Search Results (41)

We investigate a class of quadratic backward stochastic differential equations (BSDEs) with generators that are singular in y. First, we establish the existence of solutions and a comparison theorem, thereby extending the existing results in the literature. Furthermore, we analyze the stability properties, derive the Feynman–Kac formula, and prove the uniqueness of viscosity solutions for the corresponding singular semi-linear partial differential equations (PDEs). Finally, we demonstrate applications in the context of robust control linked to stochastic differential utility and the certainty equivalent based on g-expectation. In these applications, the quadratic coefficients in the generators, respectively, quantify ambiguity aversion and absolute risk aversion. Full article

This study investigates a stochastic production planning problem with regime-switching parameters, inspired by economic cycles impacting production and inventory costs. The model considers types of goods and employs a Markov chain to capture probabilistic regime transitions, coupled with a multidimensional Brownian motion representing stochastic demand dynamics. The production and inventory cost optimization problem is formulated as a quadratic cost functional, with the solution characterized by a regime-dependent system of elliptic partial differential equations (PDEs). Numerical solutions to the PDE system are computed using a monotone iteration algorithm, enabling quantitative analysis. Sensitivity analysis and model risk evaluation illustrate the effects of regime-dependent volatility, holding costs, and discount factors, revealing the conservative bias of regime-switching models when compared to static alternatives. Practical implications include optimizing production strategies under fluctuating economic conditions and exploring future extensions such as correlated Brownian dynamics, non-quadratic cost functions, and geometric inventory frameworks. In contrast to earlier studies that imposed static or overly simplified regime-switching assumptions, our work presents a fully integrated framework—combining optimal control theory, a regime-dependent system of elliptic PDEs, and comprehensive numerical and sensitivity analyses—to more accurately capture the complex stochastic dynamics of production planning and thereby deliver enhanced, actionable insights for modern manufacturing environments. Full article

This paper studies an averaged Linear Quadratic Regulator (LQR) problem for a parabolic partial differential equation (PDE), where the system dynamics are affected by uncertain parameters. Instead of assuming a deterministic operator, we model the uncertainty using a probability distribution over a set of possible system dynamics. This approach extends classical optimal control theory by incorporating an averaging framework to account for parameter uncertainty. We establish the existence and uniqueness of the optimal control solution and analyze its convergence as the probability distribution governing the system parameters changes. These results provide a rigorous foundation for solving optimal control problems in the presence of parameter uncertainty. Our findings lay the groundwork for further studies on optimal control in dynamic systems with uncertainty. Full article

The unital associative algebra structure $\mathbb{A}$ on ${\mathbb{R}}^n$ allows for defining elementary functions and functions defined by convergent power series. For these, the usual derivative has a simple form even for higher-order derivatives, which allows us to have the $\mathbb{A}$-calculus. Thus, we introduce $\mathbb{A}$-differentiability. Rules for $\mathbb{A}$-differentiation are obtained: a product rule, left and right quotients, and a chain rule. Convergent power series are $\mathbb{A}$-differentiable, and their $\mathbb{A}$-derivatives are the power series defined by their $\mathbb{A}$-derivatives. Therefore, we use associative algebra structures to calculate the usual derivatives. These calculations are carried out without using partial derivatives, but only by performing operations in the corresponding algebras. For $f\left(x\right)=x^2$, we obtain $d{f}_x\left(v\right)=vx+xv$, and for $f\left(x\right)=x^{-1}$, $d{f}_x\left(v\right)=-x^{-1}v{x}^{-1}$. Taylor approximations of order k and expansion by the Taylor series are performed. The pre-twisted differentiability for the case of non-commutative algebras is introduced and used to solve families of quadratic ordinary differential equations. Full article

In the current paper, an analysis of magnetohydrodynamic Williamson nanofluid boundary layer flow is presented, with multiple slips in a porous medium, using a newly designed human-brain-inspired Ricker wavelet neural network solver. The solver employs a hybrid approach that combines genetic algorithms, serving as a global search method, with sequential quadratic programming, which functions as a local optimization technique. The heat and mass transportation effects are examined through a stretchable surface with radiation, thermal, and velocity slip effects. The primary flow equations, originally expressed as partial differential equations (PDEs), are changed into a dimensionless nonlinear system of ordinary differential equations (ODEs) via similarity transformations. These ODEs are then numerically solved with the proposed computational approach. The current study has significant applications in a variety of practical engineering and industrial scenarios, including thermal energy systems, biomedical cooling devices, and enhanced oil recovery techniques, where the control and optimization of heat and mass transport in complex fluid environments are essential. The numerical outcomes gathered through the designed scheme are compared with reference results acquired through Adam’s numerical method in terms of graphs and tables of absolute errors. The rapid convergence, effectiveness, and stability of the suggested solver are analyzed using various statistical and performance operators. Full article

