71 - Integrable Combinations

3 - LINEAR SYSTEMS

For each associative, commutative, and unitary algebra over the field of real or complex numbers and an integrable nonlinear ordinary differential equation we can to construct integrable systems of ordinary differential equations and integrable systems of partial differential equations. In this paper we consider in some sense the inverse problem. Determine the conditions under which a given system of ordinary differential equations can be represented as a differential equation in some associative, commutative and unitary algebra. It is also shown that associativity is not a necessary condition.

It is well known that a model of any electrical circuit can be translated into a system of ordinary differential equations. Usually, the simulation is performed in the time-domain using classical discrete approaches convenient for both linear and non-linear systems. An other method consists in the quantization on the variable magnitude which is based on discrete events. The discrete event system specification formalism is adapted to simulate any electrical circuit described with a system of ordinary differential equations using the system state quantification. In this paper, a solution to make more efficient the magnitude quantification for a system of linear ordinary differential equations is given. The proposed technique is used to simulate a simple three phase coupled power systems and it is compared to other solutions given by the explicit integration using formal language and the time-domain discretization using fixed-step fifth order Runge-Kutta integration method.

We consider boundary value problems with periodic boundary conditions for first-order linear systems of impulsive ordinary differential equations with unknown right-hand sides and jumps of solutions at the impulse points entering into the statement of these problems which are assumed to be subjected to some quadratic restrictions. From indirect noisy observations of their solutions on a finite system of intervals, we obtain the optimal, in certain sense, estimates of images of their right-hand sides under linear continuous operators. Under the condition that the unknown correlation functions of noises in observations belong to some special sets, it is established that such estimates and estimation errors are expressed explicitly via solutions of special periodic boundary value problems for linear impulsive systems of ordinary differential equations.

Using the Lie symmetry approach, we have examined herein the system of partial differential equations corresponding to the Einstein–Maxwell equations for a static axially symmetric spacetime. The method used reduces the system of partial differential equations to a system of ordinary differential equations according to the Lie symmetry admitted. In particular, we found the relevant system of ordinary differential equations is all optimal subgroups. The system of ordinary differential equations is further solved in general to obtain exact solutions. Several new physically important families of exact solutions are derived.

The data-driven modeling of dynamical systems is an important scientific activity, and many studies have applied genetic programming (GP) to the task of automatically constructing such models in the form of systems of ordinary differential equations (ODEs). These previous studies assumed that data measurements were available for all variables in the system, whereas in real-world settings, it is typically the case that one or more variables are unmeasured or "hidden." Here, we investigate the prospect of automatically constructing ODE models of dynamical systems from time series data with GP in the presence of hidden variables. Several examples with both synthetic and physical systems demonstrate the unique challenges of this problem and the circumstances under which it is possible to reverse-engineer both the form and parameters of ODE models with hidden variables.

The material presented below amounts roughly to the so-called fundamental theorems of Lie and their implications concerning Lie algebras, Lie subgroups and subalgebras. By straightforward and fairly elementary steps, we shall extend the concept of Lie group to include groups admitting coordinate systems in which the functions defining ab, the group product of elements a, b, possess continuous first order derivatives in the coordinates of a and satisfy a Lipschitz condition in those of b. That such groups are equivalent to classical (i.e. analytical) Lie groups was announced in 1936 by van Kampen, although apparently van Kampen published nothing by way of proof beyond a certain decisive uniqueness theorem concerning systems of ordinary differential equations. (This is contained in our theorem (12.1); the proof given below is essentially that of van Kampen [3]). It is conceivable that the condition relative to coordinates of b could be weakened or dispensed with entirely. For, the only part the condition in question plays in our development is to make it certain that the inverse of a certain mapping-the mapping into canonical coordinates-is single-valued. In this connection mention should be made of the paper [1J of Garrett Birkhoff in which it is shown that the existence of continuous first order derivatives of ab with respect to the coordinates of both the a's and the b's is sufficient for defining a Lie group. We shall consider only groups with a finite number of real parameters (whereas the groups considered by Birkhoff are not necessarily finite dimensional). This makes it possible to use the standard existence theorems for systems of ordinary real differential equations. We make no use whatever of the theory of partial differential equations. We maintain throughout a purely local point of view in the sense that we consider only what happens in the neighborhood of the identity. Historical notes. The proof of the uniqueness of square roots (8.5) is due to Claude Chevalley (unpublished). The proof given below of Lie's theorem that a linear system of vector fields which is closed under commutation defines a Lie group is, we believe, due to van der Waerden [4]. We have supplied a number of preliminary lemmas which make the proof rigorously applicable to the case in which the vector fields are only assumed to possess continuous first order derivatives. The theorem in ?17 that every local subgroup of a Lie group is a Lie group is due essentially to E. Cartan [2]. 481

