Search results for "First-order partial differential equation"
showing 8 items of 18 documents
A third order partial differential equation for isotropic boundary based triangular Bézier surface generation
2011
Abstract We approach surface design by solving a linear third order Partial Differential Equation (PDE). We present an explicit polynomial solution method for triangular Bezier PDE surface generation characterized by a boundary configuration. The third order PDE comes from a symmetric operator defined here to overcome the anisotropy drawback of any operator over triangular Bezier surfaces.
A FAMILY OF THE SPIRAL SOLUTIONS OF THE NONLINEAR KLEIN‐GORDON EQUATION
1998
A family of the functions, intended for a construction the exact travelling wave solutions of nonlinear partial differential equations, is given. Exact solutions of the Klein‐Gordon equation with a special potential are obtained. The behavior of complex and hypercomplex solutions of the second order is presented. First Published Online: 14 Oct 2010
Stationary and Nontationary Response Probability Density Function of a Beam under Poisson White Noise
2011
In this paper an approximate explicit probability density function for the analysis of external oscillations of a linear and geometric nonlinear simply supported beam driven by random pulses is proposed. The adopted impulsive loading model is the Poisson White Noise , that is a process having Dirac’s delta occurrences with random intensity distributed in time according to Poisson’s law. The response probability density function can be obtained solving the related Kolmogorov-Feller (KF) integro-differential equation. An approximated solution, using path integral method, is derived transforming the KF equation to a first order partial differential equation. The method of characteristic is the…
Mean-field games and two-point boundary value problems
2014
A large population of agents seeking to regulate their state to values characterized by a low density is considered. The problem is posed as a mean-field game, for which solutions depend on two partial differential equations, namely the Hamilton-Jacobi-Bellman equation and the Fokker-Plank-Kolmogorov equation. The case in which the distribution of agents is a sum of polynomials and the value function is quadratic is considered. It is shown that a set of ordinary differential equations, with two-point boundary value conditions, can be solved in place of the more complicated partial differential equations associated with the problem. The theory is illustrated by a numerical example.
Stochastic integro-differential and differential equations of non-linear systems excited by parametric Poisson pulses
1997
Abstract The connection between stochastic integro-differential equation and stochastic differential equation of non-linear systems driven by parametric Poisson delta correlated processes is presented. It is shown that the two different formulations are fully equivalent in the case of external excitation. In the case of parametric type excitation the two formulation are equivalent if the non-linear argument in the integral representation is related by means of a series to the corresponding non-linear parametric term in the stochastic differential equation. Differential rules for the two representations to find moment equations of every order of the response are also compared.
Itô-Stratonovitch Formula for the Wave Equation on a Torus
2010
We give an Ito-Stratonovitch formula for the wave equation on a torus, where we have no stochastic process associated to this partial differential equation. This gives a generalization of the classical Ito-Stratonovitch equation for diffusion in semi-group theory established by ourself in [18], [20].
Age-Structured Human Population Dynamics
2006
ABSTRACT A von Foerster-McKendrick model to study age-structured human population dynamics is presented in this paper. Forecasts of population density (population per age unit) depending on ages are possible using this model. The model consists of a quasi-linear first order partial differential equation for the dynamics of population density per age-unit (except for the zero-age), a boundary condition for the births flow at zero-age, and an initial condition for the population density at the initial instant. A general solution independent of the particular human-system under study is obtained based on some hypotheses about the mathematical structure of its input variables. The model has bee…
Hydrodynamics and Stochastic Differential Equation with Sobolev Coefficients
2013
In this chapter, we will explain how the Brenier’s relaxed variational principle for Euler equation makes involved the ordinary differential equations with Sobolev coefficients and how the investigation on stochastic differential equations (SDE) with Sobolev coefficients is useful to establish variational principles for Navier–Stokes equations. We will survey recent results on this topic.