Cauchy Initial Value Problem Research Articles

Optimal avoidance strategy based on nonlinear approximate analytic solution of non-cooperative differential game

Abstract This study examines the pursuit-evasion game involving unmanned aerial vehicles (UAVs), with a specific focus on the scenario of N-pursuers-one-escapee. The primary objective is to develop an optimal strategy for the escapee when the pursuers possess superior capabilities. To obtain this objective, we conduct the following study. Firstly, to enhance realism, a non-cooperative differential game model is formulated, incorporating multiple motion characteristics, including aerodynamics, overloading, and imposed constraints. Secondly, the end-value performance index is subsequently converted to an integral one, simplifying the solution process of the Hamilton-Jacobi-Bellman (HJB) equation. An iterative method is utilised to determine the covariates using the Cauchy initial value problem, and its convergence and uniqueness are established. The optimal avoidance strategy is subsequently derived from the covariates. Finally, the superiority of the proposed strategy is validated through simulation experiments and compared to three advanced optimal avoidance strategies. A total of 1,000 anti-jamming simulation experiments are conducted to verify the robustness of the proposed strategy.

Exponentially Bounded C-semigroup and the Cauchy Initial Value Problems in Complete Random Normed Modules

Exponentially Bounded C-semigroup and the Cauchy Initial Value Problems in Complete Random Normed Modules

Wave propagation in three-dimensional fractional viscoelastic infinite solid body

In order to analyze the wave propagation in three-dimensional isotropic and viscoelastic body, the Cauchy initial value problem on unbounded domain is considered for the wave equation written as a system of fractional partial differential equations consisting of equation of motion of three-dimensional solid body, equation of strain, as well as of the constitutive equation, obtained by generalizing the classical Hooke’s law of three-dimensional isotropic and elastic body by replacing Lamé coefficients with the relaxation moduli to account for different memory kernels corresponding to the propagation of compressive and shear waves. By the use of the method of integral transforms, namely Laplace and Fourier transforms, the displacement field, as a solution of the Cauchy initial value problem, is expressed through Green’s functions corresponding to both compressive and shear wave propagation. Two approaches are adopted in solving the Cauchy problem: in the first one the displacement field is expressed through the scalar and vector fields, obtained as solutions of wave equations which are consequences of decoupling the wave equation for displacement field, while in the second approach the displacement field is obtained by the action of the resolvent tensor on the initial conditions. Fractional anti-Zener and Zener model I+ID.ID, as well as fractional Burgers model VII, as representatives of models yielding infinite and finite wave propagation speed, are used in numerical calculations and graphical representations of Green’s functions and its short and large time asymptotic behavior.

Local well‐posedness of the higher‐order nonlinear Schrödinger equation on the half‐line: Single‐boundary condition case

AbstractWe establish local well‐posedness in the sense of Hadamard for a certain third‐order nonlinear Schrödinger equation with a multiterm linear part and a general power nonlinearity, known as higher‐order nonlinear Schrödinger equation, formulated on the half‐line . We consider the scenario of associated coefficients such that only one boundary condition is required and hence assume a general nonhomogeneous boundary datum of Dirichlet type at . Our functional framework centers around fractional Sobolev spaces with respect to the spatial variable. We treat both high regularity () and low regularity () solutions: in the former setting, the relevant nonlinearity can be handled via the Banach algebra property; in the latter setting, however, this is no longer the case and, instead, delicate Strichartz estimates must be established. This task is especially challenging in the framework of nonhomogeneous initial‐boundary value problems, as it involves proving boundary‐type Strichartz estimates that are not common in the study of Cauchy (initial value) problems. The linear analysis, which forms the core of this work, crucially relies on a weak solution formulation defined through the novel solution formulae obtained via the Fokas method (also known as the unified transform) for the associated forced linear problem. In this connection, we note that the higher‐order Schrödinger equation comes with an increased level of difficulty due to the presence of more than one spatial derivatives in the linear part of the equation. This feature manifests itself via several complications throughout the analysis, including (i) analyticity issues related to complex square roots, which require careful treatment of branch cuts and deformations of integration contours; (ii) singularities that emerge upon changes of variables in the Fourier analysis arguments; and (iii) complicated oscillatory kernels in the weak solution formula for the linear initial‐boundary value problem, which require a subtle analysis of the dispersion in terms of the regularity of the boundary data. The present work provides a first, complete treatment via the Fokas method of a nonhomogeneous initial‐boundary value problem for a partial differential equation associated with a multiterm linear differential operator.

