Three-Dimensional Operational Calculi for Nonlocal Evolution Boundary Value Problems

Иван Христов Димовски, Юлиан Цанков Цанков - Построени са директни операционни смятания за функции u(x, y, t), непрекъснати в област от вида D = [0, a] × [0, b] × [0, ∞). Наред с класическата дюамелова конволюция, построението използва и две некласически конволюции за операторите ∂2x и ∂2y. Тези три едномерни конволюции се комбинират в една тримерна конволюция u ∗ v в C(D). Вместо подхода на Я. Микусински, основаващ се на конволюционни частни, се развива алтернативен подход с използване на мултипликаторните частни на конволюционната алгебра (C(D), ∗).

Exact Solutions of Nonlocal Boundary Value Problems for One- and Two-Dimensional Heat Equation

Иван Хр. Димовски, Юлиан Ц. Цанков - Предложен е метод за намиране на явни решения на клас двумерни уравнения на топлопроводността с нелокални условия по пространствените променливи. Методът е основан на директно тримерно операционно смятане. Класическата дюамелова конволюция е комбинирана с две некласически конволюции за операторите ∂xx и ∂yy в една тримерна конволюция. Съответното операционно смятане използва мултипликаторни частни. Мултипликаторните частни позволяват да се продължи принципът на Дюамел за пространствените променливи и да се намерят явни решения на разглежданите гранични задачи. Общите разглеждания са приложени в случая на гранични условия от типа на Йонкин. Намерени са експлицитни решения в затворен вид.

Asymptotic Expansion of Solution for Almost Regular and Weakly Perturbed Systems of Ordinary Differential Equations

Л. И. Каранджулов, Н. Д. Сиракова - В работата се прилага методът на Поанкаре за решаване на почти регулярни нелинейни гранични задачи при общи гранични условия. Предполага се, че диференциалната система съдържа сингулярна функция по отношение на малкия параметър. При определени условия се доказва асимптотичност на решението на поставената задача.

Some Inverse Problems in Analysis and Geometry

Thesis (Ph.D.)--University of Washington, 2016-08

Higher-order variational problems of Herglotz type

We obtain a generalized Euler–Lagrange differential equation and transversality optimality conditions for Herglotz-type higher-order variational problems. Illustrative examples of the new results are given.

Unbounded solutions for functional problems on the half-line

This paper presents an existence and localization result of unbounded solutions for a second-order differential equation on the half-line with functional boundary conditions. By applying unbounded upper and lower solutions, Green's functions and Schauder fixed point theorem, the existence of at least one solution is shown for the above problem. One example and one application to an Emden-Fowler equation are shown to illustrate our results.

Unbounded solutions for functional problems on the half-line

This paper presents an existence and localization result of unbounded solutions for a second-order differential equation on the half-line with functional boundary conditions. By applying unbounded upper and lower solutions, Green's functions and Schauder fixed point theorem, the existence of at least one solution is shown for the above problem. One example and one application to an Emden-Fowler equation are shown to illustrate our results.

Accelerated computation of cyclic steady state for simulated-moving-bed processes

Industrial applications of the simulated-moving-bed (SMB) chromatographic technology have brought an emergent demand to improve the SMB process operation for higher efficiency and better robustness. Improved process modelling and more-efficient model computation will pave a path to meet this demand. However, the SMB unit operation exhibits complex dynamics, leading to challenges in SMB process modelling and model computation. One of the significant problems is how to quickly obtain the steady state of an SMB process model, as process metrics at the steady state are critical for process design and real-time control. The conventional computation method, which solves the process model cycle by cycle and takes the solution only when a cyclic steady state is reached after a certain number of switching, is computationally expensive. Adopting the concept of quasi-envelope (QE), this work treats the SMB operation as a pseudo-oscillatory process because of its large number of continuous switching. Then, an innovative QE computation scheme is developed to quickly obtain the steady state solution of an SMB model for any arbitrary initial condition. The QE computation scheme allows larger steps to be taken for predicting the slow change of the starting state within each switching. Incorporating with the wavelet-based technique, this scheme is demonstrated to be effective and efficient for an SMB sugar separation process. Moreover, investigations are also carried out on when the computation scheme should be activated and how the convergence of the scheme is affected by a variable stepsize.

Novel analytical and numerical methods for solving fractional dynamical systems

During the past three decades, the subject of fractional calculus (that is, calculus of integrals and derivatives of arbitrary order) has gained considerable popularity and importance, mainly due to its demonstrated applications in numerous diverse and widespread fields in science and engineering. For example, fractional calculus has been successfully applied to problems in system biology, physics, chemistry and biochemistry, hydrology, medicine, and finance. In many cases these new fractional-order models are more adequate than the previously used integer-order models, because fractional derivatives and integrals enable the description of the memory and hereditary properties inherent in various materials and processes that are governed by anomalous diffusion. Hence, there is a growing need to find the solution behaviour of these fractional differential equations. However, the analytic solutions of most fractional differential equations generally cannot be obtained. As a consequence, approximate and numerical techniques are playing an important role in identifying the solution behaviour of such fractional equations and exploring their applications. The main objective of this thesis is to develop new effective numerical methods and supporting analysis, based on the finite difference and finite element methods, for solving time, space and time-space fractional dynamical systems involving fractional derivatives in one and two spatial dimensions. A series of five published papers and one manuscript in preparation will be presented on the solution of the space fractional diffusion equation, space fractional advectiondispersion equation, time and space fractional diffusion equation, time and space fractional Fokker-Planck equation with a linear or non-linear source term, and fractional cable equation involving two time fractional derivatives, respectively. One important contribution of this thesis is the demonstration of how to choose different approximation techniques for different fractional derivatives. Special attention has been paid to the Riesz space fractional derivative, due to its important application in the field of groundwater flow, system biology and finance. We present three numerical methods to approximate the Riesz space fractional derivative, namely the L1/ L2-approximation method, the standard/shifted Gr¨unwald method, and the matrix transform method (MTM). The first two methods are based on the finite difference method, while the MTM allows discretisation in space using either the finite difference or finite element methods. Furthermore, we prove the equivalence of the Riesz fractional derivative and the fractional Laplacian operator under homogeneous Dirichlet boundary conditions – a result that had not previously been established. This result justifies the aforementioned use of the MTM to approximate the Riesz fractional derivative. After spatial discretisation, the time-space fractional partial differential equation is transformed into a system of fractional-in-time differential equations. We then investigate numerical methods to handle time fractional derivatives, be they Caputo type or Riemann-Liouville type. This leads to new methods utilising either finite difference strategies or the Laplace transform method for advancing the solution in time. The stability and convergence of our proposed numerical methods are also investigated. Numerical experiments are carried out in support of our theoretical analysis. We also emphasise that the numerical methods we develop are applicable for many other types of fractional partial differential equations.

