Numerical simulation of stochastic ordinary differential equations in biomathematical modelling

In this work we discuss the effects of white and coloured noise perturbations on the parameters of a mathematical model of bacteriophage infection introduced by Beretta and Kuang in [Math. Biosc. 149 (1998) 57]. We numerically simulate the strong solutions of the resulting systems of stochastic ordinary differential equations (SDEs), with respect to the global error, by means of numerical methods of both Euler-Taylor expansion and stochastic Runge-Kutta type.

A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems

In order to simulate stiff biochemical reaction systems, an explicit exponential Euler scheme is derived for multidimensional, non-commutative stochastic differential equations with a semilinear drift term. The scheme is of strong order one half and A-stable in mean square. The combination with this and the projection method shows good performance in numerical experiments dealing with an alternative formulation of the chemical Langevin equation for a human ether a-go-go related gene ion channel mode

Wave propagation in single-walled carbon nanotube under longitudinal magnetic field using nonlocal Euler-Bernoulli beam theory

In the present work, the effect of longitudinal magnetic field on wave dispersion characteristics of equivalent continuum structure (ECS) of single-walled carbon nanotubes (SWCNT) embedded in elastic medium is studied. The ECS is modelled as an Euler-Bernoulli beam. The chemical bonds between a SWCNT and the elastic medium are assumed to be formed. The elastic matrix is described by Pasternak foundation model, which accounts for both normal pressure and the transverse shear deformation. The governing equations of motion for the ECS of SWCNT under a longitudinal magnetic field are derived by considering the Lorentz magnetic force obtained from Maxwell's relations within the frame work of nonlocal elasticity theory. The wave propagation analysis is performed using spectral analysis. The results obtained show that the velocity of flexural waves in SWCNTs increases with the increase of longitudinal magnetic field exerted on it in the frequency range: 0-20 THz. The present analysis also shows that the flexural wave dispersion in the ECS of SWCNT obtained by local and nonlocal elasticity theories differ. It is found that the nonlocality reduces the wave velocity irrespective of the presence of the magnetic field and does not influences it in the higher frequency region. Further it is found that the presence of elastic matrix introduces the frequency band gap in flexural wave mode. The band gap in the flexural wave is found to independent of strength of the longitudinal magnetic field. (C) 2011 Elsevier Inc. All rights reserved.

Coupled polynomial field approach for elimination of flexure and torsion locking phenomena in the Timoshenko and Euler-Bernoulli curved beam elements

The curvature related locking phenomena in the out-of-plane deformation of Timoshenko and Euler-Bernoulli curved beam elements are demonstrated and a novel approach is proposed to circumvent them. Both flexure and Torsion locking phenomena are noticed in Timoshenko beam and torsion locking phenomenon alone in Euler-Bernoulli beam. Two locking-free curved beam finite element models are developed using coupled polynomial displacement field interpolations to eliminate these locking effects. The coupled polynomial interpolation fields are derived independently for Timoshenko and Euler-Bernoulli beam elements using the governing equations. The presented of penalty terms in the couple displacement fields incorporates the flexure-torsion coupling and flexure-shear coupling effects in an approximate manner and produce no spurious constraints in the extreme geometric limits of flexure, torsion and shear stiffness. the proposed couple polynomial finite element models, as special cases, reduce to the conventional Timoshenko beam element and Euler-Bernoulli beam element, respectively. These models are shown to perform consistently over a wide range of flexure-to-shear (EI/GA) and flexure-to-torsion (EI/GJ) stiffness ratios and are inherently devoid of flexure, torsion and shear locking phenomena. The efficacy, accuracy and reliability of the proposed models to straight and curved beam applications are demonstrated through numerical examples. (C) 2012 Elsevier B.V. All rights reserved.

On separating propagating and non-propagating dynamics in fluid-flow equations

The ability to separate acoustically radiating and non-radiating components in fluid flow is desirable to identify the true sources of aerodynamic sound, which can be expressed in terms of the non-radiating flow dynamics. These non-radiating components are obtained by filtering the flow field. Two linear filtering strategies are investigated: one is based on a differential operator, the other employs convolution operations. Convolution filters are found to be superior at separating radiating and non-radiating components. Their ability to decompose the flow into non-radiating and radiating components is demonstrated on two different flows: one satisfying the linearized Euler and the other the Navier-Stokes equations. In the latter case, the corresponding sound sources are computed. These sources provide good insight into the sound generation process. For source localization, they are found to be superior to the commonly used sound sources computed using the steady part of the flow. Copyright © 2009 by S. Sinayoko, A. Agarwal, Z. Hu.

