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Forum for Interdisciplinary Mathematics

Dia Zeidan
Seshadev Padhi
Aliaa Burqan
Peer Ueberholz Editors

Computational
Mathematics
and Applications
Forum for Interdisciplinary Mathematics

Editors-in-Chief
Viswanath Ramakrishna, University of Texas, Texas, USA
Zhonghai Ding, University of Nevada, Las Vegas, USA

Editorial Board
Ravindra B. Bapat, Indian Statistical Institute, Delhi, India
Balasubramaniam Jayaram, Indian Institute of Technology Hyderabad, India
Ashis Sengupta, Indian Statistical Institute, Kolkata, India
Bhu Dev Sharma, Jaypee Institute of Information Technology, Noida, India
P. V. Subrahmanyam, Indian Institute of Technology Madras, India
The Forum for Interdisciplinary Mathematics is a Scopus-indexed book series. It
publishes high-quality textbooks, monographs, contributed volumes and lecture
notes in mathematics and interdisciplinary areas where mathematics plays a
fundamental role, such as statistics, operations research, computer science, financial
mathematics, industrial mathematics, and bio-mathematics. It reflects the increasing
demand of researchers working at the interface between mathematics and other
scientific disciplines.

More information about this series at http://www.springer.com/series/13386

Dia Zeidan · Seshadev Padhi · Aliaa Burqan ·
Peer Ueberholz
Editors

Computational Mathematics
and Applications
Editors
Dia Zeidan Seshadev Padhi
School of Basic Sciences and Humanities Department of Mathematics
German Jordanian University Birla Institute of Technology
Amman, Jordan Mesra, Ranchi, Jharkhand, India

Aliaa Burqan Peer Ueberholz

Department of Mathematics Institut für Modellbildung und
Zarqa University Hochleistungsrechnen
Zarqa, Jordan Hochschule Niederrhein
Krefeld, Germany

ISSN 2364-6748 ISSN 2364-6756 (electronic)

Forum for Interdisciplinary Mathematics
ISBN 978-981-15-8497-8 ISBN 978-981-15-8498-5 (eBook)
https://doi.org/10.1007/978-981-15-8498-5

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Preface

Research topics related to mathematical sciences play an increasingly important role

in building advanced scientific disciplines in rapid and cost-effective ways. The moti-
vation to write this book came during the preparation of the 6th International Arab
Conference on Mathematics and Computations (IACMC 2019), held at Zarqa Univer-
sity, Zarqa, Jordan. It grew not only from the international collaboration between the
authors but rather from the long need for a research-based book from different parts
of the world for researchers and professionals working in the fields of computational
and applied mathematics.
This book constitutes the first attempt in Jordanian literature to scientifically
consider the extensive need of research development at the national and interna-
tional levels with which mathematics deals. The aim is to provide brief and reliably
expressed research topics that will enable those new to or not aware of mathematical
sciences in this part of the world. This supports the active placement of personnel into
the international community and replacement throughout collaborative networking.
Further, all editors wanted to create a book that would comprise many of the recent
research results that are available in the world but are simply not in books. While
the book has not been precisely planned to address any branch of mathematics, it
presents contributions of the relevant topics to do so. The topics chosen for the book
are those that we have found of significant interest to many researchers in the world.
These also are topics that are applicable in many fields of computational and applied
mathematics.
As a lead editor of this book, it has been my pleasure to work with the co-editors,
authors and reviewers as they cooperated well beyond expectations. The editors also
would like to thank the Senior Publishing Editor at Springer Nature, Shamim Ahmad,
for supporting the idea of this book. We also gratefully acknowledge the German
Jordanian University, Jordan; Birla Institute of Technology, India; Zarqa University,
Jordan; and Niederrhein University of Applied Sciences, Germany, for their kind
cooperation in supporting us to publish this book.

