Linear Differential Equations Research Articles

Exact solvability of certain linear ODEs

AbstractWe study the existence of exact solutions either for linear systems of ODEs or for scalar second order linear differential equations with Dirichlet boundary value conditions.

Bayesian inference and optimisation of stochastic dynamical networks

Network inference has been extensively studied in several fields, such as systems biology and social sciences. Learning network topology and internal dynamics is essential to understand mechanisms of complex systems. In particular, sparse topologies and stable dynamics are fundamental features of many real-world continuous-time (CT) networks. Given that usually only a partial set of nodes are able to observe, we consider linear CT systems to depict networks since they can model unmeasured nodes via transfer functions. Additionally, measurements tend to be noisy and with low and varying sampling frequencies. This paper applies dynamical structure functions (DSFs) derived from linear stochastic differential equations (SDEs) to describe networks of measured nodes. A numerical sampling method, preconditioned Crank–Nicolson (pCN), is used to refine coarse-grained trajectories to improve inference accuracy. The proposed method can handle sparsely sampled data and unmeasurable nodes. Monte Carlo simulations indicate that the proposed method outperforms state-of-the-art methods with various network topologies. The developed method can be applied under a wide range of contexts, such as gene regulatory networks, social networks and communication systems.

Can physics-informed neural networks beat the finite element method?

Abstract Partial differential equations play a fundamental role in the mathematical modelling of many processes and systems in physical, biological and other sciences. To simulate such processes and systems, the solutions of PDEs often need to be approximated numerically. The finite element method, for instance, is a usual standard methodology to do so. The recent success of deep neural networks at various approximation tasks has motivated their use in the numerical solution of PDEs. These so-called physics-informed neural networks and their variants have shown to be able to successfully approximate a large range of partial differential equations. So far, physics-informed neural networks and the finite element method have mainly been studied in isolation of each other. In this work, we compare the methodologies in a systematic computational study. Indeed, we employ both methods to numerically solve various linear and nonlinear partial differential equations: Poisson in 1D, 2D, and 3D, Allen–Cahn in 1D, semilinear Schrödinger in 1D and 2D. We then compare computational costs and approximation accuracies. In terms of solution time and accuracy, physics-informed neural networks have not been able to outperform the finite element method in our study. In some experiments, they were faster at evaluating the solved PDE.

Anisotropic functionally graded nano-beam models and closed-form solutions in plane gradient elasticity

This study delves into the investigation of exact analytical solutions for the plane stress and displacement fields within linear homogeneous anisotropic nano-beam models of gradient elasticity. It focuses on solving the Helmholtz equation, which encompasses a second-order non-homogeneous linear partial differential equation in plane gradient elasticity theory, utilizing polynomial series-type solutions. The analysis centers on the utilization of gradient Airy stress functions to derive stress fields in the gradient theory. The research yields closed-form analytical solutions for Airy stress functions, stress, and strain fields in both classical and gradient theories. The study considers five distinct types of two-dimensional functionally graded cantilever beams with various boundary conditions: a cantilever anisotropic nano-beam subjected to a concentrated force at the free end, a cantilever anisotropic nano-beam under a uniform load, a simple anisotropic nano-beam under a uniform load, a propped cantilever anisotropic nano-beam under a uniform load, and a fixed end cantilever anisotropic nano-beam under a uniform load. General analytical solutions for the gradient stress and displacement fields of two-dimensional and one-dimensional anisotropic nano-beams under different boundary conditions are provided. The study showcases significant strain gradient size effects at the nano-scale through the derived analytical solutions for anisotropic beams. Additionally, it demonstrates that the strain gradient theory results for the limit case of the gradient coefficient c precisely align with results for isotropic and anisotropic materials in elasticity theory and classical theory. Furthermore, real-world applications are discussed, considering stress and displacement fields in real anisotropic materials such as TiSi2 single crystals and orthotropic materials, which are special cases of anisotropic materials like wood and epoxy as documented in the literature.

