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The theory of consistent step-by-step methods for solving Volterra integral equations is extended to nonsingular Volterra integro-differential equations. It is shown that standard step-by-step algorithms for these more general equations are convergent. Several numerical examples are included.
Numerical solution of boundary value problem for nonlinear integro-differential equation system of hypersonic boundary layer
Partial integro-differential equations (PIDEs) have broad applications in the sciences, from electro-magnetism to options pricing. Here, in this paper, we introduce a new finite expression method (FEX) to solve PIDEs. This approach builds upon the original FEX and its inherent advantages with new advances: 1) A novel method of parameter grouping is proposed to reduce the number of coefficients in high-dimensional function approximation; 2) A Taylor series approximation method is implemented to significantly improve the computational efficiency and accuracy of the evaluation of the integral terms of PIDEs. The new FEX based method, denoted FEX-PG to indicate the addition of the parameter grouping (PG) step to the algorithm, provides both high accuracy and interpretable numerical solutions, with the outcome being an explicit equation that facilitates intuitive understanding of the underlying solution structures. These features are often absent in traditional methods, such as finite element methods (FEM) and finite difference methods, as well as in deep learning-based approaches. To benchmark our method against recent advances, we apply the new FEX-PG to solve benchmark PIDEs in the literature. In high-dimensional settings, FEX-PG exhibits strong and robust performance, achieving relative errors on the order of single precision machine epsilon, significantly outperforming existing approaches based on neural networks.
Understanding the dynamics of nonequilibrium quantum many-body systems is an important research topic in a wide range of fields across condensed matter physics, quantum optics, and high-energy physics. However, numerical studies of large-scale nonequilibrium phenomena in realistic materials face serious challenges due to intrinsic high-dimensionality of quantum many-body problems and the absence of time-invariance. The nonequilibrium properties of many-body systems can be described by the dynamics of the correlator, or the Green's function of the system, whose time evolution is given by a high-dimensional system of integro-differential equations, known as the Kadanoff–Baym equations (KBEs). The time-convolution term in KBEs, which needs to be recalculated at each time step, makes it difficult to perform long-time numerical simulation. In this paper, we develop an operator-learning framework based on recurrent neural networks (RNNs) to address this challenge. We utilize RNNs to learn the nonlinear mapping between Green's functions and convolution integrals in KBEs. By using the learned operators as a surrogate model in the KBE solver, we obtain a general machine-learning scheme for predicting the dynamics of nonequilibrium Green's functions. Besides significant savings per each time step, the new methodology reduces the temporal computational complexity from $O(N_t^3)$ to $O(N_t)$ where N t is the number of steps taken in a simulation, thereby making it possible to study large many-body problems which are currently infeasible with conventional KBE solvers. Through various numerical examples, we demonstrate the effectiveness of the operator-learning based approach in providing accurate predictions of physical observables such as the reduced density matrix and time-resolved photoemission spectra. Moreover, our framework exhibits clear numerical convergence and can be easily parallelized, thereby facilitating many possible further developments and applications.
The failure of most viscous-inviscid interaction methods at strong interactions is attributed to the presence of a normal pressure gradient. A new theory is proposed for supersonic laminar boundary layers that can generate normal pressure gradients. The Navier-Stokes equations are reexamined by an order of magnitude analysis and all first and second order terms are retained. The approximation is found to be dependent not only on the boundary layer thickness but also on the ratio of the dimensionless viscosity and density. The equations are transformed into two quasi-similar, nonlinear, third order, ordinary integro-differential equations for the velocity and pressure as functions of a single transverse variable. The properties of the equations at the boundaries are discussed.
Time-dependent kinetic models are ubiquitous in computational science and engineering. The underlying integro-differential equations in these models are high-dimensional, comprised of a six–dimensional phase space, making simulations of such phenomena extremely expensive. In this article we demonstrate that in many situations, the solution to kinetics problems lives on a low dimensional manifold that can be described by a low-rank matrix or tensor approximation. We then review the recent development of so-called low-rank methods that evolve the solution on this manifold. The two classes of methods we review are the dynamical low-rank (DLR) method, which derives differential equations for the low-rank factors, and a Step-and-Truncate (SAT) approach, which projects the solution onto the low-rank representation after each time step. Thorough discussions of time integrators, tensor decompositions, and method properties such as structure preservation and computational efficiency are included. We further show examples of low-rank methods as applied to particle transport and plasma dynamics.
