Quasi-separation of the biharmonic partial differential equation

In this paper, we consider analytical and numerical solutions to the Dirichlet boundary-value problem for the biharmonic partial differential equation on a disc of finite radius in the plane. The physical interpretation of these solutions is that of the harmonic oscillations of a thin, clamped plate. For the linear, fourth-order, biharmonic partial differential equation in the plane, it is well known that the solution method of separation in polar coordinates is not possible, in general. However, in this paper, for circular domains in the plane, it is shown that a method, here called quasi-separation of variables, does lead to solutions of the partial differential equation. These solutions are products of solutions of two ordinary linear differential equations: a fourth-order radial equation and a second-order angular differential equation. To be expected, without complete separation of the polar variables, there is some restriction on the range of these solutions in comparison with the corresponding separated solutions of the second-order harmonic differential equation in the plane. Notwithstanding these restrictions, the quasi-separation method leads to solutions of the Dirichlet boundary-value problem on a disc with centre at the origin, with boundary conditions determined by the solution and its inward drawn normal taking the value 0 on the edge of the disc. One significant feature for these biharmonic boundary-value problems, in general, follows from the form of the biharmonic differential expression when represented in polar coordinates. In this form, the differential expression has a singularity at the origin, in the radial variable. This singularity translates to a singularity at the origin of the fourth-order radial separated equation; this singularity necessitates the application of a third boundary condition in order to determine a self-adjoint solution to the Dirichlet boundary-value problem. The penultimate section of the paper reports on numerical solutions to the Dirichlet boundary-value problem; these results are also presented graphically. Two specific cases are studied in detail and numerical values of the eigenvalues are compared with the results obtained in earlier studies.

Localized waves in optical systems with periodic dispersion and nonlinearity management

We overview our recent developments in the theory of dispersion-managed (DM) solitons within the context of optical applications. First, we present a class of localized solutions with a period multiple to that of the standard DM soliton in the nonlinear Schrödinger equation with periodic variations of the dispersion. In the framework of a reduced ordinary differential equation-based model, we discuss the key features of these structures, such as a smaller energy compared to traditional DM solitons with the same temporal width. Next, we present new results on dissipative DM solitons, which occur in the context of mode-locked lasers. By means of numerical simulations and a reduced variational model of the complex Ginzburg-Landau equation, we analyze the influence of the different dissipative processes that take place in a laser.

Function interval arithmetic

We propose an arithmetic of function intervals as a basis for convenient rigorous numerical computation. Function intervals can be used as mathematical objects in their own right or as enclosures of functions over the reals. We present two areas of application of function interval arithmetic and associated software that implements the arithmetic: (1) Validated ordinary differential equation solving using the AERN library and within the Acumen hybrid system modeling tool. (2) Numerical theorem proving using the PolyPaver prover. © 2014 Springer-Verlag.

Localized waves in optical systems with periodic dispersion and nonlinearity management

We overview our recent developments in the theory of dispersion-managed (DM) solitons within the context of optical applications. First, we present a class of localized solutions with a period multiple to that of the standard DM soliton in the nonlinear Schrödinger equation with periodic variations of the dispersion. In the framework of a reduced ordinary differential equation-based model, we discuss the key features of these structures, such as a smaller energy compared to traditional DM solitons with the same temporal width. Next, we present new results on dissipative DM solitons, which occur in the context of mode-locked lasers. By means of numerical simulations and a reduced variational model of the complex Ginzburg-Landau equation, we analyze the influence of the different dissipative processes that take place in a laser.

Variational mean-field algorithm for efficient inference in large systems of stochastic differential equations

This work introduces a Gaussian variational mean-field approximation for inference in dynamical systems which can be modeled by ordinary stochastic differential equations. This new approach allows one to express the variational free energy as a functional of the marginal moments of the approximating Gaussian process. A restriction of the moment equations to piecewise polynomial functions, over time, dramatically reduces the complexity of approximate inference for stochastic differential equation models and makes it comparable to that of discrete time hidden Markov models. The algorithm is demonstrated on state and parameter estimation for nonlinear problems with up to 1000 dimensional state vectors and compares the results empirically with various well-known inference methodologies.

