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Bayesian analysis for mixed-effects model defined by stochastic differential equations
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作者 言方荣 张萍 +1 位作者 陆涛 林金官 《Journal of Southeast University(English Edition)》 EI CAS 2014年第1期122-127,共6页
The nonlinear mixed-effects model with stochastic differential equations (SDEs) is used to model the population pharmacokinetic (PPK) data that are extended from ordinary differential equations (ODEs) by adding ... The nonlinear mixed-effects model with stochastic differential equations (SDEs) is used to model the population pharmacokinetic (PPK) data that are extended from ordinary differential equations (ODEs) by adding a stochastic term to the state equation. Compared with the ODEs, the SDEs can model correlated residuals which are ubiquitous in actual pharmacokinetic problems. The Bayesian estimation is provided for nonlinear mixed-effects models based on stochastic differential equations. Combining the Gibbs and the Metropolis-Hastings algorithms, the population and individual parameter values are given through the parameter posterior predictive distributions. The analysis and simulation results show that the performance of the Bayesian estimation for mixed-effects SDEs model and analysis of population pharmacokinetic data is reliable. The results suggest that the proposed method is feasible for population pharmacokinetic data. 展开更多
关键词 population pharmacokinetics mixed-effectsmodels stochastic differential equations Bayesian analysis
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Stability analysis of a noise control system in a duct by using delay differential equation 被引量:1
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作者 Masakazu Haraguchi 《Acta Mechanica Sinica》 SCIE EI CAS CSCD 2009年第1期131-137,共7页
The paper deals with the criteria for the closed- loop stability of a noise control system in a duct. To study the stability of the system, the model of delay differential equation is derived from the propagation of a... The paper deals with the criteria for the closed- loop stability of a noise control system in a duct. To study the stability of the system, the model of delay differential equation is derived from the propagation of acoustic wave governed by a partial differential equation of hyperbolic type. Then, a simple feedback controller is designed, and its closed- loop stability is analyzed on the basis of the derived model of delay differential equation. The obtained criteria reveal the influence of the controller gain and the positions of a sensor and an actuator on the closed-loop stability. Finally, numerical simulations are presented to support the theoretical results. 展开更多
关键词 Stability analysis Delay differential equation Closed-loop stability Noise control Acoustic system
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Approximate solution for the Klein Gordon-Schrdinger equation by the homotopy analysis method 被引量:1
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作者 王佳 李彪 叶望川 《Chinese Physics B》 SCIE EI CAS CSCD 2010年第3期83-89,共7页
The Homotopy analysis method is applied to obtain the approximate solution of the Klein-Gordon Schrodinger equation. The Homotopy analysis solutions of the Klein-Gordon Schrodinger equation contain an auxiliary parame... The Homotopy analysis method is applied to obtain the approximate solution of the Klein-Gordon Schrodinger equation. The Homotopy analysis solutions of the Klein-Gordon Schrodinger equation contain an auxiliary parameter which provides a convenient way to control the convergence region and rate of the series solutions. Through errors analysis and numerical simulation, we can see the approximate solution is very close to the exact solution. 展开更多
关键词 Klein-Gordon-Schrodinger equation homotopy analysis method approximate solution
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Approximate Solutions of Primary Resonance for Forced Duffing Equation by Means of the Homotopy Analysis Method 被引量:1
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作者 YUAN Peixin LI Yongqiang 《Chinese Journal of Mechanical Engineering》 SCIE EI CAS CSCD 2011年第3期501-506,共6页