The stochastic implicit Euler method - A stable coupling scheme for Monte Carlo burnup calculations

Existing Monte Carlo burnup codes use various schemes to solve the coupled criticality and burnup equations. Previous studies have shown that the coupling schemes of the existing Monte Carlo burnup codes can be numerically unstable. Here we develop the Stochastic Implicit Euler method - a stable and efficient new coupling scheme. The implicit solution is obtained by the stochastic approximation at each time step. Our test calculations demonstrate that the Stochastic Implicit Euler method can provide an accurate solution to problems where the methods in the existing Monte Carlo burnup codes fail. © 2013 Elsevier Ltd. All rights reserved.

Time Discretization of the SST-generalized Navier-Stokes Equations: Positive and Negative Results

In the theory of the Navier-Stokes equations, the proofs of some basic known results, like for example the uniqueness of solutions to the stationary Navier-Stokes equations under smallness assumptions on the data or the stability of certain time discretization schemes, actually only use a small range of properties and are therefore valid in a more general context. This observation leads us to introduce the concept of SST spaces, a generalization of the functional setting for the Navier-Stokes equations. It allows us to prove (by means of counterexamples) that several uniqueness and stability conjectures that are still open in the case of the Navier-Stokes equations have a negative answer in the larger class of SST spaces, thereby showing that proof strategies used for a number of classical results are not sufficient to affirmatively answer these open questions. More precisely, in the larger class of SST spaces, non-uniqueness phenomena can be observed for the implicit Euler scheme, for two nonlinear versions of the Crank-Nicolson scheme, for the fractional step theta scheme, and for the SST-generalized stationary Navier-Stokes equations. As far as stability is concerned, a linear version of the Euler scheme, a nonlinear version of the Crank-Nicolson scheme, and the fractional step theta scheme turn out to be non-stable in the class of SST spaces. The positive results established in this thesis include the generalization of classical uniqueness and stability results to SST spaces, the uniqueness of solutions (under smallness assumptions) to two nonlinear versions of the Euler scheme, two nonlinear versions of the Crank-Nicolson scheme, and the fractional step theta scheme for general SST spaces, the second order convergence of a version of the Crank-Nicolson scheme, and a new proof of the first order convergence of the implicit Euler scheme for the Navier-Stokes equations. For each convergence result, we provide conditions on the data that guarantee the existence of nonstationary solutions satisfying the regularity assumptions needed for the corresponding convergence theorem. In the case of the Crank-Nicolson scheme, this involves a compatibility condition at the corner of the space-time cylinder, which can be satisfied via a suitable prescription of the initial acceleration.

Correlations between two sets of angular relation equations

It is shown here that the angular relation equations between direct and reciprocal vectors are very similar to the angular relation equations in Euler's theorem. These two sets of equations are usually treated separately as unrelated equations in different fields. In this careful study, the connection between the two sets of angular equations is revealed by considering the cosine rule for the spherical triangle. It is found that understanding of the correlation is hindered by the facts that the same variables are defined differently and different symbols are used to represent them in the two fields. Understanding the connection between different concepts is not only stimulating and beneficial, but also a fundamental tool in innovation and research, and has historical significance. The background of the work presented here contains elements of many scientific disciplines. This work illustrates the common ground of two theories usually considered separately and is therefore of benefit not only for its own sake but also to illustrate a general principle that a theory relevant to one discipline can often be used in another. The paper works with chemistry related concepts using mathematical methodologies unfamiliar to the usual audience of mainstream experimental and theoretical chemists.

De solutione problematum diophanteorum per números integros : o primeiro trabalho de Euler sobre equações diofantinas

The present dissertation analyses Leonhard Euler´s early mathematical work as Diophantine Equations, De solutione problematum diophanteorum per números íntegros (On the solution of Diophantine problems in integers). It was published in 1738, although it had been presented to the St Petersburg Academy of Science five years earlier. Euler solves the problem of making the general second degree expression a perfect square, i.e., he seeks the whole number solutions to the equation ax2+bx+c = y2. For this purpose, he shows how to generate new solutions from those already obtained. Accordingly, he makes a succession of substitutions equating terms and eliminating variables until the problem reduces to finding the solution of the Pell Equation. Euler erroneously assigns this type of equation to Pell. He also makes a number of restrictions to the equation ax2+bx+c = y and works on several subthemes, from incomplete equations to polygonal numbers

Notes on Newton-Euler formulation of robotic manipulators

The equations corresponding to Newton-Euler iterative method for the determination of forces and moments acting on the rigid links of a robotic manipulator are given a new treatment using composed vectors for the representation of both kinematical and dynamical quantities. It is shown that Lagrange equations for the motion of a holonomic system are easily found from the composed vectors defined in this note. Application to a simple model of an industrial robot shows that the method developed in these notes is efficient in solving the dynamics of a robotic manipulator. An example is developed, where it is seen that with the application of appropriate control moments applied to each arm of the robot, starting from a given initial position, it is possible to reach equilibrium in a final pre-assigned position.

