基于不光滑边界的变系数抛物型方程的高精度紧格式

本文讨论基于不光滑边界的变系数抛物型方程求解的高精度紧格式.首先构造一般变系数抛物型方程的高精度紧格式,并在理论上证明格式具有空间方向四阶精度.然后针对非光滑边界条件,引入局部网格加密技巧在奇异点附近进行不均匀的网格加密.数值实验以期权定价中Black-Scholes偏微分方程的求解为例,验证高精度紧格式用于光滑边界条件的微分方程离散可以达到四阶精度.对于处理非光滑边界条件,网格局部加密技巧能有效的提高数值解精度,使得高精度紧格式用于定价欧式期权可以接近四阶精度.     

一种新的局部时间积分的区域分解波形松弛算法

提出一种新的区域分解波形松弛算法, 使得可以在不同的子域采用不同的时间步长来并行求解线性抛物方程的初边值问题. 与传统的区域分解波形松弛算法相比, 该算法可以通过预条件子来加快收敛速度, 并且对内存的需求大大降低. 给出了局部时间步长一种具体的实现方法, 证明了离散解的存在唯一性, 并在时间连续水平分析了预条件系统. 数值实验显示了新算法的有效性.     

带有非线性非局部流量边界条件反应扩散方程的有限差分格式

本文考虑如下带有非线性非局部流量边界条件的拟线性抛物型方程     

一类随机泛函微分方程带随机步长的EM逼近的渐近稳定

研究了一类带有限延迟的随机泛函微分方程的Euler-Maruyama(EM)逼近，给出了该方程的带随机步长的EM算法，得到了随机步长的两个特点:首先，有限个步长求和是停时；其次，可列无限多个步长求和是发散的.最终，由离散形式的非负半鞅收敛定理，得到了在系数满足局部Lipschitz条件和单调条件下，带随机步长的EM数值解几乎处处收敛到0.该文拓展了2017年毛学荣关于无延迟的随机微分方程带随机步长EM数值解的结果.     

一个非局部边界流问题解的存在性和渐近性

一个带有非局部第三边界条件的抛物型方程问题解的存在性和渐近性质将在这里被讨论.使用的办法包括比较原理、Sobolev-Slobodetskii 空间等.     

无界区域抛物方程自然边界元方法

本文应用自然边界元方法求解无界区域抛物型初边值问题。首先将控制方程对时间进行离散化,得到关于时间步长离散化的椭圆型问题。通过Fourier展开,导出相应问题的自然积分方程和Poisson积分公式。研究了自然积分算子的性质,并讨论了自然积分方程的数值解法,最后给出数值例子。从而解决了抛物型问题的自然边界归化和自然边界元方法。     

具有积分边界条件的常微分方程边值问题的数值解

讨论了一类具有积分边界条件的二阶常微分方程非局部边值问题的数值解.对非局部积分边界条件采用了离散的多点边值问题进行逼近,通过常系数情况下解的局部性质,建立了这类边值问题的指数型差分格式,并且给出了格式的误差分析,证明了格式是一致收敛的.     

带非局部边界条件的热方程的LEGENDRE配置法

对带非局部边界条件的热方程的初边值问题提出了LEGENDRE配置法,并给出其半离散逼近和全离散逼近的稳定性和收敛性分析.数值试验验证了方法的有效性.     

地球科学中的一类耦合抛物方程组的数值模拟

地质流体的性质和动力学行为是当前地球科学研究的前沿领域.铜陵冬瓜山层控夕卡岩型铜矿床成矿作用中矿质输运-化学反应耦合过程的数学模型是一个非局部的耦合抛物方程组初边值问题.本文考虑这一数学模型的数值模拟,用降阶法对此耦合方程组建立了一个具有二阶精度的差分格式.用能量方法给出了差分方程问题解的先验估计式,并证明了差分格式的可解性、稳定性和收敛性,其收敛阶在L2范数下关于时间步长和空间步长均是二阶的.最后给出了数值例子,数值结果和理论分析结果是吻合的.     

半线性抛物型方程奇异摄动问题的数值解

本文讨论具有抛物边界层的半线性抛物型方程奇异摄动问题的数值解法,在非均匀网格上构造了两层非线性差分格式,证明了差分格式是一致收敛的,给出了一些数值例子.     

The Airy equation with nonlocal conditions

We study a third-order dispersive linear evolution equation on the finite interval subject to an initial condition and inhomogeneous boundary conditions but, in place of one of the three boundary conditions that would typically be imposed, we use a nonlocal condition, which specifies a weighted integral of the solution over the spatial interval. Via adaptations of the Fokas transform method (or unified transform method), we obtain a solution representation for this problem. We also study the time periodic analog of this problem, and thereby obtain long time asymptotics for the original problem with time periodic boundary and nonlocal data.     