Optimization of chemical plant simulation using double collocation

A method has been constructed for the solution of a wide range of chemical plant simulation models including differential equations and optimization. Double orthogonal collocation on finite elements is applied to convert the model into an NLP problem that is solved either by the VF 13AD package based on successive quadratic programming, or by the GRG2 package, based on the generalized reduced gradient method. This approach is termed simultaneous optimization and solution strategy. The objective functional can contain integral terms. The state and control variables can have time delays. Equalities and inequalities containing state and control variables can be included into the model as well as algebraic equations and inequalities. The maximum number of independent variables is 2. Problems containing 3 independent variables can be transformed into problems having 2 independent variables using finite differencing. The maximum number of NLP variables and constraints is 1500. The method is also suitable for solving ordinary and partial differential equations. The state functions are approximated by a linear combination of Lagrange interpolation polynomials. The control function can either be approximated by a linear combination of Lagrange interpolation polynomials or by a piecewise constant function over finite elements. The number of internal collocation points can vary by finite elements. The residual error is evaluated at arbitrarily chosen equidistant grid-points, thus enabling the user to check the accuracy of the solution between collocation points, where the solution is exact. The solution functions can be tabulated. There is an option to use control vector parameterization to solve optimization problems containing initial value ordinary differential equations. When there are many differential equations or the upper integration limit should be selected optimally then this approach should be used. The portability of the package has been addressed converting the package from V AX FORTRAN 77 into IBM PC FORTRAN 77 and into SUN SPARC 2000 FORTRAN 77. Computer runs have shown that the method can reproduce optimization problems published in the literature. The GRG2 and the VF I 3AD packages, integrated into the optimization package, proved to be robust and reliable. The package contains an executive module, a module performing control vector parameterization and 2 nonlinear problem solver modules, GRG2 and VF I 3AD. There is a stand-alone module that converts the differential-algebraic optimization problem into a nonlinear programming problem.

On the theory of self-similar parabolic optical pulses

Self-similar optical pulses (or “similaritons”) of parabolic intensity profile can be found as asymptotic solutions of the nonlinear Schr¨odinger equation in a gain medium such as a fiber amplifier or laser resonator. These solutions represent a wide-ranging significance example of dissipative nonlinear structures in optics. Here, we address some issues related to the formation and evolution of parabolic pulses in a fiber gain medium by means of semi-analytic approaches. In particular, the effect of the third-order dispersion on the structure of the asymptotic solution is examined. Our analysis is based on the resolution of ordinary differential equations, which enable us to describe the main properties of the pulse propagation and structural characteristics observable through direct numerical simulations of the basic partial differential equation model with sufficient accuracy.

On the theory of self-similar parabolic optical pulses

Self-similar optical pulses (or “similaritons”) of parabolic intensity profile can be found as asymptotic solutions of the nonlinear Schr¨odinger equation in a gain medium such as a fiber amplifier or laser resonator. These solutions represent a wide-ranging significance example of dissipative nonlinear structures in optics. Here, we address some issues related to the formation and evolution of parabolic pulses in a fiber gain medium by means of semi-analytic approaches. In particular, the effect of the third-order dispersion on the structure of the asymptotic solution is examined. Our analysis is based on the resolution of ordinary differential equations, which enable us to describe the main properties of the pulse propagation and structural characteristics observable through direct numerical simulations of the basic partial differential equation model with sufficient accuracy.

Dynamics of learning with restricted training sets

The dynamics of supervised learning in layered neural networks were studied in the regime where the size of the training set is proportional to the number of inputs. The evolution of macroscopic observables, including the two relevant performance measures can be predicted by using the dynamical replica theory. Three approximation schemes aimed at eliminating the need to solve a functional saddle-point equation at each time step have been derived.

Kineto-elastodynamic analysis of high-speed four-bar mechanism

This thesis addresses the kineto-elastodynamic analysis of a four-bar mechanism running at high-speed where all links are assumed to be flexible. First, the mechanism, at static configurations, is considered as structure. Two methods are used to model the system, namely the finite element method (FEM) and the dynamic stiffness method. The natural frequencies and mode shapes at different positions from both methods are calculated and compared. The FEM is used to model the mechanism running at high-speed. The governing equations of motion are derived using Hamilton's principle. The equations obtained are a set of stiff ordinary differential equations with periodic coefficients. A model is developed whereby the FEM and the dynamic stiffness method are used conjointly to provide high-precision results with only one element per link. The principal concern of the mechanism designer is the behaviour of the mechanism at steady-state. Few algorithms have been developed to deliver the steady-state solution without resorting to costly time marching simulation. In this study two algorithms are developed to overcome the limitations of the existing algorithms. The superiority of the new algorithms is demonstrated. The notion of critical speeds is clarified and a distinction is drawn between "critical speeds", where stresses are at a local maximum, and "unstable bands" where the mechanism deflections will grow boundlessly. Floquet theory is used to assess the stability of the system. A simple method to locate the critical speeds is derived. It is shown that the critical speeds of the mechanism coincide with the local maxima of the eigenvalues of the transition matrix with respect to the rotational speed of the mechanism.

