Integrable Partial Differential Equations Research Articles

Integrability conditions for Boussinesq type systems

The symmetry approach to the classification of evolution integrable partial differential equations (see, for example (Mikhailov et al.,1991)) produces an infinite series of functions, defined in terms of the right hand side, that are conserved densities of any equation having infinitely many infinitesimal symmetries. For instance, the function ∂f∂ux has to be a conserved density of any integrable equation of the KdV type ut=uxxx+f(u,ux). This fact imposes very strong conditions on the form of the function f. In this paper we construct similar canonical densities for equations of the Boussinesq type. In order to do that, we write the equations as evolution systems and generalise the formal diagonalisation procedure proposed in Mikhailov et al. (1987) to these systems.

On Sawada-Kotera and Kaup-Kuperschmidt integrable systems

To obtain new integrable nonlinear differential equations there are some well-known methods such as Lax equations with different Lax representations. There are also some other methods that are based on integrable scalar nonlinear partial differential equations. We show that some systems of integrable equations published recently are the M2 -extension of integrable such scalar equations. For illustration, we give Korteweg–de Vries, Kaup-Kupershmidt, and Sawada-Kotera equations as examples. By the use of such an extension of integrable scalar equations, we obtain some new integrable systems with recursion operators. We also give the soliton solutions of the systems and integrable standard nonlocal and shifted nonlocal reductions of these systems.

Zero‐curvature subconformal structures and dispersionless integrability in dimension five

AbstractWe extend the recent paradigm “Integrability via Geometry” from dimensions 3 and 4 to higher dimensions, relating dispersionless integrability of partial differential equations to curvature constraints of the background geometry. We observe that in higher dimensions on any solution manifold, the symbol defines a vector distribution equipped with a subconformal structure, and the integrability imposes a certain compatibility between them. In dimension 5, we express dispersionless integrability via the vanishing of a certain curvature of this subconformal structure. We also obtain a “master equation” governing all second‐order dispersionless integrable equations in 5D, and count their functional dimension. It turns out that the obtained background geometry is parabolic of the type . We provide its Cartan‐theoretic description and compute the harmonic curvature components via the Kostant theorem. Then, we relate it to 3D projective and 4D conformal geometries via twistor theory, discuss symmetry reductions and nested Lax sequences, as well as give another interpretation of dispersionless integrability in 5D through Levi‐degenerate CR structures in 7D.

Stochastic representation for solutions of a system of coupled HJB-Isaacs equations with integral–differential operators

In this paper, we focus on the stochastic representation of a system of coupled Hamilton–Jacobi–Bellman–Isaacs (HJB–Isaacs (HJBI), for short) equations which is in fact a system of coupled Isaacs’ type integral-partial differential equation. For this, we introduce an associated zero-sum stochastic differential game, where the state process is described by a classical stochastic differential equation (SDE, for short) with jumps, and the cost functional of recursive type is defined by a new type of backward stochastic differential equation (BSDE, for short) with two Poisson random measures, whose wellposedness and a prior estimate as well as the comparison theorem are investigated for the first time. One of the Poisson random measures μ appearing in the SDE and the BSDE stems from the integral term of the HJBI equations; the other random measure in BSDE is introduced to link the coupling factor of the HJBI equations. We show through an extension of the dynamic programming principle that the lower value function of this game problem is the viscosity solution of the system of our coupled HJBI equations. The uniqueness of the viscosity solution is also obtained in a space of continuous functions satisfying certain growth condition. In addition, also the upper value function of the game is shown to be the solution of the associated system of coupled Isaacs’ type of integral-partial differential equations. As a byproduct, we obtain the existence of the value for the game problem under the well-known Isaacs’ condition.

Nonlinear geometrically exact dynamics of hyperelastic pipes conveying fluid: Comparative study of different hyperelastic models

This work presents a comparative analysis of the nonlinear dynamic responses of fluid-conveying pipes modelled by four different phenomenological hyperelastic constitutive models, namely the Mooney-Rivlin model, the Neo-Hookean model, the Yeoh model, and the Ogden model. Based on the strain energy density functions and the exact geometric relation, the geometrically exact dynamic models corresponding to different hyperelastic contitutive models are established. Then the Galerkin's truncation is adopted to transfer the obtained nonlinear integral-partial differential equations into the nonlinear ordinary differential equations. Subsequently, linear dynamic study and finite difference method are taken to explore the natural frequencies and stabilities and nonlinear dynamic responses of the pipe, respectively. And the fitting coefficients for various models obtained from Treloar's experiment data are utilized in the numerical calculation. It is found the Hopf bifurcation and the limit cycle oscillations in the post-flutter status are influenced by the choice of the hyperelastic models, particularly under large flow velocity. However, hyperelastic constitutive models do not exert a significantly extreme influence on the results, which can be attributed to the relatively small strains even though large deformations occur in the pipe. Mathematically, it is proven that the symmetry observed in the pipe's displacement response stems from the symmetry of its cross-section and the inextensibility assumption of the centerline, with hyperelasticity having no effect on this symmetry.

