Analytic methods for obstruction to integrability in discrete dynamical systems

A unique analytic continuation result is proven for solutions of a relatively general class of difference equations by using techniques of generalized Borel summability. This continuation allows for Painlevé property methods to be extended to difference equations. It is shown that the Painlevé property (PP) induces, under relatively general assumptions, a dichotomy within first‐order difference equations: all equations with PP can be solved in closed form; on the contrary, absence of PP implies, under some further assumptions, that the local conserved quantities are strictly local in the sense that they develop singularity barriers on the boundary of some compact set. The technique produces analytic formulas to describe fractal sets originating in polynomial iterations. © 2004 Wiley Periodicals, Inc.     

Multigrid solution of high order discretisation for three-dimensional biharmonic equation with Dirichlet boundary conditions of second kind

In this paper, we propose two compact finite difference approximations for three-dimensional biharmonic equation with Dirichlet boundary conditions of second kind. In these methods there is no need to define special formulas near the boundaries and boundary conditions are incorporated with these techniques. The unknown solution and its second derivatives are carried as unknowns at grid points. We derive second-order and fourth-order approximations on a 27 point compact stencil. Classical iteration methods such as Gauss–Seidel and SOR for solving the linear system arising from the second-order and fourth-order discretisation suffer from slow convergence. In order to overcome this problem we use multigrid method which exhibit grid-independent convergence and solve the linear system of equations in small amount of computer time. The fourth-order finite difference approximations are used to solve several test problems and produce high accurate numerical solutions.     

On the convergence of limit periodic continued fractions K(a n/1), wherea n→−1/4. Part III

Previous results on the convergence and divergence of K(a _n/1).a _n→?1/4, are generalized by constructing a sequence of reference continued fractions having explicit tails and associated chain sequences and then applying Pincherle's theorem together with a perturbation theory for solutions to the associated difference equations.     

Über die Minimallösung der Poincaré-Perronschen Differenzengleichung

This paper deals with a special class of solutions of the higher order linear difference equation. It is shown that the minimal solution of Poincaré-Perron type equations can be expressed in terms of generalized continued fractions.     

Closure method and asymptotic expansions for linear stochastic systems

A closure procedure for the hierarchy of moment equations related to linear systems of ordinary differential equations with a random parametric excitation is introduced. A generalization of Pringsheim's theorem for continued fractions is used in a proof of the procedure convergence. The boundary function method for singular perturbation problems is applied to obtain asymptotic expansions for the moments of the solutions of such systems.     

Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps

Recently, numerical solutions of stochastic differential equations have received a great deal of attention. Numerical approximation schemes are invaluable tools for exploring their properties. In this paper, we introduce a class of stochastic age-dependent (vintage) capital system with Poisson jumps. We also give the discrete approximate solution with an implicit Euler scheme in time discretization. Using Gronwall’s lemma and Barkholder-Davis-Gundy’s inequality, some criteria are obtained for the exponential stability of numerical solutions to the stochastic age-dependent capital system with Poisson jumps. It is proved that the numerical approximation solutions converge to the analytic solutions of the equations under the given conditions, where information on the order of approximation is provided. These error bounds imply strong convergence as the timestep tends to zero. A numerical example is used to illustrate the theoretical results.     

Stochastic Taylor Expansions for the Expectation of Functionals of Diffusion Processes

Abstract

Stochastic Taylor expansions of the expectation of functionals applied to diffusion processes which are solutions of stochastic differential equation systems are introduced. Taylor formulas w.r.t. increments of the time are presented for both, Itô and Stratonovich stochastic differential equation systems with multi-dimensional Wiener processes. Due to the very complex formulas arising for higher order expansions, an advantageous graphical representation by coloured trees is developed. The convergence of truncated formulas is analyzed and estimates for the truncation error are calculated. Finally, the stochastic Taylor formulas based on coloured trees turn out to be a generalization of the deterministic Taylor formulas using plain trees as recommended by Butcher for the solutions of ordinary differential equations.     

