Chapter 5 - Life Is Really Nonlinear

In the article we obtained sufficient conditions of the existence of the nonlinear Noetherian boundary value problem solution for the system of differential-algebraic equations which are widely used in mechanics, economics, electrical engineering, and control theory. We studied the case of the nondegenerate system of differential algebraic equations, namely: the differential algebraic system that is solvable relatively to the derivative. In this case, the nonlinear system of differential algebraic equations is reduced to the system of ordinary differential equations with an arbitrary continuous function. The studied nonlinear differential-algebraic boundary-value problem in the article generalizes the numerous statements of the non-linear non-Gath boundary value problems considered in the monographs of А.М. Samoilenko, E.A. Grebenikov, Yu.A. Ryabov, A.A. Boichuk and S.M. Chuiko, and the obtained results can be carried over matrix boundary value problems for differential-algebraic systems. The obtained results in the article of the study of differential-algebraic boundary value problems, in contrast to the works of S. Kempbell, V.F. Boyarintsev, V.F. Chistyakov, A.M. Samoilenko and A.A. Boychuk, do not involve the use of the central canonical form, as well as perfect pairs and triples of matrices. To construct solutions of the considered boundary value problem, we proposed the iterative scheme using the method of simple iterations. The proposed solvability conditions and the scheme for finding solutions of the nonlinear Noetherian differential-algebraic boundary value problem, were illustrated with an example. To assess the accuracy of the found approximations to the solution of the nonlinear differential-algebraic boundary value problem, we found the residuals of the obtained approximations in the original equation. We also note that obtained approximations to the solution of the nonlinear differential-algebraic boundary value problem exactly satisfy the boundary condition.

A nonlinear loaded differential equation with a parameter on a finite interval is studied. The interval is partitioned by the load points, at which the values of the solution to the equation are set as additional parameters. A nonlinear boundary value problem for the considered equation is reduced to a nonlinear multipoint boundary value problem for the system of nonlinear ordinary differential equations with parameters. For fixed parameters, we obtain the Cauchy problems for ordinary differential equations on the subintervals. Substituting the values of the solutions to these problems into the boundary condition and continuity conditions at the partition points, we compose a system of nonlinear algebraic equations in parameters. A method of solving the boundary value problem with a parameter is proposed. The method is based on finding the solution to the system of nonlinear algebraic equations composed.

NOTE: The first page of text has been automatically extracted and included below in lieu of an abstract Closing the Gap between Numerical Software Package and Spreadsheet Users in Process Computations Mordechai Shacham, Michael B. Cutlip, and Michael Elly Dept. of Chemical Engineering, Ben-Gurion University of the Negev, Beer-Sheva 84105, Israel /Dept. of Chemical Engineering, University of Connecticut, Storrs, CT 06269, USA / Intel Corp., Qiryat Gat, Israel and Portland, OR Abstract Recent surveys have found that most practicing chemical engineers do not take advantage of sophisticated numerical methods for their computational needs which may require the solution of systems of nonlinear algebraic equations and/or the integration of systems of ordinary differential equations. This is due in part to the use of spreadsheet programs which are most commonly used in the industry for problem solving. In the spreadsheets, the application of numerical methods often requires substantial modification and coding of the model equations which is difficult and challenging in the programming environment that is available. Additionally, there is no easily-used differential equation solver tool for use in spreadsheet programming. The Polymath software package that we have authored has recently been upgraded so that automatic exporting of a problem to an Excel™ spreadsheet for solution in addition to problem solution within Polymath. An ordinary differential equation solver tool called ODE_Solver has also been developed as a separate Excel Add-In. In this paper we demonstrate the combined use of the tools that we have developed, and we then illustrate the use of Excel to solve fairly complex problems which include a three phase flash calculation (solution of a system of non- linear algebraic equations) and the simulation of a propylene oxide polymerization reactor (solution of a system of ordinary differential equations). The automatic Excel export capability will be welcomed by practicing engineers for documenting their results and making them available as programs that run in Excel. In an industrial setting, Polymath can serve as a pseudo “compiler” that enables converting complex, realistic problems into Excel code while the results are obtained solely from within Excel. Since Polymath can also solve the same problems as those exported to Excel, there is the ability to verify the solutions found with these two separate software packages. As this new version of Polymath has enhanced capabilities when compared to previous versions, it can also fulfill most of the numerical computational needs in undergraduate and graduate education. The main educational benefit of the Excel export capability is that the same techniques that are studied in the University can be applied in industry. Proceedings of the 2005 American Society for Engineering Education Annual Conference & Exposition Copyright © 2005, American Society for Engineering Education”

