Preservation of local dynamics when applying central difference methods: application to SIR model

We apply the central difference method (u _t+1 ? u _t ? 1)/(2Δt) = f(u _t ) to an epidemic SIR model and show how the local stability of the equilibria is changed after applying the numerical method. The above central difference scheme can be used as a numerical method to produce a discrete-time model that possesses interesting local dynamics which appears inconsistent with the continuous model. Any fixed point of a differential equation will become an unstable saddle node after applying this method. Two other implicitly defined central difference methods are also discussed here. These two methods are more efficient for preserving the local stability of the fixed points for the continuous models. We apply conformal mapping theory in complex analysis to verify the local stability results.     

On Some Second Order Differential Equations with Convergent Solutions

Via a special integral transformation, asymptotic integration results for ordinary differential equations are used to establish accurate asymptotic developments for radial solutions of the elliptic equation Δu + K(|x|)e ^u = 0, |x| > x ₀ > 0, in the bidimensional case.     

Technical note: The numerical solution of the system of 3-D nonlinear elliptic equations with mixed derivatives and variable coefficients using fourth-order difference methods

In this article, we report two fourth-order difference methods for the numerical integration of the system of general 3-D nonlinear elliptic equations subject to Dirichlet boundary conditions on a uniform cubic grid. When the coefficients of u_xy, u_yz, and u_zx are not equal to zero and the coefficients of u_xx, u_yy, and u_zz are equal, we require 27 grid points; when the coefficients of u_xy, u_yz, and u_zx are equal to zero, we require only 19 grid points. The utility of the new methods is shown by testing the methods on various examples, including 3-D steady state viscous incompressible Navier–Stokes' model equations and Poisson's equation in polar coordinates, which confirm the accurate and oscillation-free solutions for large Reynolds numbers even in the vicinity of singularity. © 1995 John Wiley & Sons, Inc.     

Solution of two-dimensional boundary value problems corresponding to initial-boundary value problems of diffusion on a right cylinder

We consider boundary value problems for the differential equations Δ₂ u + B u = 0 with operator coefficients B corresponding to initial-boundary value problems for the diffusion equation Δ₃ u − pu = ∂ _t u (p > 0) on a right cylinder with inhomogeneous boundary conditions on the lateral surface of the cylinder with zero boundary conditions on the bases of the cylinder and with zero initial condition. For their solution, we derive specific boundary integral equations in which the space integration is performed only over the lateral surface of the cylinder and the kernels are expressed via the fundamental solution of the two-dimensional heat equation and the Green function of corresponding one-dimensional initial-boundary value problems of diffusion. We prove uniqueness theorems and obtain sufficient existence conditions for such solutions in the class of functions with continuous L ₂-norm.     

A new highly accurate discretization for three‐dimensional singularly perturbed nonlinear elliptic partial differential equations

We employ a new fourth‐order compact finite difference formula based on arithmetic average discretization to solve the three‐dimensional nonlinear singularly perturbed elliptic partial differential equation ε(u_xx + u_yy + u_zz) = f(x, y, z, u, u_x, u_y, u_z), 0 < x, y, z < 1, subject to appropriate Dirichlet boundary conditions prescribed on the boundary, where ε > 0 is a small parameter. We also describe new fourth‐order methods for the estimates of (?u/?x), (?u/?y), and (?u/?z), which are quite often of interest in many physical problems. In all cases, we require only a single computational cell with 19 grid points. The proposed methods are directly applicable to solve singular problems without any modification. We solve three test problems numerically to validate the proposed derived fourth‐order methods. We compare the advantages and implementation of the proposed methods with the standard central difference approximations in the context of basic iterative methods. Numerical examples are given to verify the fourth‐order convergence rate of the methods. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2006     

A simultaneous approach to inverse source problem by Green's function

In this paper, we consider an inverse source problem of identification of F(t) function in the linear parabolic equation u_t = u_xx + F(t) and u₀(x) function as the initial condition from the measured final data and local boundary data. Based on the optimal control framework by Green's function, we construct Fréchet derivative of Tikhonov functional. The stability of the minimizer is established from the necessary condition. The CG algorithm based on the Fréchet derivative is applied to the inverse problem, and results are presented for a test example. Copyright © 2014 John Wiley & Sons, Ltd.     

