Estimation of 1-dimensional nonlinear stochastic differential equations based on higher-order partial differential equation numerical scheme and its application

2017 ◽  
Vol 12 (6) ◽  
pp. 1441-1455
Author(s):  
Peiyan Li ◽  
Wei Gu
1985 ◽  
Vol 5 (3) ◽  
pp. 437-443 ◽  
Author(s):  
R. Rudnicki

AbstractWe prove that the dynamical systems generated by first order partial differential equations are K-flows and chaotic in the sense of Auslander & Yorke.


1962 ◽  
Vol 2 (03) ◽  
pp. 223-224 ◽  
Author(s):  
R. William Nelson

NELSON, R. WILLIAM, GENERAL ELECTRIC CO., RICHLAND, WASH. Introduction Methods for determining permeability presented by W. D. Krugers in a paper entitled "Determining Areal Permeability Distribution by Calculation" have considerable merit. They can be expected to contribute significantly to analysis of flow in heterogeneous systems. Some rather subtle yet important conditions must be met, however, to assure that the computed permeabilities are correct. The conditions which insure a unique permeability distribution may have been overlooked in the method as proposed and presented in the subject paper. The subtlety of the special requirements may permit good agreement between computed and measured pressures in the reservoir; but the computed permeability may still be in error. The general theory and discussion to the requirements for a unique determination of the permeability distribution are presented elsewhere in more detail. Accordingly, only major features will be presented here in the notation of Kruger. GENERAL DESCRIPTION OF REQUIREMENTS A brief mention of the route to be followed in showing the special requirements may be helpful. The equation to be solved is a quasilinear, first-order, partial differential equation in the unknown permeability. This equation can be solved through an extension of Lagrange's method by reduction to a system of subsidiary ordinary differential equations. Through consideration of the identity of one of the Lagrange subsidiary differential equations with the stream function, a special interrelationship can be shown. The interrelationship has special significance with respect to the boundary condition. If the boundary function satisfies part of the subsidiary differential equation, no unique solution for the permeability distribution exists. In the physical problem this requirement for uniqueness indicates that the permeability measurements used as a boundary condition can not be along a stream tube. The boundary condition must be along a line, or series of lines, which completely traverse the region and pass through every stream tube. DERIVATION OF SPECIAL REQUIREMENTS ON THE BOUNDARY CONDITION If the velocity components in the directions of increasing x and y are vx and vy, the equation for the streamlines is dx/vx = dy/vy ..............................(1) Eq. 1 of Kruger's paper can be expanded to give: .............................(2) khEq. 2, when is the dependent variable, is a quasilinear first-order partial differential equation. The analytical method of solution is described in several texts with Goursat's treatment as translated by Hedrick and Dunkel, being very readable and complete. Eq. 2 is reducible to the system of subsidiary differential equations. ..............................(3) Through assuming the form of the solution to be ......(4) where F is an arbitrary function of two independent integrals of the system of Eq. 3. SPEJ P. 223^


2010 ◽  
Vol 7 (1) ◽  
pp. 829-832
Author(s):  
Baghdad Science Journal

In this paper, we consider inequalities in which the function is an element of n-th partially order space. Local and Global uniqueness theorem of solutions of the n-the order Partial differential equation Obtained which are applications of Gronwall's inequalities.


2018 ◽  
Vol 64 (1) ◽  
pp. 1-19 ◽  
Author(s):  
A Ashyralyev ◽  
Kh Belakroum

The nonlocal boundary-value problem for a third order partial differential equation in a Hilbert space H with a self-adjoint positive definite operator A is considered. A stable three-step difference scheme for the approximate solution of the problem is presented. The main theorem on stability of this difference scheme is established. In applications, the stability estimates for the solution of difference schemes of the approximate solution of three nonlocal boundary value problems for third order partial differential equations are obtained. Numerical results for oneand two-dimensional third order partial differential equations are provided.


Author(s):  
Dumitru I. Caruntu ◽  
Roberto J. Zapata ◽  
Martin W. Knecht

This paper deals with electrostatically actuated nanoelectromechanical (NEMS) cantilever resonators. The dynamic behavior is described by a second order partial differential equation. The NEMS cantilever resonator device is actuatedby an AC voltage resulting in a vibrating motion of the cantilever. At nano scale, squeeze film damping, Casimir force, and fringing effects significantly influence the dynamic behavior or the cantilever beam. The second order partial differential equation is solved using the Reduced Order Model (ROM) method. The resulting time dependent second order differential equations system is then transformed into a first order differential equations system. Numerical simulations were conducted using Matlab solver ode15s.


2013 ◽  
Vol 2013 ◽  
pp. 1-7 ◽  
Author(s):  
S. Mazzucchi

A probabilistic representation for the solution of the partial differential equation (∂/∂t)u(t,x)=−αΔ2u(t,x),α∈ℂ, is constructed in terms of the expectation with respect to the measure associated to a complex-valued stochastic process.


Sign in / Sign up

Export Citation Format

Share Document