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.     

Bäcklund transformations for fourth Painlevé hierarchies

Bäcklund transformations (BTs) for ordinary differential equations (ODEs), and in particular for hierarchies of ODEs, are a topic of great current interest. Here, we give an improved method of constructing BTs for hierarchies of ODEs. This approach is then applied to fourth Painlevé (P_IV) hierarchies recently found by Gordoa et al. [Publ. Res. Inst. Math. Sci. (Kyoto) 37 (2001) 327-347]. We show how the known pattern of BTs for P_IV can be extended to our P_IV hierarchies. Remarkably, the BTs required to do this are precisely the Miura maps of the dispersive water wave hierarchy. We also obtain the important result that the fourth Painlevé equation has only one nontrivial fundamental BT, and not two such as is frequently stated.     

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.     

Exact analytic solutions of unsolvable classes of first- and second-order nonlinear ODEs (Part II: Emden–Fowler and relative equations)

Both Emden–Fowler and generalized Emden–Fowler nonlinear ordinary differential equations (ODEs) are reduced to Abel’s equation of the second kind by means of admissible functional transformations. Since in Part I a mathematical technique is developed leading to the construction of exact analytic solutions of the above Abel equation, it follows that the Emden–Fowler equations admit exact analytic solutions too. In this sense several basic particular nonlinear ODEs in mathematical physics are examined.     

Numerical simulation of flow of a micropolar fluid between a porous disk and a non-porous disk

Two dimensional steady, laminar and incompressible motion of a micropolar fluid between an impermeable disk and a permeable disk is considered to investigate the influence of the Reynolds number and the micropolar structure on the flow characteristics. The main flow stream is superimposed by constant injection velocity at the porous disk. An extension of Von Karman’s similarity transformations is applied to reduce governing partial differential equations (PDEs) to a set of non-linear coupled ordinary differential equations (ODEs) in dimensionless form. An algorithm based on finite difference method is employed to solve these ODEs and Richardson’s extrapolation is used to obtain higher order accuracy. The numerical results reflect the expected physical behavior of the flow phenomenon under consideration. The study indicates that the magnitude of shear stress increases strictly and indefinitely at the impermeable disk while it decreases steadily at the permeable disk, by increasing the injection velocity. Moreover, the micropolar fluids reduce the skin friction as compared to the Newtonian fluids. The magnitude of microrotation increases with increasing the magnitude of R and the micropolar parameters. The present results are in excellent comparison with the available literature results.     

New Algorithm for Computing LQ Suboptimal Output Feedback Gains of Decentralized Control Systems

In this paper, the problem of computing the suboptimal output feedback gains of decentralized control systems is investigated. First, the problem is formulated. Then, the gradient matrices based on the index function are derived and a new algorithm is established based on some nice properties. This algorithm shows that a suboptimal gain can be computed by solving several ordinary differential equations (ODEs). In order to find an initial condition for the ODEs, an algorithm for finding a stabilizing output feedback gain is exploited, and the convergence of this algorithm is discussed. Finally, an example is given to illustrate the proposed algorithm.     

Order conditions for General Linear Nyström methods

The purpose of this paper is to analyze the algebraic theory of order for the family of general linear Nyström (GLN) methods introduced in D’Ambrosio et al. (Numer. Algorithm 61(2), 331–349, 2012) with the aim to provide a general framework for the representation and analysis of numerical methods solving initial value problems based on second order ordinary differential equations (ODEs). Our investigation is carried out by suitably extending the theory of B-series for second order ODEs to the case of GLN methods, which leads to a general set of order conditions. This allows to recover the order conditions of numerical methods already known in the literature, but also to assess a general approach to study the order conditions of new methods, simply regarding them as GLN methods: the obtained results are indeed applied to both known and new methods for second order ODEs.     

