A convergence analysis of hopscotch methods for fourth order parabolic equations

Summary Consider the ODE (ordinary differential equation) that arises from a semi-discretization (discretization of the spatial coordinates) of a first order system form of a fourth order parabolic PDE (partial differential equation). We analyse the stability of the finite difference methods for this fourth order parabolic PDE that arise if one applies the hopscotch idea to this ODE.Often the error propagation of these methods can be represented by a three terms matrix-vector recursion in which the matrices have a certain anti-hermitian structure. We find a (uniform) expression for the stability bound (or error propagation bound) of this recursion in terms of the norms of the matrices. This result yields conditions under which these methods are strongly asymptotically stable (i.e. the stability is uniform both with respect to the spatial and the time stepsizes (tending to 0) and the time level (tending to infinity)), also in case the PDE has (spatial) variable coefficients. A convergence theorem follows immediately.     

Dynamic PDE parametric curves

Dynamic partial differential equation (PDE) parametric curves which can be expressed as a coupled system of two hyperbolic equations are developed. In curve design, dynamic PDE parametric curves can be modified intuitively and are more flexible than ordinary differential equation (ODE) curves. The calculation of dynamic PDE parametric curves must recur to numerical methods and a three-level finite difference scheme is proposed. Approximation and stability properties for the scheme are proved and convergence property is derived. An example of interpolating PDE curves is presented as an application of dynamic PDE parametric curves.     

Numerical solution of the 1 + 2 dimensional Fisher's equation by finite elements and the Galerkin method

In Fisher's equation, the mechanism of logistic growth and linear diffusion are combined in order to model the spreading and proliferation of population, e.g., in ecological contexts. A Galerkin Finite Element method in two space dimensions is presented, which discretises a 1 + 2 dimensional version of this partial differential equation, and thus, providing a system of ordinary differential equations (ODEs) whose numerical solutions approximate those of the Fisher equation. By using a particular type of form functions, the off-diagonal elements of the matrix on the left-hand side of the ODE system become negligibly small, which makes a multiplication with the inverse of this matrix unnecessary, and therefore, leads to a simpler and faster computer program with less memory and storage requirements. It can, therefore, be considered a borderline method between finite elements and finite differences. A simple growth model for coral reefs demonstrates the program's adaptability to practical applications.     

Post-buckling and nonlinear free vibration analysis of geometrically imperfect functionally graded beams resting on nonlinear elastic foundation

In this paper, post-buckling and nonlinear vibration analysis of geometrically imperfect beams made of functionally graded materials (FGMs) resting on nonlinear elastic foundation subjected to axial force are studied. The material properties of FGMs are assumed to be graded in the thickness direction according to a simple power law distribution in terms of the volume fractions of the constituents. The assumptions of a small strain and moderate deformation are used. Based on Euler–Bernoulli beam theory and von-Karman geometric nonlinearity, the integral partial differential equation of motion is derived. Then this partial differential equation (PDE) problem, which has quadratic and cubic nonlinearities, is simplified into an ordinary differential equation (ODE) problem by using the Galerkin method. Finally, the governing equation is solved analytically using the variational iteration method (VIM). Some new results for the nonlinear natural frequencies and buckling load of the imperfect functionally graded (FG) beams such as the effects of vibration amplitude, elastic coefficients of foundation, axial force, end supports and material inhomogeneity are presented for future references. Results show that the imperfection has a significant effect on the post-buckling and vibration response of FG beams.     

Galerkin projections for state-dependent delay differential equations with applications to drilling

A Galerkin projection scheme to obtain low dimensional approximations of delay differential equations (DDEs) involving state-dependent delays is developed. The current scheme is an extension of a similar, recently proposed scheme for DDEs with constant delays in the publication by P. Wahi, A. Chatterjee 2005. The resulting ordinary differential equations (ODEs) from the Galerkin scheme are easier to integrate using commercial ODE solvers, and are amenable to stability and bifurcation analysis using standard techniques. First, the application of the formulation is demonstrated through a scalar delay differential equation, and the performance of the formulation is assessed. Next, the scheme is applied to a two degrees-of-freedom model describing the coupled axial and torsional vibrations of oil well drill-strings. In both cases, the Galerkin approximations show an excellent agreements with the direct numerical simulations of the original systems.     

Quadratic Störmer‐type methods for the solution of the Boussinesq equation by the method of lines

We study the numerical treatment of Boussinesq PDE equation using the method of lines. For the space discretization, we choose either classical finite differences or Fourier pseudospectral methods. Both cases result in a system of second‐order ordinary differential equations (ODEs) that is quadratic. In order to take advantage of this special feature, we choose to solve the ODE system using a new type of hybrid Numerov method specially constructed for such problems. Other efficient ODE solvers taken from the literature are used to solve the system of ODEs as well. By taking all the combinations of space discretization methods and ODE solvers, we discuss the stability and accuracy features revealed from the numerical tests. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2008     

The Quenching Set of a MEMS Capacitor in Two-Dimensional Geometries

The formation of finite time singularities in a nonlinear parabolic fourth order partial differential equation (PDE) is investigated for a variety of two-dimensional geometries. The PDE is a variant of a canonical model for Micro–Electro Mechanical systems (MEMS). The singularities are observed to form at specific points in the domain and correspond to solutions whose values remain finite but whose derivatives diverge as the finite time singularity is approached. This phenomenon is known as quenching. An asymptotic analysis reveals that the quenching set can be predicted by simple geometric considerations suggesting that the phenomenon described is generic to higher order parabolic equations which exhibit finite time singularity.     