Nonlinear dynamic equation is a common engineering model.There is not precise analytical solution for most of nonlinear differential equations.These nonlinear differential equations should be solved by using approxima... Nonlinear dynamic equation is a common engineering model.There is not precise analytical solution for most of nonlinear differential equations.These nonlinear differential equations should be solved by using approximate methods.Classical perturbation methods such as LP method,KBM method,multi-scale method and the averaging method on weakly nonlinear vibration system is effective,while the strongly nonlinear system is difficult to apply.Approximate solutions of primary resonance for forced Duffing equation is investigated by means of homotopy analysis method (HAM).Different from other approximate computational method,the HAM is totally independent of small physical parameters,and thus is suitable for most nonlinear problems.The HAM provides a great freedom to choose base functions of solution series,so that a nonlinear problem may be approximated more effectively.The HAM provides us a simple way to adjust and control the convergence region of the series solution by means of an auxiliary parameter and the auxiliary function.Therefore,HAM not only may solve the weakly non-linear problems but also may be suitable for the strong non-linear problem.Through the approximate solution of forced Duffing equation with cubic non-linearity,the HAM and fourth order Runge-Kutta method of numerical solution were compared,the results show that the HAM not only can solve the steady state solution,but also can calculate the unsteady state solution,and has the good computational accuracy. 展开更多
关键词 homotopy analysis method(HAM) series solution forced Duffing equation numerical solution
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Application of the homotopy analysis method for the Gross-Pitaevskii equation with a harmonic trap 被引量:1
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作者 石玉仁 刘丛波 +1 位作者 王光辉 周志刚 《Chinese Physics B》 SCIE EI CAS CSCD 2012年第12期88-93,共6页
The Homotopy analysis method (HAM) is adopted to find the approximate analytical solutions of the Gross- Pitaevskii equation, a nonlinear Schrodinger equation is used in simulation of Bose-Einstein condensates trapp... The Homotopy analysis method (HAM) is adopted to find the approximate analytical solutions of the Gross- Pitaevskii equation, a nonlinear Schrodinger equation is used in simulation of Bose-Einstein condensates trapped in a harmonic potential. Comparisons between the analytical solutions and the numerical solutions have been made. The results indicate that they fit very well with each other when the atomic interaction is weak. 展开更多
关键词 Gross-Pitaevskii equation homotopy analysis method analytical solution
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Solitary Solution of Discrete mKdV Equation by Homotopy Analysis Method 被引量:1
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作者 WANG Zhen ZOU Li ZHANG Hong-Qing 《Communications in Theoretical Physics》 SCIE CAS CSCD 2008年第6期1373-1378,共6页
In this paper, we apply homotopy analysis method to solve discrete mKdV equation and successfully obtain the bell-shaped solitary solution to mKdV equation. Comparison between our solution and the exact solution shows... In this paper, we apply homotopy analysis method to solve discrete mKdV equation and successfully obtain the bell-shaped solitary solution to mKdV equation. Comparison between our solution and the exact solution shows that homotopy analysis method is effective and validity in solving hybrid nonlinear problems, including solitary solution of difference-differential equation. 展开更多
关键词 differential-difference equation Homotopy analysis method homotopy-Pade approximation discrete mKdV equation SOLITON
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Linearization of the Liouville Equation, Multiple Splits of the Chandler Frequency, Markowitz Wobbles, and Error Analysis 被引量:1
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作者 Cheh Pan 《International Journal of Geosciences》 2012年第5期930-951,共22页
The rotation of the physical Earth is far more complex than the rotation of a biaxial or slightly triaxial rigid body can represent. The linearization of the Liouville equation via the Munk and MacDonal perturbation s... The rotation of the physical Earth is far more complex than the rotation of a biaxial or slightly triaxial rigid body can represent. The linearization of the Liouville equation via the Munk and MacDonal perturbation scheme has oversimplified polar excitation physics. A more conventional linearization of the Liouville equation as the generalized equation of motion for free rotation of the physical Earth reveals: 1) The reference frame is most essential, which needs to be unique and physically located in the Earth;2) Physical angular momentum perturbation arises from motion and mass redistribution to appear as relative angular momentum in a rotating Earth, which excites polar motion and length of day variations;3) At polar excitation, the direction of the rotation axis in space does not change besides nutation and precession around the invariant angular momentum axis, while the principal axes shift responding only to mass redistribution;4) Two inertia changes appear simultaneously at polar excitation;one is due to mass redistribution, and the other arises from the axial near-symmetry of the perturbed Earth;5) The Earth at polar excitation becomes slightly triaxial and axially near-symmetrical even it was