Similarity solutions of partial differential equations using DESOLV

We present and describe new reduction routines included in DESOLV which, in many cases, may allow the complete automation of the determination of similarity solutions of partial differential equations.

Lie symmetries of partial differential equations using symbolic computing

This study presents a theoretical basis for and outlines the method of finding the Lie point symmetries of systems of partial differential equations. It seeks to determine which of five computer algebra packages is best at finding these symmetries. The chosen packages are LIEPDE and DIMSYM for REDUCE, LIE and BIGLIE for MUMATH, DESOLV for MAPLE, and MATHLIE for MATHEMATICA. This work concludes that while all of the computer packages are useful, DESOLV appears to be the most successful system at determining the complete set of Lie symmetries. Also, the study describes REDUCEVAR, a new package for MAPLE, that reduces the number of independent variables in systems of partial differential equations, using particular Lie point symmetries. It outlines the results of some testing carried out on this package. It concludes that REDUCEVAR is a very useful tool in performing the reduction of independent variables according to Lie's theory and is highly accurate in identifying cases where the symmetries are not suitable for finding S/G equations.

Computational aspects of the numerical solution of SDEs

In the last 30 to 40 years, many researchers have combined to build the knowledge base of theory and solution techniques that can be applied to the case of differential equations which include the effects of noise. This class of ``noisy'' differential equations is now known as stochastic differential equations (SDEs). Markov diffusion processes are included within the field of SDEs through the drift and diffusion components of the Itô form of an SDE. When these drift and diffusion components are moderately smooth functions, then the processes' transition probability densities satisfy the Fokker-Planck-Kolmogorov (FPK) equation -- an ordinary partial differential equation (PDE). Thus there is a mathematical inter-relationship that allows solutions of SDEs to be determined from the solution of a noise free differential equation which has been extensively studied since the 1920s. The main numerical solution technique employed to solve the FPK equation is the classical Finite Element Method (FEM). The FEM is of particular importance to engineers when used to solve FPK systems that describe noisy oscillators. The FEM is a powerful tool but is limited in that it is cumbersome when applied to multidimensional systems and can lead to large and complex matrix systems with their inherent solution and storage problems. I show in this thesis that the stochastic Taylor series (TS) based time discretisation approach to the solution of SDEs is an efficient and accurate technique that provides transition and steady state solutions to the associated FPK equation. The TS approach to the solution of SDEs has certain advantages over the classical techniques. These advantages include their ability to effectively tackle stiff systems, their simplicity of derivation and their ease of implementation and re-use. Unlike the FEM approach, which is difficult to apply in even only two dimensions, the simplicity of the TS approach is independant of the dimension of the system under investigation. Their main disadvantage, that of requiring a large number of simulations and the associated CPU requirements, is countered by their underlying structure which makes them perfectly suited for use on the now prevalent parallel or distributed processing systems. In summary, l will compare the TS solution of SDEs to the solution of the associated FPK equations using the classical FEM technique. One, two and three dimensional FPK systems that describe noisy oscillators have been chosen for the analysis. As higher dimensional FPK systems are rarely mentioned in the literature, the TS approach will be extended to essentially infinite dimensional systems through the solution of stochastic PDEs. In making these comparisons, the advantages of modern computing tools such as computer algebra systems and simulation software, when used as an adjunct to the solution of SDEs or their associated FPK equations, are demonstrated.

On a class of contest success functions

In this article, I analyze a class of contest success functions (CSFs) that satisfy Luce's Choice Axiom. I show that the functional forms of these CSFs can be fully identified if they are characterized by a partial differential equation (PDE), which has several intuitive economic interpretations. This POE approach provides foundations for popular CSFs and their generalizations.

A physically based phenomenological model for deformation twinning in magnesium alloy

A partial differential equation is developed that captures the evolution of key characteristics of tensile twinning in magnesium base alloys. The objective is to provide a framework for ascertaining the effects of hardening – due to grain refinement, precipitation and dislocation substructure – on twin volume fraction, thickness and length. The model is developed with the help of observations made on alloy AZ31. It is shown that it is necessary to consider the nucleation of twins at locations where neighbouring twins impinge on the grain boundary. The model provides a reasonable approximation for the role of grain size on twinning. It predicts a period of low apparent work hardening following yielding and shows that this should be more extensive for finer grain sizes, in agreement with experiment. Finally, some predictions are made on the effect of changing the resistance to twinning.

