Reduction of fourth order ordinary differential equations to second and third order Lie linearizable forms

Meleshko presented a new method for reducing third order autonomous ordinary differential equations (ODEs) to Lie linearizable second order ODEs. We extended his work by reducing fourth order autonomous ODEs to second and third order linearizable ODEs and then applying the Ibragimov and Meleshko linearization test for the obtained ODEs. The application of the algorithm to several ODEs is also presented.     

Classification of scalar third order ordinary differential equations linearizable via generalized contact transformations

Whereas Lie had linearized scalar second order ordinary differential equations (ODEs) by point transformations, and later Chern had extended to the third order by using contact transformation, till recently no work had been done for higher order (or systems) of ODEs. Lie had found a unique class defined by the number of infinitesimal symmetry generators but the more general ODEs were not so classified. Recently, classifications of higher order and systems of ODEs were provided. In this paper we relate contact symmetries of scalar ODEs with point symmetries of reduced systems. We define a new type of transformation that builds upon this relation and obtain equivalence classes of scalar third order ODEs linearizable via these transformations. Four equivalence classes of such equations are seen to exist.     

Improved relaxations for the parametric solutions of ODEs using differential inequalities

A new method is described for computing nonlinear convex and concave relaxations of the solutions of parametric ordinary differential equations (ODEs). Such relaxations enable deterministic global optimization algorithms to be applied to problems with ODEs embedded, which arise in a wide variety of engineering applications. The proposed method computes relaxations as the solutions of an auxiliary system of ODEs, and a method for automatically constructing and numerically solving appropriate auxiliary ODEs is presented. This approach is similar to two existing methods, which are analyzed and shown to have undesirable properties that are avoided by the new method. Two numerical examples demonstrate that these improvements lead to significantly tighter relaxations than previous methods.     

B-SERIES METHODS CANNOT BE VOLUME-PRESERVING

Volume preservation is one of the qualitative characteristics common to many dynamical systems. However, it has been proved by Kang and Shang that e.g. Runge–Kutta (RK) methods can not preserve volume for all linear source-free ODEs (let alone nonlinear ODEs). On the other hand, certain so-called Exponential Runge–Kutta (ERK) methods do preserve volume for all linear source-free ODEs. Do such ERK methods perhaps also preserve volume for all nonlinear ODEs? Here we prove that the answer to this question is negative; B-series methods (which include RK, ERK and several more classes of methods) cannot preserve volume for all source-free ODEs. The proof is presented via the theory of K-loops, which is an extension of the theory of classical rooted trees.     

A procedure for solving some second-order linear ordinary differential equations

The purpose of this work is to introduce the concept of pseudo-exactness for second-order linear ordinary differential equations (ODEs), and then to try to solve some specific ODEs.     

On the randomized Euler schemes for ODEs under inexact information

Numerical Algorithms - We analyse errors of randomized explicit and implicit Euler schemes for approximate solving of ordinary differential equations (ODEs). We consider classes of ODEs for which...     

A new mathematical construction of the general nonlinear ODEs of motion in rigid body dynamics (Euler’s equations)

It is shown that the three nonlinear dynamic Euler ordinary differential equations (ODEs), concerning the motion of a rigid body free to rotate about a fixed point, are reduced, by means of a subsidiary function which is to be determined, to three Abel equations of the second kind of the normal form. Based on a recently developed mathematical construction concerning exact analytic solutions of the Abel nonlinear ODEs of the second kind, we perform a new mathematical solution for the classical dynamic Euler nonlinear ODEs.     

常微分方程(组)的高次积分因子与高次积分及其微分特征列集算法

考虑了一般微分方程(组)高次积分和其微分特征列集(吴方法)机械化确定算法.首先提出微分方程的积分因子和首次积分的推广高次积分因子与其对应的高次积分的概念.其次给出了由高次积分因子确定其对应的高次积分的计算公式,使确定高次积分的问题转化为求高次积分因子的问题.再其次对确定高次积分因子的问题,给出了微分特征列集算法.最后用给定的算法确定了二阶和三阶微分方程拥有高次积分的结构定理,并给出了具体的算例和结论.     

Hypercomplex analysis and integration of systems of ordinary differential equations

We review the theory of hypercomplex numbers and hypercomplex analysis with the ultimate goal of applying them to issues related to the integration of systems of ordinary differential equations (ODEs). We introduce the notion of hypercomplexification, which allows the lifting of some results known for scalar ODEs to systems of ODEs. In particular, we provide another approach to the construction of superposition laws for some Riccati‐type systems, we obtain invariants of Abel‐type systems, we derive integrable Ermakov systems through hypercomplexification, we address the problem of linearization by hypercomplexification, and we provide a solution to the inverse problem of the calculus of variations for some systems of ODEs. Copyright © 2016 John Wiley & Sons, Ltd.     

The performance of a Tau preconditioner on systems of ODEs

In this work, we investigate the new preconditioner of the Tau method, introduced by Ghoreishi and Mohammad Hosseini [13], on systems of ODEs. With a different and relatively straightforward view on the Tau formulation of systems of ODEs this preconditioner is reformulated and explained. An error analysis of the method is also addressed. Some numerical comparisons with the standard Chebyshev-Tau method and the preconditioned method of Cabos confirm the overall efficiency of this preconditioner for systems of ODEs as well.     

