Torsion-free path geometries and integrable second order ODE systems

A search for invariants of second order ODE systems under the class of point transformations, which mix the parameter and the dependent variables, uncovers a torsion tensor generalizing part of the curvature tensor of an affine connection. We study the geometry of ODE systems for which this torsion vanishes. These are the ODE systems for which deformations of solutions fixing a point constitute a field of Segré varieties in the tangent bundle of the locally defined space of solutions. Conversely, a field of Segré varieties for which certain differential invariants vanish induces a torsion-free ODE system on the space of solutions to a natural PDE system. The geometry on the solution space is used to produce first integrals for torsion-free ODE systems, given as algebraic invariants of a curvature tensor involving up to fourth derivatives of the equations. In the generic case, there are enough first integrals to solve the equations explicitly in spite of the absence of symmetry. In the case of torsion-free ODE pairs, the field of Segré varieties is equivalent to a half-flat split signature conformal structure, and we characterize in terms of curvature those systems having an abundance of totally geodesic surfaces.     

Transient and asymptotic dynamics of a prey–predator system with diffusion

In this paper, we study a prey–predator system associated with the classical Lotka–Volterra nonlinearity. We show that the dynamics of the system are controlled by the ODE part. First, we show that the solution becomes spatially homogeneous and is subject to the ODE part as t → ∞ . Next, we take the shadow system to approximate the original system as D → ∞ . The asymptotics of the shadow system are also controlled by those of the ODE. The transient dynamics of the original system approaches to the dynamics of its ODE part with the initial mean as D → ∞ . Although the asymptotic dynamics of the original system are also controlled by the ODE, the time periods of these ODE solutions may be different. Concerning this property, we have that any δ > 0 admits D₀ > 0 such that if , the time period of the ODE, satisfies , then the solution to the original system with D ≥ D₀ cannot approach the stationary state. Copyright © 2012 John Wiley & Sons, Ltd.     

Thresholds for shock formation in traffic flow models with nonlocal-concave-convex flux

We identify sub-thresholds for finite time shock formation in a class of non-local conservation law with concavity changing flux. From a class of non-local conservation laws, the Riccati-type ODE system that governs a solution's gradient is obtained. The changes in concavity of the flux function correspond to the sign changes in the leading coefficient functions of the ODE system. We identify the blow up condition of this structurally generalized Riccati-type ODE. The method is illustrated via the traffic flow models with nonlocal-concave-convex flux. The techniques and ideas developed in this paper is applicable to a large class of non-local conservation laws.     

Null controllability of a system of viscoelasticity with a moving control

In this paper, we consider the wave equation with both viscous Kelvin–Voigt and frictional damping as a model of viscoelasticity in which we incorporate an internal control with a moving support. We prove the null controllability when the control region, driven by the flow of an ODE, covers all the domain. The proof is based upon the interpretation of the system as, roughly, the coupling of a heat equation with an ordinary differential equation (ODE). The presence of the ODE for which there is no propagation along the space variable makes the controllability of the system impossible when the control is confined into a subset in space that does not move. The null controllability of the system with a moving control is established in using the observability of the adjoint system and some Carleman estimates for a coupled system of a parabolic equation and an ODE with the same singular weight, adapted to the geometry of the moving support of the control. This extends to the multi-dimensional case the results by P. Martin et al. in the one-dimensional case, employing 1-d Fourier analysis techniques.     

Comparative study on order-reduced methods for linear third-order ordinary differential equations

The linear third-order ordinary differential equation (ODE) can be transformed into a system of two second-order ODEs by introducing a variable replacement, which is different from the common order-reduced approach. We choose the functions p(x) and q(x) in the variable replacement to get different cases of the special order-reduced system for the linear third-order ODE. We analyze the numerical behavior and algebraic properties of the systems of linear equations resulting from the sinc discretizations of these special second-order ODE systems. Then the block-diagonal preconditioner is used to accelerate the convergence of the Krylov subspace iteration methods for solving the discretized system of linear equation. Numerical results show that these order-reduced methods are effective for solving the linear third-order ODEs.     