The physical properties of the upper atmosphere are determined mainly by heat conduction, the heat sources and the barometric law. An analysis of the integro-differential equation which describes these physical processes has been carried out. It is found that heating of the thermosphere due to absorption of the solar extreme ultraviolet (EUV) radiation alone cannot explain the observed diurnal variation of density and temperature, since it would yield a maximum of these properties at about 17h local time, instead of 14h where it is observed. Secondly, if the EUV flux is adjusted to give the observed average temperature, then the diurnal variation in density would be much too large compared with the observed amplitude. Thirdly, it would require an extremely high efficiency for the conversion of EUV radiation into heat, if we compare the required flux with Hinteregger's measurements of the EUV flux. Thus, it is necessary to have another heat source in addition to the heating due to absorption of EUV radiation. If an additional beat source is used, which has a maximum at about 9h local time and a flux of 1 erg cm−1 sec−1, a time-dependent model of the upper atmosphere is obtained that is in good agreement with the observed densities. There is evidence that this additional heat source derives its energy ultimately from the solar corpuscular radiation. In this paper we present the results of calculations for a model in the equatorial and temperature zones of the earth, for those times when the average solar activity corresponds to a solar radiation flux of 200×110−22 Wm−2 (cps)−1 at 10.7-cm wavelength. The physical properties (temperature, density, pressure, scale height, mean molecular weight and the number densities of N2, O2, O, He and H) are given as a function of local time and for the altitudes between 120 km and 2050 km.
Integro-differential equation describing cosmic ray interaction with solar wind
An explicit definition of the radiation-stream concept is stated and applied to approximate the integro-differential equation of radiative transfer with a set of twelve coupled differential equations. Computational efficiency is enhanced by distributing the corresponding streams in three-dimensional space in a totally symmetric way. Polarization is then incorporated in this model. A computer program based on the model is briefly compared with a Monte Carlo program for simulation of horizon scans of the earth's atmosphere. It is found to be considerably faster.
Discussion of various zeroth-order approximations to s-wave scattering of electrons by hydrogen atoms below the first excitation threshold. The formalism previously developed by the author (1967, 1968) is applied to Feshbach operators to derive integro-differential equations, with the optical-potential set equal to zero, for the singlet and triplet cases. Phase shifts of s-wave scattering are computed in the zeroth-order approximation of the Feshbach operator method and in the static-exchange approximation. It is found that the convergence of numerical computations is faster in the former approximation than in the latter.
Final stretch criterion of failure is applied to the problem of quasi-static extension of a crack embedded in an elastic-plastic or viscoelastic-plastic matrix. The slow growth under subcritical conditions in a rate-sensitive Tresca solid is shown to be a superposition of creep rupture and McClintock's ductile growth. This type of growth occurs at subcritical magnitude of the imposed K-factor and can be accounted for only through a recognition of inelastic properties of solids. In the subcritical range there is no unique value for K sub c independent of geometrical configuration and flaw size. Not only the produced states of stress and strain are dependent on the loading path, but also the material resistance to fracture turns out to be a function of the history of loading that precedes catastrophic failure. A nonlinear integro-differential equation of motion is derived for a crack progressing through a viscoelastic medium with some limited ability to plastic flow. Examples of numerical integration are given incorporating both monotonic and cyclic loading programs.
A general theory of subsonic potential aerodynamic flow around a lifting body having arbitrary shape and motion is presented. By using the Green function method, an integral representation for the velocity potential is obtained for both supersonic and subsonic flow. Under the small perturbation assumption, the potential at any point in the field depends only upon the values of the potential and its normal derivative on the surface of the body. On the surface of the body, this representation reduces to an integro-differential equation relating the potential and its normal derivative (which is known from the boundary conditions) on the surface. The theory is applied to finite-thickness wings in subsonic steady and oscillatory flows.
This paper discusses a new, computationally-efficient method for approximating the integro-differential equation of radiative transfer with a finite set of coupled differential equations for discrete streams. The method uses recommended spatial distributions of streams that are quite different from those typically used in that they are based on the symmetry of several regular Platonic solids. To facilitate the use of such distributions, an explicit, one-parameter relationship between the physical radiance and the abstract stream is formulated. The parameter is used to determine the minimum number of streams required in the radiative transfer model. Accuracy and computational efficiency are shown to be served best by choosing a stream distribution that is invariant to a large number of three space rotations. For various values of the above-mentioned parameter, the resulting recommended stream distribution is shown to be more computationally efficient than more conventional stream distributions. Finally, the incorporation of polarization in the stream definition is described.
