... The Numerical Solution of Delay-differential Equations by David Richard Wille Department of Mathematics University of Manchester volume I of II A thesis submitted to the University of Manchester ... consider the development of numerical software for the solution of such problems. Our discussion opens with a brief introduction to the theory of delay-differential equations. Attention is paid ... the Numerical Algorihms Group (UK) Ltd. [...]... Introduction p Delay-differential equations In this thesis we are concerned with the numerical solution of delay-differential equations
Ngày tải lên: 11/10/2014, 04:02
... '',qci The Numerical Solution of Delay-differential Equations by David Richard Wile Department of Mathematics University of Manchester volume II of II A thesis submitted to the University of Manchester ... appendix we give a formal proof of the result (1.1.3:14). For any given time let the order of continuity of the component y i be Z i . Our task is thus to obtain a set of lower bounds {c i : > ... closure of E. Heuristically, by an extension of the above arguments, we may think of Ei as defining the set of points whose continuity bounds can affect the continuity bound, c i , of y i .
Ngày tải lên: 11/10/2014, 04:03
NUMERICAL SOLUTIONS OF ORDINARY DIFFERENTIAL EQUATIONS
... more accurate solutions • The size of the integration interval also influences the accuracy of the solutions (should be less than 10% of the time constant) • Solutions of sets of 1st order ODEs ... 21General form of ODE solution methods• New value = old value + integration interval × function of gradient • This is the basis for a family of algorithms used to provide numerical solutions of ODEs ... Trang 1NUMERICAL SOLUTIONSOF ORDINARY DIFFERENTIAL EQUATIONS Trang 2ODEs in Chemical Engineering• The ODEs that occur in Chemical Engineering tend to be of the following form:
Ngày tải lên: 19/03/2015, 08:49
Theory of Partial Differential Equations
... years of progress in partial differential equations, and the effect of these 20 years has been so profound that the thinking in the field will never be the same again Perhaps the field of partial ... picturization of the D’Alembert solution of the Cauchy problem as given in Section 1 and our exposition of the theory of characteristics Of course, we have not proven existence and uniqueness of solutions ... thought of as characterizing is said to be a first-order system of partial differential equations in n real- valued functions ui: R2 + R’ of two real variables x,y For purposes of simplicity,
Ngày tải lên: 04/03/2019, 10:36
Henry d perturbation of the boundary in boundary value problems of partial differential equations
... Simplicity of u + f (x, u, ∇u) = in , u = on ∂ Generic Simplicity of Eigenvalues of Robin’s Problem Generic Simplicity of Solutions of u + f (u, x) = in , ∂u/∂ N = g(k, u) on ∂ Generic Simplicity of ... Formal Asymptotic Solutions Exact Solutions Example 6.8 Revisited: Generic Simplicity of Complex Eigenvalues Generic Simplicity of Solutions of a System Appendix Appendix Eigenvalues of the Laplacian ... Transform and Composition of Weakly Singular Kernels Limits of Singular Integrals Fundamental Solutions Calculation of some boundary Operators The Method of Rapidly-Oscillating Solutions Introduction
Ngày tải lên: 04/03/2019, 11:09
feynman kac formula for switching diffusions connections of systems of partial differential equations and stochastic differential equations
... connections of systems of partial differential equations and stochastic differential equations Nicholas A Baran1, George Yin1*and Chao Zhu2 * Correspondence: gyin@math.wayne.edu 1 Department of Mathematics, ... are often referred to as hybrid systems One of the representatives in the class of hy-brid system is a switching diffusion process A switching diffusion process can be thought of as a number of ... such as smooth dependence of the initial data, recurrence, positive recurrence, ergodicity, stability, and numerical methods for solution of stochastic differential equations with switching, etc.,
Ngày tải lên: 04/12/2022, 10:35
Numerical Solution of Differential Algebraic Equations
... have been written as part of a Ph.D course on the numerical solution of Differential Algebraic Equations The course was held at IMM in the fall of 1998 The authors of the different chapters have ... IMM DEPARTMENT OF MATHEMATICAL MODELLING Technical University of Denmark DK-2800 Lyngby – Denmark May 6, 1999 CBE Numerical Solution of Differential Algebraic Equations Editors: Claus ... PREFACE CHAPTER Introduction The (modern) theory of numerical solution of ordinary differential equations (ODEs) has been developed since the early part of this century – beginning with Adams, Runge