可压溶混流的混合元逼近

二维和三维空间中，多孔介质里可压溶混流被非线性偏微分方程组所描述．浓度方程采用Galerkin方法逼近，而压力方程采用混合有限元逼近．我们导出了浓度、压力、速度及其时间导数的最优L2误差估计，同时得到了浓度和压力的拟最优L∞误差估计．本文处理了带分子弥散的非线性问题．     

Sliding mode control of the forced generalized Burgers equation

^** Email: smaoui{at}mcs.sci.kuniv.edu.kw This paper deals with the sliding mode control (SMC) of theforced generalized Burgers equation via the Karhunen-Loève(K-L) Galerkin method. The decomposition procedure of the K-Lmethod is presented to illustrate the use of this method inanalysing the numerical simulations data which represent thesolutions of the forced generalized Burgers equation for viscosityranging from 1 to 100. The K-L Galerkin projection is used asa model reduction technique for non-linear systems to derivea system of ordinary differential equations (ODEs) that mimicsthe dynamics of the forced generalized Burgers equation. Thedata coefficients derived from the ODE system are then usedto approximate the solutions of the forced Burgers equation.Finally, static and dynamic SMC schemes with the objective ofenhancing the stability of the forced generalized Burgers equationare proposed. Simulations of the controlled system are givento illustrate the developed theory.     

An inverse problem for an immobilized enzyme model

A method for estimating unknown kinetic parameters in a mathematical model for catalysis by an immobilized enzyme is studied. The model consists of a semilinear parabolic partial differential equation modeling the reaction‐diffusion process coupled with an ordinary differential equation for the rate transport. The well posedness of the model is proven; a PDE‐constrained optimization approach is applied to the stated inverse problem; and finally, some numerical simulations are presented.     

Nonlinear dynamic analysis of a V-shaped microcantilever of an atomic force microscope

This paper is devoted to investigate the nonlinear behaviors of a V-shaped microcantilever of an atomic force microscope (AFM) operating in its two major modes: amplitude modulation and frequency modulation. The nonlinear behavior of the AFM is due to the nonlinear nature of the AFM tip–sample interaction caused by the Van der Waals attraction/repulsion force. Considering the V-shaped microcantilever as a flexible continuous system, the resonant frequencies, mode shapes, governing nonlinear partial and ordinary differential equations (PDE and ODE) of motion, boundary conditions, frequency and time responses, potential function and phase-plane of the system are obtained analytically. The governing PDE is determined by employing the Hamilton principle. Subsequently, the Galerkin method is utilized to gain the governing nonlinear ODE. Afterward, the resulting ODE is analytically solved by means of some perturbation techniques including the method of multiple scales and the Lindsted–Poincare method. In addition, the effects of different parameters including geometrical one on the frequency response of the system are assessed.     

Balanced POD for model reduction of linear PDE systems: convergence theory

We consider convergence analysis for a model reduction algorithm for a class of linear infinite dimensional systems. The algorithm computes an approximate balanced truncation of the system using solution snapshots of specific linear infinite dimensional differential equations. The algorithm is related to the proper orthogonal decomposition, and it was first proposed for systems of ordinary differential equations by Rowley (Int. J. Bifurc. Chaos Appl. Sci. Eng. 15(3):997?C1013, 2005). For the convergence analysis, we consider the algorithm in terms of the Hankel operator of the system, rather than the product of the system Gramians as originally proposed by Rowley. For exponentially stable systems with bounded finite rank input and output operators, we prove that the balanced realization can be expressed in terms of balancing modes, which are related to the Hankel operator. The balancing modes are required to be smooth, and this can cause computational difficulties for PDE systems. We show how this smoothness requirement can be lessened for parabolic systems, and we also propose a variation of the algorithm that avoids the smoothness requirement for general systems. We prove entrywise convergence of the matrices in the approximate reduced order models in both cases, and present numerical results for two example PDE systems.     

