Index-aware model order reduction for differential-algebraic equations

We introduce a model order reduction (MOR) procedure for differential-algebraic equations, which is based on the intrinsic differential equation contained in the starting system and on the remaining algebraic constraints. The decoupling procedure in differential and algebraic part is based on the projector and matrix chain which leads to the definition of tractability index. The differential part can be reduced by using any MOR method, we use Krylov-based projection methods to illustrate our approach. The reduction on the differential part induces a reduction on the algebraic part. In this paper, we present the method for index-1 differential-algebraic equations. We implement numerically this procedure and show numerical evidence of its validity.     

Hypersurfaces with Prescribed Affine Gauss–Kronecker Curvature

We extend a procedure for solving particular fourth order PDEs by splitting them into two linked second order Monge–Ampère equations. We use this for the global study of Blaschke hypersurfaces with prescribed Gauss–Kronecker curvature.     

On Periodic Solutions of Second Order Linear Difference Equations

In this paper, we apply a new procedure initially developed in Refs. [H. El-Owaidy and H.Y. Mohamed. "On the periodic solutions for nth order difference equations". Journal of Applied Mathematics and Computation , (to appear); "The necessary and sufficient conditions of existence of periodic solutions of nonautonomous difference equations". Journal of Applied Mathematics and Computation , (to appear)] to simplify the use of Carvalho's method to the case of discrete difference equations, in order to find the periodic solutions of second order linear difference equations. We can also find the complex periodic solutions.     

Symbolic computation of high order compact difference schemes for three dimensional linear elliptic partial differential equations with variable coefficients

We present a symbolic computation procedure for deriving various high order compact difference approximation schemes for certain three dimensional linear elliptic partial differential equations with variable coefficients. Based on the Maple software package, we approximate the leading terms in the truncation error of the Taylor series expansion of the governing equation and obtain a 19 point fourth order compact difference scheme for a general linear elliptic partial differential equation. A test problem is solved numerically to validate the derived fourth order compact difference scheme. This symbolic derivation method is simple and can be easily used to derive high order difference approximation schemes for other similar linear elliptic partial differential equations.     

Error estimates for shooting methods in two-point boundary value problems for second-order equations

This paper is concerned with a procedure for estimating the global discretization error arising when a boundary value problem for a system of second order differential equations is solved by the simple shooting method, without transforming the original problem in an equivalent first order problem. Expressions of the global discretization error are derived for both linear and nonlinear boundary value problems, which reduce the error estimation for a boundary value problem to that for an initial value problem of same dimension. The procedure extends to second order equations a technique for global error estimation given elsewhere for first order equations. As a practical result the accuracy of the estimates for a second order problem is increased compared with the estimates for the equivalent first order problem.     

Criteria for fourth-order ordinary differential equations to be linearizable by contact transformations

Solution of linearization problem of fourth-order ordinary differential equations via contact transformations is presented in the paper. We show that all fourth-order ordinary differential equations that are linearizable by contact transformations are contained in the class of equations which is at most quadratic in the third-order derivative. We provide the linearization test and describe the procedure for obtaining the linearizing transformations as well as the linearized equation. Moreover, we obtain the general form of ordinary differential equations of order greater than four linearizable via contact transformations.     

Controllability of quasi-linear Hamiltonian NLS equations

We prove internal controllability in arbitrary time, for small data, for quasi-linear Hamiltonian NLS equations on the circle. We use a procedure of reduction to constant coefficients up to order zero and HUM method to prove the controllability of the linearized problem. Then we apply a Nash–Moser–Hörmander implicit function theorem as a black box.     

Classification of Rota-Baxter operators on semigroup algebras of order two and three

In this paper, we determine all the Rota-Baxter operators of weight zero on semigroup algebras of order two and three with the help of computer algebra. We determine the matrices for these Rota-Baxter operators by directly solving the defining equations of the operators. We also produce a Mathematica procedure to predict and verify these solutions.     

Convergence of Runge-Kutta Methods for Delay Differential Equations

This paper deals with the adaptation of Runge—Kutta methods to the numerical solution of nonstiff initial value problems for delay differential equations. We consider the interpolation procedure that was proposed in In 't Hout [8], and prove the new and positive result that for any given Runge—Kutta method its adaptation to delay differential equations by means of this interpolation procedure has an order of convergence equal to min {p,q}, where p denotes the order of consistency of the Runge—Kutta method and q is the number of support points of the interpolation procedure.This revised version was published online in October 2005 with corrections to the Cover Date.     

A wavelet-based stabilization of the mixed finite element method with Lagrange multipliers

We present a new stabilized mixed finite element method for second order elliptic equations in divergence form with Neumann boundary conditions. The approach introduces first the trace of the solution on the boundary as a Lagrange multiplier, which yields a corresponding residual term that is expressed in the Sobolev norm of order 1/2 by means of wavelet bases. The stabilization procedure is then completed with the residuals arising from the constitutive and equilibrium equations. We show that the resulting mixed variational formulation and the associated Galerkin scheme are well posed. In addition, we provide a residual-based reliable and efficient a posteriori error estimate.     