On singular diffusion equations with applications to self-organized criticality

We consider solutions of the singular diffusion equation _t, = (u^m?1 u_x)_x, m ≦ 0, associated with the flux boundary condition lim_x→?∞ (u^m?1u_x)_x = λ > 0. The evolutions defined by this problem depend on both m and λ. We prove existence and stability of traveling wave solutions, parameterized by λ. Each traveling wave is stable in its appropriate evolution. These traveling waves are in L¹ for ?1 < m ≦ 0, but have non-integrable tails for m ≦ ?1. We also show that these traveling waves are the same as those for the scalar conservation law u_t = ?[f(u)]_x + u_xx for a particular nonlinear convection term f(u) = f(u;m, λ). © 1993 John Wiley & Sons, Inc.     

A Model Equation Illustrating Subcritical Instability to Long Waves in Shear Flows

A model equation somewhat more general than Burger's equation has been employed by Herron [1] to gain insight into the stability characteristics of parallel shear flows. This equation, namely, u_t + uu_y = u_xx + u_yy, has an exact solution U(y) = ?2tanh y. It was shown in [1] that this solution is linearly stable, and more recently, Galdi and Herron [3] have proved conditional stability to finite perturbations of sufficiently small initial amplitude using energy methods. The present study utilizes multiple-scaling methods to derive a nonlinear evolution equation for a long-wave perturbation whose amplitude varies slowly in space and time. A transformation to the heat-conduction equation has been found which enables this amplitude equation to be solved exactly. Although all disturbances ultimately decay due to diffusion, it is found that subcritical instability is possible in that realistic disturbances of finite initial amplitude can amplify substantially before finally decaying. This behavior is probably typical of perturbations to shear flows of practical interest, and the results illustrate deficiencies of the energy method.     

Proceedings of the third European Seminar on Mathematics in Engineering Education held at Politecnico di Torino,Italy, 19‐22 March 1986

In this presentation, we attempt further investigation into the interval of uncertainty #opI _u#cp on the particular integral for a geophysical problem of the form:

subject to the regularity condition at the poles given by

Using knowledge of optimization problems of the one‐dimensional search type, we desire to establish the notion that the interval of uncertainty to the particular integral fits into the regularity condition as stated above. Our choice of method falls on the dichotomous search technique, the algorithmic procedure of which rapidly reduces the length of I _u. This then paves the way for the certification of the stability of our solution scheme.     

Differential-geometric approach to the integrability of hydrodynamic chains: the Haantjes tensor

The integrability of an m-component system of hydrodynamic type, u _t = V(u)u _x , by the generalized hodograph method requires the diagonalizability of the m ×  m matrix V(u). This condition is known to be equivalent to the vanishing of the corresponding Haantjes tensor. We generalize this approach to hydrodynamic chains—infinite-component systems of hydrodynamic type for which the ∞ ×  ∞ matrix V(u) is ‘sufficiently sparse’. For such systems the Haantjes tensor is well-defined, and the calculation of its components involves finite summations only. We illustrate our approach by classifying broad classes of conservative and Hamiltonian hydrodynamic chains with the zero Haantjes tensor. We prove that the vanishing of the Haantjes tensor is a necessary condition for a hydrodynamic chain to possess an infinity of semi-Hamiltonian hydrodynamic reductions, thus providing an easy-to-verify necessary condition for the integrability.     

On Equations Which Describe Pseudospherical Surfaces

Using the notion of a differential equation which describes an η-pseudospherical surface (η-p.s.s.), we give a characterization of the equations of type u_xt = F(u, u_x,…, ?^ku / ?x^k), k ≥ 2, with this property. We obtain a systematic procedure to determine a linear problem for which a given equation is the integrability condition. The equations of type u_xt = F(u, u_x) were characterized by Rabelo and Tenenblat in another paper. The theory is applied to several equations, some of which were not known to describe η-p.s.s.     

The Instability of Nonmonotonic Wave Solutions of Parabolic Equations

We consider the class of equations u_t=f(u_xx, u_x, u) under the restriction that for all a,b,c. We first consider this equation over the unbounded domain ? ∞ < x < + ∞, and we show that very nearly every bounded nonmonotonic solution of the form u(t, x)=?(x?ct) is unstable to all nonnegative and all nonpositive perturbations. We then extend these results to nonmonotonic plane wave solutions u(t, x, y)=?(x?ct) of u_t = F(u_xx, u_xy, u_x, u_y, u). Finally, we consider the class of equations u_t=f(u_xx, u_x, u) over the bounded domain 0 < x < 1 with the boundary conditions u(t, x)=A at x=0 and u(t, x)=B at x=1, and we find the stability of all steady solutions u(t, x)=?(x).     

