Liapunov functions from auxiliary exact difference equations for nonlinear difference equation stability analysis
Liapunov functions from auxiliary exact difference equations for nonlinear difference equation stability analysis
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Liapunov functions from auxiliary exact difference equations for nonlinear difference equation stability analysis
Difference equations for approximating ordinary differential equations
When constructing an algorithm for the numerical integration of a differential equation, one should first convert the known ordinary differential equation (ODE) into an ordinary difference equation. Given this difference equation, one can develop an appropriate numerical algorithm. This technical note describes the derivation of two such ordinary difference equations applicable to a first order ODE. The implicit ordinary difference equation has the same asymptotic expansion as the ODE itself, whereas the explicit ordinary difference equation has an asymptotic that is similar in structure but different in value when compared with that of the ODE.
Regularity estimates up to the boundary for solutions of elliptic systems of finite difference equations were proved. The regularity estimates, obtained for boundary fitted coordinate systems on domains with smooth boundary, involve discrete Sobolev norms and are proved using pseudo-difference operators to treat systems with variable coefficients. The elliptic systems of difference equations and the boundary conditions which are considered are very general in form. The regularity of a regular elliptic system of difference equations was proved equivalent to the nonexistence of eigensolutions. The regularity estimates obtained are analogous to those in the theory of elliptic systems of partial differential equations, and to the results of Gustafsson, Kreiss, and Sundstrom (1972) and others for hyperbolic difference equations.
Liapunov functions to determine the stability of non-linear autonomous difference equations can be developed through the use of auxiliary exact difference equations. For this purpose definitions are introduced for the gradient of an implicit function of a discrete variable, a principal sum, a definite sum and an exact difference equation, and a theorem for exactness of a difference form is proved. Examples illustrate the procedure.
Fundamental inequality for finite difference equations - gronwall lemma
Stability theorems using invariance properties of difference equation solutions
Extension of problem of singular perturbation for linear scalar constant coefficient differential- difference equation with single retardation to several retardations, noting degenerate equation solution
Hydrodynamic differential and difference equations and computer algorithm for nonlinear combustion instability in liquid propellant rocket engines, and Fortran IV listing
Conversion and uniqueness theorems and series convergence in difference equation theory
Hale and Cruz (1970) have defined the concept of a stable difference operator, and have found that this class of operators is sometimes 'super sensitive' to perturbations. In the present paper, a subclass of general functional difference equations is derived which retain their stability under appropriate perturbations. Also, the results of Hale and Cruz are extended to include difference equations on the Banach space of p-th power integrable functions, and essentially bounded functions.
A simplified difference equation technique has been developed to calculate the three-dimensional evolution of radially symmetric, complex ultrasonic fields. The parabolic approximation to the Helmholtz equation is obtained by assuming that localized changes in the magnitude of the field with respect to distance along the axis of propagation are small compared to those with respect to radial displacement. The Helmholtz equation in cylindrical coordinates may then be approximated, after separating variables, using truncated series expansions. The resulting difference equation determines complex field values at discrete locations in a plane using corresponding adjacent locations in the preceding plane. Stability criteria which determine acceptable values for various parameters are discussed. The technique has been applied to the propagation of ultrasonic fields generated by two-dimensional focusing and non-focusing, uniform and Gaussian profile, piezoelectric transducers in both profiled and non-profiled media.
Existence of solutions to linear differential difference equations in degenerate cases, noting reduction procedure
Canonical decomposition of nonlinear error covariance difference equation derived for discrete estimation problems
We show that tree-level and one-loop Mellin space correlators in anti-de Sitter space obey certain difference equations, which are the direct analog to the differential equations for Feynman loop integrals in the flat space. Finite-difference relations, which we refer to as “summation-by-parts relations”, in parallel with the integration-by-parts relations for Feynman loop integrals, are derived to reduce the integrals to a basis. We illustrate the general methodology by explicitly deriving the difference equations and summation-by-parts relations for various tree-level and one-loop Witten diagrams up to the four-point bubble level.
Nonlinear different equations, Gauss-Seidel or relaxation processes as methods for approximating solutions of nonlinear systems of equations
An asymptotic technique is developed for analyzing the propagation and dissipation of wave-like solutions to finite difference equations. It is shown that for each fixed complex frequency there are usually several wave solutions with different wavenumbers and the slowly varying amplitude of each satisfies an asymptotic amplitude equation which includes the effects of smoothly varying coefficients in the finite difference equations. The local group velocity appears in this equation as the velocity of convection of the amplitude. Asymptotic boundary conditions coupling the amplitudes of the different wave solutions are also derived. A wavepacket theory is developed which predicts the motion, and interaction at boundaries, of wavepackets, wave-like disturbances of finite length. Comparison with numerical experiments demonstrates the success and limitations of the theory. Finally an asymptotic global stability analysis is developed.