224 research outputs found

    Analytic solution to the generalized delay diffusion equation with uncertain inputs in the random Lebesgue sense

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    [EN] In this paper, we deal with the randomized generalized diffusion equation with delay:u(t)(t, x) = a(2)u(xx)(t, x) + b(2)u(xx)(t - tau, x),t > tau,0 = 0;u(t,x)=phi(t,x),0 0andl > 0are constant. The coefficientsa(2)andb(2)are nonnegative random variables, and the initial condition phi(t, x)and the solutionu(t, x)are random fields. The separation of variables method develops a formal series solution. We prove that the series satisfies the delay diffusion problem in the random Lebesgue sense rigorously. By truncating the series, the expectation and the variance of the random-field solution can be approximated.Secretaria de Estado de Investigacion, Desarrollo e Innovacion, Grant/Award Number: MTM2017-89664-P; Spanish Ministerio de Economia, Industria y Competitividad (MINECO); Agencia Estatal de Investigacion (AEI); Fondo Europeo de Desarrollo Regional (FEDER UE), Grant/Award Number: MTM2017-89664-PCortés, J.; Jornet, M. (2021). 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Solving a class of random non-autonomous linear fractional differential equations by means of a generalized mean square convergent power series. Applied Mathematics Letters, 78, 95-104. doi:10.1016/j.aml.2017.11.009Calatayud, J., Cortés, J.-C., & Jornet, M. (2019). Random differential equations with discrete delay. Stochastic Analysis and Applications, 37(5), 699-707. doi:10.1080/07362994.2019.1608833Calatayud, J., Cortés, J.-C., & Jornet, M. (2019). Lp\mathrm {L}^p-calculus Approach to the Random Autonomous Linear Differential Equation with Discrete Delay. Mediterranean Journal of Mathematics, 16(4). doi:10.1007/s00009-019-1370-6Martín, J. A., Rodríguez, F., & Company, R. (2004). Analytic solution of mixed problems for thegeneralized diffusion equation with delay. Mathematical and Computer Modelling, 40(3-4), 361-369. doi:10.1016/j.mcm.2003.10.046Martínez-Cervantes, G. (2016). Riemann integrability versus weak continuity. Journal of Mathematical Analysis and Applications, 438(2), 840-855. doi:10.1016/j.jmaa.2016.01.054Cortés, J. C., Sevilla-Peris, P., & Jódar, L. (2005). Analytic-numerical approximating processes of diffusion equation with data uncertainty. Computers & Mathematics with Applications, 49(7-8), 1255-1266. doi:10.1016/j.camwa.2004.05.015Khusainov, D. Y., Ivanov, A. F., & Kovarzh, I. V. (2009). Solution of one heat equation with delay. Nonlinear Oscillations, 12(2), 260-282. doi:10.1007/s11072-009-0075-3Calatayud, J., Cortés, J. C., & Jornet, M. (2018). Uncertainty quantification for random parabolic equations with nonhomogeneous boundary conditions on a bounded domain via the approximation of the probability density function. Mathematical Methods in the Applied Sciences, 42(17), 5649-5667. doi:10.1002/mma.5333BotevZ RidderA.Variance reductionWiley StatsRef: Statistics Reference Online;2017:1–6.https://doi.org/10.1002/9781118445112.stat0797

    Numerical Analysis of the Advection-Diffusion of a Solute in Porous Media with Uncertainty

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    We consider the problem of numerically approximating the solution of the coupling of the flow equation in a porous medium, with the advection-diffusion equation in the presence of uncertainty on the permeability of the medium. Random coefficients are classically used in the flow equation to modelize uncertainty. More precisely, we propose the numerical analysis of a method developed to compute the mean value of the spread of a solute introduced at the initial time, and the mean value of the macro-dispersion, defined as the temporal derivative of the spread. We consider a Monte-Carlo method to deal with the uncertainty, i.e. with the randomness of the permeability field. The flow equation is solved using a finite element method. The advection-diffusion equation is seen as a Fokker-Planck equation, and its solution is hence approximated thanks to a probabilistic particular method. The spread is indeed the expected value of a function of the solution of the corresponding stochastic differential equation, and is computed using an Euler scheme for the stochastic differential equation and a Monte-Carlo method. Error estimates on quantities generalizing the mean spread and the mean macro-dispersion are established, under some assumptions including the case of random fields of lognormal type (i.e. neither uniformly bounded from above nor below with respect to the random parameter) with low regularity, which is pertinent on an application point of view and rises several mathematical diffculties

    The Lie-group method based on radial basis functions for solving nonlinear high dimensional generalized Benjamin–Bona–Mahony–Burgers equation in arbitrary domains

