Modified projection-iterative method for systems of quasilinear differential equations with delay and restrictions

We consider a quasilinear system of differential equations with constant delay, initial condition, and restriction and justify the application of a modified projection-iterative method to this system.Translated from Neliniini Kolyvannya, Vol. 7, No. 2, pp. 188–207, April–June, 2004.     

Remarks on the Perturbation Methods in Solving the Second-Order Delay Differential Equations

The paper presents a study on the validity of perturbation methods, suchas the method of multiple scales, the Lindstedt–Poincaré method and soon, in seeking for the periodic motions of the delayed dynamic systemsthrough an example of a Duffing oscillator with delayed velocityfeedback. An important observation in the paper is that the method ofmultiple scales, which has been widely used in nonlinear dynamics, worksonly for the approximate solutions of the first two orders, and givesrise to a paradox for the third-order approximate solutions of delaydifferential equations. The same problem appears when theLindstedt–Poincaré method is implemented to find the third-orderapproximation of periodic solutions for delay differential equations,though it is effective in seeking for any order approximation ofperiodic solutions for nonlinear ordinary differential equations. Apossible explanation to the paradox is given by the results obtained byusing the method of harmonic balance. The paper also indicates thatthese perturbation methods, despite of some shortcomings, are stilleffective in analyzing the dynamics of a delayed dynamic system sincethe approximate solutions of the first two orders already enable one togain an insight into the primary dynamics of the system.     

On Asymptotics of Solutions of Semiexplicit Systems of Differential Equations

We study the problem of the existence of analytic solutions of a certain semiexplicit system of differential equations and obtain sufficient conditions for the existence of analytic solutions of the Cauchy problem in the neighborhood of a singular point.__________Translated from Neliniini Kolyvannya, Vol. 8, No. 1, pp. 132–144, January–March, 2005.     

Stability of Solutions of a Degenerate Linear System of Differential Equations

We introduce the concept of stability of solutions of a system of linear differential equations with an identically degenerate matrix as the coefficient of the derivative. We find necessary and sufficient conditions for the stability of such systems. We generalize the Floquet–Lyapunov theory to systems of this type with periodic coefficients.     

Lie Symmetry Analysis of Differential Equations in Finance

Lie group theory is applied to differential equations occurring as mathematical models in financial problems. We begin with the complete symmetry analysis of the one-dimensional Black–Scholes model and show that this equation is included in Sophus Lie's classification of linear second-order partial differential equations with two independent variables. Consequently, the Black–Scholes transformation of this model into the heat transfer equation follows directly from Lie's equivalence transformation formulas. Then we carry out the classification of the two-dimensional Jacobs–Jones model equations according to their symmetry groups. The classification provides a theoretical background for constructing exact (invariant) solutions, examples of which are presented.     

Oscillation of Nonlinear Hyperbolic Differential Equations with Impulses

We study oscillatory properties of solutions of nonlinear impulsive hyperbolic differential equations and find new necessary and sufficient conditions for the existence of oscillations.__________Published in Neliniini Kolyvannya, Vol. 7, No. 4, pp. 439–445, October–December, 2004.     

On the parametrization of three-point nonlinear boundary-value problems

A three-point boundary-value problem for a system of nonlinear differential equations is reduced to a family of two-point problems, whose solutions are investigated by using the numerical-analytic method.Translated from Neliniini Kolyvannya, Vol. 7, No. 3, pp. 395–413, July–September, 2004.     

Solutions of Weakly Nonlinear Systems of Ordinary Differential Equations Bounded on R

We obtain conditions for the existence of solutions bounded on the entire axis R for weakly nonlinear systems of ordinary differential equations in the case where the corresponding unperturbed homogeneous linear differential system is exponentially dichotomous on the semiaxes R ₊ and R _–.     

Modeling of retrograde condensation in the process of steady radial flow through a porous medium

The problem of the steady axisymmetric two-phase flow of a multicomponent mixture through a porous medium with phase transitions is considered. It is shown that the system of equations for the two-phase multicomponent flow process, together with the equations of phase equilibrium, reduces to a system of two ordinary differential equations for the pressures in the gas and liquid phases. A family of numerical solutions is found under certain assumptions concerning the pressure dependence of the molar fraction of the liquid phase.Moscow. Translated from Izvestiya Rossiiskoi Akademii Nauk, Mekhanika Zhidkosti i Gaza, No. 6, pp. 92–97, November–December, 1994.     

Asymptotic Representations of Monotonic Solutions of Differential Equations of the nth Order with Nonlinearities of the Emden–Fowler Type

We describe asymptotics of some classes of nonoscillatory solutions of differential equations of the nth order containing a sum of terms with nonlinearities of the Emden–Fowler type on the right-hand side.     

An invariant solution of the turbulent boundary-layer equations

The problem of the group stratification of the system of equations describing motion in the laminar sublayer and the turbulent core is considered. The fundamental group admissible by the initial system is constructed; invariant solutions constructed on one of the subgroups lead to a system of ordinary differential equations. Joining of the solutions and interchange of the equations occur at the boundary of the laminar sublayer. A class of power-law flows of a turbulent boundary layer is investigated. In the region of decelerated motion a double-valued solution is found corresponding to attached or separated flow. The commonly used integral characteristics are calculated and presented in the form of an interpolation polynomial.Translated from Zhurnal Prikladnoi Mekhaniki i Teknicheskoi Fiziki, No. 4, pp. 126–132, July–August, 1975.     