Deconvolução de Euler: passado, presente e futuro – um tutorial

Neste tutorial apresentamos uma revisão da deconvolução de Euler que consiste de três partes. Na primeira parte, recordamos o papel da clássica formulação da deconvolução de Euler 2D e 3D como um método para localizar automaticamente fontes de campos potenciais anômalas e apontamos as dificuldades desta formulação: a presença de uma indesejável nuvem de soluções, o critério empírico usado para determinar o índice estrutural (um parâmetro relacionado com a natureza da fonte anômala), a exeqüibilidade da aplicação da deconvolução de Euler a levantamentos magnéticos terrestres, e a determinação do mergulho e do contraste de susceptibilidade magnética de contatos geológicos (ou o produto do contraste de susceptibilidade e a espessura quando aplicado a dique fino). Na segunda parte, apresentamos as recentes melhorias objetivando minimizar algumas dificuldades apresentadas na primeira parte deste tutorial. Entre estas melhorias incluem-se: i) a seleção das soluções essencialmente associadas com observações apresentando alta razão sinal-ruído; ii) o uso da correlação entre a estimativa do nível de base da anomalia e a própria anomalia observada ou a combinação da deconvolução de Euler com o sinal analítico para determinação do índice estrutural; iii) a combinação dos resultados de (i) e (ii), permitindo estimar o índice estrutural independentemente do número de soluções; desta forma, um menor número de observações (tal como em levantamentos terrestres) pode ser usado; iv) a introdução de equações adicionais independentes da equação de Euler que permitem estimar o mergulho e o contraste de susceptibilidade das fontes magnéticas 2D. Na terceira parte apresentaremos um prognóstico sobre futuros desenvolvimentos a curto e médio prazo envolvendo a deconvolução de Euler. As principais perspectivas são: i) novos ataques aos problemas selecionados na segunda parte deste tutorial; ii) desenvolvimento de métodos que permitam considerar interferências de fontes localizadas ao lado ou acima da fonte principal, e iii) uso das estimativas de localização da fonte anômala produzidas pela deconvolução de Euler como vínculos em métodos de inversão para obter a delineação das fontes em um ambiente computacional amigável.

Interpretação aeromagnética automática com uso da equação homogênea de Euler e sua aplicação na Bacia do Solimões

ABSTRACT: We present here a methodology for the rapid interpretation of aeromagnetic data in three dimensions. An estimation of the x, y and z coordinates of prismatic elements is obtained through the application of "Euler's Homogeneous equation" to the data. In this application, it is necessary to have only the total magnetic field and its derivatives. These components can be measured or calculated from the total field data. In the use of Euler's Homogeneous equation, the structural index, the coordinates of the corners of the prism and the depth to the top of the prism are unknown vectors. Inversion of the data by classical least-squares methods renders the problem ill-conditioned. However, the inverse problem can be stabilized by the introduction of both a priori information within the parameter vector together with a weighting matrix. The algorithm was tested with synthetic and real data in a low magnetic latitude region and the results were satisfactory. The applicability of the theorem and its ambiguity caused by the lack of information about the direction of total magnetization, inherent in all automatic methods, is also discussed. As an application, an area within the Solimões basin was chosen to test the method. Since 1977, the Solimões basin has become a center of exploration activity, motivated by the first discovery of gas bearing sandstones within the Monte Alegre formation. Since then, seismic investigations and drilling have been carried on in the region. A knowledge of basement structures is of great importance in the location of oil traps and understanding the tectonic history of this region. Through the application of this method a preliminary estimate of the areal distribution and depth of interbasement and sedimentary magnetic sources was obtained.

3-D geometry reconstruction using a color image stereo pair and partial differential equations

[EN] In this work, we present a new model for a dense disparity estimation and the 3-D geometry reconstruction using a color image stereo pair. First, we present a brief introduction to the 3-D Geometry of a camera system. Next, we propose a new model for the disparity estimation based on an energy functional. We look for the local minima of the energy using the associate Euler-Langrage partial differential equations. This model is a generalization to color image of the model developed in, with some changes in the strategy to avoid the irrelevant local minima. We present some numerical experiences of 3-D reconstruction, using this method some real stereo pairs.

Explicit and Implicit Methods In Solving Differential Equations

Differential equations are equations that involve an unknown function and derivatives. Euler's method are efficient methods to yield fairly accurate approximations of the actual solutions. By manipulating such methods, one can find ways to provide good approximations compared to the exact solution of parabolic partial differential equations and nonlinear parabolic differential equations.

Behavior of several two-dimensional fluid equations in singular scenarios

We give conditions that rule out formation of sharp fronts for certain two-dimensional incompressible flows. We show that a necessary condition of having a sharp front is that the flow has to have uncontrolled velocity growth. In the case of the quasi-geostrophic equation and two-dimensional Euler equation, we obtain estimates on the formation of semi-uniform fronts.