Field theoretical Lie symmetry analysis: The Möbius group,exact solutions of conformal autonomous systems,and predictive model-building

We study single and coupled first-order differential equations (ODEs) that admit symmetries with tangent vector fields, which satisfy the N-dimensional Cauchy–Riemann equations. In the two-dimensional case, classes of first-order ODEs which are invariant under Möbius transformations are explored. In the N dimensional case we outline a symmetry analysis method for constructing exact solutions for conformal autonomous systems. A very important aspect of this work is that we propose to extend the traditional technical usage of Lie groups to one that could provide testable predictions and guidelines for model-building and model-validation. The Lie symmetries in this paper are constrained and classified by field theoretical considerations and their phenomenological implications. Our results indicate that conformal transformations are appropriate for elucidating a variety of linear and nonlinear systems which could be used for, or inspire, future applications. The presentation is pragmatic and it is addressed to a wide audience.     

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.     

An improved class of generalized Runge–Kutta methods for stiff problems. Part I: The scalar case

A new family of p-stage methods for the numerical integration of some scalar equations and systems of ODEs is proposed. These methods can be seen as a generalization of the explicit p-stage Runge–Kutta ones, while providing better order and stability results. We will show in this first part that, at the cost of losing linearity in the formulas, it is possible to obtain explicit A-stable and L-stable methods for the numerical integration of scalar autonomous ODEs. Scalar autonomous ODEs are of very little interest in current applications. However, be begin studying this kind of problems because most of the work can be easily extended to a more general situation. In fact, we will show in a second part (entitled ‘The separated system case'), that it is possible to generalize our methods so that they can be applied to some non-autonomous scalar ODEs and systems. We will obtain linearly implicit L-stable methods which do not require Jacobian evaluations. In both parts, some numerical examples are discussed in order to show the good performance of the new schemes.     

On order‐reducible sinc discretizations and block‐diagonal preconditioning methods for linear third‐order ordinary differential equations

By introducing a variable substitution, we transform the two‐point boundary value problem of a third‐order ordinary differential equation into a system of two second‐order ordinary differential equations (ODEs). We discretize this order‐reduced system of ODEs by both sinc‐collocation and sinc‐Galerkin methods, and average these two discretized linear systems to obtain the target system of linear equations. We prove that the discrete solution resulting from the linear system converges exponentially to the true solution of the order‐reduced system of ODEs. The coefficient matrix of the linear system is of block two‐by‐two structure, and each of its blocks is a combination of Toeplitz and diagonal matrices. Because of its algebraic properties and matrix structures, the linear system can be effectively solved by Krylov subspace iteration methods such as GMRES preconditioned by block‐diagonal matrices. We demonstrate that the eigenvalues of certain approximation to the preconditioned matrix are uniformly bounded within a rectangle on the complex plane independent of the size of the discretized linear system, and we use numerical examples to illustrate the feasibility and effectiveness of this new approach. Copyright © 2013 John Wiley & Sons, Ltd.     

A “discretization” technique for the solution of ODEs

A functional-analytic technique was developed in the past for the establishment of unique solutions of ODEs in H₂(D) and H₁(D) and of difference equations in ?₂ and ?₁. This technique is based on two isomorphisms between the involved spaces. In this paper, the two isomorphisms are combined in order to find discrete equivalent counterparts of ODEs, so as to obtain eventually the solution of the ODEs under consideration. As an application, the Duffing equation and the Lorenz system are studied. The results are compared with numerical ones obtained using the 4th order Runge-Kutta method. The advantages of the present method are that, it is accurate, the only errors involved are the round-off errors, it does not depend on the grid used and the obtained solution is proved to be unique.     