originally biaxial;6) At polar excitation, the rotation of a non-rigid Earth becomes unstable;7) The instantaneous figure axis or mean excitation axis around which the rotation axis physically wobbles is not a principal axis;8) In addition to amplitude excitation, the Chandler wobble possesses also multiple frequency-splits and is slow damping;9) Secular polar drift is after the products of inertia and always associated with the Chandler wobble;both belong to polar motion;10) The Earth will reach its stable rotation only after its rotation axis, major principal axis, and instantaneous figure axis or mean excitation axis are all completely aligned with each other to arrive at the minimum energy configuration of the system;11) The observation of the multiple splits of the Chandler frequency is further examined by means of exact-bandwidth filtering and spectral analysis, which confirms the theoretical prediction of the linearized Liouville equation. After the removal of the Gibbs phenomenon from the polar motion spectra, Markowitz wobbles are also observed;12) Error analysis of the ILS data demonstrates that the incoherent noises from the Wars in 1920-1945 are separable from polar motion and removable, so the ILS data are still reliable and useful for the study of the continuation of polar motion. 展开更多
关键词 LIOUVILLE equation POLAR Motion Chandler Wobble MARKOWITZ Wobble ERROR analysis
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Painleve Analysis and Determinant Solutions of a (3+1)-Dimensional Variable-Coefficient Kadomtsev-Petviashvili Equation in Wronskian and Grammian Form 被引量:2
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作者 MENG Xiang-Hua TIAN Bo +2 位作者 FENG Qian YAO Zhen-Zhi GAO Yi-Tian 《Communications in Theoretical Physics》 SCIE CAS CSCD 2009年第6期1062-1068,共7页
In this paper, the investigation is focused on a (3+1)-dimensional variable-coefficient Kadomtsev- Petviashvili (vcKP) equation, which can describe the realistic nonlinear phenomena in the fluid dynamics and plas... In this paper, the investigation is focused on a (3+1)-dimensional variable-coefficient Kadomtsev- Petviashvili (vcKP) equation, which can describe the realistic nonlinear phenomena in the fluid dynamics and plasma in three spatial dimensions. In order to study the integrability property of such an equation, the Painlevé analysis is performed on it. And then, based on the truncated Painlevé expansion, the bilinear form of the (3+1)-dimensionaJ vcKP equation is obtained under certain coefficients constraint, and its solution in the Wronskian determinant form is constructed and verified by virtue of the Wronskian technique. Besides the Wronskian determinant solution, it is shown that the (3+1)-dimensional vcKP equation also possesses a solution in the form of the Grammian determinant. 展开更多
关键词 (3+1)-dimensional variable-coefficient Kadomtsev-Petviashvili equation Painlev@ analysis bilinear form Wronskian determinant Grammian determinant symbolic computation
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Superconvergence Analysis of the Runge-Kutta Discontinuous Galerkin Method with Upwind-Biased Numerical Flux for Two-Dimensional Linear Hyperbolic Equation 被引量:1
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作者 Yuan Xu Qiang Zhang 《Communications on Applied Mathematics and Computation》 2022年第1期319-352,共34页
In this paper,we shall establish the superconvergence properties of the Runge-Kutta dis-continuous Galerkin method for solving two-dimensional linear constant hyperbolic equa-tion,where the upwind-biased numerical flu... In this paper,we shall establish the superconvergence properties of the Runge-Kutta dis-continuous Galerkin method for solving two-dimensional linear constant hyperbolic equa-tion,where the upwind-biased numerical flux is used.By suitably defining the correction function and deeply understanding the mechanisms when the spatial derivatives and the correction manipulations are carried out along the same or different directions,we obtain the superconvergence results on the node averages,the numerical fluxes,the cell averages,the solution and the spatial derivatives.The superconvergence properties in space are pre-served as the semi-discrete method,and time discretization solely produces an optimal order error in time.Some numerical experiments also are given. 展开更多
关键词 Runge-Kutta discontinuous Galerkin method Upwind-biased flux Superconvergence analysis Hyperbolic equation Two dimensions
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Application of a Modified Arrhenius Equation to Describe the Time-Temperature Equivalence in Relaxation Analysis of Metal Seals 被引量:1
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作者 Linan Qiao Sven Nagelschmidt Uwe Herbrich 《Journal of Civil Engineering and Architecture》 2017年第9期853-861,共9页