THE UNCONDITIONAL CONVERGENT DIFFERENCE METHODS WITH INTRINSIC PARALLELISM FOR QUASILINEAR PARABOLIC SYSTEMS WITH TWO DIMENSIONS

In the present work we are going to solve the boundary value problem for the quasilinear parabolic systems of partial differential equations with two space dimensions by the finite difference method with intrinsic parallelism.Some fundamental behaviors of general finite difference schemes with intrinsic parallelism for the mentioned problems are studied.By the method of a priori estimation of the discrete solutions of the nonlinear difference systems,and the interpolation formulas of the various norms of the discrete functions and the fixed-point technique in finite dimensional Euclidean space,the existennce of the discrete vector solutions of the nonliear difference system with intrinsic parallelism are proved .Moreover the convergence of the discrete vector solutions of these difference schemes to the unique generalizd solution of the original quasilinear parabolic problem is proved.     

New higher-order numerical one-step methods based on the Adomian and the modified decomposition methods

We develop new, higher-order numerical one-step methods and apply them to several examples to investigate approximate discrete solutions of nonlinear differential equations. These new algorithms are derived from the Adomian decomposition method (ADM) and the Rach-Adomian-Meyers modified decomposition method (MDM) to present an alternative to such classic schemes as the explicit Runge-Kutta methods for engineering models, which require high accuracy with low computational costs for repetitive simulations in contrast to a one-size-fits-all philosophy. This new approach incorporates the notion of analytic continuation, which extends the region of convergence without resort to other techniques that are also used to accelerate the rate of convergence such as the diagonal Padé approximants or the iterated Shanks transforms. Hence global solutions instead of only local solutions are directly realized albeit in a discretized representation. We observe that one of the difficulties in applying explicit Runge-Kutta one-step methods is that there is no general procedure to generate higher-order numeric methods. It becomes a time-consuming, tedious endeavor to generate higher-order explicit Runge-Kutta formulas, because it is constrained by the traditional Picard formalism as used to represent nonlinear differential equations. The ADM and the MDM rely instead upon Adomian’s representation and the Adomian polynomials to permit a straightforward universal procedure to generate higher-order numeric methods at will such as a 12th-order or 24th-order one-step method, if need be. Another key advantage is that we can easily estimate the maximum step-size prior to computing data sets representing the discretized solution, because we can approximate the radius of convergence from the solution approximants unlike the Runge-Kutta approach with its intrinsic linearization between computed data points. We propose new variable step-size, variable order and variable step-size, variable order algorithms for automatic step-size control to increase the computational efficiency and reduce the computational costs even further for critical engineering models.     

Finite Difference Method with Nonuniform Meshes for Quasilinear Parabolic Systems

1.lnthestudyoftheprobleminphysics,mechanics,chemicalreactions,biologyandotherpracticalsciences,thelinearandnonlinearparabolicequationsandsystemsareappearedveryfrequently.Manynumericalinvestigationsinscientificandengineeringproblemsespeciallyinthelargescalecomputationalproblemsoftencontainthenumer-icalsolutionsofparabolicequationsandsystems.ThemethodwithunequalmeshstePSisnotavoidableinthesecomputations.Manyunexpectedandselfcontradictoryphe-nomenonraisingfromtheuseofunequalmeshstepscallourgreata…     

Existence of analytic solutions to analytic nonlinear q-difference equations

In this paper, some analytic approaches are formulated for the existence of analytic solutions of analytic nonlinear difference equations. From the point of view of dynamical systems, analytic solutions of such kinds of equations can be generally expressed by formal power series of exponential variables, so we are interested in considering a difference equation as a q-difference equation via a suitable coordinate transformation. After stating analytic results for formal series solutions of nonlinear q-difference equations, we also derive some results for the existence of analytic solutions to autonomous rational difference equations.     

Stability and convergence of a system of nonlinear difference equations

We investigate stability and convergence of solutions of a system of nonlinear difference equations approximating a system of nonlinear parabolic equations. A linear system of similar structure is also considered. An energy norm is constructed for the linear system, and stability and convergence in this norm are proved under certain necessary conditions. Stability and convergence of solutions of the nonlinear system of difference equations are proved in a similar norm.Translated from Metody Matematicheskogo Modelirovaniya, Avtomatizatsiya Obrabotki Nablyudenii i Ikh Primeneniya, pp. 120–127, 1986.     

New convergence results for continued fractions generated by four-term recurrence relations

In the study of simultaneous rational approximation of functions using rational functions with a common denominator (which can be viewed as the ‘German polynomial’ problem in simultaneous Pade´approximation, cf. [1]) the quest for convergence results lead to the study of generalized continued fractions, a type of Jacobi—Perron algorithm [2,3]. It then becomes important to exploit the connection between the convergence of the generalized continued fraction and the solutions of the associated difference equation (cf. [4,5]).     