Amman, Jordan Dia Zeidan

v
Contents

Analysing Differential Equations with Uncertainties

via the Liouville-Gibbs Theorem: Theory and Applications . . . . . . . . . . . . 1
V. Bevia, C. Burgos, J.-C. Cortés, A. Navarro-Quiles, and R.-J. Villanueva
Solving Time-Space-Fractional Cauchy Problem with Constant
Coefficients by Finite-Difference Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
Reem Edwan, Rania Saadeh, Samir Hadid, Mohammed Al-Smadi,
and Shaher Momani
On Modification of an Adaptive Stochastic Mirror Descent
Algorithm for Convex Optimization Problems with Functional
Constraints . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
Mohammad S. Alkousa
Inductive Description of Quadratic Lie and Pseudo-Euclidean
Jordan Triple Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
Amir Baklouti and Samiha Hidri
Comparative Study of Some Numerical Methods for the Standard
FitzHugh-Nagumo Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
Koffi Messan Agbavon, Appanah Rao Appadu, and Bilge İnan
Analytical Solution of Neutron Diffusion Equation in Reflected
Reactors Using Modified Differential Transform Method . . . . . . . . . . . . . . 129
Mohammed Shqair and Essam R. El-Zahar
Second-Order Perturbed State-Dependent Sweeping Process
with Subsmooth Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
Doria Affane and Mustapha Fateh Yarou
Membrane Hydrogen Mixture Separation: Modelling and Analysis . . . . 171
Khaled Alhussan, Kirill Delendik, Natalia Kolyago, Oleg Penyazkov,
and Olga Voitik

vii
viii Contents

An Efficient Hybrid Conjugate Gradient Method for Unconstrained

Optimisation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191
Talat Alkhouli, Hatem S. A. Hamatta, Mustafa Mamat, and Mohd Rivaie
On the Polynomial Decay of the Wave Equation with Wentzell
Conditions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 209
Karima Laoubi and Djamila Seba
Solutions of Fractional Verhulst Model by Modified Analytical
and Numerical Approaches . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 233
Shatha Hasan, Samir Hadid, Mohammed Al-Smadi, Omar Abu Arqub,
and Shaher Momani
Is It Worthwhile Considering Orthogonality in Generalised
Polynomial Chaos Expansions Applied to Solving Stochastic
Models? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 261
Julia Calatayud, J.-C. Cortés, Marc Jornet, and Laura Villafuerte
About the Authors

Dia Zeidan is Associate Professor of Applied and Computational Mathematics at

the German Jordanian University, Amman, Jordan, and Elected Fellow of the Euro-
pean Society of Computational Methods in Sciences and Engineering (ESCMSE).
Although he is based in a developing country, he has been an active researcher in
developing mathematical and numerical tools of multiphase fluid flow problems for
several years. He is recognized for research contributions in applied and compu-
tational mathematics with multiphase flows including his creative approaches to
teaching and research. His work has been highly interdisciplinary, involving inter-
national collaborations with applied and computational researchers. Among various
institutional obligations, he has been a visitor of several important international
research groups bridging with national research infrastructure gaps in Jordan. He
serves on several expert review panels, as a technical editor and reviewer for several
peer-review journals and as a member of several programme committees of technical
conferences around the world.

Seshadev Padhi is Professor and Head of the Department of Mathematics, Birla

Institute of Technology, Mesra, Jharkhand, India. He received his Ph.D. in the topic
of “Oscillation theory of third order differential equations”. Among the many awards,
he received is the BOYSCAST (Better Opportunities for Young Scientists in Chosen
Areas of Science and Technology) fellow by the Department of Science and Tech-
nology (DST), Government of India, in 2004, to visit Mississippi State University,
USA. Subsequently, Prof. Padhi did his postdoctoral research work in Mississippi
State University, USA. In addition, he has visited several institutes of international
repute such as Florida Institute of Technology, Melbourne, Florida USA, to work
in collaboration with Prof. T. Gnanabhakar in 2006, Texas State University at San
Marcos, Texas, USA, to work in collaboration with Professor Julio G. Dix in 2009,
University of Tennessee at Chattanooga, Chattanooga, Tennessee, USA, during 2011,
2012 and 2013 to work in collaboration with Prof. John R. Graef and University of
Szeged, Szeged, Hungary, in 2007 and 2011, to work in collaboration with Prof.
Tibor Krisztin. Furthermore, he visited ETH, Zurich, Switzerland, under the Borel
Set Theory Programme in 2005 and also several countries to deliver lectures in
different international conferences and workshops. In 2003, he received the UNESCO
ix
x About the Authors

travel and lodging grant to visit ICTP, Trieste, Italy. He has more than 150 research
papers in reputed international journals and conferences and has written two books
in mathematics where you will find more information on his biography in the field.

Aliaa Burqan is Associate Professor and Dean of the Faculty of Science at Zarqa
University, Zarqa, Jordan. She holds a Ph.D. in Mathematics from the University of
Jordan, Amman, Jordan. Her areas of research interests are functional analysis, matrix
analysis and operator theory. She has several research papers published in reputed
international journals and conferences. She is an active member in the organizing
committee of all Mathematical Conferences taking a place at Zarqa University from
2006 up to now and the Chairman of the last one, IACMC 2019. She is also serving
as scientific and advisory board member of some educational bodies. During the last
few years, she has supervised several students who are continuing their postgraduate
studies across the world.