Inverse scattering transform for continuous and discrete space‐time‐shifted integrable equations

AbstractNonlocal integrable partial differential equations possessing a spatial or temporal reflection have constituted an active research area for the past decade. Recently, more general classes of these nonlocal equations have been proposed, wherein the nonlocality appears as a combination of a shift (by a real or a complex parameter) and a reflection. This new shifting parameter manifests itself in the inverse scattering transform (IST) as an additional phase factor in an analogous way to the classical Fourier transform. In this paper, the IST is analyzed in detail for several examples of such systems. Particularly, time, space, and space‐time‐shifted nonlinear Schrödinger (NLS) and space‐time‐shifted modified Korteweg‐de Vries equations are studied. Additionally, the semidiscrete IST is developed for the time, space, and space‐time‐shifted variants of the Ablowitz–Ladik integrable discretization of the NLS. One‐soliton solutions are constructed for all continuous and discrete cases.

Painlevé analysis of the resonant third-order nonlinear Schrödinger equation

The resonant Schrödinger equation of the third order is studied. The Painlevé test for nonlinear partial differential equations is used to determine integrability of equation. It is shown that the necessary condition for integrability of partial differential equations by the inverse scattering transform is fulfilled at certain parameter restriction. Analytical solutions in the form of periodic and solitary wave are presented.

Lump, Breather, Ma-Breather, Kuznetsov–Ma-Breather, Periodic Cross-Kink and Multi-Waves Soliton Solutions for Benney–Luke Equation

The goal of this research is to utilize some ansatz forms of solutions to obtain novel forms of soliton solutions for the Benney–Luke equation. It is a mathematically valid approximation that describes the propagation of two-way water waves in the presence of surface tension. By using ansatz forms of solutions, with an appropriate set of parameters, the lump soliton, periodic cross-kink waves, multi-waves, breather waves, Ma-breather, Kuznetsov–Ma-breather, periodic waves and rogue waves solutions can be obtained. Breather waves are confined, periodic, nonlinear wave solutions that preserve their amplitude and shape despite alternating between compression and expansion. For some integrable nonlinear partial differential equations, a lump soliton is a confined, stable solitary wave solution. Rogue waves are unusually powerful and sharp ocean surface waves that deviate significantly from the surrounding wave pattern. They pose a threat to maritime safety. They typically show up in solitary, seemingly random circumstances. Periodic cross-kink waves are a particular type of wave pattern that has frequent bends or oscillations that cross at right angles. These waves provide insights into complicated wave dynamics and arise spontaneously in a variety of settings. In order to predict the wave dynamics, certain 2D, 3D and contour profiles are also analyzed. Since these recently discovered solutions contain certain arbitrary constants, they can be used to describe the variation in the qualitative characteristics of wave phenomena.

Approximate solution to solve singular variable-order fractional Volterra–Fredholm integral partial differential equations type defined using hybrid functions

Variable-order time fractional Volterra–Fredholm integral partial differential equations with weakly singular kernels are taken into account as results of modeling diverse physical phenomena. In order to determine the approximate solution of this category of functional equation, a matrix collocation method by utilizing the hybrid Bernstein polynomials and block-pulse functions is proffered so that their two-dimensional operational matrices of the integration are derived to avoid the integration operation. Therefore, the speed of computations will increase. Convergence, error estimation, existence and uniqueness of the solution are inspected. The approach discussed is executed on several experimental examples and the results illustrate the effectiveness, applicability and accuracy of the proposed method.

Valuations of generalized variance swaps under the jump–diffusion model with stochastic liquidity risk

This paper focuses on the pricing problem of generalized variance swaps with jump risk in the underlying asset price under a stochastic liquidity model. We obtain a pricing formula of generalized variance swap in a jump–diffusion model with stochastic liquidity risk by the joint moment generating function (MGF) generated by solving the partial integral differential equation (PIDE). Using asymptotic analysis, we also demonstrate that as the sampling interval approaches zero, the pricing formula of discretely sampled generalized variance swap tends to be that of continuously sampled generalized variance swap. Finally, to verify the feasibility of the pricing formula of the generalized variance swap presented in this paper, we conduct some numerical experiments, including a comparison with the results of Monte Carlo (MC) simulation, the impact of various model parameters on the delivery prices of generalized variance swaps, and empirical research using actual market data.

