Traveling wavefronts in temporally discrete reaction–diffusion equations with delay

This paper is concerned with the existence of traveling wavefronts of a temporally discrete reaction–diffusion equation with delay. By using monotone iteration and upper–lower solution technique, the existence of traveling wavefronts for the temporally discrete reaction–diffusion equation with delay is established. As an application, we consider an abstract diffusive equation, which includes a single species diffusive model as a particular case. Our result implies the temporally discrete model is a good approximation of corresponding continuous time model in sense of propagation.     

Traveling wavefront in a Hematopoiesis model with time delay

This paper is concerned with a reaction–diffusion equation with time delay, which describes the dynamics of the blood cell production. The existence of the traveling wavefront is given by using the upper–lower solution technique and the monotone iteration.     

On the non existence of monotone linear schema for some linear parabolic equations

In this Note, we present a result concerning the non existence of linear monotone schema with fixed stencil on regular meshes for some linear parabolic equation in two dimensions. The parabolic equations of interest arise from non isotropic diffusion modelling. A corollary is that no linear monotone 9 points-schemes can be designed for the one-dimensional heat equation emerged in the plane with an arbitrary direction of diffusion. Some applications of this result are provided: for the Fokker–Planck–Lorentz model for electrons in the context of plasma physics; all linear monotone scheme for the one-dimensional hyperbolic heat equation treated as a two-dimensional problem are not consistent in the diffusion limit for an arbitrary direction of propagation. We also examine the case of the Landau equation. To cite this article: C. Buet, S. Cordier, C. R. Acad. Sci. Paris, Ser. I 340 (2005).     

Numerical solutions of coupled systems of nonlinear elliptic equations

This article deals with numerical solutions of a general class of coupled nonlinear elliptic equations. Using the method of upper and lower solutions, monotone sequences are constructed for difference schemes which approximate coupled systems of nonlinear elliptic equations. This monotone convergence leads to existence‐uniqueness theorems for solutions to problems with reaction functions of quasi‐monotone nondecreasing, quasi‐monotone nonincreasing and mixed quasi‐monotone types. A monotone domain decomposition algorithm which combines the monotone approach and an iterative domain decomposition method based on the Schwarz alternating, is proposed. An application to a reaction‐diffusion model in chemical engineering is given. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 621–640, 2012     

Numerical methods for a coupled system of differential equations arising from a thermal ignition problem

This article is concerned with monotone iterative methods for numerical solutions of a coupled system of a first‐order partial differential equation and an ordinary differential equation which arises from fast‐igniting catalytic converters in automobile engineering. The monotone iterative scheme yields a straightforward marching process for the corresponding discrete system by the finite‐difference method, and it gives not only a computational algorithm for numerical solutions of the problem but also the existence and uniqueness of a finite‐difference solution. Particular attention is given to the “finite‐time” blow‐up property of the solution. In terms of minimal sequence of the monotone iterations, some necessary and sufficient conditions for the blow‐up solution are obtained. Also given is the convergence of the finite‐difference solution to the continuous solution as the mesh size tends to zero. Numerical results of the problem, including a case where the continuous solution is explicitly known, are presented and are compared with the known solution. Special attention is devoted to the computation of the blow‐up time and the critical value of a physical parameter which determines the global existence and the blow‐up property of the solution. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2013     

A global existence and uniqueness result for a stochastic Allen–Cahn equation with constraint

This paper addresses the analysis of a time noise‐driven Allen–Cahn equation modelling the evolution of damage in continuum media in the presence of stochastic dynamics. The nonlinear character of the equation is mainly due to a multivoque maximal monotone operator representing a constraint on the damage variable, which is forced to take physically admissible values. By a Yosida approximation and a time‐discretization procedure, we prove a result of global‐in‐time existence and uniqueness of the solution to the stochastic problem. Copyright © 2017 John Wiley & Sons, Ltd.     

Inverse problem for a space‐time fractional diffusion equation: Application of fractional Sturm‐Liouville operator

An inverse problem of determining a time‐dependent source term from the total energy measurement of the system (the over‐specified condition) for a space‐time fractional diffusion equation is considered. The space‐time fractional diffusion equation is obtained from classical diffusion equation by replacing time derivative with fractional‐order time derivative and Sturm‐Liouville operator by fractional‐order Sturm‐Liouville operator. The existence and uniqueness results are proved by using eigenfunction expansion method. Several special cases are discussed, and particular examples are provided.     

