Numerical solution of nonlinear systems by a general class of iterative methods with application to nonlinear PDEs

A general class of multi-step iterative methods for finding approximate real or complex solutions of nonlinear systems is presented. The well-known technique of undetermined coefficients is used to construct the first method of the class while the higher order schemes will be attained by a frozen Jacobian. The point of attraction theory will be taken into account to prove the convergence behavior of the main proposed iterative method. Then, it will be observed that an m-step method converges with 2m-order. A discussion of the computational efficiency index alongside numerical comparisons with the existing methods will be given. Finally, we illustrate the application of the new schemes in solving nonlinear partial differential equations.     

Mathematical and numerical approaches to a one-dimensional dynamic thermoviscoelastic contact problem

In this paper, we propose numerical schemes for solving a nonlinear system which consists of a coupled partial differential equations and two conditions, called normal compliance contact condition and Barber’s heat exchange condition. The convergence of numerical trajectories is shown by using a time discretization and passing the limit of the time step size. The uniqueness of the weak solution is proved as well. We derive the extensive form of an energy balance which will be a criterion to examine numerical stability. An example is provided to present and discuss numerical results.     

First-Order and Second-Order,Chaos-Free,Finite Difference Schemes for Fisher Equation

A new class of finite difference schemes is constructed for Fisher partial differential equation i.e. the reaction-diffusion equation with stiff source term: $au(1-u)$. These schemes have the properties that they reduce to high fidelity algorithms in the diffusion-free case namely in which the numerical solutions preserve the properties in the exact solutions for arbitrary time step-size and reaction coefficient α＞0 and all nonphysical spurious solutions including bifurcations and chaos that normally appear in the standard discrete models of Fisher partial differential equation will not occur. The implicit schemes so developed obtain the numerical solutions by solving a single linear algebraic system at each step. The boundness and asymptotic behaviour of numerical solutions obtained by all these schemes are given. The approach constructing the above schemes can be extended to reaction-diffusion equations with other stiff source terms.     

Conservative finite difference schemes for the generalized Zakharov–Kuznetsov equations

This paper is concerned with the construction of conservative finite difference schemes by means of discrete variational method for the generalized Zakharov–Kuznetsov equations and the numerical solvability of the two-dimensional nonlinear wave equations. A finite difference scheme is proposed such that mass and energy conservation laws associated with the generalized Zakharov–Kuznetsov equations hold. Our arguments are based on the procedure that D. Furihata has recently developed for real-valued nonlinear partial differential equations. Numerical results are given to confirm the accuracy as well as validity of the numerical solutions and then exhibit remarkable nonlinear phenomena of the interaction and behavior of pulse wave solutions.     

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.     

Symbolic computation of high order compact difference schemes for three dimensional linear elliptic partial differential equations with variable coefficients

We present a symbolic computation procedure for deriving various high order compact difference approximation schemes for certain three dimensional linear elliptic partial differential equations with variable coefficients. Based on the Maple software package, we approximate the leading terms in the truncation error of the Taylor series expansion of the governing equation and obtain a 19 point fourth order compact difference scheme for a general linear elliptic partial differential equation. A test problem is solved numerically to validate the derived fourth order compact difference scheme. This symbolic derivation method is simple and can be easily used to derive high order difference approximation schemes for other similar linear elliptic partial differential equations.     

A theorem on energy integrals for linear second-order ordinary differential equations with variable coefficients

We aim at demonstrating a novel theorem on the derivation of energy integrals for linear second-order ordinary differential equations with variable coefficients. Namely, in this context, we will present a possible and consistent method to overcome the traditional difficulty of deriving energy integrals for Lagrangian functions that explicitly exhibit the independent variable. Our theorem is such that it appropriately governs the arbitrariness of the variable coefficients in order to have energy integrals ensured. In view of the theoretical framework in which the theorem will be embedded, we will also demonstrate that it can be applied as a mathematical method to solve linear second-order ordinary differential equations with variable coefficients. These results are expected to have a generalized fundamental character.     

A modified Lyapunov method and its applications to ODE

Here, we propose a method to obtain local analytic approximate solutions of ordinary differential equations with variable coefficients, or even some nonlinear equations, inspired in the Lyapunov method, where instead of polynomial approximations, we use truncated Fourier series with variable coefficients as approximate solutions. In the case of equations admitting periodic solutions, an averaging over the coefficients gives global solutions. We show that, under some restrictive condition, the method is equivalent to the Picard-Lindelöf method. After some numerical experiments showing the efficiency of the method, we apply it to equations of interest in physics, in which we show that our method possesses an excellent precision even with low iterations.     