Quadratic Störmer‐type methods for the solution of the Boussinesq equation by the method of lines

We study the numerical treatment of Boussinesq PDE equation using the method of lines. For the space discretization, we choose either classical finite differences or Fourier pseudospectral methods. Both cases result in a system of second‐order ordinary differential equations (ODEs) that is quadratic. In order to take advantage of this special feature, we choose to solve the ODE system using a new type of hybrid Numerov method specially constructed for such problems. Other efficient ODE solvers taken from the literature are used to solve the system of ODEs as well. By taking all the combinations of space discretization methods and ODE solvers, we discuss the stability and accuracy features revealed from the numerical tests. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2008     

Global attractor for a low order ODE model problem for transition to turbulence

Many researchers have studied simple low order ODE model problems for fluid flows in order to gain new insight into the dynamics of complex fluid flows. We investigate the existence of a global attractor for a low order ODE system that has served as a model problem for transition to turbulence in viscous incompressible fluid flows. The ODE system has a linear term and an energy‐conserving, non‐quadratic nonlinearity. Standard energy estimates show that solutions remain bounded and converge to a global attractor when the linear term is negative definite, that is, the linear term is energy decreasing; however, numerical results indicate the same result is true in some cases when the linear term does not satisfy this condition. We give a new condition guaranteeing solutions remain bounded and converge to a global attractor even when the linear term is not energy decreasing. We illustrate the new condition with examples. Copyright © 2016 John Wiley & Sons, Ltd.     

Nonlinear dynamic analysis of a V-shaped microcantilever of an atomic force microscope

This paper is devoted to investigate the nonlinear behaviors of a V-shaped microcantilever of an atomic force microscope (AFM) operating in its two major modes: amplitude modulation and frequency modulation. The nonlinear behavior of the AFM is due to the nonlinear nature of the AFM tip–sample interaction caused by the Van der Waals attraction/repulsion force. Considering the V-shaped microcantilever as a flexible continuous system, the resonant frequencies, mode shapes, governing nonlinear partial and ordinary differential equations (PDE and ODE) of motion, boundary conditions, frequency and time responses, potential function and phase-plane of the system are obtained analytically. The governing PDE is determined by employing the Hamilton principle. Subsequently, the Galerkin method is utilized to gain the governing nonlinear ODE. Afterward, the resulting ODE is analytically solved by means of some perturbation techniques including the method of multiple scales and the Lindsted–Poincare method. In addition, the effects of different parameters including geometrical one on the frequency response of the system are assessed.     

Experiments in numerical methods for a problem in combustion modeling

In this paper, we have shown that the numerical method of lines can be used effectively to solve time dependent combustion models in one spatial dimension. By the numerical method of lines (NMOL), we mean the reduction of a system of partial differential equations to a system of ordinary differential equations (ODE's), followed by the solution of this ODE system with an appropriate ODE solver. We used finite differences for the spatial discretization and a variant of the GEAR package for the ODE's.We have presented various solution methods of interest for the nonlinear algebraic system in this setting; that is, in the corrector iteration section of the GEAR package applied to combustion models. These methods include Newton/block SOR (SOR denotes successive over-relaxation), block SOR/Newton, Newton/block-diagonal Jacobian, Newton/kinetics-only Jacobian, and Newton/block symmetric SOR. These methods have in common their lack of frequent use in ODE software and their eady applicability to partial differential equations in more than one spatial dimension.Finally, we have given the results of numerical tests, run on the CDC-7600 and Cray-1 computers. By so doing, we indicate the more promising nonlinear system solvers for the NMOL solution of combustion models.     

Une méthode de décomposition en temps avec des schémas dʼintégration réversible pour la résolution de système dʼéquations différentielles ordinaires

We propose a time domain decomposition method that breaks the sequentiality of the integration scheme for systems of ODE. Under the condition of differentiability of the flow, we transform the initial value problem into a well-posed boundary values problem using the symmetrization of the interval of time integration and time-reversible integration scheme. For systems of linear ODE, we explicitly construct the block tridiagonal system satisfied by the solutions at the time sub-intervals extremities. We then propose an iterative algorithm of Schwarz type for updating the interfaces conditions which can extend the method to systems of nonlinear ODE.     

The stability of equilibria for a reaction–diffusion–ODE system on convex domains

A reaction–diffusion equation coupled to an ODE on convex domains is proposed to model a single species with a non-mobile state and an active state. Under general cooperative/competitive interactions, a trivial stability on convex domains is shown and the reaction–diffusion–ODE system does not support interesting patterns.     

