Hereditary dependence in the theory of differential equations, part i
Hereditary dependence in theory of differential equations
SEARCH · Engineering Papers
Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.
Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.
Hereditary dependence in theory of differential equations
Calculation of subdominant solutions of linear differential equations
Stochastic differential equations specifying dynamical structure of filters generating posterior probability distribution when inputs are time functions
In the identification of differential equations from data, significant progresses have been made with the weak/integral formulation. In this paper, we explore the direction of finding more efficient and robust test functions adaptively given the observed data. While this is a difficult task, we propose weighting a collection of localized test functions for better identification of differential equations from a single trajectory of noisy observations on the differential equation. We find that using high dynamic regions is effective in finding the equation as well as the coefficients, and propose a dynamics indicator per differential term and weight the weak form accordingly. For stable identification against noise, we further introduce a voting strategy to identify the active features from an ensemble of recovered results by selecting the features that frequently occur in different weighting of test functions. Systematic numerical experiments are provided to demonstrate the robustness of our method.
We identify effective stochastic differential equations (SDEs) for coarse observables of fine-grained particle- or agent-based simulations; these SDEs then provide useful coarse surrogate models of the fine scale dynamics. We approximate the drift and diffusivity functions in these effective SDEs through neural networks, which can be thought of as effective stochastic ResNets. The loss function is inspired by, and embodies, the structure of established stochastic numerical integrators (here, Euler–Maruyama and Milstein); our approximations can thus benefit from backward error analysis of these underlying numerical schemes. They also lend themselves naturally to “physics-informed” gray-box identification when approximate coarse models, such as mean field equations, are available. Existing numerical integration schemes for Langevin-type equations and for stochastic partial differential equations can also be used for training; we demonstrate this on a stochastically forced oscillator and the stochastic wave equation. Our approach does not require long trajectories, works on scattered snapshot data, and is designed to naturally handle different time steps per snapshot. We consider both the case where the coarse collective observables are known in advance, as well as the case where they must be found in a data-driven manner.
Methods for transforming partial differential equations into forms more suitable for analysis and solution are investigated. The idea of Lie's infinitesimal contact transformation group is introduced to develop a systematic method which involves mostly algebraic manipulations. A thorough presentation of the application of this general method to the problem of similarity analysis in a broader sense - namely, the similarity between partial and ordinary differential equations, boundary value and initial value problems, and nonlinear and linear equations - is given with new and very general methods evolved for deriving the possible groups of transformations.
Linear differential-difference equations with constant coefficients
Kato perturbation theorems applied to ordinary differential equations in Banach space
Integration of Hamilton-Jacobi partial differential equation using Euler equations and Legendre transform - classical example of wave fronts or parallel surfaces
Basic problems for a special class of neutral functional differential equations (NFDE) are formulated, and some contributions to a general qualitative theory in the neighborhood of an equilibrium point are indicated. The properties of a NFDE (G,f) are examined to determine in what sense these properties are insensitive to small changes in (G,f) in the topology G x F. The special class of equations that is introduced includes retarded functional differential equations and difference equations.
Quantum computers can produce a quantum encoding of the solution of a system of differential equations exponentially faster than a classical algorithm can produce an explicit description. However, while high-precision quantum algorithms for linear ordinary differential equations are well established, the best previous quantum algorithms for linear partial differential equations (PDEs) have complexity poly(1/ϵ), where ϵ is the error tolerance. By developing quantum algorithms based on adaptive-order finite difference methods and spectral methods, we improve the complexity of quantum algorithms for linear PDEs to be poly(d,log(1/ϵ)), where d is the spatial dimension. Our algorithms apply high-precision quantum linear system algorithms to systems whose condition numbers and approximation errors we bound. We develop a finite difference algorithm for the Poisson equation and a spectral algorithm for more general second-order elliptic equations.
Variational problems involving functional differential equations, and derivation of general maximum principle involving adjoint variables or multipliers
Liapunov functions and exact differential equation
Hamilton-Jacobi partial differential equation integration method, using variational principle and transversality condition
Correction of linear functional differential equations with time delay showing error due to incorrect interchange of order of integration involving Stieltjes integral
Methods based on backward differentiation formulas (BDFs) for solving stiff differential equations require iterating to approximate the solution of the corrector equation on each step. One hope for reducing the cost of this is to make do with iteration matrices that are known to have errors and to do no more iterations than are necessary to maintain the stability of the method. This paper, following work by Klopfenstein, examines the effect of errors in the iteration matrix on the stability of the method. Application of the results to an algorithm is discussed briefly.
Various adaptive moving grid techniques for the numerical solution of time-dependent partial differential equations were proposed. The precise criterion for grid motion varies, but most techniques will attempt to give grids on which the solution of the partial differential equation can be well represented. Moving grids are investigated on which the solutions of the linear heat conduction and viscous Burgers' equation in one space dimension are optimally approximated. Precisely, the results of numerical calculations of optimal moving grids for piecewise linear finite element approximation of partial differential equation solutions in the least squares norm.
Formal convergent solution of nonhomogeneous linear second order differential equation with double transition point in terms of influence functions