Exact Solutions of a Mathematical Model for Fluid Transport in Peritoneal Dialysis

A mathematical model for fluid transport in peritoneal dialysis is constructed. The model is based on a nonlinear system of two-dimensional partial differential equations with corresponding boundary and initial conditions. Using the classical Lie scheme, we establish that the base system of partial differential equations (under some restrictions on coefficients) is invariant under the infinite-dimensional Lie algebra, which enables us to construct families of exact solutions. Moreover, exact solutions with a more general structure are found using another (non-Lie) technique. Finally, it is shown that some of the solutions obtained describe the hydrostatic pressure and the glucose concentration in peritoneal dialysis. __________ Published in Ukrains'kyi Matematychnyi Zhurnal, Vol. 57, No. 8, pp. 1112–1119, August, 2005.     

EXISTENCE AND UNIQUENESS FOR HEIGHT STRUCTURED HIERARCHICAL POPULATION MODELS

ABSTRACT. We consider a nonlinear height-structured McKendrick forest model with vital rates of a tree depending on its height and the total leaf area above it, represented as a weighted integral over all higher trees. We consider two types of the weighing factor, corresponding to foliage being concentrated on top of a tree, respectively distributed continuously along the trunk. We prove local existence of continuous solutions for continuous initial conditions and derive a sharp condition on the coefficients ensuring the existence of global in time, continuous solutions for arbitrary continuous data. In the case where this condition is not fulfilled, we illustrate how singularities can emerge out of continuous initial conditions by relating our model to Burgers' equation. The analysis uses a coordinate transform which brings the model into a particularly simple form, reducing the first order partial differential equation to a family of coupled ordinary differential equations for population density and height as functions of characteristic variables.     

Global weak solution for a multistage physiologically structured population model with resource interaction

We construct a multistage kinetic model of a physiologically structured insect population whose life history consists of fourth stages of development termed eggs, larval, pupal and adult moth (male and female). The model is a system of weakly coupled hyperbolic partial differential equations with nonlocal boundary conditions. The vital rates depend on the resource which satisfy an ordinary differential equation. We discretize the physiological space and formulate an implicit scheme and we prove the existence and uniqueness of the solution. The numerical simulation provides an analytical tool to improve the understanding of the moth’s biology.     

A parareal approach of semi‐linear parabolic equations based on general waveform relaxation

We present a parareal approach of semi‐linear parabolic equations based on general waveform relaxation (WR) at the partial differential equation (PDE) level. An algorithm for initial‐boundary value problem and two algorithms for time‐periodic boundary value problem are constructed. The convergence analysis of three algorithms are provided. The results show that the algorithm for initial‐boundary value problem is superlinearly convergent while both algorithms for the time‐periodic boundary value problem linearly converge to the exact solutions at most. Numerical experiments show that the parareal algorithms based on general WR at the PDE level, compared with the parareal algorithm based on the classical WR at the ordinary differential equations (ODEs) level (the PDEs is discretized into ODEs), require much fewer number of iterations to converge.     

On exact solutions to partial differential equations by the modified homotopy perturbation method

Based on the modified homotopy perturbation method (MHPM), exact solutions of certain partial differential equations are constructed by separation of variables and choosing the finite terms of a series in p as exact solutions. Under suitable initial conditions, the PDE is transformed into an ODE. Some illustrative examples reveal the effciency of the proposed method.     

Some exact results for nonlinear diffusion with absorption

Simple exact solutions and first integrals are obtained fornonlinear diffusion incorporating absorption. These are obtainedby the standard techniques of separation of variables and theuse of invariant one-parameter group transforma-tions to reducethe governing partial differential equation to various ordinarydifferential equations. For two of the equations so obtained,first integrals are deduced which subsequently give rise toa number of explicit simple solutions. As with all special solutionsof nonlinear partial differential equations, the associatedinitial and boundary conditions are imposed by the particularfunctional form of the solution and irrespective of their physicalapplicability, simple exact solutions are always important,because one of the key features of nonlinearity is the rangeand variety of response which is often bizarre and unexpected,but which is frequently embodied in the simplest of exact solutions.Many of the solutions obtained here are illustrated graphicallywith particular reference to the phenomena of ‘extinction’and ‘blow-up’ and in general demonstrate a widevariety of differing physical response embodied in the disposableconstants, which is characteristic of nonlinear theories.     