Transfer learning and pretraining enhanced physics-informed machine learning for closed-circuit reverse osmosis modeling

Closed-circuit reverse osmosis (CCRO) is a widely concerned batch-type desalination process that exhibits dynamic, multi-mode, and cyclic behavior. This study provides a novel physics-informed machine learning method that integrate pretraining and transfer learning (PT-TL) to construct spatiotemporal model of the CCRO process. In this model, two types of networks are specifically tailored to approximate the latent solutions of the closed-circuit and flushing modes within each running cycle. To facilitate long-time integration of partial differential equations in the closed-circuit mode, time-adaptive decomposition is utilized in parameter transfer learning to identify appropriate sequence partitioning and accelerate the learning process. During the pretraining step, a coarse-grained model is constructed by adjusting the linear initial conditions of the flushing mode to capture time-varying characteristics. The integration of PT-TL with physics-informed machine learning not only reduces training time by over 50 % but also demonstrates comparable predictive ability to traditional numerical methods.

Frequency Design of a Vertical Cantilever Beam Carrying Tip Mass

Previous research has revealed that vertical cantilever beam structures, after considering the effects of gravity, can exhibit a 1:3 internal resonance between two transverse modes. However, whether a similar phenomenon would still occur in the system when a proof body is attached to the free end of cantilever beams, and how to perform parameter design to deliberately induce internal resonance are still open issues. The present study conducts research on the natural frequencies of a vertical cantilever beam with a tip mass. Within the framework of the Euler–Bernoulli beam theory, Hamilton’s principle is utilized to derive the integral-partial differential equation of free vibration of the system. The corresponding frequency equation is then solved using the Chebyshev pseudospectral method, with an algebraic equation of the natural frequency obtained. Moreover, an explicit analytical expression for the fundamental frequency is obtained using parameter fitting, which is then used to reveal the relationship among parameters under the critical state of buckling and evaluate the extent of gravity’s impact on the fundamental frequency. The study finally investigates the ratio of the first two natural frequencies. A parameter design method is proposed, which derives a parametric curve in terms of the fundamental frequency, ensuring a 1:3 ratio between the first two natural frequencies. The free vibration time history at the midpoint of the beam is acquired by directly solving the system’s partial differential equation through the finite element method. Fourier transformation of this time history verifies that the fundamental frequency aligns with a predetermined value, and the ratio between the first two natural frequencies is 1:3, thus confirming the efficacy of the proposed method. It is found that the addition of a tip mass provides more flexibility in adjusting parameters to achieve internal resonance, which facilitates the miniaturization of actual structures.

CUQIpy: II. Computational uncertainty quantification for PDE-based inverse problems in Python

Inverse problems, particularly those governed by Partial Differential Equations (PDEs), are prevalent in various scientific and engineering applications, and uncertainty quantification (UQ) of solutions to these problems is essential for informed decision-making. This second part of a two-paper series builds upon the foundation set by the first part, which introduced CUQIpy, a Python software package for computational UQ in inverse problems using a Bayesian framework. In this paper, we extend CUQIpy’s capabilities to solve PDE-based Bayesian inverse problems through a general framework that allows the integration of PDEs in CUQIpy, whether expressed natively or using third-party libraries such as FEniCS. CUQIpy offers concise syntax that closely matches mathematical expressions, streamlining the modeling process and enhancing the user experience. The versatility and applicability of CUQIpy to PDE-based Bayesian inverse problems are demonstrated on examples covering parabolic, elliptic and hyperbolic PDEs. This includes problems involving the heat and Poisson equations and application case studies in electrical impedance tomography and photo-acoustic tomography, showcasing the software’s efficiency, consistency, and intuitive interface. This comprehensive approach to UQ in PDE-based inverse problems provides accessibility for non-experts and advanced features for experts.

Doubly reflected generalized BSDEs with jumps and an obstacle problem of parabolic IPDEs with nonlinear Neumann boundary conditions

Abstract A one-dimensional generalized backward stochastic differential equation with jumps and two barriers is the main objective of this paper. When the generators are monotone and the barriers are right continuous with left limits and completely separated, we prove the existence and uniqueness of a solution. As in application, we provide a probabilistic interpretation of a solution of a double obstacle problem of second-order parabolic integral-partial differential equations with nonlinear Neumann boundary conditions.

