A Chebyshev interval method for nonlinear dynamic systems under uncertainty

This paper proposes a new interval analysis method for the dynamic response of nonlinear systems with uncertain-but-bounded parameters using Chebyshev polynomial series. Interval model can be used to describe nonlinear dynamic systems under uncertainty with low-order Taylor series expansions. However, the Taylor series-based interval method can only suit problems with small uncertain levels. To account for larger uncertain levels, this study introduces Chebyshev series expansions into interval model to develop a new uncertain method for dynamic nonlinear systems. In contrast to the Taylor series, the Chebyshev series can offer a higher numerical accuracy in the approximation of solutions. The Chebyshev inclusion function is developed to control the overestimation in interval computations, based on the truncated Chevbyshev series expansion. The Mehler integral is used to calculate the coefficients of Chebyshev polynomials. With the proposed Chebyshev approximation, the set of ordinary differential equations (ODEs) with interval parameters can be transformed to a new set of ODEs with deterministic parameters, to which many numerical solvers for ODEs can be directly applied. Two numerical examples are applied to demonstrate the effectiveness of the proposed method, in particular its ability to effectively control the overestimation as a non-intrusive method.     

On the utility of the homotopy analysis method for non-analytic and global solutions to nonlinear differential equations

In recent work on the area of approximation methods for the solution of nonlinear differential equations, it has been suggested that the so-called generalized Taylor series approach is equivalent to the homotopy analysis method (HAM). In the present paper, we demonstrate that such a view is only valid in very special cases, and in general, the HAM is far more robust. In particular, the equivalence is only valid when the solution is represented as a power series in the independent variable. As has been shown many times, alternative basis functions can greatly improve the error properties of homotopy solutions, and when the base functions are not polynomials or power functions, we no longer have that the generalized Taylor series approach is equivalent to the HAM. In particular, the HAM can be used to obtain solutions which are global (defined on the whole domain) rather than local (defined on some restriction of the domain). The HAM can also be used to obtain non-analytic solutions, which by their nature can not be expressed through the generalized Taylor series approach. We demonstrate these properties of the HAM by consideration of an example where the generalizes Taylor series must always have a finite radius of convergence (and hence limited applicability), while the homotopy solution is valid over the entire infinite domain. We then give a second example for which the exact solution is not analytic, and hence, it will not agree with the generalized Taylor series over the domain. Doing so, we show that the generalized Taylor series approach is not as robust as the HAM, and hence, the HAM is more general. Such results have important implications for how iterative solutions are calculated when approximating solutions to nonlinear differential equations.     

Linearized Regression Model with Constraints of Type II

A linearization of the nonlinear regression model causes a bias in estimators of model parameters. It can be eliminated, e.g., either by a proper choice of the point where the model is developed into the Taylor series or by quadratic corrections of linear estimators. The aim of the paper is to obtain formulae for biases and variances of estimators in linearized models and also for corrected estimators.     

广义泰勒定理:"同伦分析方法"之有效性的一个数理逻辑证明

推导了复变函数一个广义意义上的泰勒级数表达式,证明了有关的收敛性定理,大大增大摄动级数解的收敛区域。定理的证明亦为一种新的、求解非线性问题的解析方法（即“同伦分析方法”）的有效性奠定了一个坚实的数理逻辑基础。     

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.     

Hamiltonian Equations for Scale-Invariant Waves

We use a Hamiltonian formalism to derive equations for weakly nonlinear scale-invariant waves. We apply the results to nonlinear surface waves in elasticity and magnetohydrodynamics that satisfy nonlocal generalizations of the inviscid Burgers' equation.     

Error analysis and improvement of first-order design sensitivity relations

This contribution is concerned with novel approaches for error estimation and the improvement of first-order design sensitivities for the state. These approaches are based on an exact representation of the design sensitivity of the state, which is obtained by performing different Taylor expansions with integral remainders. We consider a general variational framework and present the application of the proposed approach to shape sensitivity for the model problem of nonlinear elasticity. (© 2010 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

非零截距线性和非线性回归模型的T-型稳健估计算法

首先给出非零截距线性模型T-型估计的模型与EM算法,其次给出非线性回归模型参数的T-型估计,利用泰勒级数对模型线性化,得到参数估计的迭代算法,最后用数值模拟实验验证了该算法的正确性和证实了T-型估计的稳健性.     