A novel numerical method based on the differential transformation is proposed for solving nonlinear optimal control problems in this paper. The differential transformation is a linear operator that transforms a function from the original time and/or space domain into another domain in order to simplify the differential calculations. The optimality conditions for the optimal control problems can be represented by algebraic and differential equations. Using the differential transformation, these algebraic and differential equations with their boundary conditions are first converted into a system of nonlinear algebraic equations. Then the numerical optimal solutions are obtained in the form of finite-term Taylor series by solving the system of nonlinear algebraic equations. The differential transformation algorithm is similar to the spectral element methods in that the computational region splits into several subregions but it uses polynomials of high degrees by keeping a small number of subregions. The differential transformation algorithm could solve the finite- (or infinite-) time horizon optimal control problems formulated as either the algebraic and ordinary differential equations using Pontryagin’s minimum principle or the Hamilton–Jacobi–Bellman partial differential equation using dynamic programming in one unified framework. In addition, the differential transformation algorithm can efficiently solve optimal control problems with the piecewise continuous dynamics and/or nonsmooth control. The performance is demonstrated through illustrative examples.

Highly accurate numerical schemes for multi-dimensional space variable-order fractional Schrödinger equations

A method, an algorithm and a software package for automatically solving the ordinary nonlinear integro-differential-algebraic equations (IDAEs) of a sufficiently general form are described. The author understands an automatic solution as obtaining a result without carrying out the stages of selecting a method, programming, and program checking. Both initial and boundary value problems for such equations are solved. It is assumed that the complete set of boundary and initial conditions at the beginning of the integration interval are given. By performing differentiation, the system of IDAEs can be modified, in general, into a system of ordinary nonlinear differential equations (IDEs). The problem of finding the solution of the above-mentioned system on the uniform grid on the integration interval is posed in two forms: as solving the system of IDAEs and as solving the appropriate system of IDEs, where the developed program is to be used. In order to reduce the system of IDAEs and the system of IDEs to the systems of ordinary nonlinear algebraic equations, at every stage of the algorithm the integration and differentiation formulas obtained earlier by N.G. Bandurin are used. Systems similar to those test systems of both nonlinear IDAEs and IDEs considered in this investigation are solved by using the computer programs. It is evident that the coincidence of the results for one and the same system of equations in its different forms can serve as good evidence of the correctness of the obtained results.

In this thesis we investigate the existence of solutions to boundary value problems (BVPs) for nonlinear systems of first-order ordinary differential equations (ODEs) and difference equations. The thesis is divided into two parts. Part one is devoted to the study of difference equations where two types of problems are studied. First, we derive the existence of solutions to first-order systems of difference equations that arise when one applies the trapezoidal rule to approximate solutions of second-order scalar ODEs. Strict discrete lower solutions are used with maximum principle arguments in the discrete problem to obtain a priori bounds on solutions. The a priori bounds on difference quotients for solutions of the discrete problem are obtained from the Bernstein-Nagumo condition. We use homototopy to find solutions of the discrete amroximations. Second, motivated by Ma [60] we consider existence and uniqueness of solutions to difference equations which arise as discrete approximations to three-point BVPs for systems of first-order ODES after employing the Euler method. Several existence and uniqueness results for three-point BVPs are established, using the contraction mapping theorem and the Brouwer fixed point theorem in Rn. In part two, two types of problems for systems of first-order ODES are analyzed. First, we study the existence of a unique solution to a system of first-order differentia1 equations under multi-point BVPs with nonlinear boundary conditions. We prove the existence and uniqueness of solutions for a system of first-order three-point BVP under which the properties of linear three-point BVP are preserved under small nonlinear perturbations of both the differentia1 equation and the boundary conditions. The method of proof of the existence of solutions using the Banach contraction mapping principle is similar to that used by Rodriguez [75], who studied the discrete analogue of this BVP. Second, motivated by Cronin 120,211 we investigate the existence of solutions to three-point BVPs in perturbed systems of first-order ODEs at resonance where the associated homogeneous linear problem has nontrivial solutions. Based on the second part of the investigation of three-point BVPs in perturbed systems of first-order ODEs at resonance, four different results were obtained: (i) The existence of solutions via a version of the Brouwer Fixed Point Theorem which is due to Miranda. (ii) The existence of solutions to the problem through the application of the Implicit Function Theorem. These two results extend the work of Feng and Webb [34], and Gupta [39] for the problems at resonance in Euclidean 2-space. (iii) Existence results for three-point BVPs at resonance for general BVPs through the application of Brouwer degree theory; we show the degree is non zero through the application of Borsuk's Theorem for one problem and through a result of Cronin involving pairs of polynomials in two variables whose terms of highest order have no common factors. (iv) The existence of solutions to the entrainment of frequency problem in Euclidean 2-space. We will investigate conditions under which entrainment of frequency for three-point as well as two-point BVPs by adapting the work of Cronin in periodic case. We will describe such conditions and then show the degree is non zero through a result of Cronin involving pairs of polynomials in two variables whose terms of lowest order have no common factors.

