Search results for "First-order partial differential equation"
showing 10 items of 18 documents
Direct Derivation of Corrective Terms in SDE Through Nonlinear Transformation on Fokker–Planck Equation
2004
This paper examines the problem of probabilistic characterization of nonlinear systems driven by normal and Poissonian white noise. By means of classical nonlinear transformation the stochastic differential equation driven by external input is transformed into a parametric-type stochastic differential equation. Such equations are commonly handled with Ito-type stochastic differential equations and Ito's rule is used to find the response statistics. Here a different approach is proposed, which mainly consists in transforming the Fokker–Planck equation for the original system driven by external input, in the transformed probability density function of the new state variable. It will be shown …
Stochastic Kinetics with Wave Nature
2003
We consider stochastic second-order partial differential equations. We indroduce a noisy non-linear wave equation and discuss its connections, in particular via the Lorentz transformation, with known stochastic models.
Walsh function analysis of 2-D generalized continuous systems
1990
The importance of the generalized or singular 2D continuous systems are demonstrated by showing their use in the solution of partial differential equations in two variables. A technique is presented for solving these systems in terms of Walsh functions. The method replaces the solution of a two-variable partial differential equation with the solution of a linear algebraic generalized 2D Sylvester equation. An efficient technique for the recursive solution of the latter equation is offered. All the results apply also in the usual Roesser 2D state-space case. >
Generalized finite difference schemes with higher order Whitney forms
2021
Finite difference kind of schemes are popular in approximating wave propagation problems in finite dimensional spaces. While Yee’s original paper on the finite difference method is already from the sixties, mathematically there still remains questions which are not yet satisfactorily covered. In this paper, we address two issues of this kind. Firstly, in the literature Yee’s scheme is constructed separately for each particular type of wave problem. Here, we explicitly generalize the Yee scheme to a class of wave problems that covers at large physics field theories. For this we introduce Yee’s scheme for all problems of a class characterised on a Minkowski manifold by (i) a pair of first ord…
Explicit polynomial solutions of fourth order linear elliptic Partial Differential Equations for boundary based smooth surface generation
2011
We present an explicit polynomial solution method for surface generation. In this case the surface in question is characterized by some boundary configuration whereby the resulting surface conforms to a fourth order linear elliptic Partial Differential Equation, the Euler–Lagrange equation of a quadratic functional defined by a norm. In particular, the paper deals with surfaces generated as explicit Bézier polynomial solutions for the chosen Partial Differential Equation. To present the explicit solution methodologies adopted here we divide the Partial Differential Equations into two groups namely the orthogonal and the non-orthogonal cases. In order to demonstrate our methodology we discus…
Multiscale Particle Method in Solving Partial Differential Equations
2007
A novel approach to meshfree particle methods based on multiresolution analysis is presented. The aim is to obtain numerical solutions for partial differential equations by avoiding the mesh generation and by employing a set of particles arbitrarily placed in problem domain. The elimination of the mesh combined with the properties of dilation and translation of scaling and wavelets functions is particularly suitable for problems governed by hyperbolic partial differential equations with large deformations and high gradients.