TOWARDS MODELS COMPLEXITY IN WATER USAGE AND TREATMENT OPTIMISATION PROBLEMS

The paper addresses water recycling in process industry, inter alia, the issues of mathematical models’ complexity problem in the “process integration”-based structural optimization of sustainable water usage and treatment networks. The nature of addressing structural optimization problems requires iteratively querying individual process models, which are incorporated as objective functions and constraints within the optimization model, throughout the process of finding a solution, therefore the goal was to explore the intricacy of mentioned models. Within the framework of the research, the impact of complexity of water network constituent parts models on the optimization performance was investigated by Monte Carlo method for one step of the optimization procedure, as well as for the optimization procedure as a whole. Units’ models in form of algebraic equations (for direct equation calculation case), algebraic equations (for root search), ordinary differential equations (for Cauchy initial value problem with a case of two differential equations), ordinary differential equations (for boundary value problem), and partial differential equations (for two spatial variables) were examined with an analysis of their applicability for optimization purposes. The justification for employing both deterministic "counter-current mass transfer" models and statistical polynomial "input-output" steady-state algebraic models were established for addressing the specific problems under investigation. As the case study, special polynomial model was constructed based on the experimental design / response surface methodology and the dynamics simulation results on adsorption wastewater treatment within the packed bed column filled with activated carbon. Central composite rotatable design was formulated and subsequently executed using computational experimentation methods for the parametric identification of a nonlinear polynomial model. The evaluation confirmed that the constructed model exhibits satisfactory predictive accuracy.

Determinism, well-posedness, and applications of the ultrahyperbolic wave equation in spacekime.

Spatiotemporal dynamics of many natural processes, such as elasticity, heat propagation, sound waves, and fluid flows are often modeled using partial differential equations (PDEs). Certain types of PDEs have closed-form analytical solutions, some permit only numerical solutions, some require appropriate initial and boundary conditions, and others may not have stable, global, or even well-posed solutions. In this paper, we focus on one-specific type of second-order PDE - the ultrahyperbolic wave equation in multiple time dimensions. We demonstrate the wave equation solutions in complex time (kime) and show examples of the Cauchy initial value problem in space-kime. We extend the classical formulation of the dynamics of the wave equation with respect to positive real longitudinal time. The solutions to the Cauchy boundary value problem in multiple time dimensions are derived in Cartesian, polar, and spherical coordinates. These include both bounded and unbounded spatial domains. Some example solutions are shown in the main text with additional web-based dynamic illustrations of the wave equation solutions in space-kime shown in the appendix. Solving PDEs in complex time has direct connections to data science, where solving under-determined linear modeling problems or specifying the initial conditions on limited spatial dimensions may be insufficient to forecast, classify, or predict a prospective value of a parameter or a statistical model. This approach extends the notion of data observations, anchored at ordered longitudinal events, to complex time, where observables need not follow a strict positive-real structural arrangement, but instead could traverse the entire kime plane.

Min-max differential game with partial differential equation

<abstract><p>In this paper, we are concerned with a min-max differential game with Cauchy initial value problem (CIVP) as the state trajectory for the differential game, we studied the analytical solution and the approximate solution by using Picard method (PM) of this problem. We obtained the equivalent integral equation to the CIVP. Also, we suggested a method for solving this problem. The existence, uniqueness of the solution and the uniform convergence are discussed for the two methods.</p></abstract>

Pointwise estimates of the solution to one dimensional compressible Naiver-Stokes equations in half space

<p style='text-indent:20px;'>In this paper, we study the global existence and pointwise behavior of classical solution to one dimensional isentropic Navier-Stokes equations with mixed type boundary condition in half space. Based on classical energy method for half space problem, the global existence of classical solution is established firstly. Through analyzing the quantitative relationships of Green's function between Cauchy problem and initial boundary value problem, we observe that the leading part of Green's function for the initial boundary value problem is composed of three items: delta function, diffusive heat kernel, and reflected term from the boundary. Then applying Duhamel's principle yields the explicit expression of solution. With the help of accurate estimates for nonlinear wave coupling and the elliptic structure of velocity, the pointwise behavior of the solution is obtained under some appropriate assumptions on the initial data. Our results prove that the solution converges to the equilibrium state at the optimal decay rate <inline-formula><tex-math id="M1">\begin{document}$ (1+t)^{-\frac{1}{2}} $\end{document}</tex-math></inline-formula> in <inline-formula><tex-math id="M2">\begin{document}$ L^\infty $\end{document}</tex-math></inline-formula> norm.</p>