On the solution of an initial‐boundary value problem that combines Neumann and integral condition for the wave equation

Numerical solution of hyperbolic partial differential equation with an integral condition continues to be a major research area with widespread applications in modern physics and technology. Many physical phenomena are modeled by nonclassical hyperbolic boundary value problems with nonlocal boundary conditions. In place of the classical specification of boundary data, we impose a nonlocal boundary condition. Partial differential equations with nonlocal boundary specifications have received much attention in last 20 years. However, most of the articles were directed to the second‐order parabolic equation, particularly to heat conduction equation. We will deal here with new type of nonlocal boundary value problem that is the solution of hyperbolic partial differential equations with nonlocal boundary specifications. These nonlocal conditions arise mainly when the data on the boundary can not be measured directly. Several finite difference methods have been proposed for the numerical solution of this one‐dimensional nonclassic boundary value problem. These computational techniques are compared using the largest error terms in the resulting modified equivalent partial differential equation. Numerical results supporting theoretical expectations are given. Restrictions on using higher order computational techniques for the studied problem are discussed. Suitable references on various physical applications and the theoretical aspects of solutions are introduced at the end of this article. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

Solving the reaction–diffusion equations with nonlocal boundary conditions based on reproducing kernel space

The reaction–diffusion equations with initial condition and nonlocal boundary conditions are discussed in this article. A reproducing kernel space is constructed, in which an arbitrary function satisfies the initial condition and nonlocal boundary conditions of the reaction‐diffusion equations. Based on the reproducing kernel space, a new algorithm for solving the reaction–diffusion equations with initial condition and nonlocal boundary conditions is presented. Some examples are displayed to demonstrate the validity and applicability of the proposed method. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

References

  The problems of the nonlocal boundary conditions for the singularly perturbed reaction diffusion systems are considered. Under suitable conditions, using the comparison theorem the asymptotic behavior of solution for the initial boundary value problems are studied.     

Compactness and dichotomy in nonlocal shape optimization

We prove a general result about the behaviour of minimizing sequences for nonlocal shape functionals satisfying suitable structural assumptions. Typical examples include functions of the eigenvalues of the fractional Laplacian under homogeneous Dirichlet boundary conditions. Exploiting a nonlocal version of Lions' concentration-compactness principle, we prove that either an optimal shape exists or there exists a minimizing sequence consisting of two “pieces” whose mutual distance tends to infinity. Our work is inspired by similar results obtained by Bucur in the local case.     

Coexistence solutions of a periodic competition model with nonlinear diffusion

This paper is concerned with a spatially heterogeneous Lotka–Volterra competition model with nonlinear diffusion and nonlocal terms, under the Dirichlet boundary condition. Based on the theory of Leray–Schauder’s degree, we give sufficient conditions to assure the existence of coexistence periodic solutions, which extends some results of G. Fragnelli et al.     

Green’s functions for stationary problems with nonlocal boundary conditions

In this paper, we investigate Green’s functions for various stationary problems with nonlocal boundary conditions. We express the Green’s function per Green’s function for a problem with classical boundary conditions. This property is illustrated by various examples. Properties of Green’s functions with nonlocal boundary conditions are compared with those for classical problems. The research was partially supported by the Lithuanian State Science and Studies Foundation, grant No. T-73/09.     

Discrete artificial boundary conditions for the linearized Korteweg–de Vries equation

We consider the derivation of continuous and fully discrete artificial boundary conditions for the linearized Korteweg–de Vries equation. We show that we can obtain them for any constant velocities and any dispersion. The discrete artificial boundary conditions are provided for two different numerical schemes. In both continuous and discrete case, the boundary conditions are nonlocal with respect to time variable. We propose fast evaluations of discrete convolutions. We present various numerical tests which show the effectiveness of the artificial boundary conditions.© 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 1455–1484, 2016     

Nonlocal Boundary-Value Problems for Elliptic Systems in Angles

In this paper we consider elliptic systems in plane angle with nonlocal boundary conditions. We prove the existence and uniqueness of the solution in weighted space. For a proof, we study a system of ordinary differential equations with a parameter and nonlocal boundary conditions.     

Asymptotics of Solutions for Nonlocal Elliptic Problems in Plane Angles

In the paper we investigate asymptotics of solutions for nonlocal elliptic problems in plane angles and in ² \ {0}. These problems arise in studying nonlocal problems in bounded domains in the case where support of nonlocal terms intersects with a boundary of a domain. We obtain explicit formulas for the asymptotic coefficients in terms of eigenvectors and associated vectors of both adjoint nonlocal operators acting in spaces of distributions and formally adjoint (with respect to the Green formula) nonlocal transmission problems.