On the choice of auxiliary linear operator in the optimal homotopy analysis of the Cahn-Hilliard initial value problem

Analytical solutions for the Cahn-Hilliard initial value problem are obtained through an application of the homotopy analysis method. While there exist numerical results in the literature for the Cahn-Hilliard equation, a nonlinear partial differential equation, the present results are completely analytical. In order to obtain accurate approximate analytical solutions, we consider multiple auxiliary linear operators, in order to find the best operator which permits accuracy after relatively few terms are calculated. We also select the convergence control parameter optimally, through the construction of an optimal control problem for the minimization of the accumulated L ²-norm of the residual errors. In this way, we obtain optimal homotopy analysis solutions for this complicated nonlinear initial value problem. A variety of initial conditions are selected, in order to fully demonstrate the range of solutions possible.     

Exact and analytical solutions for a nonlinear sigma model

We consider wave solutions to nonlinear sigma models in n dimensions. First, we reduce the system of governing PDEs into a system of ODEs through a traveling wave assumption. Under a new transform, we then reduce this system into a single nonlinear ODE. Making use of the method of homotopy analysis, we are able to construct approximate analytical solutions to this nonlinear ODE. We apply two distinct auxiliary linear operators and show that one of these permits solutions with lower residual error than the other. This demonstrates the effectiveness of properly selecting the auxiliary linear operator when performing homotopy analysis of a nonlinear problem. From here, we then obtain residual error‐minimizing values of the convergence control parameter. We find that properly selecting the convergence control parameter makes a drastic difference in the magnitude of the residual error. Together, appropriate selection of the auxiliary linear operator and of the convergence control parameter is shown to allow approximate solutions that quickly converge to the true solution, which means that few terms are needed in the construction of such solution. This, in turn, greatly improves computational efficiency. Copyright © 2013 John Wiley & Sons, Ltd.     

Optimal homotopy analysis and control of error for solutions to the non-local Whitham equation

The Whitham equation is a non-local model for nonlinear dispersive water waves. Since this equation is both nonlinear and non-local, exact or analytical solutions are rare except for in a few special cases. As such, an analytical method which results in minimal error is highly desirable for general forms of the Whitham equation. We obtain approximate analytical solutions to the non-local Whitham equation for general initial data by way of the optimal homotopy analysis method, through the use of a partial differential auxiliary linear operator. A method to control the residual error of these approximate solutions, through the use of the embedded convergence control parameter, is discussed in the context of optimal homotopy analysis. We obtain residual error minimizing solutions, using relatively few terms in the solution series, in the case of several different kernels and associated initial data. Interestingly, we find that for a specific class of initial data, there exists an exact solution given by the first term in the homotopy expansion. A specific example of initial data which satisfies the condition producing an exact solution is included. These results demonstrate the applicability of optimal homotopy analysis to equations which are simultaneously nonlinear and non-local.     

Control of error in the homotopy analysis of solutions to the Zakharov system with dissipation

We apply the method of homotopy analysis to the Zakharov system with dissipation in order to obtain analytical solutions, treating the auxiliary linear operator as a time evolution operator. Evolving the approximate solutions in time, we construct approximate solutions which depend on the convergence control parameters. In the situation where solutions are strongly coupled, there will be multiple convergence control parameters. In such cases, we will pick the convergence control parameters to minimize a sum of squared residual errors. We explain the error minimization process in detail, and then demonstrate the method explicitly on several examples of the Zakharov system held subject to specific initial data. With this, we are able to efficiently obtain approximate analytical solutions to the Zakharov system of minimal residual error using approximations with relatively few terms.     

Positive periodic solutions of nonautonomous functional differential systems

Considered is the periodic functional differential system with a parameter, x^′(t)=A(t,x(t))x(t)+λf(t,xt). Using the eigenvalue problems of completely continuous operators, we establish some criteria on the existence of positive periodic solutions. Moreover, we apply the results to a couple of population models and obtain sufficient conditions for the existence of positive periodic solutions, which are compared with existing ones.     

