed in an abstract Cauchy problem on a suitable Banach space, and existence and uniqueness of the solution are obtained through multiplicative perturbation of a linear C₀-semigroup. Positivity and boundedness are proved using the specific form of the equations.     

Asymptotics of solutions of partial differential equations with higher degenerations and the Laplace equation on a manifold with a cuspidal singularity

We study the asymptotics of solutions of partial differential equations with higher degenerations. Such equations arise, for example, when studying solutions of elliptic equations on manifolds with cuspidal singular points. We construct the asymptotics of a solution of the Laplace equation defined on a manifold with a cuspidal singularity of order k.     

Numerical procedure for second order non-linear ordinary differential equations and application to heat transfer problem

In this paper, we have first given a numerical procedure for the solution of second order non-linear ordinary differential equations of the typey″ = f (x;y, y′) with given initial conditions. The method is based on geometrical interpretation of the equation, which suggests a simple geometrical construction of the integral curve. We then translate this geometrical method to the numerical procedure adaptable to desk calculators and digital computers. We have studied the efficacy of this method with the help of an illustrative example with known exact solution. We have also compared it with Runge-Kutta method. We have then applied this method to a physical problem, namely, the study of the temperature distribution in a semi-infinite solid homogeneous medium for temperature-dependent conductivity coefficient.     

Biow-up of solutions of some nonlinear hyperbolic equations

We prove that any nontrivial solution of certain nonlinear hyperbolic partial differential equations of second order blows up in a finite time if the initial data are localized, the initial velocity being on the average non-negative.     

A rational approximation based on Bernstein polynomials for high order initial and boundary values problems

We introduce a new method to solve high order linear differential equations with initial and boundary conditions numerically. In this method, the approximate solution is based on rational interpolation and collocation method. Since controlling the occurrence of poles in rational interpolation is difficult, a construction which is found by Floater and Hormann [1] is used with no poles in real numbers. We use the Bernstein series solution instead of the interpolation polynomials in their construction. We find that our approximate solution has better convergence rate than the one found by using collocation method. The error of the approximate solution is given in the case of the exact solution f ∈ C^d+2[a, b].     

A regularization for discontinuous differential equations with application to state-dependent delay differential equations of neutral type

We consider a regularization for a class of discontinuous differential equations arising in the study of neutral delay differential equations with state dependent delays. For such equations the possible discontinuity in the derivative of the solution at the initial point may propagate along the integration interval giving rise to so-called “breaking points”, where the solution derivative is again discontinuous. Consequently, the problem of continuing the solution in a right neighborhood of a breaking point is equivalent to a Cauchy problem for an ode with a discontinuous right-hand side (see e.g. Bellen et al., 2009 [4]). Therefore a classical solution may cease to exist.The regularization is based on the replacement of the vector-field with its time average over an interval of length ε>0. The regularized solution converges as ε→⁰⁺ to the classical Filippov solution (Filippov, 1964, 1988 [13] and [14]). Several properties of the solutions corresponding to small ε>0 are presented.     

Bifurcation phenomena in FitzHugh's nerve conduction equations

We consider the second order nonlinear ordinary differential equations developed by FitzHugh to simplify the fourth order current clamped Hodgkin-Huxley nerve conduction equations. We demonstrate the bifurcation, direction, and stability of a family of small periodic solutions as the current parameter I passes through a critical value. Arguments are given which suggest that this family grows to become a large periodic solution, then shrinks, collapsing onto the steady state as I passes through a second critical value. The usefulness of these results in studying the Hodgkin-Huxley equations is discussed.     

On the differences and similarities of the first order delay and ordinary differential equations

The present paper is the first step in the systematic study of differences and similarities of the first order delay and ordinary differential equations. The continuous dependence of solutions to DDE on the time delay tending to zero is discussed and theorems guaranteeing continuous dependence are proved. The properties of nonnegativity and the blow-up phenomena for the solution to delay differential equation are studied. Conditions guaranteeing boundness of the solution to DDE are stated. Delay differential equations are considered in Rn as well as in Lp.     