Peer Ueberholz is Professor of Parallel Computing at the Department of Electrical

Engineering and Computer Science in the Niederrhein University of Applied Science,
Krefeld, Germany. He is a founding member of the interdisciplinary Institute of
Modelling and High-Performance Computing at the Niederrhein University. He also
has studies in theoretical physics and received his diploma from Bochum University
in quantum field theory in 1985 and his doctorate degree from Wuppertal University
in 1989 in lattice gauge theory. He is recognized for his research contributions in
applied and computational physics, computer science and engineering. His current
research interest is in the field of high-performance computing with applications to
computational fluid dynamics and machine learning. He serves on several expert
review panels and as a reviewer for several peer-review journals and conference.
He also published over seventy peer-reviewed journal and conference papers with
h-index of 19 and more than 1500 citations according to Google Scholar. Several
researchers across the globe have cited his published work.
Analysing Differential Equations with
Uncertainties via the Liouville-Gibbs
Theorem: Theory and Applications

V. Bevia, C. Burgos, J.-C. Cortés, A. Navarro-Quiles, and R.-J. Villanueva

Abstract In this contribution, we revisit the Liouville-Gibbs theorem for dynamical

systems. This theorem states that a partial differential equation that is satisfied by
the probability density function of the solution stochastic process of an initial value
problem with uncertainties in its initial condition, forcing term and coefficients.
We show its key role in the setting of dynamical systems with uncertainties by
means of a variety of illustrative models appearing in several scientific realms that
include physics and biology. Specifically, we deal with the undamped and damped
linear oscillator, and the logistic model. These models are formulated via random
differential equations with a finite degree of randomness. Numerical simulations
and computations are carried out to illustrate the capability of the Liouville-Gibbs
theorem.

1 Introduction and Preliminaries

The key role played by differential equations is mainly justified by their wide range
of applications in many scientific fields including Physics, Chemistry, Engineer-
ing, Biology, Epidemiology, Economics, etc. In practice, model inputs (coefficients,
source terms and initial/boundary conditions) appearing in the formulation of differ-
ential equations often need to be set from sampling, experimental measurements or
metadata excerpted from the extant literature. This approach entails that model inputs
involve uncertainties and then they must be treated as random variables (r.v.’s) or
stochastic processes (s.p.’s) rather than deterministic constants or functions, respec-
tively. This approach leads to formulate random differential equations (r.d.e.’s) in
mathematical modelling [1–3]. Apart from studying relevant theoretical questions,

V. Bevia · C. Burgos · J.-C. Cortés (B) · A. Navarro-Quiles · R.-J. Villanueva

Instituto de Matemática Multidisciplinar, Universitat Politècnica de València,
Camino de Vera, s/n, 46022 Valencia, Spain
e-mail: [email protected]
URL: https://www.imm.upv.es

© The Editor(s) (if applicable) and The Author(s), under exclusive license 1
to Springer Nature Singapore Pte Ltd. 2020
D. Zeidan et al. (eds.), Computational Mathematics and Applications,
Forum for Interdisciplinary Mathematics,
https://doi.org/10.1007/978-981-15-8498-5_1
2 V. Bevia et al.

like existence and uniqueness conditions to initial value problems (i.v.p.’s), as well
as to devise methods for computing their solutions, say X (t) = X (t)(ω) (ω ∈ ,
being (, F, P) a complete probability space), in the setting of r.d.e.’s a primary
objective is to determine the main statistical functions of the solution s.p. The most
important information in this latter regard includes determining the mean (E[X (t)])
and the variance (V[X (t)]), since they provide the average and the variability of the
solution, and moreover, they allow to construct pointwise and probabilistic predic-
tions. However, a more complete goal consists of computing the first probability
density function (1-p.d.f.), say f (t, x), since from this deterministic function one can
calculate the one-dimensional moments of arbitrary order
 +∞
μk = E[(X (t)) ] =
k
xk f (t, x) dx, k = 1, 2, . . . , (1)
−∞

provided they exist. Observe that, in particular, E[X (t)] = μ1 and V[X (t)] = μ2 −
μ21 . Besides, the computation of the 1-p.d.f. enables the calculation that at any specific
time instant, say t̂, the solution lies within a specific interval of interest, say [a, b],
via its direct integration
 b
P[{ω ∈  : a ≤ X (t̂)(ω) ≤ b}] = f (t̂, x) dx.
a

