The Nemean odes of Pindar.

Greek title at head of title-page.

Numerical approximation of a fractional-in-space diffusion equation (II) - with nonhomogeneous boundary conditions

In this paper, a space fractional di®usion equation (SFDE) with non- homogeneous boundary conditions on a bounded domain is considered. A new matrix transfer technique (MTT) for solving the SFDE is proposed. The method is based on a matrix representation of the fractional-in-space operator and the novelty of this approach is that a standard discretisation of the operator leads to a system of linear ODEs with the matrix raised to the same fractional power. Analytic solutions of the SFDE are derived. Finally, some numerical results are given to demonstrate that the MTT is a computationally e±cient and accurate method for solving SFDE.

Constructive development of the solutions of linear equations in introductory ordinary differential equations

The solution of linear ordinary differential equations (ODEs) is commonly taught in first year undergraduate mathematics classrooms, but the understanding of the concept of a solution is not always grasped by students until much later. Recognising what it is to be a solution of a linear ODE and how to postulate such solutions, without resorting to tables of solutions, is an important skill for students to carry with them to advanced studies in mathematics. In this study we describe a teaching and learning strategy that replaces the traditional algorithmic, transmission presentation style for solving ODEs with a constructive, discovery based approach where students employ their existing skills as a framework for constructing the solutions of first and second order linear ODEs. We elaborate on how the strategy was implemented and discuss the resulting impact on a first year undergraduate class. Finally we propose further improvements to the strategy as well as suggesting other topics which could be taught in a similar manner.

Performance assessment of exponential Rosenbrock method for large systems of ODE

This paper studies time integration methods for large stiff systems of ordinary differential equations (ODEs) of the form u'(t) = g(u(t)). For such problems, implicit methods generally outperform explicit methods, since the time step is usually less restricted by stability constraints. Recently, however, explicit so-called exponential integrators have become popular for stiff problems due to their favourable stability properties. These methods use matrix-vector products involving exponential-like functions of the Jacobian matrix, which can be approximated using Krylov subspace methods that require only matrix-vector products with the Jacobian. In this paper, we implement exponential integrators of second, third and fourth order and demonstrate that they are competitive with well-established approaches based on the backward differentiation formulas and a preconditioned Newton-Krylov solution strategy.

Front interactions in a three-component system

The three-component reaction-diffusion system introduced in [C. P. Schenk et al., Phys. Rev. Lett., 78 (1997), pp. 3781–3784] has become a paradigm model in pattern formation. It exhibits a rich variety of dynamics of fronts, pulses, and spots. The front and pulse interactions range in type from weak, in which the localized structures interact only through their exponentially small tails, to strong interactions, in which they annihilate or collide and in which all components are far from equilibrium in the domains between the localized structures. Intermediate to these two extremes sits the semistrong interaction regime, in which the activator component of the front is near equilibrium in the intervals between adjacent fronts but both inhibitor components are far from equilibrium there, and hence their concentration profiles drive the front evolution. In this paper, we focus on dynamically evolving N-front solutions in the semistrong regime. The primary result is use of a renormalization group method to rigorously derive the system of N coupled ODEs that governs the positions of the fronts. The operators associated with the linearization about the N-front solutions have N small eigenvalues, and the N-front solutions may be decomposed into a component in the space spanned by the associated eigenfunctions and a component projected onto the complement of this space. This decomposition is carried out iteratively at a sequence of times. The former projections yield the ODEs for the front positions, while the latter projections are associated with remainders that we show stay small in a suitable norm during each iteration of the renormalization group method. Our results also help extend the application of the renormalization group method from the weak interaction regime for which it was initially developed to the semistrong interaction regime. The second set of results that we present is a detailed analysis of this system of ODEs, providing a classification of the possible front interactions in the cases of $N=1,2,3,4$, as well as how front solutions interact with the stationary pulse solutions studied earlier in [A. Doelman, P. van Heijster, and T. J. Kaper, J. Dynam. Differential Equations, 21 (2009), pp. 73–115; P. van Heijster, A. Doelman, and T. J. Kaper, Phys. D, 237 (2008), pp. 3335–3368]. Moreover, we present some results on the general case of N-front interactions.

Order conditions of stochastic Runge-Kutta methods by B-series

In this paper, general order conditions and a global convergence proof are given for stochastic Runge Kutta methods applied to stochastic ordinary differential equations ( SODEs) of Stratonovich type. This work generalizes the ideas of B-series as applied to deterministic ordinary differential equations (ODEs) to the stochastic case and allows a completely general formalism for constructing high order stochastic methods, either explicit or implicit. Some numerical results will be given to illustrate this theory.