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    The aim of this paper is to introduce a new numerical method for solving the nonlinear generalized Benjamin–Bona–Mahony–Burgers (GBBMB) equation. This method is combination of group preserving scheme (GPS) with radial basis functions (RBFs), which takes advantage of two powerful methods, one as geometric numerical integration method and the other meshless method. Thus, we introduce this method as the Lie-group method based on radial basis functions (LG–RBFs). In this method, we use Kansas approach to approximate the spatial derivatives and then we apply GPS method to approximate first-order time derivative. One of the important advantages of the developed method is that it can be applied to problems on arbitrary geometry with high dimensions. To demonstrate this point, we solve nonlinear GBBMB equation on various geometric domains in one, two and three dimension spaces. The results of numerical experiments are compared with analytical solutions and the method presented in Dehghan et al. (2014) to confirm the accuracy and efficiency of the presented method

    Fractional Calculus - Theory and Applications

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    In recent years, fractional calculus has led to tremendous progress in various areas of science and mathematics. New definitions of fractional derivatives and integrals have been uncovered, extending their classical definitions in various ways. Moreover, rigorous analysis of the functional properties of these new definitions has been an active area of research in mathematical analysis. Systems considering differential equations with fractional-order operators have been investigated thoroughly from analytical and numerical points of view, and potential applications have been proposed for use in sciences and in technology. The purpose of this Special Issue is to serve as a specialized forum for the dissemination of recent progress in the theory of fractional calculus and its potential applications

    Differential/Difference Equations

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    The study of oscillatory phenomena is an important part of the theory of differential equations. Oscillations naturally occur in virtually every area of applied science including, e.g., mechanics, electrical, radio engineering, and vibrotechnics. This Special Issue includes 19 high-quality papers with original research results in theoretical research, and recent progress in the study of applied problems in science and technology. This Special Issue brought together mathematicians with physicists, engineers, as well as other scientists. Topics covered in this issue: Oscillation theory; Differential/difference equations; Partial differential equations; Dynamical systems; Fractional calculus; Delays; Mathematical modeling and oscillations

    Extended crossover model for human-control of fractional order plants

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    A data-driven generalization of the crossover model is proposed, characterizing the human control of systems with both integer and fractional-order plant dynamics. The model is developed and validated using data obtained from human subjects operating in compensatory and pursuit tracking tasks. From the model, it is inferred that humans possess a limited but consistent capability to compensate for fractional-order plant dynamics. Further, a review of potential sources of fractionality within such man–machine systems suggests that visual perception, based on visual cues that contain memory, and muscular dynamics are likely sources of fractional-order dynamics within humans themselves. Accordingly, a possible mechanism for fractional-order compensation, operating between visual and muscular sub-systems, is proposed. Deeper analysis of the data shows that human response is more highly correlated to fractional-order representations of visual cues, rather than directly to objective engineering variables, as is commonly proposed in human control models in the literature. These results are expected to underpin future design developments in human-in-the-loop cyber-physical systems, for example, in semi-autonomous highway driving

    Analytical and Numerical Methods for Differential Equations and Applications

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    The book is a printed version of the Special issue Analytical and Numerical Methods for Differential Equations and Applications, published in Frontiers in Applied Mathematics and Statistic

    Abstract book

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    Welcome at the International Conference on Differential and Difference Equations & Applications 2015. The main aim of this conference is to promote, encourage, cooperate, and bring together researchers in the fields of differential and difference equations. All areas of differential & difference equations will be represented with special emphasis on applications. It will be mathematically enriching and socially exciting event. List of registered participants consists of 169 persons from 45 countries. The five-day scientific program runs from May 18 (Monday) till May 22, 2015 (Friday). It consists of invited lectures (plenary lectures and invited lectures in sections) and contributed talks in the following areas: Ordinary differential equations, Partial differential equations, Numerical methods and applications, other topics

    Differential-Algebraic Equations

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    Differential-Algebraic Equations (DAE) are today an independent field of research, which is gaining in importance and becoming of increasing interest for applications and mathematics itself. This workshop has drawn the balance after about 25 years investigations of DAEs and the research aims of the future were intensively discussed

    Dissipative, Entropy-Production Systems across Condensed Matter and Interdisciplinary Classical VS. Quantum Physics

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    The thematic range of this book is wide and can loosely be described as polydispersive. Figuratively, it resembles a polynuclear path of yielding (poly)crystals. Such path can be taken when looking at it from the first side. However, a closer inspection of the book’s contents gives rise to a much more monodispersive/single-crystal and compacted (than crudely expected) picture of the book’s contents presented to a potential reader. Namely, all contributions collected can be united under the common denominator of maximum-entropy and entropy production principles experienced by both classical and quantum systems in (non)equilibrium conditions. The proposed order of presenting the material commences with properly subordinated classical systems (seven contributions) and ends up with three remaining quantum systems, presented by the chapters’ authors. The overarching editorial makes the presentation of the wide-range material self-contained and compact, irrespective of whether comprehending it from classical or quantum physical viewpoints
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