On the Generalized Mittag-Leffler Function and its Application in a Fractional Telegraph Equation

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Improved numerical approach for the time-independent Gross-Pitaevskii nonlinear Schrödinger equation

In the present work, we improve a numerical method, developed to solve the Gross-Pitaevkii nonlinear Schrödinger equation. A particular scaling is used in the equation, which permits us to evaluate the wave-function normalization after the numerical solution. We have a two-point boundary value problem, where the second point is taken at infinity. The differential equation is solved using the shooting method and Runge-Kutta integration method, requiring that the asymptotic constants, for the function and its derivative, be equal for large distances. In order to obtain fast convergence, the secant method is used. © 1999 The American Physical Society.

On the periodic solutions of a class of duffing differential equations

In this work we study the periodic solutions, their stability and bifurcation for the class of Duffing differential equation mathematical equation represented where C > 0, ε > 0 and Λ are real parameter, A(t), b(t) and h(t) are continuous T periodic functions and ε is sufficiently small. Our results are proved using the averaging method of first order.

Controllability and stabilizability of linear time-varying distributed hereditary control systems

This paper is concerned with the controllability and stabilizability problem for control systems described by a time-varyinglinear abstract differential equation with distributed delay in the state variables. An approximate controllability propertyis established, and for periodic systems, the stabilization problem is studied. Assuming that the semigroup of operatorsassociated with the uncontrolled and non delayed equation is compact, and using the characterization of the asymptoticstability in terms of the spectrum of the monodromy operator of the uncontrolled system, it is shown that the approximatecontrollability property is a sufficient condition for the existence of a periodic feedback control law that stabilizes thesystem. The result is extended to include some systems which are asymptotically periodic. Copyright © 2014 John Wiley &Sons, Ltd.

Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis

This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

Analysis of nonlinear diffusion equations of second and fourth order

Wegen der fortschreitenden Miniaturisierung von Halbleiterbauteilen spielen Quanteneffekte eine immer wichtigere Rolle. Quantenphänomene werden gewöhnlich durch kinetische Gleichungen beschrieben, aber manchmal hat eine fluid-dynamische Beschreibung Vorteile: die bessere Nutzbarkeit für numerische Simulationen und die einfachere Vorgabe von Randbedingungen. In dieser Arbeit werden drei Diffusionsgleichungen zweiter und vierter Ordnung untersucht. Der erste Teil behandelt die implizite Zeitdiskretisierung und das Langzeitverhalten einer degenerierten Fokker-Planck-Gleichung. Der zweite Teil der Arbeit besteht aus der Untersuchung des viskosen Quantenhydrodynamischen Modells in einer Raumdimension und dessen Langzeitverhaltens. Im letzten Teil wird die Existenz von Lösungen einer parabolischen Gleichung vierter Ordnung in einer Raumdimension bewiesen, und deren Langzeitverhalten studiert.

Differential invariants of second-order ordinary differential equations

The notion of a differential invariant for systems of second-order differential equations on a manifold M with respect to the group of vertical automorphisms of the projection is de?ned and the Chern connection attached to a SODE allows one to determine a basis for second-order differential invariants of a SODE.

Application of the homogenization techniques to the determination of the effective flexure constants of plate structural systems

A Mindlin plate with periodically distributed ribs patterns is analyzed by using homogenization techniques based on asymptotic expansion methods. The stiffness matrix of the homogenized plate is found to be dependent on the geometrical characteristics of the periodical cell, i.e. its skewness, plan shape, thickness variation etc. and on the plate material elastic constants. The computation of this plate stiffness matrix is carried out by averaging over the cell domain some solutions of different periodical boundary value problems. These boundary value problems are defined in variational form by linear first order differential operators on the cell domain and the boundary conditions of the variational equation correspond to a periodic structural problem. The elements of the stiffness matrix of homogenized plate are obtained by linear combinations of the averaged solution functions of the above mentioned boundary value problems. Finally, an illustrative example of application of this homogenization technique to hollowed plates and plate structures with ribs patterns regularly arranged over its area is shown. The possibility of using in the profesional practice the present procedure to the actual analysis of floors of typical buildings is also emphasized.