We consider mathematical models of infectious diseases built by G. I. Marchuk in his well-known book on immunology. These models are in the form of systems of ordinary delay differential equations. We add a distributed control in one of the equations describing the dynamics of the antibody concentration rate. Distributed control looks here naturally since the change of this concentration rather depends on the corresponding average value of the difference of the current and normal antibody concentrations on the time interval than on their difference at the point t only. Choosing this control in a corresponding form, we propose some ideas of the stabilization in the cases, where other methods do not work. The main idea is to reduce the stability analysis of a given integro-differential system of the order n, to one of the auxiliary systems of the order \(n+m\), where m is a natural number, which is “easy” for this analysis in a corresponding sense. Results for these auxiliary systems allow us to make conclusions for the given integro-differential system of the order n. We concentrate our attempts in the analysis of the distributed control in an integral form. An idea of reducing integro-differential systems to systems of ordinary differential equations is developed. We present results about the exponential stability of stationary points of integro-differential systems using the method based on the presentation of solution with the help of the Cauchy matrix. Various properties of integro-differential systems are studied by this way. Methods of the general theory of functional differential equations developed by N. V. Azbelev and his followers are used. One of them is the Azbelev W-transform. We propose ideas allowing to achieve faster convergence to stationary point using a distributed control. We obtain estimates of solutions using estimates of the Cauchy matrices.

A Hopfield neural network is described by a system of nonlinear ordinary differential equations. We develop a broad range of numerical schemes that are applicable for a wide range of computational problems. We review here our study on an approximate solution of the Fredholm integral equation, and linear and nonlinear singular and hypersingular integral equations, using a continuous method for solving operator equations. This method assumes that the original system is associated with a Cauchy problem for systems of ordinary differential equations on Hopfield neural networks. We present sufficient conditions for the Hopfield networks’ stability defined via coefficients of systems of differential equations.

ABSTRACTThe Lie group transformation method is applied for solving the problem of mixed convection flow with mass transfer over a permeable stretching surface with Soret and Dufour effects. The application of Lie group method reduces the number of independent variables by one and consequently the system of governing partial differential equations reduces to a system of ordinary differential equations with appropriate boundary conditions. Further, the reduced non-linear ordinary differential equations are solved numerically by using the shooting method. The effects of various parameters governing the flow and heat transfer are shown through graphs and discussed. Our aim is to detect new similarity variables which transform our system of partial differential equations to a system of ordinary differential equations. In this work a special attention is given to investigate the effect of the Soret and Dufour numbers on the velocity, temperature and concentration fields above the sheet.

