Approximate methods based on order reduction for the periodic solutions of nonlinear third-order ordinary differential equations

Four approximate methods based on order reduction, the introduction of a book-keeping parameter and power series expansions for the solution and the frequency of oscillation are used to analyze three autonomous, nonlinear, third-order ordinary differential equations which have analytical periodic solutions. The first method introduces the velocity in both sides of the equation if this (linear) term is not present. The second one is based on the first one but employs a new independent variable, whereas, in the third and fourth techniques, a term equal to the velocity times the square of the unknown frequency of oscillation is introduced in both sides of the equation. The third method uses the original independent variable, whereas the fourth one employs a new independent variable which depends linearly on the unknown frequency of oscillation. It is shown that the second method provides accurate solutions only for initial velocities close to unity, whereas the third one is found to yield very accurate results for the first and second equations considered here and only for large initial velocities for the third one. The fourth technique provides as accurate results as or more accurate results than parameter-perturbation techniques which deal with the third-order equations directly and are based on the expansion of certain constants that appear in the differential equations in terms of a book-keeping parameter.     

Analytical and approximate solutions to autonomous,nonlinear, third-order ordinary differential equations

Analytical solutions to autonomous, nonlinear, third-order nonlinear ordinary differential equations invariant under time and space reversals are first provided and illustrated graphically as functions of the coefficients that multiply the term linearly proportional to the velocity and nonlinear terms. These solutions are obtained by means of transformations and include periodic as well as non-periodic behavior. Then, five approximation methods are employed to determine approximate solutions to a nonlinear jerk equation which has an analytical periodic solution. Three of these approximate methods introduce a linear term proportional to the velocity and a book-keeping parameter and employ a Linstedt–Poincaré technique; one of these techniques provides accurate frequencies of oscillation for all the values of the initial velocity, another one only for large initial velocities, and the last one only for initial velocities close to unity. The fourth and fifth techniques are based on the Galerkin procedure and the well-known two-level Picard’s iterative procedure applied in a global manner, respectively, and provide iterative/sequential approximations to both the solution and the frequency of oscillation.     

Analytical approximations to primary resonance response of harmonically forced oscillators with strongly general nonlinearity

This paper presents an innovative analytical approximate method for constructing the primary resonance response of harmonically forced oscillators with strongly general nonlinearity. A linearization process is introduced prior to harmonic balancing (HB) of the nonlinear system and a linear system is derived by which the accurate analytical approximation procedure is easily and innovatively implemented. The main cutting edge of the proposed method is that complicated and coupled nonlinear algebraic equations obtained by the classical HB method is avoided. With only one iteration, very accurate analytical approximate primary resonance response can be determined, even for significantly nonlinear systems. Another advantage is the direct determination of the maximum oscillation amplitude. This is due to the appropriate form chosen for the approximation with no extra processing required. It is concluded that the result of an initial approximate solution from the two-term (constant plus the first harmonic term) harmonic balance is not reliable especially for strongly nonlinear systems and a correction to the initial approximation is necessary. The proposed method can be applied to general oscillators with mixed nonlinearities, such as the Helmholtz-Duffing oscillator. Two examples are presented to illustrate the applicability and effectiveness of the proposed technique.     

The AC Stark Effect and the Time-Dependent Born-Oppenheimer Approximation*

We discuss the physical problem of a molecule interacting with an electromagnetic field pulse and model the problem using a time-dependent perturbation of the Born-Oppenheimer approximation to the Schrödinger equation. Using previous results that develop asymptotic series solutions in the Born-Oppenheimer parameter $ \epsilon $, we derive a formal Dyson series expansion in the perturbation parameter $ \mu $, which is proportional to the electromagnetic field strength. We then prove that this series is asymptotically accurate in both parameters, provided that the Hamiltonian for the electrons has purely discrete spectrum. Under more general hypotheses, we show that the series is accurate to first order in $ \mu $. Communicated by Vincent Rivasseau submitted 28/10/02, accepted: 26/05/03     

一类高阶两项微分方程的振荡原则

研究一类高阶两项微分方程的振荡原则,利用变分原理及微分方程振荡性的扰动理论得到了此类微分方程的振荡与非振荡原则.     