Free surface problems for static Coulomb-Mohr granular solids

This paper is concerned with some plane strain and axially symmetric free surface problems which arise in the study of static granular solids that satisfy the Coulomb-Mohr yield condition. Such problems are inherently nonlinear, and hence difficult to attack analytically. Given a Coulomb friction condition holds on a solid boundary, it is shown that the angle a free surface is allowed to attach to the boundary is dependent only on the angle of wall friction, assuming the stresses are all continuous at the attachment point, and assuming also that the coefficient of cohesion is nonzero. As a model problem, the formation of stable cohesive arches in hoppers is considered. This undesirable phenomena is an obstacle to flow, and occurs when the hopper outlet is too small. Typically, engineers are concerned with predicting the critical outlet size for a given hopper and granular solid, so that for hoppers with outlets larger than this critical value, arching cannot occur. This is a topic of considerable practical interest, with most accepted engineering methods being conservative in nature. Here, the governing equations in two limiting cases (small cohesion and high angle of internal friction) are considered directly. No information on the critical outlet size is found; however solutions for the shape of the free boundary (the arch) are presented, for both plane and axially symmetric geometries.

Optimization problems for controlled mechanical systems : bridging the gap between theory and application

Mechanical control systems have become a part of our everyday life. Systems such as automobiles, robot manipulators, mobile robots, satellites, buildings with active vibration controllers and air conditioning systems, make life easier and safer, as well as help us explore the world we live in and exploit it’s available resources. In this chapter, we examine a specific example of a mechanical control system; the Autonomous Underwater Vehicle (AUV). Our contribution to the advancement of AUV research is in the area of guidance and control. We present innovative techniques to design and implement control strategies that consider the optimization of time and/or energy consumption. Recent advances in robotics, control theory, portable energy sources and automation increase our ability to create more intelligent robots, and allows us to conduct more explorations by use of autonomous vehicles. This facilitates access to higher risk areas, longer time underwater, and more efficient exploration as compared to human occupied vehicles. The use of underwater vehicles is expanding in every area of ocean science. Such vehicles are used by oceanographers, archaeologists, geologists, ocean engineers, and many others. These vehicles are designed to be agile, versatile and robust, and thus, their usage has gone from novelty to necessity for any ocean expedition.

Numerical solution to the Saffman-Taylor finger problem with kinetic undercooling regularisation

The Saffman-Taylor finger problem is to predict the shape and,in particular, width of a finger of fluid travelling in a Hele-Shaw cell filled with a different, more viscous fluid. In experiments the width is dependent on the speed of propagation of the finger, tending to half the total cell width as the speed increases. To predict this result mathematically, nonlinear effects on the fluid interface must be considered; usually surface tension is included for this purpose. This makes the mathematical problem suffciently diffcult that asymptotic or numerical methods must be used. In this paper we adapt numerical methods used to solve the Saffman-Taylor finger problem with surface tension to instead include the effect of kinetic undercooling, a regularisation effect important in Stefan melting-freezing problems, for which Hele-Shaw flow serves as a leading order approximation when the specific heat of a substance is much smaller than its latent heat. We find the existence of a solution branch where the finger width tends to zero as the propagation speed increases, disagreeing with some aspects of the asymptotic analysis of the same problem. We also find a second solution branch, supporting the idea of a countably infinite number of branches as with the surface tension problem.

Stochastic models and simulation of ion channel dynamics

The behaviour of ion channels within cardiac and neuronal cells is intrinsically stochastic in nature. When the number of channels is small this stochastic noise is large and can have an impact on the dynamics of the system which is potentially an issue when modelling small neurons and drug block in cardiac cells. While exact methods correctly capture the stochastic dynamics of a system they are computationally expensive, restricting their inclusion into tissue level models and so approximations to exact methods are often used instead. The other issue in modelling ion channel dynamics is that the transition rates are voltage dependent, adding a level of complexity as the channel dynamics are coupled to the membrane potential. By assuming that such transition rates are constant over each time step, it is possible to derive a stochastic differential equation (SDE), in the same manner as for biochemical reaction networks, that describes the stochastic dynamics of ion channels. While such a model is more computationally efficient than exact methods we show that there are analytical problems with the resulting SDE as well as issues in using current numerical schemes to solve such an equation. We therefore make two contributions: develop a different model to describe the stochastic ion channel dynamics that analytically behaves in the correct manner and also discuss numerical methods that preserve the analytical properties of the model.