Thermoelastoplastic Nonaxisymmetric Stress-Strain Analysis of Laminated Shells of Revolution

A technique for nonaxisymmetric thermoelastoplastic stress–strain analysis of laminated shells of revolution is developed. It is assumed that there is no slippage and the layers are not separated. The problem is solved using the geometrically linear theory of shells based on the Kirchhoff–Love hypotheses. The thermoplastic relations are written down in the form of the method of elastic solutions. The order of the system of partial differential equations obtained is reduced by means of trigonometric series in the circumferential coordinate. The systems of ordinary differential equations thus obtained are solved by Godunov's discrete-orthogonalization method. The nonaxisymmetric thermoelastoplastic stress–strain state of a two-layered shell is analyzed as an example     

A class of solutions of the boundary layer equations

Exact solutions of the boundary layer equations can be obtained in closed form only in rare cases. These generally involve self-similar solutions for which the corresponding ordinary differential equation can be integrated exactly. In this paper solutions of more general form, containing additive functions of the longitudinal x coordinate in the expression's for the stream function and the self-similar variable, are considered in relation to two-dimensional steady boundary layers. This makes it possible to enlarge the class of problems whose solutions are analytic expressions and in a number of cases can be obtained in the form of expressions containing arbitrary functions of x, which makes possible various interpretations of the solution. In order to introduce arbitrary functions into the solutions of the equations of the axisymmetric boundary layer the problem is reduced to an overdetermined system of ordinary differential equations. This method is also capable of being applied more widely.Translated from Izvestiya Akademii Nauk SSSR, Mekhanika Zhidkosti i Gaza, No. 2, pp. 45–51, March–April, 1990.     

Special class of solutions of the kinetic equation of a bubbly fluid

A new class of solutions is constructed for the kinetic model of bubble motion in a perfect fluid proposed by Russo and Smereka. These solutions are characterized by a linear relationship between the Riemann integral invariants. Using the expressions following from this relationship, the construction of solutions in the special class is reduced to the integration of a hyperbolic system of two differential equations with two independent variables. Exact solutions in the class of simple waves are obtained, and their physical interpretation is given.Translated from Prikladnaya Mekhanika i Tekhnicheskaya Fizika, Vol. 46, No. 2, pp. 33–43, March–April, 2005.     

Finite Dimensional State Representation of Linear and Nonlinear Delay Systems

We consider the question of when delay systems, which are intrinsically infinite dimensional, can be represented by finite dimensional systems. Specifically, we give conditions for when all the information about the solutions of the delay system can be obtained from the solutions of a finite system of ordinary differential equations. For linear autonomous systems and linear systems with time-dependent input we give necessary and sufficient conditions and in the nonlinear case we give sufficient conditions. Most of our results for linear renewal and delay differential equations are known in different guises. The novelty lies in the approach which is tailored for applications to models of physiologically structured populations. Our results on linear systems with input and nonlinear systems are new.     

A singular perturbation analysis with applications to delay differential equations

We prove an approximation result for the solutions of a singularly perturbed, nonautonomous ordinary differential equation which has interesting applications to problems in higher dimensions. Here our result is applied to a singularly perturbed, delay differential equation with state dependent time-lags (i.e., aninfinite dimensional problem). We find a new dynamical system (also in infinite dimensions), which describes, in a certain sense, the dynamics of our delay equations for very small values of the singular parameter.     

Symmetry and ordinary differential constraints

The representative generalized symmetries of any ordinary differential equation are described in terms of its invariants. This identifies the evolution equations compatible with a given constraint. The restriction of the flow of a compatible equation to the solution space of the constraint is generated by the corresponding internal symmetry. This reduces the evolution equation to a finite dimensional system of first-order ordinary differential equations. The Euler–Lagrange equation of any conserved density of a given evolution equation yields such a reduction. Other examples include the generalized method of separation of variables, the characterization of separable evolution equations, and the characterization of equations with complete families of wave solutions. A Newton equation is compatible with an ordinary differential constraint if and only if the constraint is affine, with force field symmetry, in which case the equation reduces to a finite-dimensional dynamical system. Newton equations with complete families of characteristic solutions reduce to central force problems on solution spaces of linear constraints.     

Resonant Hopf–Hopf Interactions in Delay Differential Equations

A second-order delay differential equation (DDE) which models certain mechanical and neuromechanical regulatory systems is analyzed. We show that there are points in parameter space for which 1:2 resonant Hopf–Hopf interaction occurs at a steady state of the system. Using a singularity theoretic classification scheme [as presented by LeBlanc (1995) and LeBlanc and Langford (1996)], we then give the bifurcation diagrams for periodic solutions in two cases: variation of the delay and variation of the feedback gain near the resonance point. In both cases, period-doubling bifurcations of periodic solutions occur, and it is argued that two tori can bifurcate from these periodic solutions near the period doubling point. These results are then compared to numerical simulations of the DDE.     

Rich dynamics in a non-local population model over three patches

We consider a system of nonlinear delay differential equations that describes the growth of the mature population of a species with age-structure living over three patches. We analyze existence of non-negative homogeneous equilibria and their stability and discuss possible Hopf bifurcation from these equilibria. More precisely, by employing both the standard Hopf bifurcation theory and the symmetric bifurcation theory for functional differential equations, we obtain very rich dynamics for the system, including bistable equilibria, transient oscillations, synchronous periodic solutions, phase-locked periodic solutions, mirror-reflecting waves and standing waves.     

Construction of particular asymptotic solutions of linear degenerate systems of delay differential equations

We construct particular asymptotic solutions of a linear system of delay differential equations with slowly varying coefficients in the case where the characteristic equation has a multiple root.