Search results for "Linear system"
showing 10 items of 1558 documents
Path Integral Methods for the Probabilistic Analysis of Nonlinear Systems Under a White-Noise Process
2020
Abstract In this paper, the widely known path integral method, derived from the application of the Chapman–Kolmogorov equation, is described in details and discussed with reference to the main results available in literature in several decades of contributions. The most simple application of the method is related to the solution of Fokker–Planck type equations. In this paper, the solution in the presence of normal, α-stable, and Poissonian white noises is first discussed. Then, application to barrier problems, such as first passage problems and vibroimpact problems is described. Further, the extension of the path integral method to problems involving multi-degrees-of-freedom systems is anal…
Testing and extrapolating the nonlinear robustness of modulation formats
2005
The comparison of the robustness of modulation formats in fiber transmission systems facing nonlinear impairments and noise is carried out experimentally using a test link. Special techniques may be necessary when extrapolating by numerical simulations.
Effect of a columnar defect on the shape of slow-combustion fronts
2003
We report experimental results for the behavior of slow-combustion fronts in the presence of a columnar defect with excess or reduced driving, and compare them with those of mean-field theory. We also compare them with simulation results for an analogous problem of driven flow of particles with hard-core repulsion (ASEP) and a single defect bond with a different hopping probability. The difference in the shape of the front profiles for excess vs. reduced driving in the defect, clearly demonstrates the existence of a KPZ-type of nonlinear term in the effective evolution equation for the slow-combustion fronts. We also find that slow-combustion fronts display a faceted form for large enough e…
Normal Coulomb Frames in $${\mathbb{R}}^{4}$$
2012
Now we consider two-dimensional surfaces immersed in Euclidean spaces \({\mathbb{R}}^{n+2}\) of arbitrary dimension. The construction of normal Coulomb frames turns out to be more intricate and requires a profound analysis of nonlinear elliptic systems in two variables. The Euler–Lagrange equations of the functional of total torsion are identified as non-linear elliptic systems with quadratic growth in the gradient, and, more exactly, the nonlinearity in the gradient is of so-called curl-type, while the Euler–Lagrange equations appear in a div-curl-form. We discuss the interplay between curvatures of the normal bundles and torsion properties of normal Coulomb frames. It turns out that such …
Entropy dissipation of moving mesh adaptation
2014
Non-uniform grids and mesh adaptation have become an important part of numerical approximations of differential equations over the past decades. It has been experimentally noted that mesh adaptation leads not only to locally improved solution but also to numerical stability of the underlying method. In this paper we consider nonlinear conservation laws and provide a method to perform the analysis of the moving mesh adaptation method, including both the mesh reconstruction and evolution of the solution. We moreover employ this method to extract sufficient conditions — on the adaptation of the mesh — that stabilize a numerical scheme in the sense of the entropy dissipation.
Infinite sets of conservation laws for linear and nonlinear field equations
1984
The relation between an infinite set of conservation laws of a linear field equation and the enveloping algebra of the space-time symmetry group is established. It is shown that each symmetric element of the enveloping algebra of the space-time symmetry group of a linear field equation generates a one-parameter group of symmetries of the field equation. The cases of the Maxwell and Dirac equations are studied in detail. Then it is shown that (at least in the sense of a power series in the ‘coupling constant’) the conservation laws of the linear case can be deformed to conservation laws of a nonlinear field equation which is obtained from the linear one by adding a nonlinear term invariant u…
A Note on the Nonlinear Landweber Iteration
2014
We reconsider the Landweber iteration for nonlinear ill-posed problems. It is known that this method becomes a regularization method in the case when the iteration is terminated as soon as the residual drops below a certain multiple of the noise level in the data. So far, all known estimates of this factor are greater than two. Here we derive a smaller factor that may be arbitrarily close to one depending on the type of nonlinearity of the underlying operator equation.
Hillslope evolution by nonlinear creep and landsliding: An experimental study: Comment and Reply
2002
[Roering et al. (2001)][1] describe very careful and interesting experiments that beautifully illustrate the transition from steady downhill creep at low gradients to highly dynamic transport on steep slopes. They interpret this behavior in terms of a single nonlinear diffusion coefficient,
Data Compression with ENO Schemes: A Case Study
2001
Abstract We study the compresion properties of ENO-type nonlinear multiresolution transformations on digital images. Specific error control algorithms are used to ensure a prescribed accuracy. The numerical results reveal that these methods strongly outperform the more classical wavelet decompositions in the case of piecewise smooth geometric images.
Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation
2004
A high-order compact finite difference scheme for a fully nonlinear parabolic differential equation is analyzed. The equation arises in the modeling of option prices in financial markets with transaction costs. It is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. The proof is based on a careful study of the discretization matrices and on an abstract convergence result due to Barles and Souganides.