Ngày tải lên: 21/12/2016, 10:52
Stable numerical results to a class of time-space fractional partial differential equations via spectral method
... functions The modeling of some real world problems by using differential equations is a warm area of research in last many years Here we, remark that partial differential equations have important ... the attention of many researches The mentioned tech-niques provide highly accurate numerical solutions to both linear and nonlinear ordinary as well as partial differential equations of classical ... in the application of differential equations in mechanical engineering problems Math Probl Eng 2018; 2018, Article ID 1584920, 3 pages. [11] Ming CY Solution of differential equations with applications
Ngày tải lên: 27/09/2020, 15:23
DSpace at VNU: The existence and uniqueness of fuzzy solutions for hyperbolic partial differential equations
... analysis Moreover, in view of the develop-ment of calculus for fuzzy functions, the investigation of fuzzy differential equations(DEs) and fuzzy partial differential equations (PDEs) have been ... difference of u and v in E n The fuzzy partial derivative of f with respect to y and higher order of partial derivatives of f are defined similarly. Trang 63 The fuzzy solutions of the hyperbolic ... theoretical foundation of numerical solution meth-ods for fuzzy hyperbolic equations by considering sufficient conditions to ensure theexistence and uniqueness of fuzzy solution New weighted metrics
Ngày tải lên: 16/12/2017, 08:45
Ambrosio caffarelli crandall evans fusco calculus of variations and nonlinear partial differential equations
... aim to bring together a group of top leaders on the fields of calculus of variations and nonlinear partial differential equations The list of speakers and the titles of lectures have been the following: ... Construction of Plane Like Solutions to Periodic Minimal Surface Equations 57 3.1 References 64 4 Existence of Homogenization Limits for Fully Nonlinear Equations 65 4.1 Main Ideas of the Proof ... the speakers are among the world leaders in the field of viscos-ity solutions of partial differential equations, in particular nonlinear pde’s of implicit type Our choice has not been random; in
Ngày tải lên: 04/03/2019, 11:11
Numerical solution of the problems for plates on some complex partial internal supports
... deflection of the symmetric rectangular support As said in the end of the previous subsection, for the problem of bending of the plate gi = 0 (i = 0, 3) We perform numerical experiments for plate of ... equations This is achieved due to the combination of a domain decomposition technique and a technique for reduction of the order of differential equations These techniques were used separately ... The rigorous theoretical proof of the convergence of the iterative method can be done in a similar way as the proof for one LPIS in [4] but due to the complexity of the internal supports we omit
Ngày tải lên: 26/03/2020, 02:04
a-library-of-matlab-scripts-for-illustration-and-animation-of-solutions-to-partial-differential-equations
... of the solution as a function of the spatial variable for several values of time (time as a parameter) Trang 3• A 3-d plot of the solution as a function of location and time • An animation of ... 2A Library of MATLABTM Scripts for Illustration and Animation of Solutions to Partial Differential Equations Introduction In the past three years the authors have developed a series of MATLABTM ... recent papers reported the use of animation to clarify a variety of partial differential equation solutions.9,10 There are a number of approaches to the animation of distributed parameter systems
Ngày tải lên: 01/11/2022, 23:30
Luận án tiến sĩ: Models of selected problems in mathematical finance and numerical methods for stochastic differential equations
... on noise.Numerical Solution of Stochastic Differential EquationsA thorough background to SDEs and their numerical solution can be found in Kloeden and Platen [50] Although the solution of SDEs ... short) of the i“ investor Denote the position of the 7 investor at the end of the nTM time interval by s;(n) = +1, and the sense or sentiment of the market by the average of the states of all of ... development of efficient timestep selection strategies, this work will result in ever more efficient and reliable software for the numerical solution of SDEs Finally, it must be noted that all of the
Ngày tải lên: 02/10/2024, 01:54
Tài liệu Integration of Ordinary Differential Equations part 7 pptx
