Symmetry and transformation properties of iterative ordinary differential equation

Symmetries of linear iterative equations and new conditions on the infinitesimals are obtained. Regarding the expressions of the solutions in terms of the parameters of the source equation, an ansatz is made on the original parameters. We have also obtained an expression for the source parameters of the transformed equation under equivalence transformations. We conducted this work with a special emphasis on second-, third- and fourth-order equations, although some of our results are valid for equations of a general order.     

Iterative solutions to the Kalman-Yakubovich-conjugate matrix equation

Two operations are introduced for complex matrices. In terms of these two operations an infinite series expression is obtained for the unique solution of the Kalman-Yakubovich-conjugate matrix equation. Based on the obtained explicit solution, some iterative algorithms are given for solving this class of matrix equations. Convergence properties of the proposed algorithms are also analyzed by using some properties of the proposed operations for complex matrices.     

Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps

This paper studies the iterative solutions of Lyapunov matrix equations associated with Itô stochastic systems having Markovian jump parameters. For the discrete-time case, when the associated stochastic system is mean square stable, two iterative algorithms with one in direct form and the other one in implicit form are established. The convergence of the implicit iteration is proved by the properties of some positive operators associated with the stochastic system. For the continuous-time case, a transformation is first performed so that it is transformed into an equivalent discrete-time Lyapunov equation. Then the iterative solution can be obtained by applying the iterative algorithm developed for discrete-time Lyapunov equation. Similar to the discrete-time case, an implicit iteration is also proposed for the continuous case. For both discrete-time and continuous-time Lyapunov equations, the convergence rates of the established algorithms are analyzed and compared. Numerical examples are worked out to validate the effectiveness of the proposed algorithms.     

Characterization of canonical classes for systems of linear ODEs

The equivalence group is determined for systems of linear ordinary differential equations in both the standard form and the normal form. It is then shown that the normal form of linear systems reducible by an invertible point transformation to the canonical form y ⁽ⁿ⁾=0 consists of copies of the same iterative scalar equation. It is also shown that contrary to the scalar case, an iterative vector equation need not be reducible to the canonical form by an invertible point transformation. Other properties of iterative linear systems are also derived, as well as a simple algebraic formula for their general solution. Copyright © 2017 John Wiley & Sons, Ltd.     

Identification problem for damped sine-Gordon equation with point sources

We establish the existence and uniqueness of solutions for sine-Gordon equations in a multidimensional setting. The equations contain a point-like source. Furthermore, the continuity and the Gâteaux differentiability of the solution map is established. An identification problem for parameters governing the equations is set, and is shown to have a solution. The objective function is proved to be Fréchet differentiable with respect to the parameters. An expression for the Fréchet derivative in terms of the solutions of the direct and the adjoint systems is presented. A criterion for optimal parameters is formulated as a bang-bang control principle. An application of these results to the one-dimensional sine-Gordon equation is considered.     

Application of orthogonal expansions for approximate integration of ordinary differential equations

An approximate method to solve the Cauchy problem for normal and canonical systems of second-order ordinary differential equations is proposed. The method is based on the representation of a solution and its derivative at each integration step in the form of partial sums of series in shifted Chebyshev polynomials of the first kind. A Markov quadrature formula is used to derive the equations for the approximate values of Chebyshev coefficients in the right-hand sides of systems. Some sufficient convergence conditions are obtained for the iterative method solving these equations. Several error estimates for the approximate Chebyshev coefficients and for the solution are given with respect to the integration step size.     

The Reissner-Sagoci problem for a half-space with a surface constraint

In this paper, the Reissner-Sagoci problem for a half-space with a surface constraint is considered. The problem is reduced to the triple integral equation by use of integral transforms. The triple integral equations are solved for small values of parameters characterizing the geometry of the problem. An expression for the torque required to rotate the disc through a fixed angle is obtained.     

