Conservation Laws of Differential Equations in Finance

Conservation laws of some differential equations in fiance are studied in this paper. This method does not involve the use or existence of a variational principle. As an alternative, linearize the given equation and find adjoint equation of the linearized equation, the conservation laws can be constructed directly from the symmetries and adjoint symmetries of the associated linearized equation and its adjoint equation.     

A Novel Low-Dimensional Method for Analytically Solving Partial Differential Equations

This paper is concerned with a low-dimensional dynamical system model for analytically solving partial differential equations (PDEs). The model proposed is based on a posterior optimal truncated weighted residue (POT-WR) method, by which an infinite dimensional PDE is optimally truncated and analytically solved in required condition of accuracy. To end that, a POT-WR condition for PDE under consideration is used as a dynamically optimal control criterion with the solving process. A set of bases needs to be constructed without any reference database in order to establish a space to describe low-dimensional dynamical system that is required. The Lagrangian multiplier is introduced to release the constraints due to the Galerkin projection, and a penalty function is also employed to remove the orthogonal constraints. According to the extreme principle, a set of ordinary differential equations is thus obtained by taking the variational operation of the generalized optimal function. A conjugate gradient algorithm by FORTRAN code is developed to solve the ordinary differential equations. The two examples of one-dimensional heat transfer equation and nonlinear Burgers’ equation show that the analytical results on the method proposed are good agreement with the numerical simulations and analytical solutions in references, and the dominant characteristics of the dynamics are well captured in case of few bases used only.     

An effective method for finding special solutions of nonlinear differential equations with variable coefficients

There are many interesting methods can be utilized to construct special solutions of nonlinear differential equations with constant coefficients. However, most of these methods are not applicable to nonlinear differential equations with variable coefficients. A new method is presented in this Letter, which can be used to find special solutions of nonlinear differential equations with variable coefficients. This method is based on seeking appropriate Bernoulli equation corresponding to the equation studied. Many well-known equations are chosen to illustrate the application of this method.     

LEPAGE EQUIVALENTS OF SECOND-ORDER EULER–LAGRANGE FORMS AND THE INVERSE PROBLEM OF THE CALCULUS OF VARIATIONS

In the calculus of variations, Lepage (n + 1)-forms are closed differential forms, representing Euler–Lagrange equations. They are fundamental for investigation of variational equations by means of exterior differential systems methods, with important applications in Hamilton and Hamilton–Jacobi theory and theory of integration of variational equations. In this paper, Lepage equivalents of second-order Euler–Lagrange quasi-linear PDE's are characterised explicitly. A closed (n + 1)-form uniquely determined by the Euler–Lagrange form is constructed, and used to find a geometric solution of the inverse problem of the calculus of variations.     

Boussinesq方程组的广义变分原理

半反推法是何吉欢为了寻求物理问题的变分原理而提出的,可避免由拉氏乘子法引起的临界变分现象. 应用半反推法分别获得了描述水波运动的两类Boussinesq方程组的一族广义变分原理,并验证了它们的正确性. 关键词： 半反推法 广义变分原理 Boussinesq方程组     

Differential-geometric structures associated with the Lagrangian and a nonvariational interpretation of the Euler equations and Nöther’s theorem

Differential-geometry structures associated with Lagrangians are studied. A relative invariant E embraced by an extension of fundamental object is constructed (in the paper, E is referred to as the Euler relative invariant) such that the equation E = 0 is an invariant representation of the Euler equation for the variational functional. For this reason, a nonvariational interpretation of the Euler equations becomes possible, because the Euler equations need not be connected with the variational problem, and one can regard the equations from the very beginning as an equation arising when equating the Euler relative invariant to zero. Local diffeomorphisms between two structures associated with Lagrangians are also discussed. The theorem concerning conditions under which the vanishing condition for the Euler relative invariant of one of these structures leads to vanishing of the Euler invariant relative of the other structure can be treated as a nonvariational interpretation of Nöther’s theorem.     

Hamilton’s principle and associated variational principles in polar thermopiezoelectricity

We express Hamilton’s principle for a regular region of thermopiezoelectric polar materials. First, we obtain a four-field variational principle which leads, as its Euler-Lagrange equations, to the divergence equations and the associated natural boundary conditions only. Next, we adjoin the rest of the fundamental equations into the variational principle through an involutory transformation. Thus, we formulate a differential type of unified variational principles operating on all the field variables. The unified variational principle is extended for the region with a fixed internal surface of discontinuity and for a curvilinear laminated region as well. The principles derived in invariant form are expressible in a system of particular coordinate system most appropriate to the geometry of the regions. They are indicated to recover some of earlier principles as special cases.     

