Gotowa bibliografia na temat „Ordinary differential equations”

Differential methods are widely used to describe complex continuous processes. The main idea of ordinary differential equations is to treat a specific type of neural network as a discrete equation. Therefore, the differential equation solver can be used to optimize the solution process of the neural network. Compared with the conventional neural network solution, the solution process of the neural ordinary differential equation has the advantages of high storage efficiency and adaptive calculation. This paper first gives a brief review of the residual network (ResNet) and the relationship of ResNet to neural ordinary differential equations. Besides, his paper list three advantages of neural ordinary differential equations compared with ResNet and introduce the class of Deep Neural Network (DNN) models that can be seen as numerical discretization of neural ordinary differential equations (N-ODEs). Furthermore, this paper analyzes a defect of neural ordinary differential equations that do not appear in the traditional deep neural network. Finally, this paper demonstrates how to analyze ResNet with neural ordinary differential equations and shows the main application of neural ordinary differential equations (Neural-ODEs).

The inverse Laplace transform enables the solution of ordinary linear differential equations as well as systems of ordinary linear differentials with applications in the physical and engineering sciences. The Laplace transform is essentially an integral transform which is introduced with the help of a suitable generalized integral. The ultimate goal of this work is to introduce the reader to some of the basic ideas and applications for solving initially ordinary differential equations and then systems of ordinary linear differential equations.

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Neste texto estudamos diversos aspectos de singularidades de campos vetoriais holomorfos em dimensão 2. Discutimos detalhadamente o caso particular de uma singularidade sela-nó e o papel desempenhado pelas normalizações setoriais. Isto nos conduz à classificação analítica de difeomorfismos tangentes à identidade. seguir abordamos o Teorema de Seidenberg, tratando da redução de singularidades degeneradas em singularidades simples, através do procedimento de blow-up. Por fim, estudamos a demonstração do Teorema de Mattei-Moussu, acerca da existência de integrais primeiras para folheações holomorfas.
In the present text, we study the different aspects of singularities of holomorphic vector fields in dimension 2. We discuss in detail the particular case of a saddle-node singularity and the role of the sectorial normalizations. This leads us to the analytic classiffication of diffeomorphisms which are tangent to the identity. Next, we approach the Seidenberg Theorem, dealing with the reduction of degenerated singularities into simple ones, by means of the blow-up procedure. Finally, we study the proof of the well-known Mattei-Moussu Theorem concerning the existence of first integrals to holomorphic foliations.

The parameter estimation problem or the inverse problem of ordinary differential equations is prevalent in many process models in chemistry, molecular biology, control system design and many other engineering applications. It concerns the re-construction of auxillary parameters by fitting the solution from the system of ordinary differential equations( from a known mathematical model) to that of measured data obtained from observing the solution trajectory. Some of the traditional techniques (for example, initial value technques, multiple shooting, etc.) used to solve this class of problem have been discussed. A new algorithm, motivated by algorithms proposed by Childs and Osborne(1996) and Z.F.Li's dissertation(2000), has been proposed. The new algorithm inherited the advantages exhibited in the above-mentioned algorithms and, most importantly, the parameters can be transformed to a form that are convenient and suitable for computation. A statistical analysis has also been developed and applied to examples. The statistical analysis yields indications of the tolerance of the estimates and consistency of the observations used.

In this work we study several topics concerning quasi-periodic time-dependent perturbations of ordinary differential equations. This kind of equations appear as models in many applied problems of Celestial Mechanics, and we have used, as an illustration, the study of the behaviour near the equilateral libration points of the real Earth-Moon system. Let us introduce this problem as a motivation. As a first approximation, suppose that the Earth and Moon arc revolving in circular orbits around their centre of masses, neglect the effect of the rest of the solar system and neglect the spherical terms coming from the Earth and Moon (of course, all the effects minor than the above mentioned) as the relativistic corrections, must be neglected). With this, we can write the equations of motion of an infinitesimal particle (by infinitesimal we mean that the particle is influenced by the Earth and Moon, but it does not affect them) by means of Newton's Jaw. The study of the motion of that particle is the so-called Restricted Three Body Problem (RTBP). Usually, in order to simplify the equations, the units of length, time and mass are chosen so that the angular velocity of rotation, the sum of masses of the bodies and the gravitational constant are all equal to one. With these normalized units, the distance between the bodies is also equal to one. If these equations of motion are written in a rotating frame leaving fixed the Earth and Moon (these main bodies are usually called primaries), it is known that the system has five equilibrium points. Two of them can be found as the third vertex of equilateral triangles having the Earth and Moon as vertices, and they are usually called equilateral libration points.