Intracavity dynamics in high-power mode-locked fiber lasers

A theoretical model is developed which characterizes the intracavity pulse evolutions in high-power fiber lasers. It is shown that experimentally observed dynamics of the key pulse parameters can be described by a reduced model of ordinary differential equations. Critical in driving the intracavity dynamics is the amplitude and phase modulations generated by the discrete elements in the laser. The theory gives a simple geometrical description of the intracavity dynamics and possible operation modes of the laser cavity. Furthermore, it provides a simple and efficient method for optimizing the performance of complex multiparametric laser systems.

Physics and mathematics of dispersion-managed optical solitons

We review the main physical and mathematical properties of dispersion-managed (DM) optical solitons. Theory of DM solitons can be presented at two levels of accuracy: first, simple, but nevertheless, quantitative models based on ordinary differential equations governing evolution of the soliton width and phase parameter (the so-called chirp); and second, a comprehensive path-average theory that is capable of describing in detail both the fine structure of DM soliton form and its evolution along the fiber line. An analogy between DM soliton and a macroscopic nonlinear quantum oscillator model is also discussed. © 2003 Académie des sciences/Éditions scientifiques et médicales Elsevier SAS. All rights reserved.

Coherence and incoherence in an optical comb

We demonstrate a coexistence of coherent and incoherent modes in the optical comb generated by a passively mode-locked quantum dot laser. This is experimentally achieved by means of optical linewidth, radio frequency spectrum, and optical spectrum measurements and confirmed numerically by a delay-differential equation model showing excellent agreement with the experiment. We interpret the state as a chimera state. © 2014 American Physical Society.

Weak form equation–based finite-element modeling of viscoelastic asphalt mixtures

The objective of this study is to demonstrate using weak form partial differential equation (PDE) method for a finite-element (FE) modeling of a new constitutive relation without the need of user subroutine programming. The viscoelastic asphalt mixtures were modeled by the weak form PDE-based FE method as the examples in the paper. A solid-like generalized Maxwell model was used to represent the deforming mechanism of a viscoelastic material, the constitutive relations of which were derived and implemented in the weak form PDE module of Comsol Multiphysics, a commercial FE program. The weak form PDE modeling of viscoelasticity was verified by comparing Comsol and Abaqus simulations, which employed the same loading configurations and material property inputs in virtual laboratory test simulations. Both produced identical results in terms of axial and radial strain responses. The weak form PDE modeling of viscoelasticity was further validated by comparing the weak form PDE predictions with real laboratory test results of six types of asphalt mixtures with two air void contents and three aging periods. The viscoelastic material properties such as the coefficients of a Prony series model for the relaxation modulus were obtained by converting from the master curves of dynamic modulus and phase angle. Strain responses of compressive creep tests at three temperatures and cyclic load tests were predicted using the weak form PDE modeling and found to be comparable with the measurements of the real laboratory tests. It was demonstrated that the weak form PDE-based FE modeling can serve as an efficient method to implement new constitutive models and can free engineers from user subroutine programming.

Interaction of Kelvin waves and nonlocality of energy transfer in superfluids

We argue that the physics of interacting Kelvin Waves (KWs) is highly nontrivial and cannot be understood on the basis of pure dimensional reasoning. A consistent theory of KW turbulence in superfluids should be based upon explicit knowledge of their interactions. To achieve this, we present a detailed calculation and comprehensive analysis of the interaction coefficients for KW turbuelence, thereby, resolving previous mistakes stemming from unaccounted contributions. As a first application of this analysis, we derive a local nonlinear (partial differential) equation. This equation is much simpler for analysis and numerical simulations of KWs than the Biot-Savart equation, and in contrast to the completely integrable local induction approximation (in which the energy exchange between KWs is absent), describes the nonlinear dynamics of KWs. Second, we show that the previously suggested Kozik-Svistunov energy spectrum for KWs, which has often been used in the analysis of experimental and numerical data in superfluid turbulence, is irrelevant, because it is based upon an erroneous assumption of the locality of the energy transfer through scales. Moreover, we demonstrate the weak nonlocality of the inverse cascade spectrum with a constant particle-number flux and find resulting logarithmic corrections to this spectrum.