O California

A poem

A pseudo-dynamical systems approach to a class of inverse problems in engineering

A pseudo-dynamical approach for a class of inverse problems involving static measurements is proposed and explored. Following linearization of the minimizing functional associated with the underlying optimization problem, the new strategy results in a system of linearized ordinary differential equations (ODEs) whose steady-state solutions yield the desired reconstruction. We consider some explicit and implicit schemes for integrating the ODEs and thus establish a deterministic reconstruction strategy without an explicit use of regularization. A stochastic reconstruction strategy is then developed making use of an ensemble Kalman filter wherein these ODEs serve as the measurement model. Finally, we assess the numerical efficacy of the developed tools against a few linear and nonlinear inverse problems of engineering interest.

Karta Kalinindorfskogo raĭona Odesskoĭ oblasti

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Plan dachi obrazovannoĭ iz Kolfondov chasti Nº 387 i NºNº 389, 390, 392 i 466, Odesskŏi gubernii Khersoskogo okruga, Snigirskogo raĭona i Nº398 Khersonskogo raĭna razverstannoi na optimalʻnye uchastki

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Karta Khersonskogo okruga Odesskoǐ gubernii

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Karta chasti Khersonskogo okruga Odesskoĭ gubernii

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Fractional damping: Stochastic origin and finite approximations

Fractional-order derivatives appear in various engineering applications including models for viscoelastic damping. Damping behavior of materials, if modeled using linear, constant coefficient differential equations, cannot include the long memory that fractional-order derivatives require. However, sufficiently great rnicrostructural disorder can lead, statistically, to macroscopic behavior well approximated by fractional order derivatives. The idea has appeared in the physics literature, but may interest an engineering audience. This idea in turn leads to an infinite-dimensional system without memory; a routine Galerkin projection on that infinite-dimensional system leads to a finite dimensional system of ordinary differential equations (ODEs) (integer order) that matches the fractional-order behavior over user-specifiable, but finite, frequency ranges. For extreme frequencies (small or large), the approximation is poor. This is unavoidable, and users interested in such extremes or in the fundamental aspects of true fractional derivatives must take note of it. However, mismatch in extreme frequencies outside the range of interest for a particular model of a real material may have little engineering impact.

Solution of MDPS using simulation-based value iteration

This article proposes a three-timescale simulation based algorithm for solution of infinite horizon Markov Decision Processes (MDPs). We assume a finite state space and discounted cost criterion and adopt the value iteration approach. An approximation of the Dynamic Programming operator T is applied to the value function iterates. This 'approximate' operator is implemented using three timescales, the slowest of which updates the value function iterates. On the middle timescale we perform a gradient search over the feasible action set of each state using Simultaneous Perturbation Stochastic Approximation (SPSA) gradient estimates, thus finding the minimizing action in T. On the fastest timescale, the 'critic' estimates, over which the gradient search is performed, are obtained. A sketch of convergence explaining the dynamics of the algorithm using associated ODEs is also presented. Numerical experiments on rate based flow control on a bottleneck node using a continuous-time queueing model are performed using the proposed algorithm. The results obtained are verified against classical value iteration where the feasible set is suitably discretized. Over such a discretized setting, a variant of the algorithm of [12] is compared and the proposed algorithm is found to converge faster.

Wave propagation analysis in carbon nanotube embedded composite using wavelet based spectral finite elements

In this paper, elastic wave propagation is studied in a nanocomposite reinforced with multiwall carbon nanotubes (CNTs). Analysis is performed on a representative volume element of square cross section. The frequency content of the exciting signal is at the terahertz level. Here, the composite is modeled as a higher order shear deformable beam using layerwise theory, to account for partial shear stress transfer between the CNTs and the matrix. The walls of the multiwall CNTs are considered to be connected throughout their length by distributed springs, whose stiffness is governed by the van der Waals force acting between the walls of nanotubes. The analyses in both the frequency and time domains are done using the wavelet-based spectral finite element method (WSFEM). The method uses the Daubechies wavelet basis approximation in time to reduce the governing PDE to a set of ODEs. These transformed ODEs are solved using a finite element (FE) technique by deriving an exact interpolating function in the transformed domain to obtain the exact dynamic stiffness matrix. Numerical analyses are performed to study the spectrum and dispersion relations for different matrix materials and also for different beam models. The effects of partial shear stress transfer between CNTs and matrix on the frequency response function (FRF) and the time response due to broadband impulse loading are investigated for different matrix materials. The simultaneous existence of four coupled propagating modes in a double-walled CNT-composite is also captured using modulated sinusoidal excitation.