FracSym: automated symbolic computation of Lie symmetries of fractional differential equations

In this paper, we present an algorithm for the systematic calculation of Lie point symmetries for fractional order differential equations (FDEs) using the method as described by Buckwar & Luchko (1998) and Gazizov, Kasatkin & Lukashchuk (2007, 2009, 2011). The method has been generalised here to allow for the determination of symmetries for FDEs with n independent variables and for systems of partial FDEs. The algorithm has been implemented in the new MAPLE package FracSym (Jefferson and Carminati 2013) which uses routines from the MAPLE symmetry packages DESOLVII (Vu, Jefferson and Carminati, 2012) and ASP (Jefferson and Carminati, 2013). We introduce FracSym by investigating the symmetries of a number of FDEs; specific forms of any arbitrary functions, which may extend the symmetry algebras, are also determined. For each of the FDEs discussed, selected invariant solutions are then presented. © 2013 Elsevier B.V. All rights reserved.

A comparative study of some computer algebra packages which determine the lie point symmetries of differential equations

The study seeks to determine which of five computer algebra packages is best at finding the Lie point symmetries of systems of partial differential equations with minimal user intervention. The chosen packages are LIEPDE and DIMSYM for REDUCE, LIE and BIGLIE for MUMATH, DESOLV for MAPLE, and MATHLIE for MATHEMATICA. A series of systems of partial differential equations are used in the study. The paper concludes that while all of the computer packages are useful, DESOLV appears to be the most successful system at determining the complete set of Lie point symmetries of systems of partial differential equations.

Application of real and functional analysis to solve boundary value problems

This thesis is about using appropriate tools in functional analysis arid classical analysis to tackle the problem of existence and uniqueness of nonlinear partial differential equations. There being no unified strategy to deal with these equations, one approaches each equation with an appropriate method, depending on the characteristics of the equation. The correct setting of the problem in appropriate function spaces is the first important part on the road to the solution. Here, we choose the setting of Sobolev spaces. The second essential part is to choose the correct tool for each equation. In the first part of this thesis (Chapters 3 and 4) we consider a variety of nonlinear hyperbolic partial differential equations with mixed boundary and initial conditions. The methods of compactness and monotonicity are used to prove existence and uniqueness of the solution (Chapter 3). Finding a priori estimates is the main task in this analysis. For some types of nonlinearity, these estimates cannot be easily obtained, arid so these two methods cannot be applied directly. In this case, we first linearise the equation, using linear recurrence (Chapter 4). In the second part of the thesis (Chapter 5), by using an appropriate tool in functional analysis (the Sobolev Imbedding Theorem), we are able to improve previous results on a posteriori error estimates for the finite element method of lines applied to nonlinear parabolic equations. These estimates are crucial in the design of adaptive algorithms for the method, and previous analysis relies on, what we show to be, unnecessary assumptions which limit the application of the algorithms. Our analysis does not require these assumptions. In the last part of the thesis (Chapter 6), staying with the theme of choosing the most suitable tools, we show that using classical analysis in a proper way is in some cases sufficient to obtain considerable results. We study in this chapter nonexistence of positive solutions to Laplace's equation with nonlinear Neumann boundary condition. This problem arises when one wants to study the blow-up at finite time of the solution of the corresponding parabolic problem, which models the heating of a substance by radiation. We generalise known results which were obtained by using more abstract methods.

Finding higher symmetries of differential equations using the MAPLE package DESOLVII

We present and describe, with illustrative examples, the MAPLE computer algebra package DESOLVII, which is a major upgrade of DESOLV. DESOLVII now includes new routines allowing the determination of higher symmetries (contact and Lie-Backlund) for systems of both ordinary and partial differential equations.

Similarity solution of axisymmetric flow in porous media

Applications of the axisymmetric Boussinesq equation to groundwater hydrology and reservoir engineering have long been recognised. An archetypal example is invasion by drilling fluid into a permeable bed where there is initially no such fluid present, a circumstance of some importance in the oil industry. It is well known that the governing Boussinesq model can be reduced to a nonlinear ordinary differential equation using a similarity variable, a transformation that is valid for a certain time-dependent flux at the origin. Here, a new analytical approximation is obtained for this case. The new solution,, which has a simple form, is demonstrated to be highly accurate.

Optimal H∞ insulin injection control for blood glucose regulation in diabetic patients

The theory of H/sup /spl infin// optimal control has the feature of minimizing the worst-case gain of an unknown disturbance input. When appropriately modified, the theory can be used to design a "switching" controller that can be applied to insulin injection for blood glucose (BG) regulation. The "switching" controller is defined by a collection of basic insulin rates and a rule that switches the insulin rates from one value to another. The rule employed an estimation of BG from noisy measurements, and the subsequent optimization of a performance index that involves the solution of a "jump" Riccati differential equation and a discrete-time dynamic programming equation. With an appropriate patient model, simulation studies have shown that the controller could correct BG deviation using clinically acceptable insulin delivery rates.