Signs of life

Programmable electronic calculators provide a speedy means of performing scientific calculations, e.g. the evaluation of a given polynomial for many different x values and the performance of iterative procedures for the solution of polynomial equations. Both of these uses appear in variational calculations of the energy of simple quantum mechanical systems such as the perturbed harmonic oscillator. For this system the traditional perturbation method has some drawbacks, end so it is useful to find its energy levels directly by purely numerical methods. The electronic calculator can do this if the relevant Schrödinger differential equation is transformed into a difference equation. The diffusion equation is a partial differential equation, but can be converted to an ordinary differential equation and thence to a pair of difference equations which can be solved on the calculator. This applies even if the diffusion coefficient depends on the concentration, so that the associated ordinary differential equation is non-linear.     

(2+1)维广义Calogero-Bogoyavlenskii-Schiff方程的无穷序列类孤子解

为了构造高维非线性发展方程的无穷序列类孤子新解, 研究了二阶常系数齐次线性常微分方程, 获得了新结论. 步骤一, 给出一种函数变换把二阶常系数齐次线性常微分方程的求解问题转化为一元二次方 程和Riccati方程的求解问题. 在此基础上, 利用Riccati方程解的非线性叠加公式, 获得了二阶常系数齐次线性常微分方程的无穷序列新解. 步骤二, 利用以上得到的结论与符号计算系统Mathematica, 构造了(2+1)维广义Calogero-Bogoyavlenskii-Schiff (GCBS)方程的无穷序列类孤子新解. 关键词： 常微分方程 非线性叠加公式 高维非线性发展方程 无穷序列类孤子新解     

Analytical treatments of the space–time fractional coupled nonlinear Schrödinger equations

Under investigation in this work is a (\(2+1\))-dimensional the space–time fractional coupled nonlinear Schrödinger equations, which describes the amplitudes of circularly-polarized waves in a nonlinear optical fiber. With the aid of conformable fractional derivative and the fractional wave transformation, we derive the analytical soliton solutions in the form of rational soliton, periodic soliton, hyperbolic soliton solutions by four integration method, namely, the extended trial equation method, the \(\exp (-\,\Omega (\eta ))\)-expansion method and the improved \(\tan (\phi (\eta )/2)\)-expansion method and semi-inverse variational principle method. Based on the the extended trial equation method, we derive the several types of solutions including singular, kink-singular, bright, solitary wave, compacton and elliptic function solutions. Under certain condition, the 1-soliton, bright, singular solutions are driven by semi-inverse variational principle method. Based on the analytical methods, we find that the solutions give birth to the dark solitons, the bright solitons, combine dark-singular, kink, kink-singular solutions with fractional order for nonlinear fractional partial differential equations arise in nonlinear optics.     

Higher-order symmetries and conservation laws of multi-dimensional Gordon-type equations

In this paper a class of multi-dimensional Gordon-type equations are analysed using a multiplier and homotopy approach to construct conservation laws. The main focus is the analysis of the classical versions of the Gordon-type equations and obtaining higher-order variational symmetries and corresponding conserved quantities. The results are extended to the multi-dimensional Gordon-type equations with the two-dimensional Klein–Gordon equation in particular yielding interesting results.     

On the new exact traveling wave solutions of the time-space fractional strain wave equation in microstructured solids via the variational method

In this paper, we mainly study the time-space fractional strain wave equation in microstructured solids. He’s variational method, combined with the two-scale transform are implemented to seek the solitary and periodic wave solutions of the time-space strain wave equation. The main advantage of the variational method is that it can reduce the order of the differential equation, thus simplifying the equation, making the solving process more intuitive and avoiding the tedious solving process.Finally, the numerical results are shown in the form of 3D and 2D graphs to prove the applicability and effectiveness of the method. The obtained results in this work are expected to shed a bright light on the study of fractional nonlinear partial differential equations in physics.     

Irreversible thermodynamics of fluids

Irreversible thermodynamics of fluids is formulated based on a set of postulates. The theory thus constructed generalizes thermostatics and linear irreversible thermodynamics into the realm of nonlinear irreversible processes. In this theory the extended Gibbs relation and the entropy balance equation appear as a pair of mutually consistent equations under the postulates made. An equivalent theory is also formulated by replacing one of the postulates with another that is basically a variational principle. The variational principle yields the evolution equations for fluxes as the Euler equations that extremize the variational functional postulated. The local form of the extremized variational functional is the entropy balance equation for the irreversible processes in the system. Some further consequences of the theory are also considered. For example, nonequilibrium specific heats are shown to be at least quadratic functions of fluxes and reduce to the equilibrium specific heats in the limit of vanishing fluxes. In order to illustrate an example of possible applications, we have considered nonlinear transport processes in fluids. The connections of the present theory with other theories are discussed.     