Soliton solutions for the Fitzhugh–Nagumo equation with the homotopy analysis method

An analytic technique, the homotopy analysis method (HAM), is applied to obtain the soliton solution of the Fitzhugh–Nagumo equation. The homotopy analysis method (HAM) is one of the most effective method to obtain the exact solution and provides us with a new way to obtain series solutions of such problems. HAM contains the auxiliary parameter ?, which provides us with a simple way to adjust and control the convergence region of series solution.     

A priori error estimates of finite volume element method for hyperbolic optimal control problems

In this paper,optimize-then-discretize,variational discretization and the finite volume method are applied to solve the distributed optimal control problems governed by a second order hyperbolic equation.A semi-discrete optimal system is obtained.We prove the existence and uniqueness of the solution to the semidiscrete optimal system and obtain the optimal order error estimates in L ∞(J;L 2)-and L ∞(J;H 1)-norm.Numerical experiments are presented to test these theoretical results.     

A new numerical approach for solving a class of singular two-point boundary value problems

In this paper, we consider the following class of singular two-point boundary value problem posed on the interval x ?? (0, 1]

$$\begin{array}{@{}rcl@{}} (g(x)y^{\prime})^{\prime}=g(x)f(x,y),\\ y^{\prime}(0)=0,\mu y(1)+\sigma y^{\prime}(1)=B. \end{array} $$

A recursive scheme is developed, and its convergence properties are studied. Further, the error estimation of the method is discussed. The proposed scheme is based on the integral equation formalism and optimal homotopy analysis method in which a recursive scheme is established without any undetermined coefficients. The original differential equation is transformed into an equivalent integral equation to remove the singularity. The integral equation is then made free of undetermined coefficients by imposing the boundary conditions on it. Finally, the integral equation without any undetermined coefficients is efficiently treated by using optimal homotopy analysis method for finding the numerical solution. The optimal control-convergence parameter involved in the components of the series solution is obtained by minimizing the squared residual error equation. The present method is applied to obtain numerical solution of singular boundary value problems arising in various physical models, and numerical results show the advantages of our method over the existing methods.     

The theorem on convergence with a functional for integral functionals with p(x)- and p(x, u)-growth

We continue studying weak convergence for the integral functionals satisfying p(x)- and p(x, u)-growth conditions. We obtain the theorem on convergence with a functional and some results on the relation between integral functionals and their abstract lower semicontinuous extensions.     

On the interplay between interior point approximation and parametric sensitivities in optimal control

Infinite-dimensional parameter-dependent optimization problems of the form ‘minJ(u;p) subject to g(u)?0’ are studied, where u is sought in an L_∞ function space, J is a quadratic objective functional, and g represents pointwise linear constraints. This setting covers in particular control constrained optimal control problems. Sensitivities with respect to the parameter p of both, optimal solutions of the original problem, and of its approximation by the classical primal-dual interior point approach are considered. The convergence of the latter to the former is shown as the homotopy parameter μ goes to zero, and error bounds in various Lq norms are derived. Several numerical examples illustrate the results.     

Homotopy analysis method for solving a class of fractional partial differential equations

In this paper, the homotopy analysis method is applied to obtain the solution of fractional partial differential equations with spatial and temporal fractional derivatives in Riesz and Caputo senses, respectively. Some properties of Riesz fractional derivative utilized in obtaining the series solution are proved. Numerical examples demonstrate the effect of changing homotopy auxiliary parameter ℏ on the convergence of the approximate solution. Also, they illustrate the effect of the fractional derivative orders α and β on the solution behavior.     

An analytic algorithm for time fractional nonlinear reaction–diffusion equation based on a new iterative method

A new analytic algorithm for highly nonlinear time fractional reaction–diffusion equations is proposed in this paper. The proposed method is an amalgamation of variational iteration method (VIM), Adomian decomposition method (ADM) and further refined by introducing a new correction functional. This new correction functional is obtained from the standard correction functional of VIM by introducing an auxiliary parameter γ and an auxiliary function H(x) in it. Further, a sequence G_n(x, t), with suitably chosen support, is also introduced in the new correction functional. The algorithm is easy to implement and only four to six iterations are sufficient for fairly accurate solutions. The algorithm is tested on Fitzhugh – Nagumo and generalized Fisher equations with nonlinearity ranging from 2 to 5.     