Semi-hyperbolic mappings in Banach spaces

The definition of semi-hyperbolic dynamical systems generated by Lipschitz continuous and not necessarily invertible mappings in Banach spaces is presented in this thesis. Like hyperbolic mappings, they involve a splitting into stable and unstable spaces, but a slight leakage from the strict invariance of the spaces is possible and the unstable subspaces are assumed to be finite dimensional. Bi-shadowing is a combination of the concepts of shadowing and inverse shadowing and is usually used to compare pseudo-trajectories calculated by a computer with the true trajectories. In this thesis, the concept of bi-shadowing in a Banach space is defined and proved for semi-hyperbolic dynamical systems generated by Lipschitz mappings. As an application to the concept of bishadowing, linear delay differential equations are shown to be bi-shadowing with respect to pseudo-trajectories generated by nonlinear small perturbations of the linear delay equation. This shows robustness of solutions of the linear delay equation with respect to small nonlinear perturbations. Complicated dynamical behaviour is often a consequence of the expansivity of a dynamical system. Semi-hyperbolic dynamical systems generated by Lipschitz mappings on a Banach space are shown to be exponentially expansive, and explicit rates of expansion are determined. The result is applied to a nonsmooth noninvertible system generated by delay differential equation. It is shown that semi-hyperbolic mappings are locally φ-contracting, where -0 is the Hausdorff measure of noncompactness, and that a linear operator is semi-hyperbolic if and only if it is φ-contracting and has no spectral values on the unit circle. The definition of φ-bi-shadowing is given and it is shown that semi-hyperbolic mappings in Banach spaces are φ-bi-shadowing with respect to locally condensing continuous comparison mappings. The result is applied to linear delay differential equations of neutral type with nonsmooth perturbations. Finally, it is shown that a small delay perturbation of an ordinary differential equation with a homoclinic trajectory is ‘chaotic’.

Strain hardening behavior of high performance FBDP, TRIP and TWIP steels

Based on n-value differential equation and microstructural observation, strain hardening behaviors of FBDP, TRIP, and TWIP steels during uniaxial tension were investigated. TRIP steel exhibits both superior strength and ductility than FBDP steel, and TWIP steel displays much higher total and uniform elongations in comparison to FBDP and TRIP steels. The instantaneous n values of FBDP and TRIP steels increase at small strains, reach a maximum value, smoothly decrease at higher strains, and then rapidly drop up to the specimen rupture. The strain hardening of TRIP steel persists at higher strains where that of FBDP steel begins to diminish. TWIP steel exhibits gradually increased instantaneous n values over the whole uniform plastic deformation, implying that TWIP steel shows a much larger strain hardening capability than FBDP and TRIP steels.

A mathematical model for the spread of Strepotococcus pneumoniae with transmission dependent on serotype

We examine a mathematical model for the transmission of Streptococcus Pneumoniae amongst young children when the carriage transmission coefficient depends on the serotype. Carriage means pneumococcal colonization. There are two sequence types (STs) spreading in a population each of which can be expressed as one of two serotypes. We derive the differential equation model for the carriage spread and perform an equilibrium and global stability analysis on it. A key parameter is the effective reproduction number R e. For R e ≤ 1,  there is only the carriage-free equilibrium (CFE) and the carriage will die out whatever be the starting values. For R e > 1, unless the effective reproduction numbers of the two STs are equal, in addition to the CFE there are two carriage equilibria, one for each ST. If the ST with the largest effective reproduction number is initially present, then in the long-term the carriage will tend to the corresponding equilibrium.

Estimation of accumulated lethality under pressure-assisted thermal processing

A study was conducted to develop an integrated process lethality model for pressure-assisted thermal processing (PATP) taking into consideration the lethal contribution of both pressure and heat on spore inactivation. Assuming that the momentary inactivation rate was dependent on the survival ratio and momentary pressure-thermal history, a differential equation was formulated and numerically solved using the Runge-Kutta method. Published data on combined pressure-heat inactivation of Bacillus amyloliquefaciens spores were used to obtain model kinetic parameters that considered both pressure and thermal effects. The model was experimentally validated under several process scenarios using a pilot-scale high-pressure food processor. Using first-order kinetics in the model resulted in the overestimation of log reduction compared to the experimental values. When the n th-order kinetics was used, the computed accumulated lethality and the log reduction values were found to be in reasonable agreement with the experimental data. Within the experimental conditions studied, spatial variation in process temperature resulted up to 3.5 log variation in survivors between the top and bottom of the carrier basket. The predicted log reduction of B. amyloliquefaciens spores in deionized water and carrot purée had satisfactory accuracy (1.07-1.12) and regression coefficients (0.83-0.92). The model was also able to predict log reductions obtained during a double-pulse treatment conducted using a pilot-scale high-pressure processor. The developed model can be a useful tool to examine the effect of combined pressure-thermal treatment on bacterial spore lethality and assess PATP microbial safety. © 2013 Springer Science+Business Media New York.