The general theory of potential aerodynamic flow around a lifting body having arbitrary shape and motion is presented. By using the Green function method, an integral representation for the potential is obtained for both supersonic and subsonic flow. Under small perturbation assumption, the potential at any point, P, in the field depends only upon the values of the potential and its normal derivative on the surface, sigma, of the body. Hence, if the point P approaches the surface of the body, the representation reduces to an integro-differential equation relating the potential and its normal derivative (which is known from the boundary conditions) on the surface sigma. For the important practical case of small harmonic oscillation around a rest position, the equation reduces to a two-dimensional Fredholm integral equation of second-type. It is shown that this equation reduces properly to the lifting surface theories as well as other classical mathematical formulas. The question of uniqueness is examined and it is shown that, for thin wings, the operator becomes singular as the thickness approaches zero. This fact may yield numerical problems for very thin wings.
In order to accommodate a quadrature amplitude-shift-keyed (QASK) signal, Simon and Smith (1974) have modified the decision-feedback loop which tracks a quadrature phase-shift-keyed (QPSK). In the investigation reported approaches are considered to modify the loops in such a way that offset QASK signals can be tracked, giving attention to the special case of an offset QPSK. The development of the stochastic integro-differential equation of operation for a decision-feedback offset QASK loop is discussed along with the probability density function of the phase error process.
Subcritical crack growth in a linear viscoelastic material subjected to cyclic loading is investigated starting with the thermodynamic power balance. Physically, it is supposed that the subcritical slow crack growth is due to local weakening of the material in the neighborhood of the crack tip. Under fatigue loading it is assumed that all energy dissipation goes into heat and that this heat build-up is the dominant irreversible process governing crack growth. The cycle averaged temperature distribution around the crack tip is obtained from local application of the first law of thermodynamics (i.e., conservation of energy). The analysis leads to the solution of a nonlinear integro-differential equation for crack length as a function of time which is coupled with the local energy equation. A regular perturbation technique is used to obtain an analytical solution which compares very well with experimental results.
Light is considered by many investigators to be the primary Zeitgeber for most physiologic rhythms. In order to study the effects on biorhythms of changing photoperiods and to provide information on the nature of the wave forms and the mechanisms of entrainment, unrestrained male monkeys (Cebus albifrons, Macaca nemestrina) were maintained in a sound-proofed environmental chamber. The Cebus was initially maintained on a 12L:12D schedule; it was subjected to a 180 degrees phase shift for 14 days, then returned to the original photoperiod. In two experiments (24 days; 27 days each) the same monkey was again maintained on a 12L:12D schedule which was gradually altered to a constant light environment. Deep body temperature (DBT) data were obtained with miniature radiotransmitters. Locomotor activity (LMA) was measured by strain gauges. Under the 12L:12D regimens the Macaca DBT cycles were uniform as to phase and wave form for over 60 weeks. These wave forms were analyzed by the use of periodogram and correlogram analyses and by fitting to the Volterra Integro-Differential Equation. Phase angle relationships between Zeitgeber and physiologic parameters were characterized. After the photoperiod phase shift the DBT cycle rephased in about 9 days. During the rephasing process the wave form changed. The shapes of the wave forms of DBT and activity were maintained with increasing light until an 18L:6D photoperiod was reached. The rhythms were entrained to the onset of darkness rather than lights on. Major and minor periods of LMA were detected. Hysteresis diagrams showed that DBT led the onset of major LA by 6 hr and the end of major activity by 2 hr.
The nonequilibrium Green's function gives access to one-body observables for quantum systems. Of particular interest are quantities such as density, currents, and absorption spectra which are important for interpreting experimental results in quantum transport and spectroscopy. We present an integration scheme for the Green's function's equations of motion, the Kadanoff-Baym equations (KBE), which is both adaptive in the time integrator step size and method order as well as the history integration order. We analyze the importance of solving the KBE self-consistently and show that adapting the order of history integral evaluation is important for obtaining accurate results. To examine the efficiency of our method, we compare runtimes to a state-of-the-art fixed time step integrator for several test systems and show an order of magnitude speedup at similar levels of accuracy. Published by the American Physical Society 2024