scholarly journals Beyond the Markovian assumption: response–excitation probabilistic solution to random nonlinear differential equations in the long time

Author(s):  
G. A. Athanassoulis ◽  
I. C. Tsantili ◽  
Z. G. Kapelonis

Uncertainty quantification for dynamical systems under non-white excitation is a difficult problem encountered across many scientific and engineering disciplines. Difficulties originate from the lack of Markovian character of system responses. The response–excitation (RE) theory, recently introduced by Sapsis & Athanassoulis (Sapsis & Athanassoulis 2008 Probabilistic Eng. Mech. 23, 289–306 ( doi:10.1016/j.probengmech.2007.12.028 )) and further studied by Venturi et al. (Venturi et al. 2012 Proc. R. Soc. A 468, 759–783 ( doi:10.1098/rspa.2011.0186 )), is a new approach, based on a simple differential constraint which is exact but non-closed. The evolution equation obtained for the RE probability density function (pdf) has the form of a generalized Liouville equation, with the excitation time frozen in the time-derivative term. In this work, the missing information of the RE differential constraint is identified and a closure scheme is developed for the long-time, stationary, limit-state of scalar nonlinear random differential equations (RDEs) under coloured excitation. The closure scheme does not alter the RE evolution equation, but collects the missing information through the solution of local statistically linearized versions of the nonlinear RDE, and interposes it into the solution scheme. Numerical results are presented for two examples, and compared with Monte Carlo simulations.

2011 ◽  
Vol 66 (1-2) ◽  
pp. 87-92 ◽  
Author(s):  
Mehmet Ali Balcı ◽  
Ahmet Yıldırım

In this study, we used the homotopy perturbation method (HPM) for solving fractional nonlinear differential equations. Three models with fractional-time derivative of order α, 0<α <1, are considered and solved. The numerical results demonstrate that this method is relatively accurate and easily implemented.


Direct reductions of partial differential equations to systems of ordinary differential equations are in one-to-one correspondence with compatible differential constraints. The differential constraint method is applied to prove that a parabolic evolution equation admits infinitely many characteristic second order reductions, but admits a non-characteristic second order reduction if and only if it is linearizable.


2020 ◽  
pp. 60-73
Author(s):  
Yu V Nemirovskii ◽  
S V Tikhonov

The work considers rods with a constant cross-section. The deformation law of each layer of the rod is adopted as an approximation by a polynomial of the second order. The method of determining the coefficients of the indicated polynomial and the limit deformations under compression and tension of the material of each layer is described with the presence of three traditional characteristics: modulus of elasticity, limit stresses at compression and tension. On the basis of deformation diagrams of the concrete grades B10, B30, B50 under tension and compression, these coefficients are determined by the method of least squares. The deformation diagrams of these concrete grades are compared on the basis of the approximations obtained by the limit values and the method of least squares, and it is found that these diagrams approximate quite well the real deformation diagrams at deformations close to the limit. The main problem in this work is to determine if the rod is able withstand the applied loads, before intensive cracking processes in concrete. So as a criterion of the conditional limit state this work adopts the maximum permissible deformation value under tension or compression corresponding to the points of transition to a falling branch on the deformation diagram level in one or more layers of the rod. The Kirchhoff-Lyav classical kinematic hypotheses are assumed to be valid for the rod deformation. The cases of statically determinable and statically indeterminable problems of bend of the rod are considered. It is shown that in the case of statically determinable loadings, the general solution of the problem comes to solving a system of three nonlinear algebraic equations which roots can be obtained with the necessary accuracy using the well-developed methods of computational mathematics. The general solution of the problem for statically indeterminable problems is reduced to obtaining a solution to a system of three nonlinear differential equations for three functions - deformation and curvatures. The Bubnov-Galerkin method is used to approximate the solution of this equation on the segment along the length of the rod, and specific examples of its application to the Maple system of symbolic calculations are considered.


Filomat ◽  
2018 ◽  
Vol 32 (9) ◽  
pp. 3347-3354 ◽  
Author(s):  
Nematollah Kadkhoda ◽  
Michal Feckan ◽  
Yasser Khalili

In the present article, a direct approach, namely exp(-?)-expansion method, is used for obtaining analytical solutions of the Pochhammer-Chree equations which have a many of models. These solutions are expressed in exponential functions expressed by hyperbolic, trigonometric and rational functions with some parameters. Recently, many methods were attempted to find exact solutions of nonlinear partial differential equations, but it seems that the exp(-?)-expansion method appears to be efficient for finding exact solutions of many nonlinear differential equations.


2021 ◽  
Vol 103 (5) ◽  
Author(s):  
Oleksandr Kyriienko ◽  
Annie E. Paine ◽  
Vincent E. Elfving

2021 ◽  
Vol 23 (4) ◽  
Author(s):  
Jifeng Chu ◽  
Kateryna Marynets

AbstractThe aim of this paper is to study one class of nonlinear differential equations, which model the Antarctic circumpolar current. We prove the existence results for such equations related to the geophysical relevant boundary conditions. First, based on the weighted eigenvalues and the theory of topological degree, we study the semilinear case. Secondly, the existence results for the sublinear and superlinear cases are proved by fixed point theorems.


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