It is also known that, when the mass parameter "mi" (the mass of the small primary in the normalized units) is less than the Routh critical value "mi"(R) = 1/2(1 - square root (23/27) = 0.03852 ... (this is true in the Earth-Moon case) these points are linearly stable. Applying the KAM theorem to this case we can obtain that there exist invariant tori around these points. Now, if we restrict the motion of the particle to the plane of motion of the primaries we have that, inside each energy level, these tori split the phase space and this allows to prove that the equilateral points are stable (except for two values, "mi" = "mi"2 and "mi"= "mi"3 with low order resonances). In the spatial case, the invariant tori do not split the phase space and, due to the possible Arnold diffusion, these points can be unstable. But Arnold diffusion is a very slow phenomenon and we can have small neighbourhoods of "practical stability", that is, the particle will stay near the equilibrium point for very long time spans.

Unfortunately, the real Earth-Moon system is rather complex. In this case, due to the fact that that the motions of the Earth and the Moon are non circular (even non elliptical) and the strong influence of the Sun, the libration points do not exist as equilibrium points, and we need to define "instantaneous" libration points as the ones forming an equilateral triangle with the Earth and the Moon at each instant. If we perform some numerical integrations starting at (or near) these points we can see that the solutions go away after a short period of time, showing that these regions are unstable.

Two conclusions can be obtained from this fact. First: if we are interested in keeping a spacecraft there, we will need to use some kind of control. Second: the RTBP is not a good model for this problem} because the behaviour displayed by it is different from the one of the real system.

For these reasons, an improved model has been developed in order to study this problem. This model includes the main perturbations (due to the solar effect and to the noncircular motion of the Moon), assuming that they are quasi-periodic. This is a very good approximation for time spans of some thousands of years. It is not clear if this is true for longer time spans, but this matter will not be considered in this work. This model is in good agreement with the vector field of the solar system directly computed by means of the JPL ephemeris, for the time interval for which the JPL model is available.

The study of this kind of models is the main purpose of this work.

First of all, we have focused our attention on linear differential equations with constant coefficients, affected by a small quasi-periodic perturbation. These equations appear as variational equations along a quasi-periodic solution of a general equation and they also serve as an introduction to nonlinear problems.

The purpose is to reduce those systems to constant coefficients ones by means of a quasi-periodic change of variables, as the classical Floquet theorem does for periodic systems. It is also interesting to nave a way to compute this constant matrix, as well as the change of variables. The most interesting case occurs when the unperturbed system is of elliptic type. Other cases, as the hyperbolic one, have already been studied. We have added a parameter ("epsilon") in the system, multiplying the perturbation, such that if "epsilon" is equal to zero we recover the unperturbed system. In this case we have found that, under suitable hypothesis of non-resonance, analyticity and non-degeneracy with respect to "epsilon", it is possible to reduce the system to constant coefficients, for a cantorian set of values of "epsilon". Moreover, the proof is constructive in an iterative way. This means that it is possible to find approximations to the reduced matrix as well as to the change of variables that performs such reduction. These results are given in Chapter 1.

The nonlinear case is now going to be studied. We have then considered an elliptic equilibrium point of an autonomous ordinary differential equation, and we have added a small quasi-periodic perturbation, in such a way that the equilibrium point does not longer exist. As in the linear case, we have put a parameter ("epsilon") multiplying the perturbation. There is some "practical" evidence that there exists a quasi-periodic orbit, having the same basic frequencies that the perturbation, such that, when the perturbation goes to zero, this orbit goes to the equilibrium point. Our results show that, under suitable hypothesis, this orbit exists for a cantorian set of values of "epsilon". We have also found some results related to the stability of this orbit. These results are given in Chapter 2.

A remarkable case occurs when the system is Hamiltonian. Here it is interesting to know what happens to the invariant tori near these points when the perturbation is added. Note that the KAM theorem can not be applied directly due to the fact that the Hamiltonian is degenerated, in the sense that it has some frequencies (the ones of the perturbation) that have fixed values and they do not depend on actions in a diffeomorphic way. In this case, we have found that some tori still exist in the perturbed system. These tori come from the ones of the unperturbed system whose frequencies are non-resonant with those of the perturbation. The perturbed tori add these perturbing frequencies to the ones they already had. This can be described saying that the unperturbed tori are "quasi-periodically dancing" under the "rhythm" of the perturbation. These results can also be found in Chapter 2 and Appendix C.