Kirchhoff弹性杆动力学建模的分析力学方法

以杆的横截面为研究对象，讨论了其自由度，给出了截面虚位移定义，并定义变分和偏微分运算对独立坐标服从交换关系. 给出了曲面约束的基本假设，讨论了约束对截面自由度的影响以及加在虚位移上的限制方程. 从D'Alembert原理出发结合虚功原理，建立了弹性杆动力学的D'Alembert-Lagrange原理，当杆的材料服从线性本构关系时，化作Euler-Lagrange形式、Nielsen形式和Appell形式. 由此导出了Kirchhoff方程以及Lagrange方程、Nielsen方程和Appell方程，得到 关键词： 超细长弹性杆 分析力学方法 Kirchhoff动力学比拟 变分原理     

A note on the Lie symmetries of complex partial differential equations and their split real systems

Folklore suggests that the split Lie-like operators of a complex partial differential equation are symmetries of the split system of real partial differential equations. However, this is not the case generally. We illustrate this by using the complex heat equation, wave equation with dissipation, the nonlinear Burgers equation and nonlinear KdV equations. We split the Lie symmetries of a complex partial differential equation in the real domain and obtain real Lie-like operators. Further, the complex partial differential equation is split into two coupled or uncoupled real partial differential equations which constitute a system of two equations for two real functions of two real variables. The Lie symmetries of this system are constructed by the classical Lie approach. We compare these Lie symmetries with the split Lie-like operators of the given complex partial differential equation for the examples considered. We conclude that the split Lie-like operators of complex partial differential equations are not in general symmetries of the split system of real partial differential equations. We prove a proposition that gives the criteria when the Lie-like operators are symmetries of the split system.     

A short remark on fractional variational iteration method

This Letter compares the classical variational iteration method with the fractional variational iteration method. The fractional complex transform is introduced to convert a fractional differential equation to its differential partner, so that its variational iteration algorithm can be simply constructed.     

Residual vibration reduction of a flexible beam deploying from a translating hub

This paper presents a method for reducing the residual vibration of a flexible beam deployed from a translating hub. Whereas previous studies have discussed reducing vibration in translating constant-length beams, this study investigates a vibration reduction method for translating beams of variable length. The partial differential equation of motion for a translating beam is derived and transformed into a variational equation. Based on the discretized equations from the variational equation, the dynamic responses of the flexible beam under translation are analyzed. A vibration reduction method is proposed that is effective for both constant- and variable-length deploying translating beams.     

精确Cosserat弹性杆动力学的分析力学方法

以脱氧核糖核酸和工程中的细长结构为背景, 大变形大范围运动的弹性杆动力学受到关注. 将分析力学方法运用到精确Cosserat弹性杆动力学, 旨在为前者拓展新的应用领域, 为后者提供新的研究方法. 基于平面截面假定, 在弯扭基础上再计及拉压和剪切变形形成精确Cosserat弹性杆模型. 用刚体运动的概念描述弹性杆的变形, 导出弹性杆变形和运动的几何关系; 在定义截面虚位移及其变分法则的基础上, 建立用矢量表达的d’Alembert-Lagrange原理, 在线性本构关系下化作分析力学形式, 并导出Lagrange方程和Nielsen方程, 定义正则变量后化作Hamilton正则方程; 对于只在端部受力的弹性杆静力学, 导出了将守恒量预先嵌入的Lagrange方程, 并讨论了其首次积分. 从弹性杆的d’Alembert-Lagrange原理导出积分变分原理, 在线性本构关系下化作Hamilton原理. 形成的分析力学方法使弹性杆的全部动力学方程具有统一的形式, 为弹性杆动力学的对称性和守恒量的研究及其数值计算铺平道路. 关键词： 精确Cosserat弹性杆 分析动力学方法 变分原理 Lagrange方程     

Conservation laws of nonconservative nonholonomic system based on Herglotz variational problem

The generalized variational principle of Herglotz type provides a variational method for describing nonconservative or dissipative processes. The purpose of this letter is to extend this variational principle to a first order linear nonholonomic system and study the conservation laws of the nonconservative nonholonomic system based on Herglotz variational problem. A new differential variational principle of the nonconservative nonholonomic system is proposed, which is based on Herglotz variational problem. And the differential equations of motion of the system are also obtained. Then, according to the condition for the invariance of the differential variational principle, the conservation theorem based on Herglotz variational problem for the nonconservative nonholonomic system are obtained. The theorem contains the conservation theorem of the nonconservative holonomic system as its special case, which can be reduced to the first Noether's theorem based on Herglotz variational problem under proper conditions. The inverse theorem of the conservation theorem is also provided and proved. An example is given to illustrate the application at the end of this letter.