The Lie symmetry analysis method (LSAM) is applied to obtain all Lie symmetries of the nonlinear time-fractional Sharma-Tasso-Olever equation. The studied fractional partial differential equation (FPDEs) is reduced to some fractional ordinary differentia equations (FODEs), of which some exact solutions including the convergent power series solution are obtained. The dynamic behaviors of these exact solutions are presented graphically. In addition, the conservation laws for the obtained symmetries are constructed by Ibragimov’s theory.
This paper aims to study a generalized extended (2 + 1)-dimensional Kadomstev-Petviashvili (KP) equation. The KP equation models several physical phenomena such as shallow water waves with weakly nonlinear restoring forces. We will use a variety of wave ansatz methods so as to extract bright, singular, shock waves also referred to as dark or topological or kink soliton solutions. In addition to soliton solutions, we will also derive periodic wave solutions and other analytical solutions based on the invariance surface condition. Moreover, we will establish the multiplier method to derive low-order conservation laws. In order to have a better understanding of the results, graphical structures of the derived solutions will be discussed in detail based on some selected appropriate parametric values in 2-dimensions, 3-dimensions and contour plots. The findings can well mimic complex waves and their underlying properties in fluids.
The Black-Scholes equation is an important analytical tool for option pricing in finance. This paper discusses the Lie symmetry analysis of the time fractional Black-Scholes equation derived by the fractional Brownian motion. Some exact solutions are obtained, the figures of which are presented to illustrate the characteristics with different values of the parameters. In addition, a new conservation theorem and a generalization of the Noether operators are developed to construct the conservation laws for the time fractional Black-Scholes equation.
We analyze the convergence of discretization schemes
for the adjoint equation arising in the adjoint-based derivative computation
for optimal control problems governed by entropy solutions
of conservation laws. The difficulties arise from the fact that the correct
adjoint state is the reversible solution of a transport equation
with discontinuous coefficient and discontinuous end data. We derive
the discrete adjoint scheme for monotone difference schemes in
conservation form. It is known that convergence of the discrete adjoint
can only be expected if the numerical scheme has viscosity of
order O(h) with appropriate 0 < α < 1, which leads to quite viscous
shock profiles. We show that by a slight modification of the
end data of the discrete adjoint scheme, convergence to the correct
reversible solution can be obtained also for numerical schemes with
viscosity of order O(h) and with sharp shock resolution. The theoretical
findings are confirmed by numerical results.
Under investigation in this paper is a two-dimensional Korteweg de Vries model, which is a spacial extension of the Korteweg de Vries model. An infinite number of nonlocal conservation laws are given which indicate the integrability of this model. Exact soliton solutions are then respectively derived by means of the multiple exp-function method.
We prove that the viscous Burgers equation (∂t−∆)u(t, x)+( u •∇)u(t, x) = g(t, x), (t, x) ∈ R+ × Rd (d ≥ 1) has a globally defined smooth solution in all dimensions provided the initial condition and the forcing term g are smooth and bounded together with their derivatives. Such solutions may have infinite energy. The proofdoes not rely on energy estimates, but on a combinationof the maximumprinciple and quantitative Schauder estimates. We obtain precise bounds on the sup norm of the solution and its derivatives, making it plain that there is no exponential increase in time. In particular, these bounds are time-independent if g is zero. To get a classical solution, it suffices to assume that the initial condition and the forcing term have bounded derivatives up to order two.
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This paper is dedicated to Witold Kosiński. Our contribution to this special issue will concentrate on the properties of thermal waves, one of many scientific interests of our friend and collaborator, and this article is dedicated to his memory. Working together with Witold was always an insightful and pleasant experience, and it benefited all of his coworkers including the authors of this note. His scope of research was broad, spanning many disciplines and applications. Here we focus on a few of those aspects to which he applied a deep knowledge of continuum thermodynamics and its mathematical foundations.
PL
Niniejsza praca jest poświęcona pamięci naszego przyjaciela Witolda Kosińskego. Chcielibyśmy przedstawić jego najważniejsze osiągnięcia w dziedzinie propagacji fal termicznych, termodynamiki i teorii hiperbolicznych układów różniczkowych. Zakres badań Kosińskiego był bardzo bogaty. Obejmował wiele dyscyplin na pograniczu mechaniki, matematyki i teorii komputerowych. Współpraca z Witoldem była owocna, zawsze wypełniona entuzjazmem i wzajemnym szacunkiem. Autorzy tego artykułu jak i inni współpracownicy Witolda korzystali z jego wiedzy i zawodowego doświadczenia. Bedzie nam go bardzo brakowało.
In the article the combined algorithm for finding conservation laws and implectic operators has been proposed. Using the Novikov-Bogoyavlensky method the finite dimensional reductions have been found. The structure of invariant submanifolds has been examined. Having analyzed phase portraits of Hamiltonian systems, partial periodical solutions have been found.