The non-standard Hamiltonian system, also referred to as a partial Hamiltonian system in the literature, of the form q ˙ i = ∂ H ∂ p i , p ˙ i = − ∂ H ∂ q i + Γ i ( t , q i , p i ) ${\dot q^i} = \frac{{\partial H}}{{\partial {p_i}}},{\text{ }}{\dot p^i} = - \frac{{\partial H}}{{\partial {q_i}}} + {\Gamma ^i}(t,{\text{ }}{q^i},{\text{ }}{p_i})$ appears widely in economics, physics, mechanics, and other fields. The non-standard (partial) Hamiltonian systems arise from physical Hamiltonian structures as well as from artificial Hamiltonian structures. We introduce the term ‘artificial Hamiltonian’ for the Hamiltonian of a model having no physical structure. We provide here explicitly the notion of an artificial Hamiltonian for dynamical systems of ordinary differential equations (ODEs). Also, we show that every system of second-order ODEs can be expressed as a non-standard (partial) Hamiltonian system of first-order ODEs by introducing an artificial Hamiltonian. This notion of an artificial Hamiltonian gives a new way to solve dynamical systems of first-order ODEs and systems of second-order ODEs that can be expressed as a non-standard (partial) Hamiltonian system by using the known techniques applicable to the non-standard Hamiltonian systems. We employ the proposed notion to solve dynamical systems of first-order ODEs arising in epidemics.

10 - Applications of Systems of Ordinary Differential Equations

<div class="section abstract"><div class="htmlview paragraph">In this paper, a new solution method is presented to study the effect of wave propagation in engine manifolds, which includes solving one-dimensional models for compressible flow of air. Velocity, pressure, and density profiles are found by solving a system of non-linear Partial Differential Equations (PDEs) in space and time derived from Euler’s equations. The 1D model includes frictional losses, area change, and heat transfer. The solution is traditionally found by utilizing the Method of Characteristics and applying finite difference solutions to the resulting system of ordinary differential equations (ODEs) over a discretized grid. In this work, orthogonal collocation is used to solve the system of ODEs that is defined along the characteristic curves. Orthogonal polynomials are utilized to approximate velocity, pressure, sound speed, and the characteristic curves along which the system of PDEs reduce to a system of ODEs. The approximation polynomials are defined over the whole manifold domain, transforming Euler’s equations into a system of ODEs that can be solved using a generic ODE solver. This reduction is done symbolically using a computer algebra system (Maple). The method results in a system of ODEs that has a higher spatial order along the whole space compared to methods based on finite differences, reducing the number of nodes required to find an acceptable solution that captures the state dynamics at different locations inside the manifold in real time. The proposed model is compared against the Method of Characteristics (MOC) that is used as a reference model; this comparison includes the states at the inlet, outlet, and midpoint. In summary, a high order method that can calculate solutions of the 1D manifold model equations is developed by finding the respective polynomial approximations along the 1D space and solving the resultant system using a generic solver in real time.</div></div>

Using the Lie symmetry approach, the authors have examined exact and numerical solutions of coupled short pulse equation with time-dependent coefficients. The method reduces the system of partial differential equations to a system of ordinary differential equations according to the Lie symmetry admitted. In particular, we found the relevant system of ordinary differential equations for all optimal subgroups. The system of ordinary differential equations is further studied in general to obtain exact and numerical solutions. Several new physically important families of exact and numerical solutions are derived.

A toxin-producing phytoplankton and zooplankton system is investigated. Considering that zooplankton can be harvested for food in some bodies of water, the harvesting term is introduced to zooplankton population. Firstly, from the ordinary differential equation (ODE) system, we obtain the global asymptotic stability of equilibrium and optimal capture problem. Secondly, based on the ODE system, the diffusion term is introduced and the global asymptotic stability of the steady state solution is obtained. As a result, the diffusion cannot affect the global asymptotic stability of equilibrium, and Turing instability cannot occur. Once again, a delayed differential equation (DDE) system is put forward. The global asymptotic stability of boundary equilibrium and the existence of local Hopf bifurcation at positive equilibrium are discussed. Furthermore, it is proved that there exists at least one positive periodic solution as delay varies in some region by using the global Hopf result of Wu for functional differential equations. Lastly, some numerical simulations are carried out for supporting the theoretical analyses and the positive impacts of harvesting effort, and the release rate of toxin is given. The unstable interval of the positive equilibrium becomes smaller and smaller with the increase of harvesting effort or the release rate of toxin.