The final point of this work has been to perform a study of the behaviour near the instantaneous equilateral libration points of the real Earth-Moon system. The purpose of those computations has been to find a way of keeping a spacecraft near these points in an unexpensive way. As it has been mentioned above in the real system these points are not equilibrium points, and their neighbourhood displays unstability. This leads us to use some control to keep the spacecraft there. It would be useful to have an orbit that was always near these points, because the spacecraft could be placed on it. Thus, only a station keeping would be necessary. The simplest orbit of this kind that we can compute is the one that replaces the equilibrium point. In Chapter 3, this computation has been carried out first for a planar simplified model and then for a spatial model. Then, the solution found for this last model has been improved, by means of numerical methods, in order to have a real orbit of the real system (here, by real system we mean the model of solar system provided by the JPL tapes). This improvement has been performed for a given (fixed) time-span. That is sufficient for practical purposes. Finally, an approximation to the linear stability of this refined orbit has been computed, and a very mild unstability has been found, allowing for an unexpensive station keeping. These results are given in Chapter 3 and Appendix A.

Finally, in Appendix B the reader can find the technical details concerning the way of obtaining the models used to study the neighbourhood of the equilateral points. This has been jointly developed with Gerard Gomez, Jaume Llibre, Regina Martinez, Josep Masdemont and Carles Simó.

We study several topics concerning quasi-periodic time-dependent perturbations of ordinary differential equations. This kind of equations appear in many applied problems of Celestial Mechanics, and we have used, as an illustration, the study of the behaviour near the Lagrangian points of the real Earth-Moon system. For this purpose, a model has been developed. It includes the main perturbations (due to the Sun and Moon), assuming that they are quasi-periodic.

Firstly, we deal with linear differential equations with constant coefficients, affected by a small quasi-periodic perturbation, trying to reduce then: to constant coefficients by means of a quasi-periodic change of variables. The most interesting case occurs when the unperturbed system is of elliptic type. We have added a parameter "epsilon" in the system, multiplying the perturbation, such that if "epsilon" is equal to zero we recover the unperturbed system. In this case, under suitable hypothesis of non-resonance, analyicity and non degeneracy with respect to "epsilon", it is possible to reduce the system to constant coefficients, for a cantorian set of values of "epsilon".

In the nonlinear case, we have considered an elliptic equilibrium point of an autonomous differential equation, and we have added a small quasi-periodic perturbation, in such a way that the equilibrium point does not exist. As in the linear case, we have put a parameter ("epsilon") multiplying the perturbation. Then, for a cantorian set of "epsilon", there exists a quasi-periodic orbit having the same basic frequencies as the perturbation, going to the equilibrium point when t: goes to zero. Some results concerning the stability of this orbit are stated. When the system is Hamiltonian, we have found that some tori still exist in the perturbed system. These tori come from the ones of the unperturbed system whose frequencies are non-resonant with those of the perturbation, adding these perturbing frequencies to the ones they already had.

Finally, a study of the behaviour near the Lagrangian points of the real Earth-Moon system is presented. The purpose has been to find the orbit replacing the equilibrium point. This computation has been carried out first for the model mentioned above and then it has been improved numerically, in order to have a real orbit of the real system. Finally, a study of the linear stability of this refined orbit has been done.

In case of the PDE's the concept of solving by separation of variables

has a well defined meaning. One seeks a solution in a form of a

product or sum and tries to build the general solution out of these

particular solutions. There are also known systems of second order

ODE's describing potential motions and certain rigid bodies that are

considered to be separable. However, in those cases, the concept of

separation of variables is more elusive; no general definition is

given.

In this thesis we study how these systems of equations separate and find that their separation usually can be reduced to sequential separation of single first order ODE´s. However, it appears that other mechanisms of separability are possible.

In this thesis, the reader will be made aware of methods for finding power series solutions to ordinary differential equations. In the case that a solution to a differential equation may not be expressed in terms of elementary functions, it is practical to obtain a solution in the form of an infinite series, since many differential equations which yield such a solution model an actual physical situation. In this thesis, we introduce conditions that guarantee existence and uniqueness of analytic solutions, both in the linear and nonlinear case. Several methods for obtaining analytic solutions are introduced as well. For the sake of pure mathematics, and particularly in the applications involving these differential equations, it is useful to find a radius of convergence for a power series solution. For these reasons, several methods for finding a radius of convergence are given. We will prove all results in this thesis.