Reduction and quotient equations for differential equations with symmetries

The method of reduction previously known in the theory of Hamiltonian systems with symmetries is developed in order to obtain exact group-invariant solutions of systems of partial differential equations. This method leads to representations of quotient equations which are very convenient for the systematic analysis of invariant solutions of boundary value problems. In the case of partially invariant solutions, necessary and sufficient conditions of their invariance with respect to subalgebras of symmetry algebras are given. The concept of partial symmetries of differential equations is considered.     

A Nonlinear Drift - Diffusion System with Electric Convection Arising in Electrophoretic and Semiconductor Modeling

A multi-dimensional transient drift-diffusion model for (at most) three charged particles, consisting of the continuity equations for the concentrations of the species and the Poisson equation for the electric potential, is considered. The diffusion terms depend on the concentrations. Such a system arises in electrophoretic modeling of three species (neutrally, positively and negatively charged) and in semiconductor theory for two species (positively charged holes and negatively charged electrons). Diffusion terms of degenerate type are also possible in semiconductor modeling. For the initial boundary value problem with mixed Dirichlet - Neumann boundary conditions and general reaction rates, a global existence result is proved. Uniqueness of solutions follows in the Dirichlet boundary case if the diffusion terms are uniformly parabolic or if the initial and boundary densities are strictly positive. Finally, we prove that solutions exist which are positive uniformly in time and globally bounded if the reaction rates satisfy appropriate growth conditions.     

Method of Decreasing the Order of a Partial Differential Equation by Reducing to Two Ordinary Differential Equations

Using additional unknown functions and additional boundary conditions in the integral method of heat balance, we obtain approximate analytic solutions to the non-stationary thermal conductivity problem for an infinite solid cylinder that allow to estimate the temperature state practically in the whole time range of the non-stationary process. The thermal conducting process is divided into two stages with respect to time. The initial problem for the partial differential equation is represented in the form of two problems, in which the integration is performed over ordinary differential equations with respect to corresponding additional unknown functions. This method allows to simplify substantially the solving process of the initial problem by reducing it to the sequential solution of two problems, in each of them additional boundary conditions are used.     

MODELLING AND NUMERICAL SOLUTIONS OF A GAUGE PERIODIC TIME DEPENDENT GINZBURG-LANDAU MODEL FOR TYPE-Ⅱ SUPERCONDUCTORS

1.IntroductionCentraltothetheoryoftype-IIsuperconductorsisAbrikosov'schaxacterizationofthemixedstateasalattice-likearrangementofquantizedfluxlines,oryorticesofsuperconductingelectronpairs.TheAbrikosov'svortexlattice,whichhasalsobeenobservedinexperiments,isthesolutionsoftheGinzburgLandau(GL)equationswithatypeofspatialperiodicity.Recentlytherehavebeenseveralauthor8studiedthegaugeperiodicsolutionsoftheGLsuperconductivitymodelfromdifferentpointof.iews[1'1o)11'17].Roughlyspeaxing,gaugeperiodics…     

Numerical solutions of two-dimensional Burgers’ equations by lattice Boltzmann method

In this paper, the two-dimensional Burgers’ equations with two variables are solved numerically by the lattice Boltzmann method. The lattice Bhatnagar–Gross–Krook model we used can recover the macroscopic equation with the second order accuracy. Numerical solutions for various values of Reynolds number, computational domain, initial and boundary conditions are calculated and validated against exact solutions or other published results. It is concluded that the proposed method performs well.     

简单波的解析解

Riemann于1860年给出了简单波的一般解,可是欲将其中所含的一个任意函数的具体形式按边界条件或初始条件求出来,却难以实现,因而对具体问题就难以深入探讨.本文按拟线性偏微分方程的几何理论,十分方便地给出了由边界条件或初始条件所确定的简单波解析解,并用这些解讨论了有关流动的性质,且得到了若干新颖的结果     

When nonautonomous equations are equivalent to autonomopus ones

We consider nonlinear systems of first order partial differential equations admitting at least two one-parameter Lie groups of transformations with commuting infinitesimal operators. Under suitable conditions it is possible to introduce a variable transformation based on canonical variables which reduces the model in point to autonomous form. Remarkably, the transformed system may admit constant solutions to which there correspond non-constant solutions of the original model. The results are specialized to the case of first order quasilinear systems admitting either dilatation or spiral groups of transformations and a systematic procedure to characterize special exact solutions is given. At the end of the paper the equations of axi-symmetric gas dynamics are considered.     