On zeros of solutions of linear differential equations

We consider linear differential equations with regular coefficients in $\text{¦ z ¦ < 1}$. We obtain sufficient conditions for all the solutions of these equations to vanish a given number of times at the most. First the results are obtained for differential equations of second order, then for differential equations of nth order, n > 2.     

Travelling waves in dilatant non-Newtonian thin films

We prove the existence of a travelling wave solution for a gravity-driven thin film of a viscous and incompressible dilatant fluid coated with an insoluble surfactant. The governing system of second order partial differential equations for the film's height h and the surfactant's concentration γ are derived by means of lubrication theory applied to the non-Newtonian Navier–Stokes equations.     

Polynomial cost for solving IVP for high-index DAE

We show that the cost of solving initial value problems for high-index differential algebraic equations is polynomial in the number of digits of accuracy requested. The algorithm analyzed is built on a Taylor series method developed by Pryce for solving a general class of differential algebraic equations. The problem may be fully implicit, of arbitrarily high fixed index and contain derivatives of any order. We give estimates of the residual which are needed to design practical error control algorithms for differential algebraic equations. We show that adaptive meshes are always more efficient than non-adaptive meshes. Finally, we construct sufficiently smooth interpolants of the discrete solution. AMS subject classification (2000) 34A09, 65L80, 68Q25     

Laplace transform for the solution of higher order deformation equations arising in the homotopy analysis method

A new analytic approach for solving nonlinear ordinary differential equations with initial conditions is proposed. First, the homotopy analysis method is used to transform a nonlinear differential equation into a system of linear differential equations; then, the Laplace transform method is applied to solve the resulting linear initial value problems; finally, the solutions to the linear initial value problems are employed to form a convergent series solution to the given problem. The main advantage of the new approach is that it provides an effective way to solve the higher order deformation equations arising in the homotopy analysis method.     

Lie-group method solution for two-dimensional viscous flow between slowly expanding or contracting walls with weak permeability

The non-linear equations of motion describing the laminar, isothermal and incompressible flow in a rectangular domain bounded by two weakly permeable, moving porous walls, which enable the fluid to enter or exit during successive expansions or contractions, are considered. We apply Lie-group method for determining symmetry reductions of partial differential equations. Lie-group method starts out with a general infinitesimal group of transformations under which given partial differential equations are invariant, then, the determining equations are derived. The determining equations are a set of linear differential equations, the solution of which gives the infinitesimals of the dependent and independent variables. After the group has been determined, a solution to the given partial differential equation may be found from the invariant surface condition such that its solution leads to similarity variables that reduce the number of independent variables in the system. Effect of the permeation Reynolds number R_e and the dimensionless wall dilation rate α on self-axial velocity have been studied both analytically and numerically and the results are plotted.     

Differential quadrature for multi-dimensional problems

The technique of differential quadrature for the solution of partial differential equations, introduced by Bellman et al., is extended and generalized to encompass partial differential equations involving multiple space variables. Approximation formulae for a variety of first and second order partial derivatives and typical weighting coefficients are presented. Application of these formulae is demonstrated on the solution of the convection-diffusion equation for the two- and three-dimensional space dependent cases and for both the transient and steady-state dispersion of inert, neutrally buoyant pollutants from continuous sources into an unbounded atmosphere.     

An approximate method via Taylor series for stochastic functional differential equations

The subject of this paper is an analytic approximate method for stochastic functional differential equations whose coefficients are functionals, sufficiently smooth in the sense of Fréchet derivatives. The approximate equations are defined on equidistant partitions of the time interval, and their coefficients are general Taylor expansions of the coefficients of the initial equation. It will be shown that the approximate solutions converge in the Lp-norm and with probability one to the solution of the initial equation, and also that the rate of convergence increases when degrees in Taylor expansions increase, analogously to real analysis.