Mathematical and numerical study of a system of conservation laws

The system of equations (f (u))_t − (a(u)v + b(u))_x = 0 and u_t − (c(u)v + d(u))_x = 0, where the unknowns u and v are functions depending on , arises within the study of some physical model of the flow of miscible fluids in a porous medium. We give a definition for a weak entropy solution (u, v), inspired by the Liu condition for admissible shocks and by Krushkov entropy pairs. We then prove, in the case of a natural generalization of the Riemann problem, the existence of a weak entropy solution only depending on x/t. This property results from the proof of the existence, by passing to the limit on some approximations, of a function g such that u is the classical entropy solution of u_t − ((cg + d)(u))_x = 0 and simultaneously w = f (u) is the entropy solution of w_t − ((ag + b)(f⁽⁻¹⁾(w)))_x = 0. We then take v = g(u), and the proof that (u, v) is a weak entropy solution of the coupled problem follows from a linear combination of the weak entropy inequalities satisfied by u and f (u). We then show the existence of an entropy weak solution for a general class of data, thanks to the convergence proof of a coupled finite volume scheme. The principle of this scheme is to compute the Godunov numerical flux with some interface functions ensuring the symmetry of the finite volume scheme with respect to both conservation equations.     

Pseudospherical Surfaces and Evolution Equations

We consider evolution equations, mainly of type u_t = F(u, u_x,..., ?^ku/?x^k), which describe pseudo-spherical surfaces. We obtain a systematic procedure to determine a linear problem for which a given equation is the integrability condition. Moreover, we investigate how the geometrical properties of surfaces provide analytic information for such equations.     

Nonlinear stability and convergence of finite-difference methods for the “good” Boussinesq equation

Summary The good Boussinesq equationu _tt =–u _xxxx +u _xx +(u ²) _xx has recently been found to possess an interesting soliton-interaction mechanism. In this paper we study the nonlinear stability and the convergence of some simple finite-difference schemes for the numerical solution of problems involving the good Boussinesq equation. Numerical experimentas are also reported.     

Evolution linear equations of the Sobolev type on a graph

We analyze the stability and solvability of the Cauchy problem for the equations λu _jt − u _jtxx = βu _jxx − αu _jxxxx +γu _j + f _j , which appear in filtration theory and are defined on a finite connected directed graph with continuity and flow balance conditions at its vertices.     

The stability of rarefaction wave for Navier–Stokes equations in the half‐line

This paper studies the stability of the rarefaction wave for Navier–Stokes equations in the half‐line without any smallness condition. When the boundary value is given for velocity u∥_{x = 0} = u_? and the initial data have the state (v₊, u₊) at x→ + ∞, if u_?<u₊, it is excepted that there exists a solution of Navier–Stokes equations in the half‐line, which behaves as a 2‐rarefaction wave as t→ + ∞. Matsumura–Nishihara have proved it for barotropic viscous flow (Quart. Appl. Math. 2000; 58:69–83). Here, we generalize it to the isentropic flow with more general pressure. Copyright © 2011 John Wiley & Sons, Ltd.     

Free vibrations for a nonlinear wave equation and a theorem of P. Rabinowitz

A new and simpler proof is given of the result of P. Rabinowitz for nontrivial time periodic solutions of a vibrating string equation u_u - u_xx + g(u) = 0 and Dirichlet boundary conditions on a finite interval. We assume essentially that g is nondecreasing, and g(u)/u→∞ as |u|→∞. The proof uses a modified form (PS)_c of the Palais-Smale condition (PS).     

Stability and localization of unbounded solutions of a nonlinear heat equation in a plane

The article investigates unbounded solutions of the equation u _t = div (u ^σgrad u) + u ^β in a plane. We numerically analyze the stability of two-dimensional self-similar solutions (structures) that increase with blowup. We confirm structural stability of the simple structure with a single maximum and metastability of complex structures. We prove structural stability of the radially symmetrical structure with a zero region at the center and investigate its attraction region. We study the effect of various perturbations of the initial function on the evolution of self-similar solutions. We further investigate how arbitrary compact-support initial distributions attain the self-similar mode, including distributions whose support is different from a disk. We show that the self-similar mode described by a simple radially symmetrical structure is achieved only in the central region, while the entire localization region does not have enough time to transform into a disk during blowup. We show for the first time that simple structures may merge into a complex structure, which evolves for a long time according to self-similar law.     

Viable solutions of differential inclusions on closed sets

This article studies the existence of viable solutions to the Cauchy problem u′ ∈ ? (t , u) for a.e. t∈ [0,1], u (0)=x ₀ ∈ K (a closed subset of R ^N ) where the nonlinearity ? satisfies a Wintner-type growth condition.