Bogdanov-Takens bifurcation in a delayed Michaelis-Menten type ratio-dependent predator-prey system with prey harvesting

In this paper, we study a delayed Michaelis-Menten Type ratio-dependent predator-prey model with prey harvesting. By considering the characteristic equation associated with the nonhyperbolic equilibrium, the critical value of the parameters for the Bogdanov-Takens bifurcation is obtained. The conditions for the characteristic equation having negative real parts are discussed. Using the normal form theory of Bogdanov-Takens bifurcation for retarded functional differential equations, the corresponding normal form restricted to the associated two-dimensional center manifold is calculated and the versal unfolding is considered. The parameter conditions for saddle-node bifurcation, Hopf bifurcation and homoclinic bifurcation are obtained. Numerical simulations are given to support the analytical results.     

Taylor expansions of the value function associated with a bilinear optimal control problem

A general bilinear optimal control problem subject to an infinite-dimensional state equation is considered. Polynomial approximations of the associated value function are derived around the steady state by repeated formal differentiation of the Hamilton–Jacobi–Bellman equation. The terms of the approximations are described by multilinear forms, which can be obtained as solutions to generalized Lyapunov equations with recursively defined right-hand sides. They form the basis for defining a suboptimal feedback law. The approximation properties of this feedback law are investigated. An application to the optimal control of a Fokker–Planck equation is also provided.     

The polynomial-like iterative equation for PM functions

The polynomial-like iterative equation is an important form of functional equations, in which iterates of the unknown function are linked in a linear combination. Most of known results were given for the given function to be monotone. We discuss this equation for continuous solutions in the case that the given function is a PM(piecewise monotone) function, a special class of non-monotonic functions. Using extension method, we give a general construction of solutions for the polynomial-like iterative equation.     

Monotone-iterative method for mixed boundary value problems for generalized difference equations with “maxima”

In this paper the authors investigate special type of difference equations which involve both delays and the maximum value of the unknown function over a past time interval. This type of equations is used to model a real process which present state depends significantly on its maximal value over a past time interval. An appropriate mixed boundary value problem for the given nonlinear difference equation is set up. An algorithm, namely, the monotone iterative technique is suggested to solve this problem approximately. An important feature of our algorithm is that each successive approximation of the unknown solution is equal to the unique solution of an appropriately constructed initial value problem for a linear difference equation with “maxima”, and a formula for its explicit form is given. Also, each approximation is a lower/upper solution of the given nonlinear boundary value problem. Several numerical examples are considered to illustrate the practical application of the suggested algorithm.     

Determining the boundary of a two-dimensional region from the solution of the external initial boundary-value problem for the heat equation

We determine the boundary of a two-dimensional region using the solution of the external initial boundary-value problem for the nonhomogeneous heat equation. The initial values for the boundary determination include the right-hand side of the equation and the solution of the initial boundary-value problem given for finitely many points outside the region. The inverse problem is reduced to solving a system of two integral equations nonlinear in the function defining the sought boundary. An iterative procedure is proposed for numerical solution of the problem involving linearization of integral equations. The efficiency of the proposed procedure is investigated by a computer experiment.     

Nonautonomous first integrals and general solutions of the KdV‐Burgers and mKdV‐Burgers equations with the source

The method for constructing first integrals and general solutions of nonlinear ordinary differential equations is presented. The method is based on index accounting of the Fuchs indices, which appeared during the Painlevé test of a nonlinear differential equation. The Fuchs indices indicate us the leading members of the first integrals for the origin differential equation. Taking into account the values of the Fuchs indices, we can construct the auxiliary equation, which allows to look for the first integrals of nonlinear differential equations. The method is used to obtain the first integrals and general solutions of the KdV‐Burgers and the mKdV‐Burgers equations with a source. The nonautonomous first integrals in the polynomials form are found. The general solutions of these nonlinear differential equations under at some additional conditions on the parameters of differential equations are also obtained. Illustrations of some solutions of the KdV‐Burgers and the mKdV‐Burgers are given.     

无拉力Winkler地基上自由边矩形薄板的弯曲

本文应用Fourier级数加补充项的方法求解了无拉力Winkler地基上自由边矩形薄板的弯曲问题.通过适当设定满足可导条件的Fourier级数加补充项形式的挠度函数,把给定边界条件下的微分方程化成一个无穷代数方程组.因接触区的边界预先不能定出,故这组方程为弱非线性方程.使用迭代法获得解答.     

