Boundary value problems for third-order nonlinear ordinary differential equations

In this paper, we describe how to analyze boundary value problems for third-order nonlinear ordinary differential equations over an infinite interval. Several physical problems of interest are governed by such systems. The seminumerical schemes described here offer some advantages over solutions obtained by using traditional methods such as finite differences, shooting method, etc. These techniques also reveal the analytic structure of the solution function. For illustrative purposes, several physical problems, mainly drawn from fluid mechanics, are considered; they clearly demonstrate the efficiency of the techniques presented here.

Boundary value problems for third-order nonlinear ordinary differential equations

In this paper, we describe how to analyze boundary value problems for third-order nonlinear ordinary differential equations over an infinite interval. Several physical problems of interest are governed by such systems. The seminumerical schemes described here offer some advantages over solutions obtained by using traditional methods such as finite differences, shooting method, etc. These techniques also reveal the analytic structure of the solution function. For illustrative purposes, several physical problems, mainly drawn from fluid mechanics, are considered; they clearly demonstrate the efficiency of the techniques presented here.

A comparison of stability and bifurcation criteria for inflated spherical elastic shells

The nonlinear stability analysis introduced by Chen and Haughton [1] is employed to study the full nonlinear stability of the non-homogeneous spherically symmetric deformation of an elastic thick-walled sphere. The shell is composed of an arbitrary homogeneous, incompressible elastic material. The stability criterion ultimately requires the solution of a third-order nonlinear ordinary differential equation. Numerical calculations performed for a wide variety of well-known incompressible materials are then compared with existing bifurcation results and are found to be identical. Further analysis and comparison between stability and bifurcation are conducted for the case of thin shells and we prove by direct calculation that the two criteria are identical for all modes and all materials.

High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula

In recent years considerable attention has been paid to the numerical solution of stochastic ordinary differential equations (SODEs), as SODEs are often more appropriate than their deterministic counterparts in many modelling situations. However, unlike the deterministic case numerical methods for SODEs are considerably less sophisticated due to the difficulty in representing the (possibly large number of) random variable approximations to the stochastic integrals. Although Burrage and Burrage [High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations, Applied Numerical Mathematics 22 (1996) 81-101] were able to construct strong local order 1.5 stochastic Runge-Kutta methods for certain cases, it is known that all extant stochastic Runge-Kutta methods suffer an order reduction down to strong order 0.5 if there is non-commutativity between the functions associated with the multiple Wiener processes. This order reduction down to that of the Euler-Maruyama method imposes severe difficulties in obtaining meaningful solutions in a reasonable time frame and this paper attempts to circumvent these difficulties by some new techniques. An additional difficulty in solving SODEs arises even in the Linear case since it is not possible to write the solution analytically in terms of matrix exponentials unless there is a commutativity property between the functions associated with the multiple Wiener processes. Thus in this present paper first the work of Magnus [On the exponential solution of differential equations for a linear operator, Communications on Pure and Applied Mathematics 7 (1954) 649-673] (applied to deterministic non-commutative Linear problems) will be applied to non-commutative linear SODEs and methods of strong order 1.5 for arbitrary, linear, non-commutative SODE systems will be constructed - hence giving an accurate approximation to the general linear problem. Secondly, for general nonlinear non-commutative systems with an arbitrary number (d) of Wiener processes it is shown that strong local order I Runge-Kutta methods with d + 1 stages can be constructed by evaluated a set of Lie brackets as well as the standard function evaluations. A method is then constructed which can be efficiently implemented in a parallel environment for this arbitrary number of Wiener processes. Finally some numerical results are presented which illustrate the efficacy of these approaches. (C) 1999 Elsevier Science B.V. All rights reserved.

General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems

In many modeling situations in which parameter values can only be estimated or are subject to noise, the appropriate mathematical representation is a stochastic ordinary differential equation (SODE). However, unlike the deterministic case in which there are suites of sophisticated numerical methods, numerical methods for SODEs are much less sophisticated. Until a recent paper by K. Burrage and P.M. Burrage (1996), the highest strong order of a stochastic Runge-Kutta method was one. But K. Burrage and P.M. Burrage (1996) showed that by including additional random variable terms representing approximations to the higher order Stratonovich (or Ito) integrals, higher order methods could be constructed. However, this analysis applied only to the one Wiener process case. In this paper, it will be shown that in the multiple Wiener process case all known stochastic Runge-Kutta methods can suffer a severe order reduction if there is non-commutativity between the functions associated with the Wiener processes. Importantly, however, it is also suggested how this order can be repaired if certain commutator operators are included in the Runge-Kutta formulation. (C) 1998 Elsevier Science B.V. and IMACS. All rights reserved.