For the application of the time-temperature superposition principle a suitable relation is needed to describe the time-temperature shift factor a. Therefore, the Arrhenius equation is widely used due to its simple for... For the application of the time-temperature superposition principle a suitable relation is needed to describe the time-temperature shift factor a. Therefore, the Arrhenius equation is widely used due to its simple form and often leads to suitable results. Where, the Arrhenius equation presents a linear relation for the temperature-dependent shift factor in logarithmic scale ln(α) with the absolute inverse temperature (1/θ). However, in cases with a large temperature range which eventually include more complex reaction processes, the functional relation between ln(α) and (1/θ) is nonlinear in the 'Arrhenius plot'. In those cases, the monotone change of the nonlinear range in the 'Arrhenius plot' can be interpreted as a transient range between two approximately linear or constant regions. An extended application of the modified Arrhenius equation from Nakamura (1989) is presented in this study for this transient range. The introduced method was applied to describe the time-temperature equivalence in the relaxation analysis of restoring seal force of metal seals, which are used in lid-systems of transport and interim storage casks for radioactive materials. But, the method is widely valid and can be used for different objectives which are characterized by thermorheologically simple behavior with nonlinear sensitivity to inverse temperature. 展开更多
关键词 TTS principle Arrhenius equation non-linear Arrhenius behavior relaxation analysis seal force metal seals.
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Boundary Value Problems for Burgers Equations, through Nonstandard Analysis
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作者 Saida Bendaas 《Applied Mathematics》 2015年第6期1086-1098,共13页
In this paper we study inviscid and viscid Burgers equations with initial conditions in the half plane . First we consider the Burgers equations with initial conditions admitting two and three shocks and use the HOPF-... In this paper we study inviscid and viscid Burgers equations with initial conditions in the half plane . First we consider the Burgers equations with initial conditions admitting two and three shocks and use the HOPF-COLE transformation to linearize the problems and explicitly solve them. Next we study the Burgers equation and solve the initial value problem for it. We study the asymptotic behavior of solutions and we show that the exact solution of boundary value problem for viscid Burgers equation as viscosity parameter is sufficiently small approach the shock type solution of boundary value problem for inviscid Burgers equation. We discuss both confluence and interacting shocks. In this article a new approach has been developed to find the exact solutions. The results are formulated in classical mathematics and proved with infinitesimal technique of non standard analysis. 展开更多
关键词 Non Standard analysis BOUNDARY Value Problem Viscid BURGERS equation INVISCID BURGERS equation Heat equation
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Analytical Solution for the Time-Dependent Emden-Fowler Type of Equations by Homotopy Analysis Method with Genetic Algorithm
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作者 Waleed Al-Hayani Laheeb Alzubaidy Ahmed Entesar 《Applied Mathematics》 2017年第5期693-711,共19页
In this paper, Homotopy Analysis method with Genetic Algorithm is presented and used to obtain an analytical solution for the time-dependent Emden-Fowler type of equations and wave-type equation with singular behavior... In this paper, Homotopy Analysis method with Genetic Algorithm is presented and used to obtain an analytical solution for the time-dependent Emden-Fowler type of equations and wave-type equation with singular behavior at x = 0. The advantage of this single global method employed to present a reliable framework is utilized to overcome the singularity behavior at the point x = 0 for both models. The method is demonstrated for a variety of problems in one and higher dimensional spaces where approximate-exact solutions are obtained. The results obtained in all cases show the reliability and the efficiency of this method. 展开更多
关键词 HOMOTOPY analysis Method Genetic Algorithm EMDEN-FOWLER equation Wave-Type equation Adomian Polynomials Noise Terms Padé APPROXIMANTS SIMPSON Rule
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A Modified Homotopy Analysis Method for Solving Boundary Layer Equations
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作者 Yinlong Zhao Zhiliang Lin Shijun Liao 《Applied Mathematics》 2013年第1期11-15,共5页