We study the non-autonomous ordinary differential equation x = f (t, x) in the situation when the vector field f is of limited regularity, typically belonging to a space LP (O,T; Lq (JRn)). Such equations arise naturally when switching from an Eulerian to a Lagrangian viewpoint for the solutions of partial differential equations. We discuss some measurability issues in the foundations of the theory of regular Lagrangian flow solutions. Further, we examine the sensitivity of the choice of representative vector field f on solutions of the ordinary differential equation and, in particular, we demonstrate that every vector field can be altered on a set of measure zero to introduce non-uniqueness of solutions. We develop some geometric tools to quantify the behaviour of solutions, notably a non-autonomous version of subset avoidance and the r-codimension print that encodes the dimension of a subset S c JRn x [0, T] while distinguishing between the spatial and temporal detail of S. We relate this notion of dimension to the more familiar box-counting dimensions, for which we prove some new inequalities. Finally, motivated by the issues with measurability that can arise with irregular vector fields we prove some fundamental results in the theory of Bochner integration in order to be able to manipulate the representatives of the equivalence classes in LP (O,T; Lq (JRn)).

This thesis is concerned with a class of explicit numerical methods for multiscale differential equations, including the Heterogeneous Multiscale Methods (HMM) and Projective Integration (PI) methods. These techniques have been developed within the last decade and successfully applied to a wide range of multiscale problems. We examine the HMM and PI methods when applied to multiscale systems for which the dynamics converges rapidly to a lower dimensional manifold defined in terms of the slow degrees of freedom, and provide rigorous convergence results for the methods under these conditions. The analysis allows us to establish the differences between several formulations of HMM, as well as develop a PI method with slightly better accuracy and stability properties than existing PI formulations. We corroborate our results by numerical simulations. We then compare the HMM and PI methods, with insight on how to select numerical parameters, the difficulties faced by each method, and how one might bypass these difficulties.

This thesis involves the implementation of spectral methods, for numerical solution of linear Ordinary Differential Equations (ODEs) and linear Differential-Algebraic Equations (DAEs). First we consider ODEs with some ordinary problems, and then, focus on those problems in which the solution function or some coefficient functions have singularities. Then, by expressing weak and strong aspects of spectral methods to solve these kinds of problems, a modified pseudospectral method which is more efficient than other spectral methods is suggested and tested on some examples. We extend the pseudo-spectral method to solve a system of linear ODEs and linear DAEs and compare this method with other methods such as Backward Difference Formulae (BDF), and implicit Runge-Kutta (RK) methods using some numerical examples. Furthermore, by using appropriatec hoice of Gauss-Chebyshev-Radapuo ints, we will show that this method can be used to solve a linear DAE whenever some of coefficient functions have singularities by providing some examples. We also used some problems that have already been considered by some authors by finite difference methods, and compare their results with ours. Finally, we present a short survey of properties and numerical methods for solving DAE problems and then we extend the pseudo-spectral method to solve DAE problems with variable coefficient functions. Our numerical experience shows that spectral and pseudo-spectral methods and their modified versions are very promising for linear ODE and linear DAE problems with solution or coefficient functions having singularities. In section 3.2, a modified method for solving an ODE is introduced which is new work. Furthermore, an extension of this method for solving a DAE or system of ODEs which has been explained in section 4.6 of chapter four is also a new idea and has not been done by anyone previously. In all chapters, wherever we talk about ODE or DAE we mean linear.

AbstractIn this chapter, we discuss a first application of the time derivative operator constructed in the previous chapter. More precisely, we analyse well-posedness of ordinary differential equations and will at the same time provide a Hilbert space proof of the classical Picard–Lindelöf theorem (There are different notions for this theorem. It is also called existence and uniqueness theorem for initial value problems for ordinary differential equations as well as Cauchy–Lipschitz theorem). We shall furthermore see that the abstract theory developed here also allows for more general differential equations to be considered. In particular, we will have a look at so-called delay differential equations with finite or infinite delay; neutral differential equations are considered in the exercises section.

High-fidelity computational simulations of aerodynamics and structural dynamics on rotorcraft are essential for helicopter design, testing, and evaluation. These simulations usually entail a high computational cost even with modern high-performance computing resources. Reduced order models can significantly reduce the computational cost of simulating rotor revolutions. However, reduced order models are less accurate than traditional numerical modeling approaches, making them unsuitable for research and design purposes. This study explores the use of a new modified Neural Ordinary Differential Equation (NODE) approach as a machine learning alternative to reduced order models in rotorcraft applications—specifically to predict the pitching moment on a rotor blade section from an initial condition, mach number, chord velocity and normal velocity. The results indicate that NODEs cannot outperform traditional reduced order models, but in some cases they can outperform simple multilayer perceptron networks. Additionally, the mathematical structure provided by NODEs seems to favor time-dependent predictions. We demonstrate how this mathematical structure can be easily modified to tackle more complex problems. The work presented in this report is intended to establish an initial evaluation of the usability of the modified NODE approach for time-dependent modeling of complex dynamics over seen and unseen domains.