Sliding mode control for a diffuse interface tumor growth model coupling a Cahn–Hilliard equation with a reaction–diffusion equation

We consider the sliding mode control (SMC) problem for a diffuse interface tumor growth model coupling a Cahn–Hilliard equation with a reaction–diffusion equation perturbed by a maximal monotone nonlinearity. We prove existence and regularity of strong solutions and, under further assumptions, a uniqueness result. Then, we show that the chosen SMC law forces the system to reach within finite time a sliding manifold that we chose in order that the tumor phase remains constant in time.     

Time periodic solutions of the diffusive Nicholson blowflies equation with delay

This paper is concerned with the Nicholson blowflies equation with nonlinear diffusion and time delay subject to the homogeneous Dirichlet boundary condition in a bounded domain. We establish the existence of nontrivial periodic solutions of the time-periodic problem under general conditions by constructing a coupled upper–lower solution pair and by applying the Schauder fixed point theorem. The attractivity of the periodic solutions is also discussed by using the monotone iteration method.     

Existence and uniqueness of solutions to nonlinear evolution equations with locally monotone operators

In this paper we establish the existence and uniqueness of solutions for nonlinear evolution equations on a Banach space with locally monotone operators, which is a generalization of the classical result for monotone operators. In particular, we show that local monotonicity implies pseudo-monotonicity. The main results are applied to PDE of various types such as porous medium equations, reaction–diffusion equations, the generalized Burgers equation, the Navier–Stokes equation, the 3D Leray-α model and the p-Laplace equation with non-monotone perturbations.     

The method of fundamental solutions with eigenfunction expansion method for nonhomogeneous diffusion equation

In this article we describe a numerical method to solve a nonhomogeneous diffusion equation with arbitrary geometry by combining the method of fundamental solutions (MFS), the method of particular solutions (MPS), and the eigenfunction expansion method (EEM). This forms a meshless numerical scheme of the MFS‐MPS‐EEM model to solve nonhomogeneous diffusion equations with time‐independent source terms and boundary conditions for any time and any shape. Nonhomogeneous diffusion equation with complex domain can be separated into a Poisson equation and a homogeneous diffusion equation using this model. The Poisson equation is solved by the MFS‐MPS model, in which the compactly supported radial basis functions are adopted for the MPS. On the other hand, utilizing the EEM the diffusion equation is first translated to a Helmholtz equation, which is then solved by the MFS together with the technique of the singular value decomposition (SVD). Since the present meshless method does not need mesh generation, nodal connectivity, or numerical integration, the computational effort and memory storage required are minimal as compared with other numerical schemes. Test results for two 2D diffusion problems show good comparability with the analytical solutions. The proposed algorithm is then extended to solve a problem with irregular domain and the results compare very well with solutions of a finite element scheme. Therefore, the present scheme has been proved to be very promising as a meshfree numerical method to solve nonhomogeneous diffusion equations with time‐independent source terms of any time frame, and for any arbitrary geometry. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

Existence and Attractivity of Stationary Solutions of a Degenerate Diffusion Equation

This paper is concerned with the existence and attractivity of the stationary solutions of a degenerate diffusion equation. By using monotone method and applying some special techniques, we extend the-results in 1-dimension case to higher dimension cases.     

Quenching phenomenon of a time‐fractional diffusion equation with singular source term

In this paper, a time‐fractional diffusion equation with singular source term is considered. The Caputo fractional derivative with order 0<α ?1 is applied to the temporal variable. Under specific initial and boundary conditions, we find that the time‐fractional diffusion equation presents quenching solution that is not globally well‐defined as time goes to infinity. The quenching time is estimated by using the eigenfunction of linear fractional diffusion equation. Moreover, by implementing a finite difference scheme, we give some numerical simulations to demonstrate the theoretical analysis. Copyright © 2017 John Wiley & Sons, Ltd.     

Probabilistic representation for solutions of an irregular porous media type equation: the degenerate case

We consider a possibly degenerate porous media type equation over all of ${\mathbb R^d}$ with d =?1, with monotone discontinuous coefficients with linear growth and prove a probabilistic representation of its solution in terms of an associated microscopic diffusion. This equation is motivated by some singular behaviour arising in complex self-organized critical systems. The main idea consists in approximating the equation by equations with monotone non-degenerate coefficients and deriving some new analytical properties of the solution.     