Analytic approximate solution of three‐dimensional Navier‐Stokes equations of flow between two stretchable disks

The similarity transform for the steady three‐dimensional Navier‐Stokes equations of flow between two stretchable disks gives a system of nonlinear ordinary differential equations which is analytically solved by applying a newly developed method, namely, the homotopy analysis method. The analytic solutions of the system of nonlinear ordinary differential equations are constructed in the series form. The convergence of the obtained series solutions is analyzed. The validity of our solutions is verified by the numerical results. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

A summation formula for divergent continued fractions

Paradoxical formulas which have been proposed by a number of authors for evaluating divergent continued fractions are discussed. The point of the paradoxes is that limit passages (which are to be rigorously defined) result in the convergence real sequences to complex values. These formulas are refined and substantiated on the basis of the theory of uniform distribution supplemented with certain statements of complex analysis.     

Analytic approximate solutions for heat transfer of a micropolar fluid through a porous medium with radiation

This paper aims to present complete analytic solution to heat transfer of a micropolar fluid through a porous medium with radiation. Homotopy analysis method (HAM) has been used to get accurate and complete analytic solution. The analytic solutions of the system of nonlinear ordinary differential equations are constructed in the series form. The convergence of the obtained series solutions is carefully analyzed. The velocity and temperature profiles are shown and the influence of coupling constant, permeability parameter and the radiation parameter on the heat transfer is discussed in detail. The validity of our solutions is verified by the numerical results (fourth-order Runge–Kutta method and shooting method).     

A highly accurate Jacobi collocation algorithm for systems of high‐order linear differential–difference equations with mixed initial conditions

In this paper, a shifted Jacobi–Gauss collocation spectral algorithm is developed for solving numerically systems of high‐order linear retarded and advanced differential–difference equations with variable coefficients subject to mixed initial conditions. The spatial collocation approximation is based upon the use of shifted Jacobi–Gauss interpolation nodes as collocation nodes. The system of differential–difference equations is reduced to a system of algebraic equations in the unknown expansion coefficients of the sought‐for spectral approximations. The convergence is discussed graphically. The proposed method has an exponential convergence rate. The validity and effectiveness of the method are demonstrated by solving several numerical examples. Numerical examples are presented in the form of tables and graphs to make comparisons with the results obtained by other methods and with the exact solutions more easier. Copyright © 2015 John Wiley & Sons, Ltd.     

向前型分段连续微分方程的数值解

本文讨论了向前型分段连续微分方程Euler-Maclaurin方法的收敛性和稳定性,给出了Euler-Maclaurin方法的稳定条件,证明了方法的收敛阶是2n+2,并且得到了数值解稳定区域包含解析解稳定区域的条件,最后给出了一些数值例子用以验证本文结论的正确性.     

Dynamics of a Ramanujan-type continued fraction with cyclic coefficients

We study several generalizations of the AGM continued fraction of Ramanujan inspired by a series of recent articles in which the validity of the AGM relation and the domain of convergence of the continued fraction were determined for certain complex parameters (Borwein et al., Exp. Math. 13, 275–286, 2004, Ramanujan J., in press, 2004; Borwein and Crandall, Exp. Math. 12, 287–296, 2004). A study of the AGM continued fraction is equivalent to an analysis of the convergence of certain difference equations and the stability of dynamical systems. Using the matrix analytical tools developed in 2004, we determine the convergence properties of deterministic difference equations and so divergence of their corresponding continued fractions. Russell Luke’s work was supported in part by a postdoctoral fellowship from the Pacific Institute for the Mathematical Sciences at Simon Fraser University.     

Modified integral current methods in electrodynamics of nonhomogeneous media

The main difficulty in numerical solution of integral equations of electrodynamics is associated with the need to solve a high-order system of linear equations with a dense matrix. It is therefore relevant to develop numerical methods that lead to linear equation systems of lower order at the cost of more complex evaluation of the coefficients. In this article we propose a method for solving linear equations of electrodynamics which is a modification of the integral current method. The main distinctive feature of the proposed method is double integration of the electric Green’s tensor in the process of algebraization of the original integral equation. The solutions of the system of linear equations are thus integral means of the electric field inside the anomaly constructed by the proposed transformation formula. We prove convergence and derive error bounds for both the solution of the integral equation and the electromagnetic field components evaluated from approximate transformation formulas.