Adaptive partitioning techniques for ordinary differential equations

Many stiff systems of ordinary differential equations (ODEs) modeling practical problems can be partitioned into loosely coupled subsystems. In this paper the objective of the partitioning is to permit the numerical integration of one time step to be performed as the solution of a sequence of small subproblems. This reduces the computational complexity compared to solving one large system and permits efficient parallel execution under appropriate conditions. The subsystems are integrated using methods based on low order backward differentiation formulas.This paper presents an adaptive partitioning algorithm based on a classical graph algorithm and techniques for the efficient evaluation of the error introduced by the partitioning.The power of the adaptive partitioning algorithm is demonstrated by a real world example, a variable step-size integration algorithm which solves a system of ODEs originating from chemical reaction kinetics. The computational savings are substantial. In memory of Germund Dahlquist (1925–2005).AMS subject classification (2000) 65L06, 65Y05     

Generalized notions of symmetry of ODEs and reduction procedures

This paper describes the notion of σ‐symmetry, which extends the one of λ‐symmetry, and its application to reduction procedures of systems of ordinary differential equations (ODEs) and of dynamical systems (DS) as well. We also consider orbital symmetries, which give rise to a different form of reduction of DS. Finally, we discuss how DS can be transformed into higher order ODEs, and how these symmetry properties of the DS can be transferred into reduction properties of the corresponding ODEs. Many examples illustrate the various situations. Copyright © 2013 John Wiley & Sons, Ltd.     

Semidiscretisation Methods for Quasi‐periodic Solutions

The aim of our approach is a reliable numerical approximation of quasi‐periodic solutions of periodically forced ODEs without using a‐priori transformations into new coordinates [1]. The invariant torus is computed as a solution of a special invariance equation. In the case of two basic frequencies this system can be solved by semidiscretisation, which transforms the system into a higher dimensional autonomous ODE system with periodic solutions.     

Numerical Solution of Boundary Value Problems for Selfadjoint Differential Equations of 2nth Order

The paper is devoted to solving boundary value problems for self-adjoint linear differential equations of 2nth order in the case that the corresponding differential operator is self-adjoint and positive semidefinite. The method proposed consists in transforming the original problem to solving several initial value problems for certain systems of first order ODEs. Even if this approach may be used for quite general linear boundary value problems, the new algorithms described here exploit the special properties of the boundary value problems treated in the paper. As a consequence, we obtain algorithms that are much more effective than similar ones used in the general case. Moreover, it is shown that the algorithms studied here are numerically stable.     

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.     

Adaptive reachability algorithms for nonlinear systems using abstraction error analysis

In many reachability algorithms for nonlinear ordinary differential equations (ODEs), the tightness of the computed reachable sets mainly depends on abstraction errors and the choice of the set representation. One has to mitigate the resulting wrapping effects by suitable tuning of internally-used algorithm parameters since there exists no wrapping-free algorithm to date. In this work, we investigate the fundamentals governing the abstraction error in reachability algorithms – which we also refer to as set-based solvers – and its dependence on the time step size, leading to the introduction of a gain order. This order is related to measures for local and global abstraction errors and thus relates the well-known concept of convergence order from classical ODE solvers to set-based solvers. Furthermore, the simplification of the set representation is tackled by limiting the Hausdorff distance between the original and reduced sets; we demonstrate this for zonotopes. Both these theoretical advancements are incorporated in a modular adaptive parameter tuning algorithm suited for multiple classes of nonlinear ODEs whose efficiency is demonstrated on a wide range of benchmarks.     

A parareal approach of semi‐linear parabolic equations based on general waveform relaxation

We present a parareal approach of semi‐linear parabolic equations based on general waveform relaxation (WR) at the partial differential equation (PDE) level. An algorithm for initial‐boundary value problem and two algorithms for time‐periodic boundary value problem are constructed. The convergence analysis of three algorithms are provided. The results show that the algorithm for initial‐boundary value problem is superlinearly convergent while both algorithms for the time‐periodic boundary value problem linearly converge to the exact solutions at most. Numerical experiments show that the parareal algorithms based on general WR at the PDE level, compared with the parareal algorithm based on the classical WR at the ordinary differential equations (ODEs) level (the PDEs is discretized into ODEs), require much fewer number of iterations to converge.