In the context of r.d.e.’s, the main approach to determine the 1-p.d.f. of the solution
of dynamical systems with randomness is the random variable transformation (r.v.t.)
technique. This method has been successfully applied in dealing with random differ-
ence equations [4, 5], random o.d.e.’s [6, 7] and random partial differential equations
[8, 9]. As it can be checked in these papers, the successful application of r.v.t. method
relies heavily on defining an appropriate invertible mapping based on the knowledge
of an explicit expression of the solution s.p. and then computing its Jacobian. In this
contribution, we study an alternative approach, based on the Liouville-Gibbs partial
differential equation (p.d.e.) for dynamical systems, in order to determine the 1-p.d.f.
of r.d.e.’s. The main advantage of this approach, with respect to the r.v.t. method, is
that it provides an explicit expression of the 1-p.d.f. in terms of the data avoiding the
search of any ad hoc invertible mapping as well as the computation of its Jacobian.
For the sake of completeness, hereinafter we introduce some definitions, notations
and results that will be required throughout this contribution (see [1, Chap. 4], [10,
11] for further details). Let (, F, P) be a complete probability space. We will work
in the Hilbert space (L2 (), , ), whose elements are real r.v.’s X :  → R and  the
inner product is defined by X , Y  = E[XY ], X , Y ∈ L2 (), being E[·] =  · dP
the expectation operator. From this inner product, one derives the corresponding
norm X 2 = (E[X 2 ])1/2 . Elements in space L2 () are termed second-order r.v.’s
(2-r.v.’s) and they have finite variance (V[X ] = E[X 2 ] − (E[X ])2 < ∞, since the
finiteness of E[X 2 ] entails E[X ] < ∞ too). The convergence associated to  · 2 –
norm is referred to as mean square (m.s.) convergence and it is defined as follows.
Let {Xn : n ≥ 0} be a sequence of r.v.’s in L2 () and X ∈ L2 (), we say that Xn is
Analysing Differential Equations with Uncertainties … 3

m.s. convergent to X if and only if Xn − X 2 → 0 as n → ∞. This fact is denoted

·2
by Xn −−−→ X . This stochastic convergence has the following distinctive property
n→∞
[1, Theorem 4.3.1]:

·2
Xn −−−→ X ⇒ E[Xn ] −−−→ E[X ] and V[Xn ] −−−→ V[X ]. (2)
n→∞ n→∞ n→∞

A random function (or s.p.), say X (t) ≡ {X (t) : t ∈ T ⊂ R}, defined in the space
L2 () is such that X (t) ∈ L2 () for each t ∈ T , i.e. X (t) is a 2-r.v., and it is called a
second-order s.p. (2-s.p.). The concept of m.s. derivative of a 2-s.p., Ẋ (t), is defined
in terms of m.s. convergence via the incremental quotient
 
 X (t + h) − X (t) 
 − Ẋ (t)
lim 
h→0 h  = 0.
2

As a consequence of property (2) and the fact that m.s. derivatives are defined in
terms of m.s. limits, one gets that the expectation operator and the m.s. derivative
commute [1, p. 97], i.e.
d
E[Ẋ (t)] = (E[X (t)]) . (3)
dt
The previous scalar concepts can be straightforwardly extended to the multidi-
mensional scenario leading to the Banach space of second-order random vectors,
(L2n (),  · n ), where
 
L2n () := X = (X1 , . . . , Xn )T : Xj ∈ L2 (), 1 ≤ j ≤ n ,
Xn := max Xj 2 .
1≤j≤n

In this contribution, we will take advantage of the Liouville-Gibbs p.d.e. to obtain

the 1-p.d.f. of solution s.p. to random initial value problems (i.v.p.’s) of the form

Ẋ(t) = g(t, X(t)), t ≥ t0 ,
(4)
X(t0 ) = X0 ,

where g : [t0 , ∞[×L2n () → L2n () is a continuously differentiable function, X0 is

an absolutely continuous random vector in L2n (), X(t) is a 2-s.p. defined in L2n (),
and Ẋ(t) denotes the m.s. derivative with respect to time. As it will be seen later, the
Liouville-Gibbs p.d.e. will be set combining the characteristic function of a s.p. and
the deterministic Fourier transform. For the sake of clarity in the subsequent presen-
tation, we recall some definitions and properties related to the Fourier transform that
will be required later.Hereinafter, L1 (Rn ) stands for the set of absolutely integrable
functions on Rn , i.e. Rn |f (x)| dx < ∞, and