Kinematic geometry of mass-triangles and reduction of Schrödinger’s equation of three-body systems to partial differential equations solely defined on triangular parameters

Schrödinger’s equation of a three-body system is a linear partial differential equation (PDE) defined on the 9-dimensional configuration space, ℝ9, naturally equipped with Jacobi’s kinematic metric and with translational and rotational symmetries. The natural invariance of Schrödinger’s equation with respect to the translational symmetry enables us to reduce the configuration space to that of a 6-dimensional one, while that of the rotational symmetry provides the quantum mechanical version of angular momentum conservation. However, the problem of maximizing the use of rotational invariance so as to enable us to reduce Schrödinger’s equation to corresponding PDEs solely defined on triangular parameters—i.e., at the level of ℝ6/SO(3)—has never been adequately treated. This article describes the results on the orbital geometry and the harmonic analysis of (SO(3),ℝ6) which enable us to obtain such a reduction of Schrödinger’s equation of three-body systems to PDEs solely defined on triangular parameters.

Cauchy-Type Problem for Diffusion-Wave Equation with the Riemann-Liouville Partial Derivative

2000 Mathematics Subject Classification: 35A15, 44A15, 26A33

Fractional Fokker-Planck-Kolmogorov type Equations and their Associated Stochastic Differential Equations

MSC 2010: 26A33, 35R11, 35R60, 35Q84, 60H10 Dedicated to 80-th anniversary of Professor Rudolf Gorenflo

Oscillation of Nonlinear Neutral Delay Differential Equations

2000 Mathematics Subject Classification: 34K15, 34C10.

Lokális energiamódszer kicsi rendben gerjesztett Liénard-egyenletekre (Local energy method for little order forced equations)

Az x''+f(x) x'+g(x) = 0 alakú Liénard-típusú differenciálegyenlet központi szerepet játszik az üzleti ciklusok Káldor-Kalecki-féle [3,4] és Goodwin-féle [2] modelljeiben, sőt egy a munkanélküliség és vállalkozás-ösztönzések ciklikus változásait leíró újabb modellben [1] is. De ugyanez a nemlineáris egyenlettípus a gerjesztett ingák és elektromos rezgőkörök elméletét is felöleli [5]. Az ezzel kapcsolatos irodalom nagyrészt a határciklusok létezését vizsgálja (pl. [5]), pedig az alapvető stabilitási kérdések jóval áttekinthetőbb módon kezelhetők, s a kapott eredmények közvetve a határciklusok létezésének feltételeit is sokkal jobban be tudják határolni. Jelen dolgozatban az egyváltozós analízis hatékony nyelvezetével olyan egyszerűen megfogalmazható eredményekhez jutunk, amelyek képesek kitágítani az üzleti és más közgazdasági ciklusok modelljeinek kereteit, illetve pl. az [1]-beli modellhez újabb szemléltető speciális eseteket is nyerünk. ____ The Liénard type differential equation of the form x00 + f(x) ¢ x0 + g(x) = 0 has a central role in business cycle models by Káldor [3], Kalecki [4] and Goodwin [2], moreover in a new model describing the cyclical behavior of unemployment and entrepreneurship [1]. The same type of nonlinear equation explains the features of forced pendulums and electric circuits [5]. The related literature discusses mainly the existence of limit cycles, although the fundamental stability questions of this topic can be managed much more easily. The achieved results also outline the conditions for the existence of limit cycles. In this work, by the effective language of real valued analysis, we obtain easy-formulated results which may broaden the frames of economic and business cycle models, moreover we may gain new illustrative particular cases for e.g., [1].

Modeling some real phenomena by fractional differential equations

This paper deals with fractional differential equations, with dependence on a Caputo fractional derivative of real order. The goal is to show, based on concrete examples and experimental data from several experiments, that fractional differential equations may model more efficiently certain problems than ordinary differential equations. A numerical optimization approach based on least squares approximation is used to determine the order of the fractional operator that better describes real data, as well as other related parameters.

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.