Solution forms for generalized hyperbolic cotangent type systems of p-difference equations

Due to the recent increasing interest in hyperbolic-cotangent types of scalar-or two-dimensional systems of difference equations and treatment of some particular states. This paper presents a natural extension of the p-dimensional of four-systems of this generalized type and treats general states. Which is an extension of Stevic's work (J. Inequal. Appl., 2021, 184 (2021)). We also show these systems are solvable by using appropriate variable transformations and obtaining systems of homogeneous linear difference equations with constant coefficients. Some numerical examples of these systems are presented.

Representation of solutions to fuzzy linear fractional differential equations with a piecewise constant argument

This study marks the first exploration of fuzzy linear fractional differential equations with a piecewise constant argument (FLFDEs-PCA), incorporating the concept of Caputo’s type gH-differentiability with the order α ∈ (0, 1]. Such problems are noteworthy as they represent hybrid systems, blending the characteristics of continuous and discrete dynamical systems and integrating aspects from both differential and difference equations. The primary objective of this research is to establish a standardized framework for deriving explicit solution formulas for FLFDEs-PCA under various scenarios. Additionally, illustrative examples are provided to demonstrate the practical implications of our theoretical findings.

Deflection of Light by a Reissner-Nordström Black Hole and Painlevé VI equation

Abstract We consider the bending angle of the trajectory of a photon incident from and deflected to infinity around a Reissner-Nordström black hole. We treat the bending angle as a function of the squared reciprocal of the impact parameter and the squared electric charge of the background normalized by the mass of the black hole. It is shown that the bending angle satisfies a system of two inhomogeneous linear partial differential equations with polynomial coefficients. This system can be understood as an isomonodromic deformation of the inhomogeneous Picard-Fuchs equation satisfied by the bending angle in the Schwarzschild spacetime, where the deformation parameter is identified as the background electric charge. Furthermore, the integrability condition for these equations is found to be a specific type of the Painlevé VI equation that allows an algebraic solution. We solve the differential equations both at the weak and strong deflection limits. In the weak deflection limit, the bending angle is expressed as a power series expansion in terms of the squared reciprocal of the impact parameter and we obtain the explicit full-order expression for the coefficients. In the strong deflection limit, we obtain the asymptotic form of the bending angle that consists of the divergent logarithmic term and the finite O(1) term supplemented by linear recurrence relations which enable us to straightforwardly derive higher order coefficients. In deriving these results, the isomonodromic property of the differential equations plays an important role. Lastly, we briefly discuss the applicability of our method to other types of spacetimes such as a spinning black hole.

A variational formulation for three-dimensional linear thermoelasticity with ‘thermal inertia’

AbstractA variational model has been developed to investigate the coupled thermo-mechanical response of a three-dimensional continuum. The linear Partial Differential Equations (PDEs) of this problem are already well-known in the literature. However, in this paper, we avoid the use of the second principle of thermodynamics, basing the formulation only on a proper definition (i) of kinematic descriptors (the displacement and the entropic displacement), (ii) of the action functional (with kinetic, internal and external energy functions) and (iii) of the Rayleigh dissipation function. Thus, a Hamilton–Rayleigh variational principle is formulated, and the cited PDEs have been derived with a set of proper Boundary Conditions (BCs). Besides, the Lagrangian variational perspective has been expanded to analyze linear irreversible processes by generalizing Biot’s formulation, namely, including thermal inertia in the kinetic energy definition. Specifically, this implies Cattaneo’s law for heat conduction, and the well-known Lord–Shulman model for thermo-elastic anisotropic bodies is then deduced. The developed variational framework is ideal for the perspective of analyzing the thermo-mechanical problems with micromorphic and/or higher-order gradient continuum models, where the deduction of a coherent system of PDEs and BCs is, on the one hand, not straightforward and, on the other hand, natural within the presented variational deduction.