Lemmas on compensated compactness in elliptic and parabolic equations

We study the solvability of parabolic and elliptic equations of monotone type with nonstandard coercivity and boundedness conditions that do not fall within the scope of the classical method of monotone operators. To construct a solution, we apply a technique of passing to the limit in approximation schemes. A key element of this technique is a generalized lemma on compensated compactness. The parabolic version of this lemma is rather complicated and is proved for the first time in the present paper. The new technique applies to stationary and nonstationary problems of fast diffusion in an incompressible flow, to a parabolic equation with a p(x, t)-Laplacian and its generalization, and to a nonstationary thermistor system.     

Continuous time mean‐variance optimal portfolio allocation under jump diffusion: An numerical impulse control approach

We present efficient partial differential equation methods for continuous time mean‐variance portfolio allocation problems when the underlying risky asset follows a jump‐diffusion. The standard formulation of mean‐variance optimal portfolio allocation problems, where the total wealth is the underlying stochastic process, gives rise to a one‐dimensional (1D) nonlinear Hamilton–Jacobi–Bellman (HJB) partial integrodifferential equation (PIDE) with the control present in the integrand of the jump term, and thus is difficult to solve efficiently. To preserve the efficient handling of the jump term, we formulate the asset allocation problem as a 2D impulse control problem, 1D for each asset in the portfolio, namely the bond and the stock. We then develop a numerical scheme based on a semi‐Lagrangian timestepping method, which we show to be monotone, consistent, and stable. Hence, assuming a strong comparison property holds, the numerical solution is guaranteed to converge to the unique viscosity solution of the corresponding HJB PIDE. The correctness of the proposed numerical framework is verified by numerical examples. We also discuss the effects on the efficient frontier of realistic financial modeling, such as different borrowing and lending interest rates, transaction costs, and constraints on the portfolio, such as maximum limits on borrowing and solvency. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 664–698, 2014     

Travelling Wavefronts in Reaction‐Diffusion Equations with Convection Effects and Non‐Regular Terms

This paper deals with the appearance of monotone bounded travelling wave solutions for a parabolic reaction‐diffusion equation which frequently meets both in chemical and biological systems. In particular, we prove the existence of monotone front type solutions for any wave speed c ≥ c* and give an estimate for the threshold value c*. Our model takes into account both of a density dependent diffusion term and of a non‐linear convection effect. Moreover, we do not require the main non‐linearity g to be a regular C¹ function; in particular we are able to treat both the case when g′(0) = 0, giving rise to a degenerate equilibrium point in the phase plane, and the singular case when g′(0) = +∞. Our results generalize previous ones due to Aronson and Weinberger [Adv. Math. 30 (1978), pp. 33–76 ], Gibbs and Murray (see Murray [Mathematical Biology, Springer‐Verlag, Berlin, 1993 ]) and McCabe , Leach and Needham [SIAM J. Appl. Math. 59 (1998), pp. 870–899 ]. Finally, we obtain our conclusions by means of a comparison‐type technique which was introduced and developed in this framework in a recent paper by the same authors.     

Monotone method for initial value problem for fractional diffusion equation

Using the method of upper and lower solutions and its associated monotone iterative, consider the existence and uniqueness of solution of an initial value problem for the nonlinear fractional diffusion equation.     

Asymptotic behaviour for a non‐monotone fluid in one dimension: the positive temperature case

We consider a one‐dimensional continuous model of neutron star, described by a compressible Navier–Stokes system with a non‐monotone equation of state, due to the effective Skyrme nuclear interaction between particles. We study the asymptotic behaviour of globally defined solutions of a mixed free boundary problem for our model, for large time, assuming that a sufficient thermal dissipation is present. Copyright © 2001 John Wiley & Sons, Ltd.     

Analysis of a combined barycentric finite volume—nonconforming finite element method for nonlinear convection-diffusion problems

We present the convergence analysis of an efficient numerical method for the solution of an initial-boundary value problem for a scalar nonlinear conservation law equation with a diffusion term. Nonlinear convective terms are approximated with the aid of a monotone finite volume scheme considered over the finite volume barycentric mesh, whereas the diffusion term is discretized by piecewise linear nonconforming triangular finite elements. Under the assumption that the triangulations are of weakly acute type, with the aid of the discrete maximum principle, a priori estimates and some compactness arguments based on the use of the Fourier transform with respect to time, the convergence of the approximate solutions to the exact solution is proved, provided the mesh size tends to zero.