As already mentioned in Chapter 1, we refer to mathematical models that can be expressed as systems of ordinary differential equations and deal with the solution of problems in mechanics and, in general, in applied sciences. Therefore, it is important to deal with mathematical aspects related to the analysis of differential equations and with the solution of initial and boundary-value problems. This chapter refers to the above topics and is organized in seven sections: Section 2.2 deals with a formal classification of ordinary differential equations. Linear and nonlinear properties are identified together with the analysis of some additional properties of the system. Physical interpretations are often related to this type of classification. Section 2.3 deals with the mathematical statement of problems, which is obtained by linking the evolution equation to the conditions that are necessary to its solution. If these conditions are given at the initial value of the independent variable, say t = 0, one has an initial-value problem, also called a Cauchy problem. Otherwise, if these quantities are given at both ends of the range of the independent variable, say t = 0 and t = T, one has a boundary-value problem. The solution of problems has to satisfy both the differential equation and the initial and/or the boundary conditions. This section is mainly devoted to the analytic treatment of the Cauchy problem and will report the basic theorems which provide the conditions necessary to ensure existence, uniqueness, and regularity of the solution. Section 2.4 deals with solution methods of the initial-value problem. Analytic methods can be developed in order to solve linear problems, while computational schemes are needed for nonlinear problems. Actually, this matter is proposed as a concise guide to mathematical methods and to the related literature. The aim of this guide is to provide the necessary elements for the interaction with the scientific computation based on Mathematica ® Section 2.5 deals with the representation of solutions and applications both in the linear and in the nonlinear case. Here, a systematic use of scientific computation is developed. As we shall see, the computation is useful not only in the nonlinear case, but also for the fast treatment of linear problems. Section 2.6 deals with boundary-value problems for ordinary differential equations and the problems related to their solution, both analytical and numerical. The last section suggests some problems which are proposed to the reader’s attention for practicing with mathematical methods.

3 - LINEAR SYSTEMS

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.

The solution of a system of nonlinear algebraic or transcendental equations is probably one of the most difficult problems in numerical analysis. In general, it is almost impossible to find the solution, unless an approximate value is already known. Linear equations occur more frequently in numerical calculations, simply because it is difficult and sometimes impossible to solve the corresponding nonlinear problem. Most of the equations governing the physical world are nonlinear, but very often for simplicity and tractability linear models are considered. Solution of boundary value problems for differential equations also lead to a nonlinear equation or a system of nonlinear equations. Solution of a system of nonlinear equations also arises in numerical analysis, while deriving certain formulae. As we have seen in Chapter 6, the Gaussian quadrature formulae can be obtained by solving a system of nonlinear equations.