The study is explanatory-interpretative and argues the practical character of Physics. It starts from premise that formation of a correct conception of the world begins with the understanding of physics. It is one of the earliest chapters of human knowledge, studying the material world from the microscopic level of the particles to the macroscopic level of the celestial body. As an example for the practical importance of applying the laws of physics take the set of physical laws of conservation, in particular, it explains the practical impact of Emmy Noether's Theorem.
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The aim of the present analysis is to apply the modified decomposition method (MDM) for the solution of isentropic flow of an inviscid gas model (IFIG). The modification form based on a new formula of Adomian’s polynomials (APs). The new approach provides the solution in the form of a rapidly convergent series with easily computable components and not at grid points. The proof of convergence of MDM applied to such systems is introduced with a bound of the error. Using suitable initial values, the solution of the system has been calculated and represented graphically. An analytic continuous solution with high accuracy was obtained.
It is shown how functional-analytic gradient-holonomic structures can be used for an isospectral integrability analysis of nonlinear dynamical systems on discrete manifolds. The approach developed is applied to obtain detailed proofs of the integrability of the discrete nonlinear Schrödinger, Ragnisco-Tu and Riemann-Burgers dynamical systems.
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Nonlocally related systems for the Euler and Lagrange systems of twodimensional dynamical nonlinear elasticity are constructed. Using the continuity equation, i.e., conservation of mass of the Euler system to represent the density and Eulerian velocity components as the curl of a potential vector, one obtains the Euler potential system that is nonlocally related to the Euler system. It is shown that the Euler potential system also serves as a potential system of the Lagrange system. As a consequence, a direct connection is established between the Euler and Lagrange systems within a tree of nonlocally related systems. This extends the known situation for one-dimensional dynamical nonlinear elasticity to two spatial dimensions.
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The charge, concentration and electron balances are closely related to other, more elementary rules of conservation of a matter in a closed system, separated from the environment by diathermal walls. The conservation rules can be formulated for the elements, electrons and protons. Among others, the generalised electron balance (GEB) concept presented and applied in some author's papers [1-7, 14-16] is derived from the elementary rules of conservation and exemplified by some batch and dynamic (titration) systems of a different degree of complexity. Some elementary rules of conservation are interdependent. This interdependency of the resulting balances and formulation of the set of independent relationships will be considered with the help of some examples, where the complex nature of the system, exemplified by the formation of aqua-complexes by both ionic and neutral species, will also be taken into account. Among others, the dynamic system is exemplified by titration of KIO_3 + HCl + H_2SeO_3 + HgCl_2 with ascorbic acid (C6H8O6). The degree of complexity of this system is evidenced by more than 40 equilibrium constants involved in the related balances.
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An analysis of the conservative properties of shallow water equations is presented, focused on the consistency of their numerical solution with the conservation laws of mass and momentum. Two different conservative forms are considered, solved by an implicit box scheme. Theoretical analysis supported with numerical experiments is carried out for a rectangular channel and arbitrarily assumed flow conditions. The improper conservative form of the dynamic equation is shown not to guarantee a correct solution with respect to the conservation of momentum. Consequently, momentum balance errors occur in the numerical solution. These errors occur when artificial diffusion is simultaneously generated by a numerical algorithm.
The paper presents a new, rather elementary mathematical model of turbulent fluid flow with intensive self-mixing. The flow is described in this model by the (in general non-invertible) mappings Φt,t0 : ω -->S(t, t0,ω), ω, S ⊂ R³, t > t0, such that ◛ ∩ ω² = ∅ in general not implies S(t, to, ◛) ∩ S(t, t0, ω²) = ∅. This modeling allows a new approach to certain problems of turbulent flow. For example, there are possibilities of describing the unpredictable explosions of turbulence in a calm, laminar flow.
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Processing some known results of nonequilibrium statisctical mechanics we focus on nonequilibrium corrections Δs to entropy s of the fluid in terms of the nonequilibrium density distribution function, f. To evaluate corrections Δe to the energy e or kinetic potential L we apply a relationship that links energy and entropy representations of thermodynamics. We also evaluate coefficients of wave model of heat conduction, such as: relaxation time, propagation speed and thermal inertia. With corrections to L we formulate a quadratic Lagrangian and a variational principle of Hamilton's (least action) type for a fluid with heat flux, or other random-type effect, in the field or Eulerian representation of fluid motion. We discuss canonical and generalized conservation laws and show that satisfaction of the second law of thermodynamics under the constraint of canonical conservation laws.
In this paper we study the weakly nonlinear interaction of two waves whose propagation is governed by hyperbolic systems of balance laws. The method used here makes use of nonlinear phase variables and consists in a perturbation analysis. It is applied to an Eulerian gas and to a gas described by extended thermodynamics with thirteen moments.
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