A note on the existence of multiple solutions for a class of systems of second order ODEs

We prove the existence of multiple solutions for some systems of second order ODEs with Dirichlet boundary conditions. Such systems are obtained by coupling scalar ODEs with different growth conditions. The proof relies on a global continuation technique.     

Two-sided solution of ODEs via a posteriori error estimates

Two-sided methods for solving ODEs are presented in the paper. The methods are based on a posteriori error estimates. It is shown that these methods may be successfully applied to stiff ODEs. An illustrative numerical example is given.     

WAVEFORM RELAXATION METHODS AND ACCURACY INCREASE

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A “Discretization” Technique for the Solution of ODEs II

A functional analytic technique was recently presented for finding discrete equivalent counterparts of initial value problems of ODEs and obtaining their real analytic solutions. In the current paper, this technique is extended to boundary value problems of ODEs and to the complex solutions of ODEs. In order to demonstrate this technique, it is applied to the classic Blasius problem of fluid mechanics. Apart from its real solution, its complex solution is also studied. The obtained results indicate that the complex Blasius function exhibits an oscillatory behavior and strengthen a conjecture regarding its singularities in the complex plane.     

A verified inexact implicit Runge–Kutta method for nonsmooth ODEs

Structural pounding and oscillations have been extensively investigated by using ordinary differential equations (ODEs). In many applications, force functions are defined by piecewise continuously differentiable functions and the ODEs are nonsmooth. Implicit Runge–Kutta (IRK) methods for solving the nonsmooth ODEs are numerically stable, but involve systems of nonsmooth equations that cannot be solved exactly in practice. In this paper, we propose a verified inexact IRK method for nonsmooth ODEs which gives a global error bound for the inexact solution. We use the slanting Newton method to solve the systems of nonsmooth equations, and interval method to compute the set of matrices of slopes for the enclosure of solution of the systems. Numerical experiments show that the algorithm is efficient for verification of solution of systems of nonsmooth equations in the inexact IRK method. We report numerical results of nonsmooth ODEs arising from simulation of the collapse of the Tacoma Narrows suspension bridge, steel to steel impact experiment, and pounding between two adjacent structures in 27 ground motion records for 12 different earthquakes. This work is partly supported by a Grant-in-Aid from Japan Society for the Promotion of Science and a scholarship from Egyptian Government.     

Comparing stability properties of three methods in DAEs or ODEs with invariants

Three approaches for solving ODEs with invariants or DAEs are the constrained least squares method, the coordinate projection method and the derivative projection method. The stability properties of these three methods are compared for linear ODEs with linear invariants. There exist examples where each of the three approaches is to prefer.     

Investigation of new solutions for an extended (2+ 1)-dimensional Calogero-Bogoyavlenskii-Schif equation

We investigate and concentrate on new infinitesimal generators of Lie symmetries for an extended (2+ 1)-dimensional Calogero-Bogoyavlenskii-Schif (eCBS) equation using the commutator table which results in a system of nonlinear ordinary differential equations (ODEs) which can be manually solved. Through two stages of Lie symmetry reductions, the eCBS equation is reduced to non-solvable nonlinear ODEs using different combinations of optimal Lie vectors. Using the integration method and the Riccati and Bernoulli equation methods, we investigate new analytical solutions to those ODEs. Back substituting to the original variables generates new solutions to the eCBS equation. These results are simulated through three- and two-dimensional plots.     

Linearization-preserving self-adjoint and symplectic integrators

This article is concerned with geometric integrators which are linearization-preserving, i.e. numerical integrators which preserve the exact linearization at every fixed point of an arbitrary system of ODEs. For a canonical Hamiltonian system, we propose a new symplectic and self-adjoint B-series method which is also linearization-preserving. In a similar fashion, we show that it is possible to construct a self-adjoint and linearization-preserving B-series method for an arbitrary system of ODEs. Some numerical experiments on Hamiltonian ODEs are presented to test the behaviour of both proposed methods. This work was supported by the Australian Research Council and by the Marsden Fund of the Royal Society of New Zealand.     

Optimal solutions of a (3 + 1)-dimensional B-Kadomtsev-Petviashvii equation

We explored and specialized new Lie infinitesimals for the (3 + 1)-dimensional B-Kadomtsev-Petviashvii (BKP) using the commutation product, which results a system of nonlinear ODEs manually solved. Through two stages of Lie symmetry reduction, (3 + 1)-dimensional BKP equation is reduced to nonsolvable nonlinear ODEs using various combinations of optimal Lie vectors. Using the integration and Riccati equation methods, we investigate new analytical solutions for these ODEs. Back substituting to the original variables generates new solutions for BKP. Some selected solutions illustrated through three-dimensional plots.     

Generalization of the Bernoulli ODE

In this note, we propose a generalization of the famous Bernoulli differential equation by introducing a class of nonlinear first-order ordinary differential equations (ODEs). We provide a family of solutions for this introduced class of ODEs and also we present some examples in order to illustrate the applications of our result.