ОЦІНЮВАННЯ ВПЛИВУ ЗАСОБІВ ПІДКЛЮЧЕННЯ РЕЗЕРВУ НА ПОКАЗНИКИ НАДІЙНОСТІ СИСТЕМИ ПЕРЕДАВАННЯ ДАНИХ

Structural redundancy is included in modern data transmission systems to ensure the specified reliability indicators. Structural redundancy gives the system fault tolerance and significantly increases its reliability. To manage the redundant resource, it is necessary to have additional tools that will connect the redundant equipment to the main configuration of the data transmission system. The redundant equipment is a separate technical means and, from the point of view of reliability, it is connected in series with other modules of the data transmission system. Thus, the inclusion of redundant connection facilities in the data transmission system reduces its reliability. In addition, even with perfect reliability, redundant connections may fail or malfunction and, under certain conditions, cause the transmission system to fail. To determine the impact of reserve connection facilities on the reliability of the transmission system, the article applies an original technology for building models of discrete-continuous stochastic systems. ASNA software was used as a software tool for modeling the reliable behavior of the data transmission system. This software provides automated construction of the model in the form of a graph of states and transitions based on a structural automaton model. Based on the graph of states and transitions, an analytical model is automatically generated in the form of a system of linear differential Kolmogorov-Chapman equations. Using the developed model, the article quantitatively analyzes the impact of redundant connection means (switches) on the reliability indicators of the data transmission system. In the study, the proposed models, unlike the existing ones, take into account both reliability indicators (probability of failure) and functionality indicators (probability of switching, speed) of the reserve connection means. On the basis of the developed model, the limit values of reliability and functionality of the redundant connection means (switches) were determined, at which they will minimize the reliability of the fault-tolerant data transmission system. Based on the analysis of the obtained results, practical recommendations for the selection of reliability indicators of the backup connection means, their speed and probability of switching are formed.

Analog quantum simulation of partial differential equations

Abstract Quantum simulators were originally proposed for simulating one partial differential equation in particular -- Schrodinger's equation. Can quantum simulators also efficiently simulate other partial differential equations? While most computational methods for partial differential equations -- both classical and quantum -- are digital (they must be discretised first), partial differential equations have continuous degrees of freedom. This suggests that an analog representation can be more natural. While digital quantum degrees of freedom are usually described by qubits, the analog or continuous quantum degrees of freedom can be captured by qumodes. Based on a method called Schrodingerisation, we show how to directly map D-dimensional linear partial differential equations onto a (D+1)-qumode quantum system where analog or continuous-variable Hamiltonian simulation on D+1 qumodes can be used. This very simple methodology does not require one to discretise partial differential equations first, and it is not only applicable to linear partial differential equations but also to some nonlinear partial differential equations and systems of nonlinear ordinary differential equations. We show some examples using this method, including the Liouville equation, heat equation, Fokker-Planck equation, Black-Scholes equations, wave equation and Maxwell's equations. We also devise new protocols for linear partial differential equations with random coefficients, important in uncertainty quantification, where it is clear how the analog or continuous-variable framework is most natural. This also raises the possibility that some partial differential equations may be simulated directly on analog quantum systems by using Hamiltonians natural for those quantum systems.

A new methodology in evaluating nonlinear electrohydrodynamic azimuthal stability between two dusty viscous fluids