A novel approach to solving system of integral partial differential equations based on hybrid modified block‐pulse functions

In nonlinear this paper, we present a new approach to solve system of two‐dimensionalFredholm–Volterra integral partial differential equations. This approach is based on a new hybrid of two‐dimensional Bernoulli polynomials and modified block‐pulse functions. Different from the traditional methods, in this new approach, the operational matrices are considered. Furthermore, by solving this matrix equation and using the collocation method, approximate solutions for the problem are obtained. Finally, error analysis and three practical examples are provided accuracy and efficiency illustrate our approach.

Physical and mathematical modeling of coding technology and RFID marking system

The increase in production volumes in the modern world leads to the need for the growth of various systems for encoding information about a particular product, moving on to the topic of improving labeling systems. This study examines the possibilities for further improvement of the RFID (Radio Frequency Identification) marking system, which is currently in greatest demand for classifying various units of goods. General information about this technology in a general sense is provided, after which, from the point of view of physical and mathematical modeling, the method of using electromagnetic induction to read data from markings is described in detail. During the technology analysis, various mathematical methods were used, including partial differential equations, integral equations and other physical and mathematical expressions for a general analysis of the processes under study. The conclusion provides general conclusions regarding the study, as well as information on the need for further improvement of this technology using various methods.

Application of Adomian Decomposition Method for Solving Helmholtz Equation

The Adomian decomposition method (ADM) is effective for solving linear and nonlinear ordinary and partial differential equations, integral equations, algebraic equations and integro-differential equations and it leads to an analytical solution in the form of an infinite power series. We will solve the Helmholtz equation in two dimensional by the Adomian decomposition method.
 Key words: Application of Adomian Decomposition Method, Helmholtz Equation, Adomian Decomposition Method. 

Liouville integrable binomial Hamiltonian system

In this study, we work on a novel Hamiltonian system which is Liouville integrable. In the integrable Hamiltonian model, conserved currents can be represented as Binomial polynomials in which each order corresponds to the integral of motion of the system. From a mathematical point of view, the equations of motion can be written as integrable second-order nonlinear partial differential equations in 1 + 1 dimensions.

Systematic Bias Correction in Ocean Mesoscale Forecasting Using Machine Learning

AbstractThe ocean circulation is modulated by meandering currents and eddies. Forecasting their evolution is a key target of operational models, but their forecast skill remains limited. We propose a machine learning approach that improves the output of an ocean circulation model by learning and predicting its systematic biases. This method can be applied a priori to any region, and is tested in the Gulf of Mexico, where the Loop Current (LC) and the large anticyclonic eddies that detach from it are major forecasting targets. The LC dynamics are recurrent and lie on a low‐dimensional dynamical attractor. Building upon the information gained analyzing this low dimensional attractor, we improve the representation of sea surface anomalies in model outputs through information from satellite altimeter data using a Sequence‐to‐Sequence model, which is a special class of Recurrent Neural Network. Building upon the HYCOM‐NCODA analysis system, we deliver a correction to the forecast at the observation resolution. For at least 15 days the proposed method learns to forecast the systematic bias in the HYCOM‐NCODA, outperforming persistence, and improving the forecast. This data‐driven approach is fast and can be implemented as an added step to any dynamical hindcasting or forecasting model. It offers an interesting avenue for further developing hybrid modeling tools. In these tools, fundamental physical conservations are preserved through the integration of partial differential equations which obey them. In addition, the method highlights specific deficiencies of the hindcast system that deserve further investigation in the future.

Validity of Galerkin Method at Beam’s Nonlinear Vibrations of the Single Mode with the Initial Curvature

A common strategy for studying the nonlinear vibrations of beams is to discretize the nonlinear partial differential equation into a nonlinear ordinary differential equation or equations through the Galerkin method. Then, the oscillations of beams are explored by solving the ordinary differential equation or equations. However, recent studies have shown that this strategy may lead to erroneous results in some cases. The present paper carried out the following three research studies: (1) We performed Galerkin first-order and second-order truncations to discrete the nonlinear partial differential integral equation that describes the vibrations of a Bernoulli-Euler beam with initial curvatures. (2) The approximate analytical solutions of the discretized ordinary differential equations were obtained through the multiple scales method for the primary resonance. (3) We compared the analytical solutions with those of the finite element method. Based on the results obtained by the two methods, we found that the Galerkin method can accurately estimate the dynamic behaviors of beams without initial curvatures. On the contrary, the Galerkin method underestimates the softening effect of the quadratic nonlinear term that is induced by the initial curvature. This may cause erroneous results when the Galerkin method is used to study the dynamic behaviors of beams with the initial curvatures.