... vol 27, pp 505–535 16.6 Stiff Sets of Equations As soon as one deals with more than one first-order differential equation, the possibility of a stiff set of equations arises Stiffness occurs in ... fact the correct solution of the differential equation If we think of x as representing time, then the implicit method converges to the true equilibrium solution (i.e., the solution at late times) ... from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Note that for compatibility with bsstep the arrays y and d2y are of length 2n for a system of n second-order equations
Ngày tải lên: 24/12/2013, 12:16
Tài liệu Partial Differential Equations part 7 doc
... ease of programming outweighs expense of computer time Occasionally, the sparse matrix methods of§2.7 are useful for solving a set of difference equations directly For production solution of large ... is the exact solution of the difference equations The difference between this exact solution and the solution for a small number of cycles is the iteration error Now fix the number of cycles to ... number of cycles (e.g.,[2]), you can easily determine it empirically Fix the finest level and study the solution values as you increase the number of cycles per level The asymptotic value of the solution
Ngày tải lên: 24/12/2013, 12:16
Tài liệu Solution of Linear Algebraic Equations part 7 docx
... discussion of SVD thus far Trang 5Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)A ⋅ x = b SVD “solution” of A ⋅ x = c solutions of A ⋅ x = c′ solutions of ... combination of the set of equations that we are trying to solve The resolution of the paradox is that we are throwing away precisely a combination of equations that is so corrupted by roundoff error ... particular solution closest to zero, as shown The point c lies outside of the range of A, so A· x = c has no solution SVD finds the least-squares best compromise solution, namely a solution of A·
Ngày tải lên: 24/12/2013, 12:16
Tài liệu Solution of Linear Algebraic Equations part 8 docx
... also be aware of some of the special sparse forms that occur in the solutionof partial differential equations in two or more dimensions. See Chapter 19. If your particular pattern of sparsity is ... applications.) • Each of the first N locations of ija stores the index of the array sa that contains the first off-diagonal element of the corresponding row of the matrix. (If there are no off-diagonal ... parameter γ = −b 1 to avoid loss of precision by subtraction in the first of equations (2.7.11). In the unlikely event that this causes loss of precision in the second of these equations, you can make
Ngày tải lên: 24/12/2013, 12:16
Tài liệu Partial Differential Equation Toolbox pdf
... for the study and solution of partial differential equations in two space dimensions and time The equations are discretized by the Finite Element Method (FEM) The objectives of the PDE Toolbox ... commercial computer software or commercial software documentation was obtained, as set forth in subparagraph (a) of the Rights in Commercial Computer Software or Commercial Software Documentation ... covering a range of different applications Trang 27Basics of The Finite Element Method The solutions of simple PDEs on complicated geometries can rarely be expressed in terms of elementary functions
Ngày tải lên: 26/01/2014, 02:20
Partial Differential Equations and Fluid Mechanics doc
... soundness of an estimate of the number of degrees of freedom of a given flow (expressed by an estimate of its global attractor dimen-sion) depends directly on the quality of the estimate of and a ... Every classical solution of Problem IV is also a solution of Problem 1.5.1 On the other hand, every solution of Problem 1.5.1 that is smooth enough is also a classical solution of Problem IV. ... uniqueglobal-in-time weak solutions and the existence of the associated globalattractors Trang 19Shear flows and their attractors 5Homogenization and weak solutions. Let u be a solution of Problem I or
Ngày tải lên: 14/03/2014, 10:20
Báo cáo " Periodic solutions of some linear evolution systems of natural differential equations on 2-dimensional tore " ppt
... Trang 1 Periodic solutions of some linear evolution systems of natural differential equations on 2-dimensional tore Dang Khanh Hoi* Department of General Education, Hoa Binh University, ... the linear differential equations on manifolds in which includes the external differential operators At research of such equations appear so named the small denominators, so such equations is ... and close Let € = OF gf? = OP gAM(T*X) @C is the complexified cotangent bundle of manifolds X, C°(€) is the space of smooth differential forms and H*(€) is the Sobolev space of differential forms
Ngày tải lên: 14/03/2014, 13:20