The objective of the current paper is to scrutinize the azimuthal stability of a circular interface between two viscous fluids across porous medium in the presence of fine dust. Dusty fluid models are employed to comprehend the dynamics of aerosols in the atmosphere, a crucial aspect in the investigation of air quality, climate change, and the dissemination of pollutants. Furthermore, the comprehension and management of azimuthal nonlinear instabilities are essential in diverse engineering applications, where turbulence is a prominent factor. This includes aerospace engineering, where it is necessary for developing more efficient aircraft, as well as fluid dynamics, where it is critical for optimizing industrial processes. The system is subjected to the influence of a uniform electric field (EF) that is directed in the azimuthal direction. Electrospray trustees utilized in spaceship propulsion systems make use of the principles of Electrohydrodynamics (EHD). These representatives employ the process of ionization on a liquid propellant and utilize EFs to accelerate the resulting ions, so producing thrust. Assuming a simplified situation, the prototype is assumed to have a two-dimensional structure. Both fluids are presumed as rotating. An examination of rotating fluids is crucial for comprehending the dynamics of the atmosphere and oceans. Obtaining this knowledge is essential for accurately predicting weather, simulating climate patterns, and investigating oceanic currents. The mathematical approach is simplified by considering the viscous potential theory (VPT). The nonlinear technique relies on the use of linear fundamental partial differential equations (PDEs) and the application of the appropriate nonlinear boundary conditions (BCs). This method produces a nonlinear PDE that controls the displacement of the interface. By disregarding the nonlinear elements, a dispersion equation that is linear in nature is obtained. The stability criteria are graphed using several dimensionless physical quantities. The non-perturbative analysis (NPA) achieves nonlinear stability. As well-known, the primary objective of NPA is to convert a linear ordinary differential equation (ODE) into a linear equation. The NPA distinguishes itself from conventional perturbation methods by its ability to accurately analyze the dynamics of highly nonlinear oscillators. This novel methodology is developed utilizing the He's frequency formula (HFF) for the purpose of designing the displacement of the interface. The computational computations demonstrated that the NPA is efficacious, encouraging, and powerful. The linear and nonlinear techniques demonstrate that the effects of various dimensionless physical parameters remain constant. It is found that the Weber number We and Capillary number Cabecome zero as crucial consequences. The Ohnesorge number, Oh which represents the ratio of viscosity and the mass concentration in dusty particles, has a destabilizing effect.

The New Integral Transform “Bayawa Transform”

In this paper a new integral transform namely Bayawa transform is proposed to solve linear ordinary differential equations with constant coefficients

Reduced-order modeling on a near-term quantum computer

Quantum computing is an advancing area of research in which computer hardware and algorithms are developed to take advantage of quantum mechanical phenomena. In recent studies, quantum algorithms have shown promise in solving linear systems of equations as well as systems of linear ordinary differential equations (ODEs) and partial differential equations (PDEs). Reduced-order modeling (ROM) algorithms for studying fluid dynamics have shown success in identifying linear operators that can describe flowfields, where dynamic mode decomposition (DMD) is a particularly useful method in which a linear operator is identified from data. In this work, DMD is reformulated as an optimization problem to propagate the state of the linearized dynamical system on a quantum computer. This reformulation was chosen as a means of facilitating implementation on a near-term quantum computer. Quadratic unconstrained binary optimization (QUBO), a technique for optimizing quadratic polynomials in binary variables, allows for quantum annealing algorithms to be applied. A quantum circuit model (quantum approximation optimization algorithm, QAOA) is utilized to obtain predictions of the state trajectories. Results are shown for the quantum-ROM predictions for flow over a 2D cylinder at Re = 220 and flow over a NACA0009 airfoil at Re = 500 and α=15∘. The quantum-ROM predictions are found to depend on the number of bits utilized for a fixed point representation and the truncation level of the DMD model. Comparisons with DMD predictions from a classical computer algorithm are made, as well as an analysis of the computational complexity and prospects for future, more fault-tolerant quantum computers.

LOCAL FRACTIONAL VARIATIONAL ITERATION TRANSFORM METHOD: A TOOL FOR SOLVING LOCAL FRACTIONAL PARTIAL DIFFERENTIAL EQUATIONS

In this paper, we use the local fractional variational iteration transform method LFVITM to solve a class of linear and nonlinear partial differential equations (PDEs), as well as a system of PDEs which are involving local fractional differential operators (LFDOs). The technique combines the variational iteration transform approach and the Yang–Laplace transform. To show how effective and precise the LFVITM four examples are given.