Global well-posedness and scattering for the defocusing Ḣ1∕2-critical nonlinear Schrödinger equation in ℝ2

In this paper we consider the Cauchy initial value problem for the defocusing quintic nonlinear Schr\"odinger equation in $\mathbb{R}^2$ with general data in the critical space $\dot{H}^{\frac{1}{2}} (\mathbb{R}^2)$. We show that if a solution remains bounded in $\dot{H}^{\frac{1}{2}} (\mathbb{R}^2)$ in its maximal interval of existence, then the interval is infinite and the solution scatters.

Forecasting Cyclical and Non-cyclical Stock Prices on the Stock Exchange of Thailand

Forecasting is an important role in organizations for decision making and planning. This research is to forecast the cyclical and non-cyclical weekly stock prices on the Stock Exchange of Thailand by using the models of Geometric Brownian motion, Fourier’s series, and Cauchy initial value problem. The accuracy and performance of the models are based on the minimum root mean squared percentage error which is the error between actual and forecasted stock prices. The results showed that Geometric Brownian motion is suitable for forecasting both cyclical and non-cyclical stock prices because of minimum error. Moreover, the confidence intervals of forecasted stock prices are demonstrated. Therefore, Geometric Brownian motion should be selected to describe the movement of stock prices in Thailand.

Explicit analysis of large transformation of a Timoshenko beam: post-buckling solution, bifurcation, and catastrophes

This paper exposes full analytical solutions of a plane, quasi-static but large transformation of a Timoshenko beam. The problem is first re-formulated in the form of a Cauchy initial value problem where load (force and moment) is prescribed at one end and kinematics (translation, rotation) at the other one. With such formalism, solutions are explicit for any load and existence, and unicity and regularity of the solution of the problem are proven. Therefore, analytical post-buckling solutions were found with different regimes driven explicitly by two invariants of the problem. The paper presents how these solutions of a Cauchy initial value problem may help tackle (i) boundary problems, where physical quantities (of load, position or section orientation) are prescribed at both ends and (ii) problems of quasi-static instabilities. In particular, several problems of bifurcation are explicitly formulated in case of buckling or catastrophe.

Contact metric three manifolds and Lorentzian geometry with torsion in six-dimensional supergravity

We introduce the notion of εη-Einstein ε-contact metric three-manifold, which includes as particular cases η-Einstein Riemannian and Lorentzian (para) contact metric three-manifolds, but which in addition allows for the Reeb vector field to be null. We prove that the product of an εη-Einstein Lorentzian ε-contact metric three-manifold with an εη-Einstein Riemannian contact metric three-manifold carries a bi-parametric family of Ricci-flat Lorentzian metric-compatible connections with isotropic, totally skew-symmetric, closed and co-closed torsion, which in turn yields a bi-parametric family of solutions of six-dimensional minimal supergravity coupled to a tensor multiplet. This result allows for the systematic construction of families of Lorentzian solutions of six-dimensional supergravity from pairs of εη-Einstein contact metric three-manifolds. We classify all left-invariant εη-Einstein structures on simply connected Lie groups, paying special attention to the case in which the Reeb vector field is null. In particular, we show that the Sasaki and K-contact notions extend to ε-contact structures with null Reeb vector field but are however not equivalent conditions, in contrast to the situation occurring when the Reeb vector field is not light-like. Furthermore, we pose the Cauchy initial-value problem of an ε-contact εη-Einstein structure, briefly studying the associated constraint equations in a particularly simple decoupling limit. Altogether, we use these results to obtain novel families of six-dimensional supergravity solutions, some of which can be interpreted as continuous deformations of the maximally supersymmetric solution on Sl˜(2,R)×S3.