热传导型半导体问题的配置方法及误差分析

热传导型半导体瞬态问题的数学模型是一类非线性偏微分方程的初边值问题．电子位势方程是椭圆型的，电子、空穴浓度方程及热传导方程是抛物型的．该文给出求解的配置方法，得到次优犔２模误差估计，并将配置法和Ｇａｌｅｒｋｉｎ有限元方法进行数值结果比较．     

Families of traveling impulses and fronts in some models with cross-diffusion

An analysis of traveling wave solutions of partial differential equation (PDE) systems with cross-diffusion is presented. The systems under study fall in a general class of the classical Keller–Segel models to describe chemotaxis. The analysis is conducted using the theory of the phase plane analysis of the corresponding wave systems without a priory restrictions on the boundary conditions of the initial PDE. Special attention is paid to families of traveling wave solutions. Conditions for existence of front–impulse, impulse–front, and front–front traveling wave solutions are formulated. In particular, the simplest mathematical model is presented that has an impulse–impulse solution; we also show that a non-isolated singular point in the ordinary differential equation (ODE) wave system implies existence of free-boundary fronts. The results can be used for construction and analysis of different mathematical models describing systems with chemotaxis.     

Energy preserving model order reduction of the nonlinear Schrödinger equation

An energy preserving reduced order model is developed for two dimensional nonlinear Schrödinger equation (NLSE) with plane wave solutions and with an external potential. The NLSE is discretized in space by the symmetric interior penalty discontinuous Galerkin (SIPG) method. The resulting system of Hamiltonian ordinary differential equations are integrated in time by the energy preserving average vector field (AVF) method. The mass and energy preserving reduced order model (ROM) is constructed by proper orthogonal decomposition (POD) Galerkin projection. The nonlinearities are computed for the ROM efficiently by discrete empirical interpolation method (DEIM) and dynamic mode decomposition (DMD). Preservation of the semi-discrete energy and mass are shown for the full order model (FOM) and for the ROM which ensures the long term stability of the solutions. Numerical simulations illustrate the preservation of the energy and mass in the reduced order model for the two dimensional NLSE with and without the external potential. The POD-DMD makes a remarkable improvement in computational speed-up over the POD-DEIM. Both methods approximate accurately the FOM, whereas POD-DEIM is more accurate than the POD-DMD.     

Nonlinear asymptotic analysis of a system of two free coupled oscillators with cubic nonlinearities

In this paper a two degrees of freedom undamped nonlinear system of two unforced coupled oscillators with cubic nonlinearities is analyzed. Through a decoupling procedure and using admissible functional transformations it is proved that this system can be reduced to an intermediate second order nonlinear ordinary differential equation (ODE) connecting both displacements to each other. By nonlinear asymptotic approximations the above equation can be further reduced to new nonlinear ODE that can be analytically solved. The solutions in the physical plane are extracted in parametric form. As generalization, the model of a damped system of two masses connected with stiffness with linear and nonlinear coefficient of rigidities respectively is analyzed and exact analytical solutions are extracted. Finally an application has been given in the case of a two mass system with cubic strong non-linearity.     

On the sharpness of an error bound for a Galerkin method to solve parabolic differential equations

This paper discusses the sharpness of an error bound for the standard Galerkin method for the approximate solution of a parabolic differential equation. A backward difference is used for discretization in time, and a variational method like the finite element method is considered for discretization in space. The error bound is written in terms of an averaged modulus of continuity. Whereas the direct estimate follows by standard methods, the sharpness of the bound is established by an application of a quantitative extension of the uniform boundedness principle as proposed in Dickmeis et al. (1984) [4].     

海水入浸问题的数值分析

海水入浸问题的数学模型是两个耦合抛物型偏微分方程,其中一个是关于压力的流动方程,另一个是关于浓度的对流扩散方程.压力方程由标准有限元方法逼近,浓度方程则用特征有限元方法逼近.在扩散项系数半正定的情形得到逼近解的次优L2 模误差估计.     

Large deviations for stochastic partial differential equations driven by a Poisson random measure

Stochastic partial differential equations driven by Poisson random measures (PRMs) have been proposed as models for many different physical systems, where they are viewed as a refinement of a corresponding noiseless partial differential equation (PDE). A systematic framework for the study of probabilities of deviations of the stochastic PDE from the deterministic PDE is through the theory of large deviations. The goal of this work is to develop the large deviation theory for small Poisson noise perturbations of a general class of deterministic infinite dimensional models. Although the analogous questions for finite dimensional systems have been well studied, there are currently no general results in the infinite dimensional setting. This is in part due to the fact that in this setting solutions may have little spatial regularity, and thus classical approximation methods for large deviation analysis become intractable. The approach taken here, which is based on a variational representation for nonnegative functionals of general PRMs, reduces the proof of the large deviation principle to establishing basic qualitative properties for controlled analogues of the underlying stochastic system. As an illustration of the general theory, we consider a particular system that models the spread of a pollutant in a waterway.     

A system of non-local parabolic PDE and application to option pricing

This article includes a proof of well posedness of an initial-boundary value problem involving a system of non-local parabolic partial differential equation (PDE), which naturally arises in the study of derivative pricing in a generalized market model, which is known as a semi-Markov modulated geometric Brownian motion (GBM) model We study the well posedness of the problem via a Volterra integral equation of second kind. A probabilistic approach, in particular the method of conditioning on stopping times is used for showing the uniqueness.