A new modification of the Homotopy Analysis Method (HAM) is presented for highly nonlinear ODEs on a semi-infinite domain. The main advantage of the modified HAM is that the number of terms in the series solution can ... A new modification of the Homotopy Analysis Method (HAM) is presented for highly nonlinear ODEs on a semi-infinite domain. The main advantage of the modified HAM is that the number of terms in the series solution can be greatly reduced;meanwhile the accuracy of the solution can be well retained. In this way, much less CPU is needed. Two typical examples are used to illustrate the efficiency of the proposed approach. 展开更多
关键词 HOMOTOPY analysis Method BOUNDARY LAYER equationS Orthonormal FUNCTIONS
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Lie group analysis, numerical and non-traveling wave solutions for the (2+1)-dimensional diffusion–advection equation with variable coefficients
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作者 Vikas Kumar R.K.Gupta Ram Jiwari 《Chinese Physics B》 SCIE EI CAS CSCD 2014年第3期71-76,共6页
In this paper, the variable-coefficient diffusion-advection (DA) equation, which arises in modeling various physical phenomena, is studied by the Lie symmetry approach. The similarity reductions are derived by deter... In this paper, the variable-coefficient diffusion-advection (DA) equation, which arises in modeling various physical phenomena, is studied by the Lie symmetry approach. The similarity reductions are derived by determining the complete sets of point symmetries of this equation, and then exact and numerical solutions are reported for the reduced second-order nonlinear ordinary differential equations. Further, an extended (Gl/G)-expansion method is applied to the DA equation to construct some new non-traveling wave solutions. 展开更多
关键词 diffusion-advection equation Lie group analysis numerical solutions extended (G'/G)-expansion method
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Homotopy Analysis Method for Solving (2+1)-dimensional Navier-Stokes Equations with Perturbation Terms
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作者 Ji Juan-juan Zhang Lan-fang 《Communications in Mathematical Research》 CSCD 2018年第1期1-14,共14页
In this paper Homotopy Analysis Method(HAM) is implemented for obtaining approximate solutions of(2+1)-dimensional Navier-Stokes equations with perturbation terms. The initial approximations are obtained using linear ... In this paper Homotopy Analysis Method(HAM) is implemented for obtaining approximate solutions of(2+1)-dimensional Navier-Stokes equations with perturbation terms. The initial approximations are obtained using linear systems of the Navier-Stokes equations; by the iterations formula of HAM, the first approximation solutions and the second approximation solutions are successively obtained and Homotopy Perturbation Method(HPM) is also used to solve these equations; finally,approximate solutions by HAM of(2+1)-dimensional Navier-Stokes equations without perturbation terms and with perturbation terms are compared. Because of the freedom of choice the auxiliary parameter of HAM, the results demonstrate that the rapid convergence and the high accuracy of the HAM in solving Navier-Stokes equations; due to the effects of perturbation terms, the 3 rd-order approximation solutions by HAM and HPM have great fluctuation. 展开更多
关键词 Navier-Stokes equation homotopy analysis method homotopy perturbation method perturbation term
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A Mathematical Approach Based on the Homotopy Analysis Method: Application to Solve the Nonlinear Harry-Dym (HD) Equation
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作者 Emran Khoshrouye Ghiasi Reza Saleh 《Applied Mathematics》 2017年第11期1546-1562,共17页
In this paper, the homotopy analysis method (HAM) has been employed to obtain the approximate analytical solution of the nonlinear Harry-Dym (HD) equation, which is one of the most important soliton equations. Utilizi... In this paper, the homotopy analysis method (HAM) has been employed to obtain the approximate analytical solution of the nonlinear Harry-Dym (HD) equation, which is one of the most important soliton equations. Utilizing the HAM, thereby employing the initial approximation, variations of the 7th-order approximation of the Harry-Dym equation is obtained. It is found that effect of the nonzero auxiliary parameter on convergence rate of the series solution is undeniable. It is also shown that, to some extent, order of the fractional derivative plays a fundamental role in the prediction of convergence. The final results reported by the HAM have been compared with the exact solution as well as those obtained through the other methods. 展开更多
关键词 Harry-Dym (HD) equation Soliton HOMOTOPY analysis Method (HAM) Auxiliary Parameter Convergence analysis Relative Error
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Shape analysis and damped oscillatory solutions for a class of nonlinear wave equation with quintic term
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作者 李想 张卫国 +1 位作者 李正明 Ji-bin LI 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 2014年第1期117-132,共16页