A new perspective on single and multi-variate differential equations

We elaborate upon a new method of solving linear differential equations, of arbitrary order, which is applicable to a wide class of single and multi-variate equations. Our procedure separates the operator part of the equation under study in to a part containing a function of the Euler operator and constants, and another one retaining the rest. The solution of the equation is then obtained from the monomials (or the monomial symmetric functions, for the multi-variate case), which are the eigenfunctions of the Euler operator. Novel exponential forms of the solutions of the differential equations enable one to analyze the underlying symmetries of the equations and explore the algebraic structures of the solution spaces in a straightforward manner. The procedure allows one to derive various properties of the orthogonal polynomials and functions in a unified manner. After showing how the generating functions and Rodriguez formulae emerge naturally in this method, we briefly outline the generalization of the present approach to the multi-variate case.     

Breather resonant phase locking by an external perturbation

We study the effect of the resonant phase locking in the problem of the sine-Gordon equation breather under the action of a small oscillating external force with slowly varying frequency. We obtain equations determining the time evolution of the parameters of the perturbed breather. We describe the regular asymptotic procedure of averaging such equations and show that the averaged equations in the leading order already well describe the phenomenon of resonant phase locking in which the breather oscillations are strongly excited. We obtain necessary and sucient conditions for the phase locking relating the rate of the perturbation frequency variation and its amplitude to the initial data of the breather. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 152, No. 2, pp. 356–367, August, 2007.     

Existence of weak solutions to a system of nonlinear partial differential equations modelling ice streams

This paper deals with the mathematical analysis of a nonlinear system of three differential equations of mixed type. It describes the generation of fast ice streams in ice sheets flowing along soft and deformable beds. The system involves a nonlinear parabolic PDE with a multivalued term in order to deal properly with a free boundary which is naturally associated to the problem of determining the basal water flux in a drainage system. The other two equations in the system are an ODE with a nonlocal (integral) term for the ice thickness, which accounts for mass conservation and a first order PDE describing the ice velocity of the system. We first consider an iterative decoupling procedure to the system equations to obtain the existence and uniqueness of solutions for the uncoupled problems. Then we prove the convergence of the iterative decoupling scheme to a bounded weak solution for the original system.     

Associate symmetries: A novel procedure for finding contact symmetries

A new method for finding contact symmetries is proposed for both ordinary and partial differential equations. Symmetries more general than Lie point are often difficult to find owing to an increased dependency of the infinitesimal functions on differential quantities. As a consequence, the invariant surface condition is often unable to be “split” into a reasonably sized set of determining equations, if at all. The problem of solving such a system of determining equations is here reduced to the problem of finding its own point symmetries and thus subsequent similarity solutions to these equations. These solutions will (in general) correspond to some subset of symmetries of the original differential equations. For this reason, we have termed such symmetries associate symmetries. We use this novel method of associate symmetries to determine new contact symmetries for a non-linear PDE and a second order ODE which could not previously be found using computer algebra packages; such symmetries for the latter are particularly difficult to find. We also consider a differential equation with known contact symmetries in order to illustrate that the associate symmetry procedure may, in some cases, be able to retrieve all such symmetries.     

Numerical treatment of sth order boundary value problems by solving second kind Fredholm integral equations

A Nyström method is proposed for solving Fredholm integral equations equivalent to boundary value problems of order s with complete differential equations. The stability and the convergence of the proposed procedure are proved. Some numerical examples are provided in order to illustrate the accuracy of the method and to compare the procedure with some other ones given in the literature.     

High-Order Analytical Nodal Method for the Multigroup Diffusion Equations

We develop a high-order analytical nodal method for the multigroup diffusion equations. Based on the transverse integration procedure, the discrete 1D equations are analytically approximated using the combined direct algebraic evaluation of trigonometric functions of multigroup matrices, and the truncated Legendre series. The remaining Legendre coefficients of the transverse leakage moments are determined exactly in terms of the different neutron flux moments order. The self-consistent is guaranteed. In the weighted balance equations, the transverse leakage moments are linearly written in terms of the partial currents, facial and centered fluxes moments. Furthermore, as the order increases, the neutron balance in each node and the coupling between the adjacent cell are reinforced. The efficacy of the method is shown for 2D-PWR and 2D-LMFBR benchmark problems.     

Construction of splines of maximal smoothness

We consider approximation relations as a system of linear algebraic equations and obtain spaces of minimal Lagrange type splines of arbitrary order. Using an analog of procedure for constructing elementary symmetric polynomials, we obtain new explicit formulas for representing splines. The splines obtained possess the maximal smoothness and minimal compact support. We also give examples of constructing splines on an open interval and on a segment. Bibliography: 15 titles.     

On a fast direct elliptic solver by a modified Fourier method

We describe high order numerical algorithms for the solution of second order elliptic equations in rectangular domains. These algorithms are based on the Fourier method in combination with a subtraction procedure. The singularities at the corner points, arising due to non-smoothness of the boundaries, are treated explicitly using properly constructed singular corner functions. The present algorithm is a generalization of the Fast Poisson Solver developed in our previous paper. This revised version was published online in August 2006 with corrections to the Cover Date.     

When nonautonomous equations are equivalent to autonomopus ones

We consider nonlinear systems of first order partial differential equations admitting at least two one-parameter Lie groups of transformations with commuting infinitesimal operators. Under suitable conditions it is possible to introduce a variable transformation based on canonical variables which reduces the model in point to autonomous form. Remarkably, the transformed system may admit constant solutions to which there correspond non-constant solutions of the original model. The results are specialized to the case of first order quasilinear systems admitting either dilatation or spiral groups of transformations and a systematic procedure to characterize special exact solutions is given. At the end of the paper the equations of axi-symmetric gas dynamics are considered.