Optimal interval lengths for nonlocal boundary value problems associated with third order Lipschitz equations

For the third order differential equation, y^?=f(x,y,y^′,y^″), where f(x,y₁,y₂,y₃) is Lipschitz continuous in terms of yi, i=1,2,3, we obtain optimal bounds on the length of intervals on which there exist unique solutions of certain nonlocal three and four point boundary value problems. These bounds are obtained through an application of the Pontryagin Maximum Principle from the theory of optimal control.     

Estimating the Hurst Parameter

Let be a fractional Brownian motion with parameter 0 < H < 1. We are interested in the estimation of this parameter. To achieve this goal, we consider certain functionals of the second order increments of b _H (·), using variation technics. Based on an almost-sure convergence theorem for general functionals, we single out particular functionals that allows to construct certain regression models for the parameter H. We show that this regression based estimator for H is asymptotically unbiased, consistent and that it satisfies a Central Limit Theorem.      

On the subdomain‐Galerkin/least squares method for 2‐ and 3‐D mixed elliptic problems with reaction terms

In this article we apply the subdomain‐Galerkin/least squares method, which is first proposed by Chang and Gunzburger for first‐order elliptic systems without reaction terms in the plane, to solve second‐order non‐selfadjoint elliptic problems in two‐ and three‐dimensional bounded domains with triangular or tetrahedral regular triangulations. This method can be viewed as a combination of a direct cell vertex finite volume discretization step and an algebraic least‐squares minimization step in which the pressure is approximated by piecewise linear elements and the flux by the lowest order Raviart‐Thomas space. This combined approach has the advantages of both finite volume and least‐squares methods. Among other things, the combined method is not subject to the Ladyzhenskaya‐Babus?ka‐Brezzi condition, and the resulting linear system is symmetric and positive definite. An optimal error estimate in the H¹(Ω) × H(div; Ω) norm is derived. An equivalent residual‐type a posteriori error estimator is also given. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 738–751, 2002; Published online in Wiley InterScience (www.interscience.wiley.com); DOI 10.1002/num.10030.     

Accuracy of discrete schemes for a class of abstract evolution inequalities

For a triple of Hilbert spaces {V, H, V*}, we study a discrete and a semidiscrete scheme for an evolution inclusion of the form u′(t) + A(t)u(t) + ??(t, u(t)) ? f(t), u(0) = u ₀, t ∈ (0, T], where the pair {A(t), ?(t, ·)} consists of a family of nonlinear operators from V into V* and a family of proper convex lower semicontinuous functionals with common effective domain D(?) ? V. The discrete scheme is a combination of the Galerkin method with perturbations and the implicit Euler method. Under conditions on the data providing the existence and uniqueness of the solution of the problem in the space H ¹(0, T; V) ∩ W _∞ ¹ (0, T;H), we obtain an abstract estimate for the method error in the energy norm of first-order accuracy with respect to the time increment. By way of application, we consider a problem with an obstacle inside the domain, for which we obtain an optimal estimate of the accuracy of two implicit schemes (standard and new) on the basis of the finite element method.     

Properties of the period function for some Hamiltonian systems and homogeneous solutions of a semilinear elliptic equation

In this work we study the period function T of solutions to the conservative equation x^″(t)+f(x(t))=0. We present conditions on f that imply the monotonicity and convexity of T. As a consequence we obtain the criterium established by C. Chicone and find conditions easier to apply. We also get a condition obtained by Cima, Gasull and Mañosas about monotonicity and, following some of their calculations, present results on the period function of Hamiltonian systems where H(x,y)=F(x)+n^-1|y|ⁿ. Using the monotonicity of T, we count the homogeneous solutions to the semilinear elliptic equation Δu=γu^γ-1 in two dimensions.     

Mixed Methods for Optimal Control Problems

In this paper, we investigate a posteriori error estimates of amixed finite elementmethod for elliptic optimal control problems with an integral constraint. The gradient for ourmethod belongs to the square integrable space instead of the classical H(div; Ω) space. The state and co-state are approximated by the P ₀ ² -P₁ (velocity–pressure) pair and the control variable is approximated by piecewise constant functions. Using duality argument method and energy method, we derive the residual a posteriori error estimates for all variables.