1 T
F[f (x)](v) = eiv x f (x) dx,
(2π)n Rn
4 V. Bevia et al.
√
is its Fourier transform, where i = −1 denotes the imaginary unit and v =
(v1 , . . . , vn )T and x = (x1 , . . . , xn )T are column vectors in Rn .
Theorem 1 ([12, Prop. 17.2.1 (ii)]) Let f ∈ L1 (Rn ) be continuously differentiable
∂f
with respect to xj , and assume that ∂x j
∈ L1 (Rn ) and lim|xj |→∞ f (x) = 0, then

∂f
F (x) (v) = 2πivj F[f (x)](v), j = 1, . . . , n. (5)
∂xj

If we consider the change of variable: u = −2πv, property (5) can be written as


∂f
F (x) (u) = −iuj F[f (x)](u). (6)
∂xj

The following theorem is known as the inversion Fourier identity.

Theorem 2 ([12, Theorem 18.1.1]) If f , F[f ] ∈ L1 (Rn ) and

T
F[f (v)](x) = e2πix v f (v)dv,
Rn

then
F[F[f ]](x) = f (x),

almost everywhere, particularly, in every x ∈ Rn where f is continuous.

This contribution is organised as follows. In Sect. 2, we revisit the classical Liou-
ville theorem for dynamical systems focusing on its adaptation to the context of
r.d.e.’s. In the deterministic context, this result establishes that the density of the
solution of a dynamical system is an integral invariant of the motion and satisfies a
p.d.e., called Liouville-Gibbs equation (also termed continuity equation in the con-
text of Hydrodynamics) [13, 14]. In the probabilistic setting, we will see that this
result can be interpreted as the p.d.e. satisfied for the 1-p.d.f. of the solution s.p of an
r.d.e. Specifically, in Sect. 2.1, we will derive the Liouville-Gibbs p.d.e. in the context
of random dynamical systems of type (4), and then, in Sect. 2.2 we will obtain an
explicit expression of its solution, which represents the 1-p.d.f. of the solution s.p.
to the random i.v.p. (4). Section 3 is devoted to studying several randomised models,
formulated via differential equations, which appear in different scientific fields. By
taking advantage of results exhibited in Sect. 2, we will obtain explicit expressions
of the 1-p.d.f. of their corresponding solution s.p.’s. Then, we will carry out some
numerical simulations to illustrate the main theoretical results studied in previous
sections. Conclusions are drawn in Sect. 4.
Analysing Differential Equations with Uncertainties … 5

2 The 1-P.D.F. of a Random System and the

Liouville-Gibbs Equation

Throughout this section, we will develop the main theoretical ideas and results of
this contribution, first introduced by [1], with great detail. In the first subsection,
we will see the relationship between the 1-p.d.f. of the solution s.p. of a random
i.v.p. and the Liouville-Gibbs, or continuity, equation. Afterwards, in the following
subsection, we will see when we can guarantee a solution and how to obtain it.

2.1 The Liouville-Gibbs Partial Differential Equation

In this subsection, we shall show that a p.d.f., f = f (t, x), associated to the solution
s.p. of the random i.v.p. (4) satisfies the following p.d.e.:
n
∂f ∂(f gj )
+ = 0, (7)
∂t j=1
∂xj

where gj = gj (x1 , . . . , xn ), 1 ≤ j ≤ n, denotes the components of mapping g defining

the right-hand side of the r.d.e. in (4). Equation (7) is called the Liouville-Gibbs p.d.e.
In order to derive this equation, let us fix t ∈ [t0 , ∞[ and consider the definition of
the characteristic function of the random vector X(t) = (X1 (t), . . . , Xn (t))T (which
corresponds to the evaluation of the solution s.p. to i.v.p. (4) at the time instant
t ∈ [t0 , ∞[),

T T
φ(t, u) = E eiu X(t) = eiu x f (t, x) dx = (2π)n F[f (t, x)](u), (8)
Rn

where u = (u1 , . . . , un )T ∈ Rn and F[·] is the Fourier transform operator.

Now, we differentiate expression (8) with respect to t and apply the commutation
between the m.s. derivative and the expectation operator (see (3)). This yields

∂φ(t, u) ∂ n
uk Xk (t) ∂  i n
uk Xk (t)

= E ei k=1 =E e k=1
∂t ∂t ∂t
 n  n
iuT X(t) T
=E i uk Ẋk (t)e =i uk E[Ẋk (t)eiu X(t)
] (9)
k=1 k=1

n n 
T T
=i uk E[gk (t, X(t))eiu X(t)
]= iuk eiu x gk (t, x)f (t, x) dx.
k=1 k=1 Rn
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