B-Spline Gaussian Collocation Software for Two-Dimensional Parabolic PDEs

In this paper we describe new B-spline Gaussian collocation software for solving two-dimensional parabolic partial differential equations (PDEs) defined over a rectangular region. The numerical solution is represented as a bi-variate piecewise polynomial (using a tensor product B-spline basis) with time-dependent unknown coefficients. These coefficients are determined by imposing collocation conditions: the numerical solution is required to satisfy the PDE and boundary conditions at images of the Gauss points mapped onto certain subregions of the spatial domain. This leads to a large system of time-dependent differential algebraic equations (DAEs) which is solved using the DAE solver, DASPK. We provide numerical results in which we use the new software, called BACOL2D, to solve three test problems.     

Method for solving moving boundary value problems for linear evolution equations

We introduce a method of solving initial boundary value problems for linear evolution equations in a time-dependent domain, and we apply it to an equation with dispersion relation omega(k), in the domain l(t)相似文献   

A nonextensive maximum entropy approach to a family of nonlinear reaction–diffusion equations

We consider a monoparametric family of reaction–diffusion equations endowed with both a nonlinear diffusion term and a nonlinear reaction one that possess exact time-dependent particular solutions of the Tsallis’ maximum entropy (MaxEnt) form. The evolution of these solutions is governed by a system of three coupled nonlinear ordinary differential equations that are integrated numerically. A simple population dynamics interpretation provides a qualitative understanding of the behaviour of the q-MaxEnt solutions. When the reaction term vanishes the time-dependent distributions studied here reduce to the previously known Tsallis’ MaxEnt solutions for the nonlinear diffusion equation.     

A Hopf-like equation and perturbation theory for differential delay equations

We extend techniques developed for the study of turbulent fluid flows to the statistical study of the dynamics of differential delay equations. Because the phase spaces of differential delay equations are infinite dimensional, phase-space densities for these systems are functionals. We derive a Hopf-like functional differential equation governing the evolution of these densities. The functional differential equation is reduced to an infinite chain of linear partial differential equations using perturbation theory. A necessary condition for a measure to be invariant under the action of a nonlinear differential delay equation is given. Finally, we show that the evolution equation for the density functional is the Fourier transform of the infinite-dimensional version of the Kramers-Moyal expansion.     

Numerical and variational solutions of the dipolar Gross-Pitaevskii equation in reduced dimensions

Laser Physics - We suggest a simple Gaussian Lagrangian variational scheme for the reduced time-dependent quasi-one-and quasi-two-dimensional Gross-Pitaevskii (GP) equations of a dipolar...     

Numerical solutions to the time-dependent Bloch equations revisited

The purpose of this study was to demonstrate a simple and fast method for solving the time-dependent Bloch equations. First, the time-dependent Bloch equations were reduced to a homogeneous linear differential equation, and then a simple equation was derived to solve it using a matrix operation. The validity of this method was investigated by comparing with the analytical solutions in the case of constant radiofrequency irradiation. There was a good agreement between them, indicating the validity of this method. As a further example, this method was applied to the time-dependent Bloch equations in the two-pool exchange model for chemical exchange saturation transfer (CEST) or amide proton transfer (APT) magnetic resonance imaging (MRI), and the Z-spectra and asymmetry spectra were calculated from their solutions. They were also calculated using the fourth/fifth-order Runge-Kutta-Fehlberg (RKF) method for comparison. There was also a good agreement between them, and this method was much faster than the RKF method. In conclusion, this method will be useful for analyzing the complex CEST or APT contrast mechanism and/or investigating the optimal conditions for CEST or APT MRI.     

A Spectral Time-Domain Method for Computational Electrodynamics

Ever since its introduction by Kane Yee over forty years ago, the finite-difference time-domain (FDTD) method has been a widely-used technique for solving the time-dependent Maxwell's equations that has also inspired many other methods. This paper presents an alternative approach to these equations in the case of spatially-varying electric permittivity and/or magnetic permeability, based on Krylov subspace spectral (KSS) methods. These methods have previously been applied to the variable-coefficient heat equation and wave equation, and have demonstrated high-order accuracy, as well as stability characteristic of implicit time-stepping schemes, even though KSS methods are explicit. KSS methods for scalar equations compute each Fourier coefficient of the solution using techniques developed by Golub and Meurant for approximating elements of functions of matrices by Gaussian quadrature in the spectral, rather than physical, domain. We show how they can be generalized to coupled systems of equations, such as Maxwell's equations, by choosing appropriate basis functions that, while induced by this coupling, still allow efficient and robust computation of the Fourier coefficients of each spatial component of the electric and magnetic fields. We also discuss the application of block KSS methods to problems involving non-self-adjoint spatial differential operators, which requires a generalization of the block Lanczos algorithm of Golub and Underwood to unsymmetric matrices.     