Numeric solution of advection–diffusion equations by a discrete time random walk scheme

Explicit numerical finite difference schemes for partial differential equations are well known to be easy to implement but they are particularly problematic for solving equations whose solutions admit shocks, blowups, and discontinuities. Here we present an explicit numerical scheme for solving nonlinear advection–diffusion equations admitting shock solutions that is both easy to implement and stable. The numerical scheme is obtained by considering the continuum limit of a discrete time and space stochastic process for nonlinear advection–diffusion. The stochastic process is well posed and this guarantees the stability of the scheme. Several examples are provided to highlight the importance of the formulation of the stochastic process in obtaining a stable and accurate numerical scheme.     

Galerkin-based multi-scale time integration for nonlinear structural dynamics

This paper deals with a GALERKIN-based multi-scale time integration of a viscoelastic rope model. Using HAMILTON's dynamical formulation, NEWTON's equation of motion as a second-order partial differential equation is transformed into two coupled first order partial differential equations in time. The considered finite viscoelastic deformations are described by means of a deformation-like internal variable determined by a first order ordinary differential equation in time. The corresponding multi-scale time-integration is based on a PETROV-GALERKIN approximation of all time evolution equations, leading to a new family of time stepping schemes with different accuracy orders in the state variables. The resulting nonlinear algebraic time evolution equations are solved by a multi-level NEWTON-RAPHSON method. Realizing this transient numerical simulation, we also demonstrates a parallelized solution of the viscous evolution equation in CUDA©. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Efficient numerical schemes for the solution of generalized time fractional Burgers type equations

The main aim of this paper is to propose two semi-implicit Fourier pseudospectral schemes for the solution of generalized time fractional Burgers type equations, with an analysis of consistency, stability, and convergence. Under some assumptions, the unconditional stability of the schemes is shown. In implementation of these schemes, the fast Fourier transform (FFT) can be used efficiently to improve the computational cost. Various test problems are included to illustrate the results that we have obtained regarding the proposed schemes. The results of numerical experiments are compared with analytical solutions and other existing methods in the literature to show the efficiency of proposed schemes in both accuracy and CPU time. As numerical solution of fractional stochastic nonlinear partial differential equations driven by Brownian motions are among current related research interests, we report the performance of these schemes on stochastic time fractional Burgers equation as well.     

A Linearly-Implicit Energy-Preserving Algorithm for the Two-Dimensional Space-Fractional Nonlinear Schrödinger Equation Based on the SAV Approach

The main objective of this paper is to present an efficient structure-preserving scheme, which is based on the idea of the scalar auxiliary variable approach, for solving the two-dimensional space-fractional nonlinear Schrödinger equation. First, we reformulate the equation as an canonical Hamiltonian system, and obtain a new equivalent system via introducing a scalar variable. Then, we construct a semi-discrete energy-preserving scheme by using the Fourier pseudo-spectral method to discretize the equivalent system in space direction. After that, applying the Crank-Nicolson method on the temporal direction gives a linearly-implicit scheme in the fully-discrete version. As expected, the proposed scheme can preserve the energy exactly and more efficient in the sense that only decoupled equations with constant coefficients need to be solved at each time step. Finally, numerical experiments are provided to demonstrate the efficiency and conservation of the scheme.     

Two-dimensional nonlinear dynamics of an axially moving viscoelastic beam with time-dependent axial speed

In the present study, the coupled nonlinear dynamics of an axially moving viscoelastic beam with time-dependent axial speed is investigated employing a numerical technique. The equations of motion for both the transverse and longitudinal motions are obtained using Newton’s second law of motion and the constitutive relations. A two-parameter rheological model of the Kelvin–Voigt energy dissipation mechanism is employed in the modelling of the viscoelastic beam material, in which the material time derivative is used in the viscoelastic constitutive relation. The Galerkin method is then applied to the coupled nonlinear equations, which are in the form of partial differential equations, resulting in a set of nonlinear ordinary differential equations (ODEs) with time-dependent coefficients due to the axial acceleration. A change of variables is then introduced to this set of ODEs to transform them into a set of first-order ordinary differential equations. A variable step-size modified Rosenbrock method is used to conduct direct time integration upon this new set of first-order nonlinear ODEs. The mean axial speed and the amplitude of the speed variations, which are taken as bifurcation parameters, are varied, resulting in the bifurcation diagrams of Poincaré maps of the system. The dynamical characteristics of the system are examined more precisely via plotting time histories, phase-plane portraits, Poincaré sections, and fast Fourier transforms (FFTs).     