Diffusion in unimodular gravity: Analytical solutions, late-time acceleration, and cosmological constraints

Unimodular gravity is an appealing approach to address the cosmological constant problem. In this scenario, the vacuum energy density of quantum fields does not gravitate and the cosmological constant appears merely as an integration constant. Recently, it has been shown that energy diffusion that may arise in quantum gravity and in theories with spontaneous collapse is compatible with this framework by virtue of its restricted diffeomorphism invariance. New studies suggest that this phenomenon could lead to higher-order equations in the context of homogeneous and isotropic Universe, affecting the well-posedness of their Cauchy initial-value problem. In this work, we show that this issue can be circumvented by assuming an equation of state that relates the energy density to the function that characterizes the diffusion. As an application, we solve the field equations analytically for an isotropic and homogeneous Universes in a barotropic model and in the mass-proportional continuous spontaneous localization (CSL) scenario, assuming that only dark matter develops energy diffusion. Different solutions possessing phase transition from decelerated to accelerated expansion are found. We use cosmological data of type Ia Supernovae and observational Hubble data to constrain the free parameters of both models. It is found that very small but nontrivial energy nonconservation is compatible with the barotropic model. However, for the CSL model, we find that the best-fit values are not compatible with previous laboratory experiments. We comment on this fact and propose future directions to explore energy diffusion in cosmology.

Fundamental Solution for Cauchy Initial Value Problem for Parabolic PDEs with Discontinuous Unbounded First-Order Coefficient at the Origin. Extension of the Classical Parametrix Method

We prove the existence of a fundamental solution of the Cauchy initial boundary value problem on the whole space for a parabolic partial differential equation with discontinuous unbounded first-order coefficient at the origin. We establish also non-asymptotic, rapidly decreasing at infinity, upper and lower estimates for the fundamental solution. We extend the classical parametrix method of E.E. Levi.

On the Existence of a Solution to the Cauchy Initial Boundary Value Problem

On the Existence of a Solution to the Cauchy Initial Boundary Value Problem

Free vibrations of planar serial frame structures in the case of axially functionally graded materials

This paper considers the problem of modal analysis and finding the closed-form solution to free vibrations of planar serial frame structures composed of Euler?Bernoulli beams of variable cross-sectional geometric characteristics in the case of axially functionally graded materials. Each of these beams is performing coupled axial and bending vibrations, where coupling occurs due to the boundary conditions at their joints. The numerical procedure for solving the system of partial differential equations, after the separation of variables, is reduced to solving the two-point boundary value problem of ordinary linear differential equations with nonlinear coefficients and linear boundary conditions. In this case, it is possible to transfer the boundary conditions and reduce the problem to the Cauchy initial value problem. Also, it is possible to analyze the influence of different parameters on the structure dynamic behavior. The method is applicable in the case of different boundary conditions at the right and left ends of such structures, as illustrated by an appropriate numerical example.

On persistence of superoscillations for the Schrödinger equation with time‐dependent quadratic Hamiltonians

In this work, we prove the persistence in time of superoscillations for the Schrödinger equation with time‐dependent coefficients. In order to prove the persistence of superoscillations, we have conditioned the coefficients to satisfy a Riccati system, and we have expressed the solution as a convolution operator in terms of solutions of this Riccati system. Further, we have solved explicitly the Cauchy initial value problem with three different kinds of superoscillatory initial data. The operator is defined on a space of entire functions. Particular examples include Caldirola‐Kanai and degenerate parametric harmonic oscillator Hamiltonians, and other examples could include Hamiltonians not self‐adjoint. For these examples, we have illustrated numerically the convergence on real and imaginary parts.

A Special Quintic Spline for (0,1,4) Lacunary Interpolation and Cauchy Initial Value Problem

A Special Quintic Spline for (0,1,4) Lacunary Interpolation and Cauchy Initial Value Problem

The pricing and numerical analysis of lookback options for mixed fractional Brownian motion

Abstract Using the stochastic differential equation driven by the composite Poisson process of mixed fractional Brownian motion, the price model of a mixed jump-diffusion fractional Brownian motion environment is established. Under the condition of Merton’s assumption, the Cauchy initial value problem of stochastic differential equations is iterated. The method is estimated, and the Merton formula of the European put option under the mixed jump-diffusion model is obtained, and the call-back option and the bearish option pricing formula of the mixed jump-diffusion fractional Brownian motion European floating strike price are given.

The Modified Coupled Hirota Equation: Riemann-Hilbert Approach and N-Soliton Solutions

The Cauchy initial value problem of the modified coupled Hirota equation is studied in the framework of Riemann-Hilbert approach. The N-soliton solutions are given in a compact form as a ratio of (N+1)×(N+1) determinant and N×N determinant, and the dynamical behaviors of the single-soliton solution are displayed graphically.