Estimates of solutions of two-point problems for systems of first-order ordinary differential equations and the method of lines

1982 ◽  
Vol 20 (2) ◽  
pp. 2107-2121
Author(s):  
M. N. Yakovlev
Author(s):  
Antonio Campo

The present study on engineering education addresses the Method of Lines and its variant the Numerical Method of Lines as a reliable avenue for the numerical analysis of one-dimensional unsteady heat conduction in walls, cylinders, and spheres involving surface convection interaction with a nearby fluid. The Method of Lines transforms the one-dimensional unsteady heat conduction equation in the spatial and time variables x, t into an adjoint system of first-order ordinary differential equations in the time variable t. Subsequently, the adjoint system of first-order ordinary differential equations is channeled through the Numerical Method of Lines and the powerful fourth-order Runge–Kutta algorithm. The numerical solution of the adjoint system of first-order ordinary differential equations can be carried out by heat transfer students employing appropriate routines embedded in the computer codes Maple, Mathematica, Matlab, and Polymath. For comparison, the baseline solutions used are the exact, analytical temperature distributions that are available in the heat conduction literature.


Author(s):  
Antonio Campo ◽  
Ramin Soujoudi ◽  
Adelina Davis

The Transversal Method Of Lines (TMOL) or Rothe method is a general technique for solving parabolic partial differential equations that uses a two-point backward finite-difference formulation for the time derivative and differential spatial derivatives. This hybrid approach leads to transformed ordinary differential equations where the spatial coordinate is the independent variable and the time appears as an embedded parameter. The transformed ordinary differential equations may have constant or variable coefficients depending on the coordinate system and are first-order accurate. In this work, TMOL is applied to the 1-D heat equation for large plates, long cylinders and spheres with constant thermophysical properties, uniform initial temperature and prescribed surface heat flux. The analytic solutions of the adjoint heat equations are performed with the symbolic Maple software. It is demonstrated that the approximate semi-analytic TMOL temperature distributions for the three simple bodies are much better than first-order accurate. This signifies that TMOL temperature distributions are not only valid for short times, but they are valid for the entire heating period involving short, moderate and long times.


1981 ◽  
Vol 48 (3) ◽  
pp. 459-464
Author(s):  
J. Strigberger ◽  
A. Plotkin

A numerical study of the nonaxisymmetric Stokesian flow of a Newtonian fluid in a rigid circular tube of fixed radius has been performed. The analysis presented here is an integral part of the problem of modeling the flow of blood near the ostia of the intercostal arteries of rabbits in order to study a possible factor in the initiation of atherosclerosis. The method of lines is used to reduce the mathematical problem to one of solving a system of first-order ordinary differential equations along lines parallel to the tube axis. Solutions are obtained analytically using matrix eigenvalue techniques for the first two Fourier components of the flow and the accuracy of the numerical method is verified by suitable comparison with the results of independent computations.


Author(s):  
Jean Chamberlain Chedjou ◽  
Kyandoghere Kyamakya

This paper develops and validates through a series of presentable examples, a comprehensive high-precision, and ultrafast computing concept for solving nonlinear ordinary differential equations (ODEs) and partial differential equations (PDEs) with cellular neural networks (CNN). The core of this concept is a straightforward scheme that we call "nonlinear adaptive optimization (NAOP),” which is used for a precise template calculation for solving nonlinear ODEs and PDEs through CNN processors. One of the key contributions of this work is to demonstrate the possibility of transforming different types of nonlinearities displayed by various classical and well-known nonlinear equations (e.g., van der Pol-, Rayleigh-, Duffing-, Rössler-, Lorenz-, and Jerk-equations, just to name a few) unto first-order CNN elementary cells, and thereby enabling the easy derivation of corresponding CNN templates. Furthermore, in the case of PDE solving, the same concept also allows a mapping unto first-order CNN cells while considering one or even more nonlinear terms of the Taylor's series expansion generally used in the transformation of a PDE in a set of coupled nonlinear ODEs. Therefore, the concept of this paper does significantly contribute to the consolidation of CNN as a universal and ultrafast solver of nonlinear ODEs and/or PDEs. This clearly enables a CNN-based, real-time, ultraprecise, and low-cost computational engineering. As proof of concept, two examples of well-known ODEs are considered namely a second-order linear ODE and a second order nonlinear ODE of the van der Pol type. For each of these ODEs, the corresponding precise CNN templates are derived and are used to deduce the expected solutions. An implementation of the concept developed is possible even on embedded digital platforms (e.g., field programmable gate array (FPGA), digital signal processor (DSP), graphics processing unit (GPU), etc.). This opens a broad range of applications. Ongoing works (as outlook) are using NAOP for deriving precise templates for a selected set of practically interesting ODEs and PDEs equation models such as Lorenz-, Rössler-, Navier Stokes-, Schrödinger-, Maxwell-, etc.


Author(s):  
Tatiana F. Dolgikh

One of the mathematical models describing the behavior of two horizontally infinite adjoining layers of an ideal incompressible liquid under a solid cover moving at different speeds is investigated. At a large difference in the layer velocities, the Kelvin-Helmholtz instability occurs, which leads to a distortion of the interface. At the initial point in time, the interface is not necessarily flat. From a mathematical point of view, the behavior of the liquid layers is described by a system of four quasilinear equations, either hyperbolic or elliptic, in partial derivatives of the first order. Some type shallow water equations are used to construct the model. In the simple version of the model considered in this paper, in the spatially one-dimensional case, the unknowns are the boundary between the liquid layers h(x,t) and the difference in their velocities γ(x,t). The main attention is paid to the case of elliptic equations when |h|<1 and γ>1. An evolutionary Cauchy problem with arbitrary sufficiently smooth initial data is set for the system of equations. The explicit dependence of the Riemann invariants on the initial variables of the problem is indicated. To solve the Cauchy problem formulated in terms of Riemann invariants, a variant of the hodograph method based on a certain conservation law is used. This method allows us to convert a system of two quasilinear partial differential equations of the first order to a single linear partial differential equation of the second order with variable coefficients. For a linear equation, the Riemann-Green function is specified, which is used to construct a two-parameter implicit solution to the original problem. The explicit solution of the problem is constructed on the level lines (isochrons) of the implicit solution by solving a certain Cauchy problem for a system of ordinary differential equations. As a result, the original Cauchy problem in partial derivatives of the first order is transformed to the Cauchy problem for a system of ordinary differential equations, which is solved by numerical methods. Due to the bulkiness of the expression for the Riemann-Green function, some asymptotic approximation of the problem is considered, and the results of calculations, and their analysis are presented.


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