über sequentielle QualitÄtskontrolle

Summary Following B. L. van der Waerden, sequential sampling inspection is treated as a minimum regret problem. It is shown that the sequential procedure reduces the maximum regret by nearly 16% as compared with fixed sample size. The normal approximation is improved by calculating one more term of the power series in Wald's approximation.     

Expansions for the Distributions of Some Normalized Summations of Random Numbers of I.I.D. Random Variables

The central limit theorem for a normalized summation of random number of i.i.d. random variables is well known. In this paper we improve the central limit theorem by providing a two-term expansion for the distribution when the random number is the first time that a simple random walk exceeds a given level. Some numerical evidences are provided to show that this expansion is more accurate than the simple normality approximation for a specific problem considered.     

DEVS approximation of infiltration using genetic algorithm optimization of a fuzzy system

The infiltration process is generally described by a nonlinear differential equation, which can be solved by iteration methods such as a Newton-Raphson method. In this paper we propose a Discrete Event System Specification (DEVS) model for Green-Ampt infiltration. We show that this model can be approximated using Genetic Algorithm optimization of a fuzzy system. The fuzzy approximation is shown to be more accurate than the Taylor series approximation recently proposed.     

A unified approach for solving nonlinear regular perturbation problems

This aritcle describes a simple alternative unified method of solving nonlinear regular perturbation problems. The procedure is based upon the manipulation of Taylor's approximation for the expansion of the nonlinear term in the perturbed equation.

An essential feature of this technique is the relative simplicity used and the associated unified computational procedure that is employed. As such it should be of interest to teachers of applied mathematics courses, particularly those courses which include perturbation methods.

One of the merits of this approach is that it leads on naturally to a scheme based on Taylor's expansions and, consequently, allows the regular perturbation method to be introduced into a course much earlier than is currently common.

The method is illustrated by implementing it to four perturbation problems, including two algebraic equations and two initial-value problems. The new approach is compared and contrasted with the traditional perturbation scheme in order to demonstrate its relative merit.     

On unbiased stochastic Navier–Stokes equations

A random perturbation of a deterministic Navier?CStokes equation is considered in the form of an SPDE with Wick type nonlinearity. The nonlinear term of the perturbation can be characterized as the highest stochastic order approximation of the original nonlinear term ${u{\nabla}u}$ . This perturbation is unbiased in that the expectation of a solution of the perturbed equation solves the deterministic Navier?CStokes equation. The perturbed equation is solved in the space of generalized stochastic processes using the Cameron?CMartin version of the Wiener chaos expansion. It is shown that the generalized solution is a Markov process and scales effectively by Catalan numbers.     

Accurate analytical solutions to nonlinear oscillators by means of the Hamiltonian approach

The purpose of this paper is to apply the Hamiltonian approach to nonlinear oscillators. The Hamiltonian approach is applied to derive highly accurate analytical expressions for periodic solutions or for approximate formulas of frequency. A conservative oscillator always admits a Hamiltonian invariant, H , which stays unchanged during oscillation. This property is used to obtain approximate frequency–amplitude relationship of a nonlinear oscillator with high accuracy. A trial solution is selected with unknown parameters. Next, the Ritz–He method is used to obtain the unknown parameters. This will yield the approximate analytical solution of the nonlinear ordinary differential equations. In contrast with the traditional methods, the proposed method does not require any small parameter in the equation. Copyright © 2011 John Wiley & Sons, Ltd.     

Variational technique and principal solution in half-linear oscillation criteria

We investigate oscillatory properties of half-linear differential equations. The investigated half-linear equation is viewed as a perturbation of another (nonoscillatory) equation of the same form and perturbation is allowed both in the absolute term and in the derivative term. First, the Sturmian type theorem for solutions of the associated Riccati equation is established. In the second part of the paper we prove new half-linear oscillation criteria using the variational technique.     

Analytical approximations for a conservative nonlinear singular oscillator in plasma physics

A modified variational approach and the coupled homotopy perturbation method with variational formulation are exerted to obtain periodic solutions of a conservative nonlinear singular oscillator in plasma physics. The frequency–amplitude relations for the oscillator which the restoring force is inversely proportional to the dependent variable are achieved analytically. The approximate frequency obtained using the coupled method is more accurate than the modified variational approach and ones obtained using other approximate methods and the discrepancy between the approximate frequency using this coupled method and the exact one is lower than 0.31% for the whole range of values of oscillation amplitude. The coupled method provides a very good accuracy and is a promising technique to a lot of practical engineering and physical problems.     