Invariant planes,indices of inertia,and degrees of stability of linear dynamic equations

Spectral properties of linear dynamic equations linearized at equilibrium points are analyzed. The analysis involves a search for invariant planes that are uniquely projected onto the configuration plane. In turn, the latter problem reduces to the solution of a quadratic matrix equation of special form. Under certain conditions, the existence of two different solutions is proved by the contraction mapping method. An estimate for the degree of stability is obtained in terms of the index of inertia of potential energy.     

An iterative penalty method for the least squares solution of boundary value problems

This article is concerned with iterative techniques for linear systems of equations arising from a least squares formulation of boundary value problems. In its classical form, the solution of the least squares method is obtained by solving the traditional normal equation. However, for nonsmooth boundary conditions or in the case of refinement at a selected set of interior points, the matrix associated with the normal equation tends to be ill-conditioned. In this case, the least squares method may be formulated as a Powell multiplier method and the equations solved iteratively. Therein we use and compare two different iterative algorithms. The first algorithm is the preconditioned conjugate gradient method applied to the normal equation, while the second is a new algorithm based on the Powell method and formulated on the stabilized dual problem. The two algorithms are first compared on a one-dimensional problem with poorly conditioned matrices. Results show that, for such problems, the new algorithm gives more accurate results. The new algorithm is then applied to a two-dimensional steady state diffusion problem and a boundary layer problem. A comparison between the least squares method of Bramble and Schatz and the new algorithm demonstrates the ability of the new method to give highly accurate results on the boundary, or at a set of given interior collocation points without the deterioration of the condition number of the matrix. Conditions for convergence of the proposed algorithm are discussed. © 1997 John Wiley & Sons, Inc.     

First-Order and Second-Order,Chaos-Free,Finite Difference Schemes for Fisher Equation

A new class of finite difference schemes is constructed for Fisher partial differential equation i.e. the reaction-diffusion equation with stiff source term: $au(1-u)$. These schemes have the properties that they reduce to high fidelity algorithms in the diffusion-free case namely in which the numerical solutions preserve the properties in the exact solutions for arbitrary time step-size and reaction coefficient α＞0 and all nonphysical spurious solutions including bifurcations and chaos that normally appear in the standard discrete models of Fisher partial differential equation will not occur. The implicit schemes so developed obtain the numerical solutions by solving a single linear algebraic system at each step. The boundness and asymptotic behaviour of numerical solutions obtained by all these schemes are given. The approach constructing the above schemes can be extended to reaction-diffusion equations with other stiff source terms.     

Exact Fourier expansion in cylindrical coordinates for the three-dimensional Helmholtz Green function

A new method is presented for Fourier decomposition of the Helmholtz Green function in cylindrical coordinates, which is equivalent to obtaining the solution of the Helmholtz equation for a general ring source. The Fourier coefficients of the Green function are split into their half advanced + half retarded and half advanced–half retarded components, and closed form solutions for these components are then obtained in terms of a Horn function and a Kampé de Fériet function respectively. Series solutions for the Fourier coefficients are given in terms of associated Legendre functions, Bessel and Hankel functions and a hypergeometric function. These series are derived either from the closed form 2-dimensional hypergeometric solutions or from an integral representation, or from both. A simple closed form far-field solution for the general Fourier coefficient is derived from the Hankel series. Numerical calculations comparing different methods of calculating the Fourier coefficients are presented. Fourth order ordinary differential equations for the Fourier coefficients are also given and discussed briefly.     

Iterative solution of the generalized Love's problem in anisotropic media

An integral equation method is used to show the well posedness of the generalized Love's problem for an elastic anisotropic layer superimposed to a homogeneous substrate. The solution is derived using an iterative technique and the dispersion equation is obtained by imposing the pertinent boundary conditions. Inhomogeneous layers with different profiles of the material parameters are considered as examples and numerical results are given. The corresponding generalized problem is discussed for Lamb's modes.