The article proposes original solvability conditions and the scheme for finding solutions of the nonlinear Noetherian differential-algebraic boundary value problem. And we use the matrix pseudo-inversion technique of Moore-Penrose. The posed problem in the article continues the study of conditions of solvability and schemes for finding solutions of the nonlinear Noetherian boundary-value problems given in the monographs by A. Poincare, A.M. Lyapunov, I.G. Malkin, J. Hale, Yu.A. Ryabov, A.M. Samoylenko, N.V. Azbelev, V.P. Maksimov, L.F. Rakhmatullina and A.A. Boychuk. We studied a general case, when a linear bounded operator corresponding to the homogeneous part of the linear Noetherian differential-algebraic boundary value problem has no inverse. Sufficient conditions for reducibility of the differential algebraic equation to the system uniting a differential and algebraic equation are found. Thus, the differential-algebraic boundary value problem is reduced to the nonlinear Noetherian boundary value problem for the system of ordinary differential equations. We studied the case of the presence of simple roots of the equation for generating amplitudes. Constructive necessary and sufficient conditions of existence were obtained to find solutions to the problem in the critical case, and the converging iterative scheme was constructed. The proposed solvability conditions, and the scheme for finding solutions of the nonlinear Noetherian differential-algebraic boundary value problem are illustrated in detail by the example from the nonlinear Noetherian differential-algebraic boundary value problem for Duffing type equations. For control of the rate of the iterative scheme convergence to the exact solution of the differential-algebraic boundary value problem for the Duffing type equation, we used the residuals of the obtained approximations in the Duffing type equation in the space of continuous functions.

The manuscript investigates the numerical approximation of the fractional mathematical model of the financial crime population dynamics by the Gegenbauer wavelet collocation method. The study aims to enhance the accuracy and efficiency of solving the underlying differential equations that describe these phenomena by utilizing the proposed technique. The financial crime model is a nonlinear coupled system of ordinary differential equations. Using the Gegenbauer wavelets, the novel operational matrices of integration are created. A nonlinear system of ordinary differential equations are transformed into a system of algebraic equations using the characteristics of the Gegenbauer wavelet expansions and the operational matrix of integration, which speeds up processing. Then, this system of algebraic equations is solved using the Newton‐iterative technique to find the unknown Gegenbauer coefficients that help to obtain the approximate solution for the system. A numerical illustration is presented to show the efficacy and precision of the approach. The numerical results obtained from the projected approach are compared with the existing methods, such as NDSolve and Runge Kutta methods. These results show that the projected scheme is simple, reliable, and resilient. The findings suggest that this approach can be a powerful tool for researchers and practitioners in the financial sector, aiding in developing crime prevention and intervention strategies. The study concludes with suggestions for future research directions.

Theoretical investigation of magnetohydrodynamics (MHD) Casson and Williamson fluid flow and heat and mass transfer in laminar flow through a stretching sheet in the presence of heat generation is carried out in this study. The convective wall temperature and convective wall mass boundary condition are taken into account in this study. A study is also provided, which looks into the impact of viscous dissipation. Except for a temperature‐dependent thermal conductivity, all properties of the proposed model are assumed to be constants in the study. The spectral collocation method based on the shifted Vieta–Lucas polynomials is used to give an approximate formula for the n‐order derivative and solve numerically the coupled momentum, energy, and mass equations. This method is used to convert the problem’s system of ordinary differential equations (ODEs) into a nonlinear system of algebraic equations. This system is built as a restricted optimization problem and optimized to obtain the series solution’s unknown coefficients. Some theorems are provided to investigate the method’s convergence. The statistics, which are given visually, were compared to the results of other researchers’ theoretical analysis.

The brief presentation of the method of fast expansions is given to solve nonlinear differential equations. Application rules of the operator of fast expansions are specified for solving differential equations. According to the method of fast expansions, an unknown function can be represented as the sum of the boundary function and Fourier series sines and cosines for one variable. The special construction of the boundary functions leads to reasonably fast convergence of the Fourier series, so that for engineering calculations, it is sufficient to consider only the first three members. The method is applicable both to linear and nonlinear integro-differential systems. By means of applying the method of fast expansions to nonlinear Navier-Stokes equations the problem is reduced to a closed system of ordinary differential equations, which solution doesn't represent special difficulties. We can reapply the method of fast expansions to the resulting system of differential equations and reduce the original problem to a system of algebraic equations. If the problem is n -dimensional, then after n -fold application of the method of fast expansions the problem will be reduced to a closed algebraic system. Finally, we obtain an analytic-form solution of complicated boundary value problem in partial derivatives. The flow of an incompressible viscous fluid of Navier–Stokes is considered in a curvilinear pipe. The problem is reduced to solving a closed system of ordinary differential equations with boundary conditions by the method of fast expansions. The article considers peculiarities of finding the coefficients of boundary functions and Fourier coefficients for the zero-order and first-order operators of fast expansions. Obtaining the analytic-form solution is of great interest, because it allows to analyze and to investigate the influence of various factors on the properties of the viscous fluid in specific cases.