Implicit difference methods for evolution functional differential equations

A general theory of implicit difference schemes for nonlinear functional differential equations with initial boundary conditions is presented. A theorem on error estimates of approximate solutions for implicit functional difference equations of the Volterra type with an unknown function of several variables is given. This general result is employed to investigate the stability of implicit difference schemes generated by first-order partial differential functional equations and by parabolic problems. A comparison technique with nonlinear estimates of the Perron type for given functions with respect to the functional variable is used.     

Solutions to a model with Neumann boundary conditions for phase transitions driven by configurational forces

We study an initial boundary value problem of a model describing the evolution in time of diffusive phase interfaces in solid materials, in which martensitic phase transformations driven by configurational forces take place. The model was proposed earlier by the authors and consists of the partial differential equations of linear elasticity coupled to a nonlinear, degenerate parabolic equation of second order for an order parameter. In a previous paper global existence of weak solutions in one space dimension was proved under Dirichlet boundary conditions for the order parameter. Here we show that global solutions also exist for Neumann boundary conditions. Again, the method of proof is only valid in one space dimension.     

Strong stability and uniform decay of solutions to a wave equation with semilinear porous acoustic boundary conditions

We consider a wave equation with semilinear porous acoustic boundary conditions. This is a coupled system of second and first order in time partial differential equations, with possibly semilinear boundary conditions on the interface. The results obtained are (i) strong stability for the linear model, (ii) exponential decay rates for the energy of the linear model, and (iii) local exponential decay rates for the energy of the semilinear model. This work builds on a previous result showing generation of a well-posed dynamical system. The main tools used in the proofs are (i) the Stability Theorem of Arendt-Batty, (ii) energy methods used in the study of a wave equation with boundary damping, and (iii) an abstract result of I. Lasiecka applicable to hyperbolic-like systems with nonlinearly perturbed boundary conditions.     

Anti-periodic solutions for Rayleigh-type equations via the reproducing kernel Hilbert space method

In this paper, reproducing kernel theorem is employed to solve anti-periodic solutions for Rayleigh-type equations. A simple algorithm is given to obtain the approximate solutions of the equations. By comparing the approximate solution with the exact analytical solution, we find that the simple algorithm is of good accuracy and it can be also applied to some ordinary or partial differential equations with initial-boundary value conditions and nonlocal boundary value conditions.     

A dissipative model for hydrogen storage: existence and regularity results

We prove global existence of a solution to an initial and boundary‐value problem for a highly nonlinear PDE system. The problem arises from a thermo‐mechanical dissipative model describing hydrogen storage by use of metal hydrides. In order to treat the model from an analytical point of view, we formulate it as a phase transition phenomenon thanks to the introduction of a suitable phase variable. Continuum mechanics laws lead to an evolutionary problem involving three state variables: the temperature, the phase parameter and the pressure. The problem thus consists of three coupled partial differential equations combined with initial and boundary conditions. The existence and regularity of the solutions are here investigated by means of a time discretization—textita priori estimates—passage to the limit procedure joined with compactness and monotonicity arguments. Copyright © 2010 John Wiley & Sons, Ltd.     

Solutions of two-factor models with variable interest rates

The focus of this work is on numerical solutions to two-factor option pricing partial differential equations with variable interest rates. Two interest rate models, the Vasicek model and the Cox–Ingersoll–Ross model (CIR), are considered. Emphasis is placed on the definition and implementation of boundary conditions for different portfolio models, and on appropriate truncation of the computational domain. An exact solution to the Vasicek model and an exact solution for the price of bonds convertible to stock at expiration under a stochastic interest rate are derived. The exact solutions are used to evaluate the accuracy of the numerical simulation schemes. For the numerical simulations the pricing solution is analyzed as the market completeness decreases from the ideal complete level to one with higher volatility of the interest rate and a slower mean-reverting environment. Simulations indicate that the CIR model yields more reasonable results than the Vasicek model in a less complete market.     

声波方程吸收边界条件的稳定性分析

引言对于无界区域中波动现象的数值模拟，必需引进人工边界将计算限制在一个有界区域上．为了确定解，需要在人工边界上加适当的边界条件．对于声波和弹性波方程，这样的一组人工边界条件，也叫吸收边界条件，在［1，2］中被系统地构造出来．对于声波方程，这些吸收边界条件恰好是单程波方程的近似．如山中所指出，减少边界反射，便于在计算中应用和稳定性是构造吸收边界条件的三点关键．Ellgqllist和Maid。用模态分析方法15］证明，带有［IJ中构造的吸收边界条件的波动方程初边值问题是适定的，并且估计了人工边界所产生的误差．对于更广…