Exact-Solutions Of Linear Partial-Differential Equations With Variable-Coefficients

Backlund transformations relating the solutions of linear PDE with variable coefficients to those of PDE with constant coefficients are found, generalizing the study of Varley and Seymour [2]. Auto-Backlund transformations are also determined. To facilitate the generation of new solutions via Backlund transformation, explicit solutions of both classes of the PDE just mentioned are found using invariance properties of these equations and other methods. Some of these solutions are new.

The fully implicit stochastic-alpha method for stiff stochastic differential equations

A fully implicit integration method for stochastic differential equations with significant multiplicative noise and stiffness in both the drift and diffusion coefficients has been constructed, analyzed and illustrated with numerical examples in this work. The method has strong order 1.0 consistency and has user-selectable parameters that allow the user to expand the stability region of the method to cover almost the entire drift-diffusion stability plane. The large stability region enables the method to take computationally efficient time steps. A system of chemical Langevin equations simulated with the method illustrates its computational efficiency.

A parallel multistep predictor-corrector algorithm for solving ordinary differential equations

In this paper we give a generalized predictor-corrector algorithm for solving ordinary differential equations with specified initial values. The method uses multiple correction steps which can be carried out in parallel with a prediction step. The proposed method gives a larger stability interval compared to the existing parallel predictor-corrector methods. A method has been suggested to implement the algorithm in multiple processor systems with efficient utilization of all the processors.

Similarity solution of unsteady boundary layer equations with a magnetic field

The unsteady laminar incompressible boundary layer flow of an electrically conducting fluid in the stagnation region of two-dimensional and axisymmetric bodies with an applied magnetic field has been studied. The boundary layer equations which are parabolic partial differential equations with three independent variables have been reduced to a system of ordinary differential equations by using suitable transformations and then solved numerically using a shooting method. Here, we have obtained new solutions which are solutions of both the boundary layer and Navier-Stokes equations.

Semigroups on Frechet spaces and equations with infinite delays

In this paper, we show existence and uniqueness of a solution to a functional differential equation with infinite delay. We choose an appropriate Frechet space so as to cover a large class of functions to be used as initial functions to obtain existence and uniqueness of solutions.

Semigroups on Frechet spaces and equations with infinite delays

In this paper, we show existence and uniqueness of a solution to a functional differential equation with infinite delay. We choose an appropriate Frechet space so as to cover a large class of functions to be used as initial functions to obtain existence and uniqueness of solutions.

Numerical procedure for second order non-linear ordinary differential equations and application to heat transfer problem

In this paper, we have first given a numerical procedure for the solution of second order non-linear ordinary differential equations of the type y″ = f (x;y, y′) with given initial conditions. The method is based on geometrical interpretation of the equation, which suggests a simple geometrical construction of the integral curve. We then translate this geometrical method to the numerical procedure adaptable to desk calculators and digital computers. We have studied the efficacy of this method with the help of an illustrative example with known exact solution. We have also compared it with Runge-Kutta method. We have then applied this method to a physical problem, namely, the study of the temperature distribution in a semi-infinite solid homogeneous medium for temperature-dependent conductivity coefficient.

The Adomian method applied to some extraordinary differential equations

Several ''extraordinary'' differential equations are considered for their solutions via the decomposition method of Adomian. Verifications are made with the solutions obtained by other methods.

SPLIT-STEP FORWARD MILSTEIN METHOD FOR STOCHASTIC DIFFERENTIAL EQUATIONS

In this paper, we consider the problem of computing numerical solutions for stochastic differential equations (SDEs) of Ito form. A fully explicit method, the split-step forward Milstein (SSFM) method, is constructed for solving SDEs. It is proved that the SSFM method is convergent with strong order gamma = 1 in the mean-square sense. The analysis of stability shows that the mean-square stability properties of the method proposed in this paper are an improvement on the mean-square stability properties of the Milstein method and three stage Milstein methods.

Stochastic differential games with multiple modes

We have studied two person stochastic differential games with multiple modes. For the zero-sum game we have established the existence of optimal strategies for both players. For the nonzero-sum case we have proved the existence of a Nash equilibrium.

Solution of singular integral equations with logarithmic and Cauchy kernels

A direct method of solution is presented for singular integral equations of the first kind, involving the combination of a logarithmic and a Cauchy type singularity. Two typical cages are considered, in one of which the range of integration is a Single finite interval and, in the other, the range of integration is a union of disjoint finite intervals. More such general equations associated with a finite number (greater than two) of finite, disjoint, intervals can also be handled by the technique employed here.

Unsteady Attachment Line Flow On A Flat-Plate With Attached Cylinder

The unsteady laminar incompressible boundary-layer attachment-line flow on a flat plate with attached cylinder with heat and mass transfer has been studied when the free stream velocity, mass transfer and surface wall temperature vary arbitrarily with time. The governing partial differential equations with three independent variables have been solved numerically using an implicit finite-difference scheme. The heat transfer was found to be strongly dependent on the Prandtl number, variation of wall temperature with time and dissipation parameter (for large times). However, the free stream velocity distribution and mass transfer affect both the heat transfer and skin friction.

A multi-microprocessor architecture for solving partial differential equations

This paper presents the architecture of a fault-tolerant, special-purpose multi-microprocessor system for solving Partial Differential Equations (PDEs). The modular nature of the architecture allows the use of hundreds of Processing Elements (PEs) for high throughput. Its performance is evaluated by both analytical and simulation methods. The results indicate that the system can achieve high operation rates and is not sensitive to inter-processor communication delay.

Vibrations of a Beam in Variable Contact With a Flat Surface

We study small vibrations of cantilever beams contacting a rigid surface. We study two cases: the first is a beam that sags onto the ground due to gravity, and the second is a beam that sticks to the ground through reversible adhesion. In both cases, the noncontacting length varies dynamically. We first obtain the governing equations and boundary conditions, including a transversality condition involving an end moment, using Hamilton's principle. Rescaling the variable length to a constant value, we obtain partial differential equations with time varying coefficients, which, upon linearization, give the natural frequencies of vibration. The natural frequencies for the first case (gravity without adhesion) match that of a clamped-clamped beam of the same nominal length; frequencies for the second case, however, show no such match. We develop simple, if atypical, single degree of freedom approximations for the first modes of these two systems, which provide insights into the role of the static deflection profile, as well as the end moment condition, in determining the first natural frequencies of these systems. Finally, we consider small transverse sinusoidal forcing of the first case and find that the governing equation contains both parametric and external forcing terms. For forcing at resonance, w find that either the internal or the external forcing may dominate.

Unsteady three-dimensional boundary layer flow over a flat plate with attached cylinder

The unsteady laminar incompressible three-dimensional boundary layer flow and heat transfer on a flat plate with an attached cylinder have been studied when the free stream velocity components and wall temperature vary inversely as linear and quadratic functions of time, respectively. The governing semisimilar partial differential equations with three independent variables have been solved numerically using a quasilinear finite-difference scheme. The results indicate that the skin friction increases with parameter λ which characterizes the unsteadiness in the free stream velocity and the streamwise distance Image , but the heat transfer decreases. However, the skin friction and heat transfer are found to change little along Image . The effect of the Prandtl number on the heat transfer is found to be more pronounced when λ is small, whereas the effect of the dissipation parameter is more pronounced when λ is comparatively large.