扁薄锥壳在周边弯矩和横向载荷共同作用下的非线性振动

从问题的变分方程和协调方程出发,选取扁锥壳中心最大振幅为摄动参数,采用摄动变分法,对周边简支的扁薄锥壳在周边弯矩和横向载荷共同作用下的非线性振动问题进行了求解.一次近似得到了扁薄锥壳在静载荷作用下的线性固有频率,二次近似得到了扁薄锥壳在静载荷作用下的精确度较高的非线性固有频率.并给出了小变形时固有频率与周边弯矩、横向载荷、振幅以及锥底角之间非线性关系的三次近似解析表达式,数值结果的图形反映了在一定范围内固有频率和各参数之间非线性关系的复杂性和规律性.     

On Simulated Likelihood of Discretely Observed Diffusion Processes and Comparison to Closed-Form Approximation

This article focuses on two methods to approximate the log-likelihood of discretely observed univariate diffusions: (1) the simulation approach using a modified Brownian bridge as the importance sampler, and (2) the closed-form approximation approach. For the case of constant volatility, we give a theoretical justification of the modified Brownian bridge sampler by showing that it is exactly a Brownian bridge. We also discuss computational issues in the simulation approach such as accelerating the numerical variance stabilizing transformation, computing derivatives of the simulated log-likelihood, and choosing initial values of parameter estimates. The two approaches are compared in the context of financial applications under a benchmark model which has an unknown transition density and has no analytical variance stabilizing transformation. The closed-form approximation, particularly the second-order closed-form, is found to be computationally efficient and very accurate when the observation frequency is monthly or higher. It is more accurate in the center than in the tails of the transition density. The simulation approach combined with the variance stabilizing transformation is found to be more reliable than the closed-form approximation when the observation frequency is lower. Both methods perform better when the volatility level is lower, but the simulation method is more robust to the volatility level. When applied to two well-known datasets of daily observations, the two methods yield similar parameter estimates in both datasets but slightly different log-likelihoods in the case of higher volatility.     

双曲-抛物偏微分方程奇异摄动问题的差分解法

本文对双曲-抛物偏微分方程奇异摄动问题构造了一个指数型拟合差分格式.我们不仅在方程中加了一个拟合因子,而且在逼近第二个初始条件时也加了拟合因子.我们利用问题的渐近解证明了差分格式关于小参数的一致收敛性.     

Explicit asymptotic modelling of transient Love waves propagated along a thin coating

An explicit asymptotic model for transient Love waves is derived from the exact equations of anti-plane elasticity. The perturbation procedure relies upon the slow decay of low-frequency Love waves to approximate the displacement field in the substrate by a power series in the depth coordinate. When appropriate decay conditions are imposed on the series, one obtains a model equation governing the displacement at the interface between the coating and the substrate. Unusually, the model equation contains a term with a pseudo-differential operator. This result is confirmed and interpreted by analysing the exact solution obtained by integral transforms. The performance of the derived model is illustrated by numerical examples     

Stability,prediction-correction,and dynamic programming

It is proven here that a bounded perturbation of the discrete dynamic programming functional equation arising from the Bolza problem yields a bounded change in its solution. This stability property encourages the development of approximation techniques for solving such equations. One such technique, involving the backward solution of an approximate functional equation as a prediction step, followed by a forward reconstruction using true equations as a correction step, is then discussed. Bounds for the errors arising from such an approximation procedure are derived. Successive approximations is suggested, in conclusion, as a means for obtaining improved solutions.     

An analytic solution of an oscillatory flow through a porous medium with radiation effect

Analytical solutions for two-dimensional oscillatory flow on free convective-radiation of an incompressible viscous fluid, through a highly porous medium bounded by an infinite vertical plate are reported. The Rosseland diffusion approximation is used to describe the radiation heat flux in the energy equation. The resulting non-linear partial differential equations were transformed into a set of ordinary differential equations using two-term series. The dimensionless governing equations for this investigation are solved analytically using two-term harmonic and non-harmonic functions. The free-stream velocity of the fluid vibrates about a mean constant value and the surface absorbs the fluid with constant velocity. Expressions for the velocity and the temperature are obtained. To know the physics of the problem analytical results are discussed with the help of graph.