A Petrov-Galerkin method for a singularly perturbed ordinary differential equation with non-smooth data

In this paper, a singularly perturbed ordinary differential equation with non-smooth data is considered. The numerical method is generated by means of a Petrov-Galerkin finite element method with the piecewise-exponential test function and the piecewise-linear trial function. At the discontinuous point of the coefficient, a special technique is used. The method is shown to be first-order accurate and singular perturbation parameter uniform convergence. Finally, numerical results are presented, which are in agreement with theoretical results.

Stability and convergence of a new explicit finite-difference approximation for the variable-order nonlinear fractional diffusion equation

In this paper, we consider the variable-order nonlinear fractional diffusion equation View the MathML source where xRα(x,t) is a generalized Riesz fractional derivative of variable order View the MathML source and the nonlinear reaction term f(u,x,t) satisfies the Lipschitz condition |f(u1,x,t)-f(u2,x,t)|less-than-or-equals, slantL|u1-u2|. A new explicit finite-difference approximation is introduced. The convergence and stability of this approximation are proved. Finally, some numerical examples are provided to show that this method is computationally efficient. The proposed method and techniques are applicable to other variable-order nonlinear fractional differential equations.

Ultrafast Switching Time and Third Order Nonlinear Coefficients of Microwave Treated Single Walled Carbon Nanotube Suspensions

Microwave treated water soluble and amide functionalized single walled carbon nanotubes have been investigated using femtosecond degenerate pump-probe and nonlinear transmission experiments. The time resolved differential transmission using 75 femtosecond pulse with the central wavelength of 790 nm shows a bi-exponential ultrafast photo-bleaching with time constants of 160 fs (130 fs) and 920 fs (300 fs) for water soluble (amide functionalized) nanotubes. Open and closed aperture z-scans show saturation absorption and positive (negative) nonlinear refraction for water soluble (amide functionalized) nanotubes. Two photon absorption coefficient, beta(0) similar to 250 cm/GW (650 cm/GW) and nonlinear index, gamma similar to 15 cm(2)/pW (-30 cm(2)/pW) are obtained from the theoretical fit in the saturation limit to the data for two types of nanotubes.

Oscillation Theorems for Second Order Sublinear Ordinary Differential Equations

Oscillation criteria are given for the second order sublinear non-autonomous differential equation. (r(t) (x)x′(t))′ + q(t)g(x(t)) = (t). These criteria extends and improves earlier oscillation criteria of Kamenev, Kura, Philos and Wong. Oscillation criteria are also given for second order sublinear damped non-autonomous differential equations.

Third order nonlinear optical studies in europium naphthalocyanine using degenerate four wave mixing and Z-scan

Third order nonlinear susceptibility χ(3) and second hyperpolarizability (γ) of a bis-naphthalocyanine viz. europium naphthalocyanines, Eu(Nc)2, were measured in dimethyl formamide solution using degenerate four wave mixing at 532 nm under nanosecond pulse excitation. Effective nonlinear absorption coefficient, βeff and imaginary part of nonlinear susceptibility, Im(χ(3)) were obtained using open aperture /Z-scan technique at the same wavelength. Optical limiting property of the sample was also investigated. The role of excited state absorption in deciding the nonlinear properties of this material is discussed.

Spectral dependence of third order nonlinear optical susceptibility of zinc phthalocyanine

Wavelength dependence of saturable absorption (SA) and reverse saturable absorption (RSA) of zinc phthalocyanine was studied using 10 Hz, 8 ns pulses from a tunable laser, in the wavelength range of 520–686 nm, which includes the rising edge of the Q band in the electronic absorption spectrum. The nonlinear response is wavelength dependent and switching from RSA to SA has been observed as the excitation wavelength changes from the low absorption window region to higher absorption regime near the Q band. The SA again changes back to RSA when we further move over to the infrared region. Values of the imaginary part of third order susceptibility are calculated for various wavelengths in this range. This study is important in identifying the spectral range over which the nonlinear material acts as RSA based optical limiter.

Spectral dependence of third order nonlinear optical susceptibility of zinc phthalocyanine

Wavelength dependence of saturable absorption (SA) and reverse saturable absorption (RSA) of zinc phthalocyanine was studied using 10 Hz, 8 ns pulses from a tunable laser, in the wavelength range of 520–686 nm, which includes the rising edge of the Q band in the electronic absorption spectrum. The nonlinear response is wavelength dependent and switching from RSA to SA has been observed as the excitation wavelength changes from the low absorption window region to higher absorption regime near the Q band. The SA again changes back to RSA when we further move over to the infrared region. Values of the imaginary part of third order susceptibility are calculated for various wavelengths in this range. This study is important in identifying the spectral range over which the nonlinear material acts as RSA based optical limiter.