This paper aims at analyzing the shapes of the bounded traveling wave solu- tions for a class of nonlinear wave equation with a quintic term and obtaining its damped oscillatory solutions. The theory and method of pla... This paper aims at analyzing the shapes of the bounded traveling wave solu- tions for a class of nonlinear wave equation with a quintic term and obtaining its damped oscillatory solutions. The theory and method of planar dynamical systems are used to make a qualitative analysis to the planar dynamical system which the bounded traveling wave solutions of this equation correspond to. The shapes, existent number, and condi- tions are presented for all bounded traveling wave solutions. The bounded traveling wave solutions are obtained by the undetermined coefficients method according to their shapes, including exact expressions of bell and kink profile solitary wave solutions and approxi- mate expressions of damped oscillatory solutions. For the approximate damped oscillatory solution, using the homogenization principle, its error estimate is given by establishing the integral equation, which reflects the relation between the exact and approximate so- lutions. It can be seen that the error is infinitesimal decreasing in the exponential form. 展开更多
关键词 nonlinear wave equation bounded traveling wave solution shape analysis approximate damped oscillatory solution error estimate
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Asymptotic Analysis to a Diffusion Equation with a Weighted Nonlocal Source
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作者 JIANG Liang-jun 《Chinese Quarterly Journal of Mathematics》 2015年第2期244-252,共9页
In this paper,we deal with the blow-up property of the solution to the diffusion equation u_t = △u + a(x)f(u) ∫_Ωh(u)dx,x∈Ω,t>0 subject to the null Dirichlet boundary condition.We will show that under certain ... In this paper,we deal with the blow-up property of the solution to the diffusion equation u_t = △u + a(x)f(u) ∫_Ωh(u)dx,x∈Ω,t>0 subject to the null Dirichlet boundary condition.We will show that under certain conditions,the solution blows up in finite time and prove that the set of all blow-up points is the whole region.Especially,in case of f(s) = s^p,h(s) = s^q,0 ≤ p≤1,p + q >1,we obtain the asymptotic behavior of the blow up solution. 展开更多
关键词 asymptotic analysis diffusion equation global blow-up nonlocal sources weight function
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On the Homotopy Analysis Method and Optimal Value of the Convergence Control Parameter: Solution of Euler-Lagrange Equation
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作者 Jafar Saberi-Nadjafi Reza Buzhabadi Hassan Saberi Nik 《Applied Mathematics》 2012年第8期873-881,共9页
This paper presents, an efficient approach for solving Euler-Lagrange Equation which arises from calculus of variations. Homotopy analysis method to find an approximate solution of variational problems is proposed. An... This paper presents, an efficient approach for solving Euler-Lagrange Equation which arises from calculus of variations. Homotopy analysis method to find an approximate solution of variational problems is proposed. An optimal value of the convergence control parameter is given through the square residual error. By minimizing the the square residual error, the optimal convergence-control parameters can be obtained. It is showed that the homotopy analysis method was valid and feasible to the study of variational problems. 展开更多
关键词 HOMOTOPY analysis Method CALCULUS of VARIATIONS VARIATIONAL Problems EULER-LAGRANGE equation SQUARE Residual Error
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Stability Analysis of a Numerical Integrator for Solving First Order Ordinary Differential Equation
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作者 Samuel Olukayode Ayinde Adesoji Abraham Obayomi Funmilayo Sarah Adebayo 《Journal of Applied Mathematics and Physics》 2017年第11期2196-2204,共9页
In this paper, we used an interpolation function to derive a Numerical Integrator that can be used for solving first order Initial Value Problems in Ordinary Differential Equation. The numerical quality of the Integra... In this paper, we used an interpolation function to derive a Numerical Integrator that can be used for solving first order Initial Value Problems in Ordinary Differential Equation. The numerical quality of the Integrator has been analyzed to authenticate the reliability of the new method. The numerical test showed that the finite difference methods developed possess the same monotonic properties with the analytic solution of the sampled Initial Value Problems. 展开更多
关键词 NUMERICAL INTEGRATOR Autonomous and NON-AUTONOMOUS Ordinary Differential equation INITIAL Value Problems Stability analysis
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