Departure from linear mechanical behaviour of a helical spring

We model small deviations from linear mechanical behaviour of a loaded vertically suspended helical spring. A Taylor expansion of the elasticity equations governing the axial extension of the spring is used to determine the relative magnitudes of linear and (quadratic and cubic) nonlinear terms in the force–extension relationship. This relationship is the basis for the derivation of a model for the static extension of a loaded spring, and a wave equation that models small amplitude oscillation. The models account for the natural decline in pitch angle down a suspended spring, and provide accurate fits to measurements of static extension and periods of oscillation that are not adequately represented by equations based on Hooke’s law. The static and dynamic data yield consistent estimates of the spring rate.     

非线性算子方程的泰勒展式算法

本文的目的是给出一种解Ｈｉｌｂｅｒｔ空间中非线性方程的ｋ阶泰勒展式算法（ｋ１）．标准Ｇａｌｅｒｋｉｎ方法可以看作１阶泰勒展式算法，而最优非线性Ｇａｌｅｒｋｉｎ方法可视为２阶泰勒展式算法．我们应用这种算法于定常的Ｎａｖｉｅｒ－Ｓｔｏｋｅｓ方程的数值逼近．在一定情景下，最优非线性Ｇａｌｅｒｋｉｎ方法提供比标准Ｇａｌｅｒｋｉｎ方法和非线性Ｇａｌｅｒｋｉｎ方法更高阶的收敛速度．     

Solution of Two-Point Boundary-Value Problems Using the Differential Transformation Method

This paper considers two-point boundary-value problems using the differential transformation method. An iterative procedure is proposed for both the linear and nonlinear cases. Using the proposed approach, an analytic solution of the two-point boundary-value problem, represented by an mth-order Taylor series expansion, can be obtained throughout the prescribed range.     

Solving Differential-Algebraic Equations by Taylor Series (I): Computing Taylor Coefficients

This paper is one of a series underpinning the authors’ DAETS code for solving DAE initial value problems by Taylor series expansion. First, building on the second author’s structural analysis of DAEs (BIT, 41 (2001), pp. 364–394), it describes and justifies the method used in DAETS to compute Taylor coefficients (TCs) using automatic differentiation. The DAE may be fully implicit, nonlinear, and contain derivatives of order higher than one. Algorithmic details are given. Second, it proves that either the method succeeds in the sense of computing TCs of the local solution, or one of a number of detectable error conditions occurs. AMS subject classification (2000) 34A09, 65L80, 65L05, 41A58     

A nonlinear shell model of Koiter's type

We define a new two-dimensional nonlinear shell model “of Koiter's type” that can be used for the modeling of any type of shell and boundary conditions and for which we establish an existence theorem. The model uses a specific three-dimensional stored energy function of Ogden's type that satisfies all the assumptions of John Ball's fundamental existence theorem in three-dimensional nonlinear elasticity and that is adapted here to the modeling of thin nonlinearly elastic shells by means of specific deformations that are quadratic with respect to the transverse variable.     

Weak solutions to a model with elasticity energy for electrochemically induced phase transitions in Lithium-Ion batteries

Using olivine LiFePO₄ as a model system, we study the existence of global solutions to a phase-field model with elasticity energy for Lithium-Ion batteries, which consists of a linear elasticity sub-system and nonlinear evolution equations for the order parameter and the lithium concentration. This model can be described the evolving microstructure for electrochemically induced phase transitions in electrochemical storage. Our numerical experiments are carried out to simulate the evolutions of lithium concentration and of phase interfaces for the model.     