This paper deals with several nonlinear partial differential equations (PDEs) of mathematical physics such as the concatenation model (perturbed concatenation model) from nonlinear fiber optics, the plane hydrodynamic jet theory, the Kadomtsev–Petviashvili PDE from hydrodynamic (soliton theory) and others. For the equation of nonlinear optics, we look for solutions of the form amplitude Q multiplied by $e^{i\Phi }$, $\Phi$ being linear. Then, Q is expressed as a quadratic polynomial of some elliptic function. Such types of solutions exist if some nonlinear algebraic system possesses a nontrivial solution. In the other five cases, the solution is a traveling wave. It satisfies Abel-type ODE of the second kind, the first order ODE of the elliptic functions (the Weierstrass or Jacobi functions), the Airy equation, the Emden–Fawler equation, etc. At the end of the paper a short survey on the Jacobi elliptic and Weierstrass functions is included. Full article

The dynamic response of light bridges to moving loads presents significant challenges in controlling vibrations that can impact on the structural integrity and the user comfort. This study investigates the effectiveness of nonlinear semi-active absorbers in mitigating these vibrations on light bridges that are particularly susceptible to human-induced vibrations, due to their inherent low damping and flexibility, especially under near-resonance conditions. Traditional passive vibration control methods, such as dynamic vibration absorbers (DVAs), may not be entirely adequate for mitigating vibrations, as they require adjustments in damping and stiffness when operating conditions change over time. Therefore, suitable strategies are needed to dynamically adapt DVA parameters and ensure optimal performance. This paper explores the effectiveness of linear and nonlinear DVAs in reducing vertical vibrations of lightweight beams subjected to moving loads. Using the Bubnov-Galerkin method, the governing partial differential equations are reduced to a set of ordinary differential equations and a novel nonlinear DVA with a variable damping dashpot is investigated, showing better performances compared to traditional constant-parameter DVAs. The nonlinear viscous damping device enables real-time adjustments, making the DVA semi-active and more effective. A footbridge case study demonstrates significant vibration reductions using optimized nonlinear DVAs for lightweight bridges, showing broader frequency effectiveness than linear ones. The quadratic nonlinear DVA is the most efficient, achieving a 92% deflection reduction in the 1.5–2.5 Hz range, and under running and jumping reduces deflection by 42%. Full article

A family of strongly nonlinear nonstationary equations of mathematical physics with three independent variables is investigated, which contain an arbitrary degree of the first derivative with respect to time and a quadratic combination of second derivatives with respect to spatial variables of the Monge–Ampère type. Individual PDEs of this family are encountered, for example, in electron magnetohydrodynamics and differential geometry. The symmetries of the considered parabolic Monge–Ampère equations are investigated by group analysis methods. Formulas are obtained that make it possible to construct multiparameter families of solutions based on simpler solutions. Two-dimensional and one-dimensional symmetry and non-symmetry reductions are considered, which lead to the original equation to simpler partial differential equations with two independent variables or ordinary differential equations or systems of such equations. Self-similar and other invariant solutions are described. A number of new exact solutions are constructed by methods of generalized and functional separation of variables, many of which are expressed in elementary functions or in quadratures. To obtain exact solutions, the principle of the structural analogy of solutions was also used, as well as various combinations of all the above-mentioned methods. In addition, some solutions are constructed by auxiliary intermediate-point or contact transformations. The obtained exact solutions can be used as test problems intended to check the adequacy and assess the accuracy of numerical and approximate analytical methods for solving problems described by highly nonlinear equations of mathematical physics. Full article

The paper studies an unsteady equation with quadratic nonlinearity in second derivatives, that occurs in electron magnetohydrodynamics. In mathematics, such PDEs are referred to as parabolic Monge–Ampère equations. An overview of the Monge–Ampère type equations is given, in which their unusual qualitative features are noted. For the first time, the Lie group analysis of the considered highly nonlinear PDE with three independent variables is carried out. An eleven-parameter transformation is found that preserves the form of the equation. Some one-dimensional reductions allowing to obtain self-similar and other invariant solutions that satisfy ordinary differential equations are described. A large number of new additive, multiplicative, generalized, and functional separable solutions are obtained. Special attention is paid to the construction of exact closed-form solutions, including solutions in elementary functions (in total, more than 30 solutions in elementary functions were obtained). Two-dimensional symmetry and non-symmetry reductions leading to simpler partial differential equations with two independent variables are considered (including stationary Monge–Ampère type equations, linear and nonlinear heat type equations, and nonlinear filtration equations). The obtained results and exact solutions can be used to evaluate the accuracy and analyze the adequacy of numerical methods for solving initial boundary value problems described by highly nonlinear partial differential equations. Full article