Solving a non-local linear differential equation model of the Newtonian-type

Solving a non-local linear differential equation model of the Newtonian-type

The fundamental theorem of calculus in differential rings

In this paper, we study the consequences of the fundamental theorem of calculus from an algebraic point of view. For functions with singularities, this leads to a generalized notion of evaluation. We investigate properties of such integro-differential rings and discuss many examples. We also construct corresponding integro-differential operators and provide normal forms via rewrite rules. They are then used to derive several identities and properties in a purely algebraic way, generalizing well-known results from analysis. In identities like shuffle relations for nested integrals and the Taylor formula, additional terms are obtained that take singularities into account. Another focus lies on treating basics of linear ODEs in this framework of integro-differential operators. These operators can have matrix coefficients, which allow to treat systems of arbitrary size in a unified way. In the appendix, using tensor reduction systems, we give the technical details of normal forms and prove them for operators including other functionals besides evaluation.

Stability analysis of fractional difference equations with delay.

Long-term memory is a feature observed in systems ranging from neural networks to epidemiological models. The memory in such systems is usually modeled by the time delay. Furthermore, the nonlocal operators, such as the "fractional order difference," can also have a long-time memory. Therefore, the fractional difference equations with delay are an appropriate model in a range of systems. Even so, there are not many detailed studies available related to the stability analysis of fractional order systems with delay. In this work, we derive the stability conditions for linear fractional difference equations with an arbitrary delay τ and even for systems with distributed delay. We carry out a detailed stability analysis for the cases of single delay with τ=1 and τ=2. The results are extended to nonlinear maps. The formalism can be easily extended to multiple time delays.

Application of generalized Haar wavelet technique on simultaneous delay differential equations

In this paper, the Haar wavelet technique is applied to a system of simultaneous linear and nonlinear proportional delay differential equations. By implementing this method, the delay differential equations are transformed into a series of linear and nonlinear algebraic equations, respectively. These equations are then solved using numerical code constructed in MATLAB. The obtained approximate solutions are compared with exact solutions, demonstrating the accuracy and efficacy of the Haar wavelet method. Using the fixed point theorem, the existence and uniqueness of the solutions is established. The reliability and efficiency of the proposed technique are illustrated through two numerical examples. Additionally, a comprehensive error analysis is presented and the convergence result is discussed, providing a thorough examination of the robustness of the method. This study not only shows that the Haar wavelet technique is a powerful tool for solving delay differential equations but also sets the groundwork for future research in this area.

Flocking dynamics of agents moving with a constant speed and a randomly switching topology

Abstract In this paper, we present a sufficient framework to exhibit the sample path-wise asymptotic flocking dynamics of the Cucker–Smale model with unit-speed constraint and the randomly switching network topology. We employ a matrix formulation of the given equation, which allows us to evaluate the diameter of velocities with respect to the adjacency matrix of the network. Unlike the previous result on the randomly switching Cucker–Smale model, the unit-speed constraint disallows the system to be considered as a nonautonomous linear ordinary differential equation on velocity vector, which forces us to get a weaker form of the flocking estimate than the result for the original Cucker–Smale model.

Revivals, or the Talbot effect, for the Airy equation

AbstractWe study Dirichlet‐type problems for the simplest third‐order linear dispersive partial differential equations (PDE), often referred to as the Airy equation. Such problems have not been extensively studied, perhaps due to the complexity of the spectral structure of the spatial operator. Our specific interest is to determine whether the peculiar phenomenon of revivals, also known as Talbot effect, is supported by these boundary conditions, which for third‐order problems are not reducible to periodic ones. We prove that this is the case only for a very special choice of the boundary conditions, for which a new type of weak cusp revival phenomenon has been recently discovered. We also give some new results on the functional class of the solution for other cases.