用线法分析中厚板的振动与稳定性问题

发展了基于胡海昌中厚板的振动与稳定性理论等特征值问题的线法.利用常微分方程(ODE)技巧给出求解固有频率及临界荷载的标准非线性ODE体系,并采用所谓初始特征函数法通过ODE求解器(Solver)直接解出指定的任一特征值,而不依赖于振型正交性等条件.算例表明,本文方法是有效和可靠的.     

Scalar conservation laws with moving constraints arising in traffic flow modeling: An existence result

We consider a strongly coupled PDE–ODE system that describes the influence of a slow and large vehicle on road traffic. The model consists of a scalar conservation law accounting for the main traffic evolution, while the trajectory of the slower vehicle is given by an ODE depending on the downstream traffic density. The moving constraint is expressed by an inequality on the flux, which models the bottleneck created in the road by the presence of the slower vehicle. We prove the existence of solutions to the Cauchy problem for initial data of bounded variation.     

Run time estimation of the spectral radius of Jacobians

It is useful for ordinary differential equation (ODE) solvers to include an estimator of the spectral radius of the Jacobian matrix of the system of ODE's, since this determines the numerical stability of the method. Hence a knowledge of spectral radius enables the run time selection of a more efficient integrator. Some techniques for estimating spectral radius are described and compared. They include methods suitable for use with any ODE solvers, but which require additional computation. Other methods are described which are suitable with Runge-Kutta or Rosenbrock methods, and which require little extra computation.     

Predictive control of uncertain nonlinear parabolic PDE systems using a Galerkin/neural-network-based model

In this paper, a model predictive control (MPC) scheme for a class of parabolic partial differential equation (PDE) systems with unknown nonlinearities, arising in the context of transport-reaction processes, is proposed. A spatial operator of a parabolic PDE system is characterized by a spectrum that can be partitioned into a finite slow and an infinite fast complement. In this view, first, Galerkin method is used to derive a set of finite dimensional slow ordinary differential equation (ODE) system that captures the dominant dynamics of the initial PDE system. Then, a Multilayer Neural Network (MNN) is employed to parameterize the unknown nonlinearities in the resulting finite dimensional ODE model. Finally, a Galerkin/neural-network-based ODE model is used to predict future states in the MPC algorithm. The proposed controller is applied to stabilize an unstable steady-state of the temperature profile of a catalytic rod subject to input and state constraints.     

Delay independent stability of linear switching systems with time delay

We consider a switching system with time delay composed of a finite number of linear delay differential equations (DDEs). Each DDE consists of a sum of a linear ODE part and a linear DDE part. We study two particular cases: (a) all the ODE parts are stable and (b) all the ODE parts are unstable and determine conditions for delay independent stability. For case (a), we extend a standard result of linear DDEs via the multiple Lyapunov function and functional methods. For case (b) the standard DDE result is not directly applicable, however, we are able to obtain uniform asymptotic stability using the single Lyapunov function and functional methods.     

The spectral analysis and exponential stability of a bi‐directional coupled wave‐ODE system

In this paper, an unstable linear time invariant (LTI) ODE system is stabilized exponentially by the PDE compensato—a wave equation with Kelvin‐Voigt (K‐V) damping. Direct feedback connections between the ODE system and wave equation are established: The velocity of the wave equation enters the ODE through the variable v_t(1,t); meanwhile, the output of the ODE is fluxed into the wave equation. It is found that the spectrum of the system operator is composed of two parts: point spectrum and continuous spectrum. The continuous spectrum consists of an isolated point , and there are two branches of asymptotic eigenvalues: the first branch approaches to , and the other branch tends to ?∞. It is shown that there is a sequence of generalized eigenfunctions, which forms a Riesz basis for the Hilbert state space. As a consequence, the spectrum‐determined growth condition and exponential stability of the system are concluded.     

Brusselator模型的扩散引起不稳定性和Hopf分支

研究了Brusselator常微分系统和相应的偏微分系统的Hopf分支,并用规范形理论和中心流形定理讨论了当空间的维数为1时Hopf分支解的稳定性．证明了:当参数满足某些条件时,Brusselator常微分系统的平衡解和周期解是渐近稳定的,而相应的偏微分系统的空间齐次平衡解和空间齐次周期解是不稳定的;如果适当选取参数,那么Brusselator常微分系统不出现Hopf分支,但偏微分系统出现Hopf分支,这表明,扩散可以导致Hopf分支．