How to create realistic shapes by interpolating two known shapes for facial blendshapes has not been investigated in the existing literature. In this paper, we propose a physics-based mathematical model and its analytical solutions to obtain more realistic facial shape changes. To this end, we first introduce the internal force of elastic beam bending into the equation of motion and integrate it with the constraints of two known shapes to develop the physics-based mathematical model represented with dynamic partial differential equations (PDEs). Second, we propose a unified mathematical expression of the external force represented with linear and various nonlinear time-dependent Fourier series, introduce it into the mathematical model to create linear and various nonlinear dynamic deformations of the curves defining a human face model, and derive analytical solutions of the mathematical model. Third, we evaluate the realism of the obtained analytical solutions in interpolating two known shapes to create new shape changes by comparing the shape changes calculated with the obtained analytical solutions and geometric linear interpolation to the ground-truth shape changes and conclude that among linear and various nonlinear PDE-based analytical solutions named as linear, quadratic, and cubic PDE-based interpolation, quadratic PDE-based interpolation creates the most realistic shape changes, which are more realistic than those obtained with the geometric linear interpolation. Finally, we use the quadratic PDE-based interpolation to develop a facial blendshape method and demonstrate that the proposed approach is more efficient than numerical physics-based facial blendshapes. Full article

In this article, a considerably efficient predictor-corrector method (PCM) for solving Atangana–Baleanu Caputo (ABC) fractional differential equations (FDEs) is introduced. First, we propose a conventional PCM whose computational speed scales with quadratic time complexity $\mathcal{O}\left(N^2\right)$ as the number of time steps N grows. A fast algorithm to reduce the computational complexity of the memory term is investigated utilizing a sum-of-exponentials (SOEs) approximation. The conventional PCM is equipped with a fast algorithm, and it only requires linear time complexity $\mathcal{O}\left(N\right)$. Truncation and global error analyses are provided, achieving a uniform accuracy order $\mathcal{O}\left(h^2\right)$ regardless of the fractional order for both the conventional and fast PCMs. We demonstrate numerical examples for nonlinear initial value problems and linear and nonlinear reaction-diffusion fractional-order partial differential equations (FPDEs) to numerically verify the efficiency and error estimates. Finally, the fast PCM is applied to the fractional-order Rössler dynamical system, and the numerical results prove that the computational cost consumed to obtain the bifurcation diagram is significantly reduced using the proposed fast algorithm. Full article

In an infinite time horizon, we focused on examining the well-posedness of problems for a particular category of Backward Stochastic Differential Equations having quadratic growth (QBSDEs) with terminal conditions that are merely square integrable and generators that are measurable. Our approach employs a Zvonkin-type transformation in conjunction with the Itô–Krylov’s formula. We applied our findings to derive probabilistic representation of a particular set of Partial Differential Equations par have quadratic growth in the gradient (QPDEs) characterized by coefficients that are measurable and almost surely continuous. Additionally, we explored a stochastic control optimization problem related to an epidemic model, interpreting it as an infinite time horizon QBSDE with a measurable and integrable drifts. Full article

A common strategy for studying the nonlinear vibrations of beams is to discretize the nonlinear partial differential equation into a nonlinear ordinary differential equation or equations through the Galerkin method. Then, the oscillations of beams are explored by solving the ordinary differential equation or equations. However, recent studies have shown that this strategy may lead to erroneous results in some cases. The present paper carried out the following three research studies: (1) We performed Galerkin first-order and second-order truncations to discrete the nonlinear partial differential integral equation that describes the vibrations of a Bernoulli-Euler beam with initial curvatures. (2) The approximate analytical solutions of the discretized ordinary differential equations were obtained through the multiple scales method for the primary resonance. (3) We compared the analytical solutions with those of the finite element method. Based on the results obtained by the two methods, we found that the Galerkin method can accurately estimate the dynamic behaviors of beams without initial curvatures. On the contrary, the Galerkin method underestimates the softening effect of the quadratic nonlinear term that is induced by the initial curvature. This may cause erroneous results when the Galerkin method is used to study the dynamic behaviors of beams with the initial curvatures. Full article

Differential equations are useful mathematical tools for solving complex problems. Differential equations include ordinary and partial differential equations. Nonlinear equations can express the nonlinear relationship between dependent and independent variables. The nonlinear second-order neutral differential equations studied in this paper are a class of quadratic differentiable equations that include delay terms. According to the t-value interval in the differential equation function, a basis is needed for selecting the initial values of the differential equations. The initial value of the differential equation is calculated with the initial value calculation formula, and the existence of the solution of the nonlinear second-order neutral differential equation is determined using the condensation mapping fixed-point theorem. Thus, the oscillation analysis of nonlinear differential equations is realized. The experimental results indicate that the nonlinear neutral differential equation can analyze the oscillation behavior of the circuit in the Colpitts oscillator by constructing a solution equation for the oscillation frequency and optimizing the circuit design. It provides a more accurate control for practical applications. Full article

In this work, we have characterized the frame bundle $FM$ admitting metallic structures on almost quadratic $\varphi$-manifolds ${\varphi }^2=p\varphi +qI-q\eta \otimes \zeta$, where p is an arbitrary constant and q is a nonzero constant. The complete lifts of an almost quadratic $\varphi$-structure to the metallic structure on $FM$ are constructed. We also prove the existence of a metallic structure on $FM$ with the aid of the $\tilde{J}$ tensor field, which we define. Results for the 2-Form and its derivative are then obtained. Additionally, we derive the expressions of the Nijenhuis tensor of a tensor field $\tilde{J}$ on $FM$. Finally, we construct an example of it to finish. Full article