Solving Bertolami's equations for Brans-Dicke cosmological models

Solutions are developed for Berman and Som's formulation of Bertolami's equations for a Brans-Dicke cosmology with time-dependent cosmological term. Physical constraints are applied to these solutions to deduce conditions necessary for constructing plausible cosmological models in this theory.     

Renormalization equations for models with renormalizable and nonrenormalizable interactions

We study models including renormalizable and nonrenormalizable polynomial interactions. We derive the partial differential equations, which are relevant for the variation of parameters of the model. A supersymmetric model is considered as example.     

The Gaussian effective potential and stochastic partial differential equations

We investigate arbitrary stochastic partial differential equations subject to translation invariant and temporally white noise correlations from a nonperturbative framework. The method that we expose first casts the stochastic equations into a functional integral form, then it makes use of the Gaussian effective potential approach, which is an useful tool for describing symmetry breaking. We apply this method to the Kardar-Parisi-Zhang equation and find that the system exhibits spontaneous symmetry breaking in and (3+1) Euclidean dimensions, providing insight into the evolution of the system configuration due to the presence of noise correlations. A simple and systematic approach to the renormalization, without explicit regularization, is employed.     

Completeness of first and second order ODE flows and of Euler–Lagrange equations

Two results on the completeness of maximal solutions to first and second order ordinary differential equations (or inclusions) over complete Riemannian manifolds, with possibly time-dependent metrics, are obtained. Applications to Lagrangian mechanics and gravitational waves are given.     

Solution of integro-differential equations by projection

The integro-differential equation in two variables for a many boson system has been solved by expanding its solution in the complete set of Jacobi polynomials and subsequent projection. This results in a system of coupled differential equations. This has been solved for the triton. The integrals in the potential matrix elements can be done analyticaly for potentials having Gaussian type terms. Calculated binding energy for several simple potentials agree closely with those calculated by other methods. Present address: Department of Physics, University of Calcutta, 92, A P C Road, Calcutta 700 009, India     

On the use of the lie group technique for differential equations with a small parameter: Approximate solutions and integrable equations

A new approach to the use of the Lie group technique for partial and ordinary differential equations dependent on a small parameter is developed. In addition to determining approximate solutions to the perturbed equation, the approach allows constructing integrable equations that have solutions with (partially) prescribed features. Examples of application of the approach to partial differential equations are given.     

Evolution of basic equations for nearshore wave field

In this paper, a systematic, overall view of theories for periodic waves of permanent form, such as Stokes and cnoidal waves, is described first with their validity ranges. To deal with random waves, a method for estimating directional spectra is given. Then, various wave equations are introduced according to the assumptions included in their derivations. The mild-slope equation is derived for combined refraction and diffraction of linear periodic waves. Various parabolic approximations and time-dependent forms are proposed to include randomness and nonlinearity of waves as well as to simplify numerical calculation. Boussinesq equations are the equations developed for calculating nonlinear wave transformations in shallow water. Nonlinear mild-slope equations are derived as a set of wave equations to predict transformation of nonlinear random waves in the nearshore region. Finally, wave equations are classified systematically for a clear theoretical understanding and appropriate selection for specific applications.     

On a simple derivation of master equations for diffusion processes driven by white noise and dichotomic Markov noise

A very simple way is presented of deriving the partial differential equations (the master equations) satisfied by the probability density for certain kinds of diffusion processes in one dimension, in which the driving term is a Gaussian white noise, or a dichotomic noise, or a combination of the two. The method involves the use of certain ‘formulas of differentiation’ to derive the equations obeyed by the characteristic functions of the processes concerned, and thence the corresponding master equations. The examples presented cover a substantial number of diffusion processes that occur in physical modelling, including some master equations derived recently in the literature for generalizations of persistent diffusion.     

Two model equations with a second degree logarithmic nonlinearity and their Gaussian solutions

In the paper, we try to study the mechanism of the existence of Gaussian waves in high degree logarithmic nonlinear wave motions. We first construct two model equations which include the high order dispersion and a second degree logarithmic nonlinearity. And then we prove that the Gaussian waves can exist for high degree logarithmic nonlinear wave equations if the balance between the dispersion and logarithmic nonlinearity is kept. Our mathematical tool is the logarithmic trial equation method.     

Supersymmetry of time-dependent Schrödinger equations with effective mass

We establish the supersymmetry formalism for time-dependent Schrödinger equations with effective mass and show that the corresponding supersymmetric transformations are equivalent to effective mass Darboux transformations     

Nonlinear transport equations in statistical mechanics

A simple projection operator method is developed for computing nonequilibrium ensemble averages for systems that are close to a state of local equilibrium. The formalism used here is a straight-forward generalization of the Mori-Zwanzig techniques used in linear response theory and it avoids many of the technical difficulties associated with time-dependent projection operators. The method is used here to derive gradient expansions for nonequibrium average values about their values in local equilibrium. This is used to derive the nonlinear hydrodynamic equations for a pure fluid, to Burnett order.