Symmetry reductions and new exact non-traveling wave solutions of potential Kadomtsev-Petviashvili equation with p-power

With the aid of Maple symbolic computation and Lie group method, PKPp equation is reduced to some (1+1)-dimensional partial differential equations, in which there are linear PDE with constant coefficients, nonlinear PDE with constant coefficients, and nonlinear PDE with variable coefficients. Using the separation of variables, homoclinic test technique and auxiliary equation methods, we obtain new abundant exact non-traveling solutions with arbitrary functions for the PKPp.     

HIGH-ORDER NONLINEAR GALERKIN METHODS

The nonlinear Galerkin methods are numerical schemes well adapted to the long-term integration of nonlinear evolution partial differential equations. In this paper, a class of high-order nonlinear Galerkin methods are provided. Moreover, convergence results with high-order spectral accuracy are derived for the schemes introduced.     

Eulerian–Lagrangian localized adjoint methods for reactive transport with biodegradation

The microbial degradation of organic contaminants in the subsurface holds significant potential as a mechanism for in-situ remediation strategies. The mathematical models that describe contaminant transport with biodegradation involve a set of advective–diffusive–reactive transport equations. These equations are coupled through the nonlinear reaction terms, which may involve reactions with all of the species and are themselves coupled to growth equations for the subsurface bacterial populations. In this article, we develop Eulerian–Lagrangian localized adjoint methods (ELLAM) to solve these transport equations. ELLAM are formulated to systematically adapt to the changing features of governing partial differential equations. The relative importance of retardation, advection, diffusion, and reaction is directly incorporated into the numerical method by judicious choice of the test functions that appear in the weak form of the governing equation. Different ELLAM schemes for linear variable–coefficient advective–diffusive–reactive transport equations are developed based on different operator splittings. Specific linearization techniques are discussed and are combined with the ELLAM schemes to solve the nonlinear, multispecies transport equations. © 1995 John Wiley & Sons, Inc.     

Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients

This work investigates strong convergence of numerical schemes for nonlinear multiplicative noise driving stochastic partial differential equations under some weaker conditions imposed on the coefficients avoiding the commonly used global Lipschitz assumption in the literature. Space-time fully discrete scheme is proposed, which is performed by the finite element method in space and the implicit Euler method in time. Based on some technical lemmas including regularity properties for the exact solution of the considered problem, strong convergence analysis with sharp convergence rates for the proposed fully discrete scheme is rigorously established.     

On non-standard finite difference models of reaction–diffusion equations

Reaction–diffusion equations arise in many fields of science and engineering. Often, their solutions enjoy a number of physical properties. We design, in a systematic way, new non-standard finite difference schemes, which replicate three of these properties. The first property is the stability/instability of the fixed points of the associated space independent equation. This property is preserved by non-standard one- and two-stage theta methods, presented in the general setting of stiff or non-stiff systems of differential equations. Schemes, which preserve the principle of conservation of energy for the corresponding stationary equation (second property) are constructed by non-local approximation of nonlinear reactions. Assembling of theta-methods in the time variable with energy-preserving schemes in the space variable yields non-standard schemes which, under suitable functional relation between step sizes, display the boundedness and positivity of the solution (third property). A spectral method in the space variable coupled with a suitable non-standard scheme in the time variable is also presented. Numerical experiments are provided.     

Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps

In this work, we investigate stochastic partial differential equations with variable delays and jumps. We derive by estimating the coefficients functions in the stochastic energy equality some sufficient conditions for exponential stability and almost sure exponential stability of energy solutions, and generalize the results obtained by Taniguchi [T. Taniguchi, The exponential stability for stochastic delay partial differential equations, J. Math. Anal. Appl. 331 (2007) 191-205] and Wan and Duan [L. Wan, J. Duan, Exponential stability of non-autonomous stochastic partial differential equations with finite memory, Statist. Probab. Lett. 78 (5) (2008) 490-498] to cover a class of more general stochastic partial differential equations with jumps. Finally, an illustrative example is established to demonstrate our established theory.     

On compact approximations of divergence differential equations

A method for the construction of compact difference schemes approximating divergence differential equations is proposed. The schemes have an arbitrarily prescribed order of approximation on general stencils. It is shown that the construction of such schemes for partial differential equations is based on special compact schemes approximating ordinary differential equations in several independent functions. Necessary and sufficient conditions on the coefficients of these schemes with high order of approximation are obtained. Examples of reconstruction of compact difference schemes for partial differential equations with these schemes are given. It is shown that such compact difference schemes have the same order of accuracy both for classical approximations on smooth solutions and weak approximations on discontinuous solutions.