Consistency,stability, a priori and a posteriori errors for Petrov-Galerkin methods applied to nonlinear problems

Summary. In an abstract framework we present a formalism which specifies the notions of consistency and stability of Petrov-Galerkin methods used to approximate nonlinear problems which are, in many practical situations, strongly nonlinear elliptic problems. This formalism gives rise to a priori and a posteriori error estimates which can be used for the refinement of the mesh in adaptive finite element methods applied to elliptic nonlinear problems. This theory is illustrated with the example: in a two dimensional domain with Dirichlet boundary conditions. Received June 10, 1992 / Revised version received February 28, 1994     

Insufficiency of chemical network model integration using a high-order Taylor series method

The rate of change for the concentrations of chemical substances in a set of reactions is modeled by a nonlinear dynamical system, which warrants the use of numerical integration methods for differential equations. Previous work advocates the use of a specialized high-order Taylor series method because of an observed reduction in computation time. Contrastingly, we show combinatorial and computational difficulties of the standard Taylor series method, which may dramatically increase computational time or reduce the quality of output. We provide two implementations, a naïve algorithm and an algorithm employing dynamic programming; we are able to overcome only some numerical obstacles and therefore conclude that the Taylor series approach is insufficient for large sets of reactions having many chemical substances.     

A meshless procedure for transient heat conduction in functionally graded materials

A meshless numerical procedure is developed for analyzing the transient heat conduction problem in non-homogeneous functionally graded materials. In the proposed method the time derivative of temperature is approximate by the finite difference. At each time step the original nonlinear boundary value problem is transform into a hierarchy of non-homogeneous linear problem by used the homotopy analysis method. In this method a sought solution is presented by using a finite expansion in Taylor series, which consecutive elements are solutions of series linear value problems defining differential deformations. Each of linear boundary value problems with the corresponding boundary conditions is solved by using the method of fundamental solutions and radial basis functions which are used for interpolation of the inhomogeneous term. The accuracy of the obtained approximate solution is controlled by the number of components of the Taylor series, while the convergence of the process is monitored by an additional parameter of the method. Numerical experiments demonstrate the efficiency and accuracy of the present scheme in the solution of the heat conduction problem in nonlinear functionally graded materials. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Moment equations and Hermite expansion for nonlinear stochastic differential equations with application to stock price models

Exact moment equations for nonlinear Itô processes are derived. Taylor expansion of the drift and diffusion coefficients around the first conditional moment gives a hierarchy of coupled moment equations which can be closed by truncation or a Gaussian assumption. The state transition density is expanded into a Hermite orthogonal series with leading Gaussian term and the Fourier coefficients are expressed in terms of the moments. The resulting approximate likelihood is maximized by using a quasi Newton algorithm with BFGS secant updates. A simulation study for the CEV stock price model compares the several approximate likelihood estimators with the Euler approximation and the exact ML estimator (Feller, in Ann Math 54: 173–182, 1951).     

A remark on “A nonlinear mathematical model of the corneal shape”

An analytical method using Taylor series is proposed to solve a nonlinear two-point boundary problem arising in corneal shape. The solution process makes it extremely easy to obtain a relatively accurate solution. The pencil-and-paper solution procedure can be extended to other boundary value problems.     

Taylor series method for dynamical systems with control: Convergence and error estimates

To optimize a complicated function constructed from a solution of a system of ordinary differential equations (ODEs), it is very important to be able to approximate a solution of a system of ODEs very precisely. The precision delivered by the standard Runge-Kutta methods often is insufficient, resulting in a “noisy function” to optimize. We consider an initial-value problem for a system of ordinary differential equations having polynomial right-hand sides with respect to all dependent variables. First we show how to reduce a wide class of ODEs to such polynomial systems. Using the estimates for the Taylor series method, we construct a new “aggregative” Taylor series method and derive guaranteed a priori step-size and error estimates for Runge-Kutta methods of order r. Then we compare the 8,13-Prince-Dormand’s, Taylor series, and aggregative Taylor series methods using seven benchmark systems of equations, including van der Pol’s equations, the “brusselator,” equations of Jacobi’s elliptic functions, and linear and nonlinear stiff systems of equations. The numerical experiments show that the Taylor series method achieves the best precision, while the aggregative Taylor series method achieves the best computational time. The final section of this paper is devoted to a comparative study of the above numerical integration methods for systems of ODEs describing the optimal flight of a spacecraft from the Earth to the Moon. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 24, Dynamical Systems and Optimization, 2005.