The probability approach to numerical solution of nonlinear parabolic equations

A number of new layer methods for solving semilinear parabolic equations and reaction‐diffusion systems is derived by using probabilistic representations of their solutions. These methods exploit the ideas of weak sense numerical integration of stochastic differential equations. In spite of the probabilistic nature these methods are nevertheless deterministic. A convergence theorem is proved. Some numerical tests are presented. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 490–522, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/num.10020     

Backward stochastic differential equations associated with the vorticity equations

In this paper we derive a non-linear version of the Feynman–Kac formula for the solutions of the vorticity equation in dimension 2 with space periodic boundary conditions. We prove the existence (global in time) and uniqueness for a stochastic terminal value problem associated with the vorticity equation in dimension 2. A particular class of terminal values provide, via these probabilistic methods, solutions for the vorticity equation.     

Application of homotopy-perturbation and variational iteration methods to nonlinear heat transfer and porous media equations

Perturbation methods depend on a small parameter which is difficult to be found for real-life nonlinear problems. To overcome this shortcoming, two new but powerful analytical methods are introduced to solve nonlinear heat transfer problems in this article; one is He's variational iteration method (VIM) and the other is the homotopy-perturbation method (HPM). The VIM is to construct correction functionals using general Lagrange multipliers identified optimally via the variational theory, and the initial approximations can be freely chosen with unknown constants. The HPM deforms a difficult problem into a simple problem which can be easily solved. Nonlinear convective–radiative cooling equation, nonlinear heat equation (porous media equation) and nonlinear heat equation with cubic nonlinearity are used as examples to illustrate the simple solution procedures. Comparison of the applied methods with exact solutions reveals that both methods are tremendously effective.     

Convergence of multistep methods for retarded differential equations with parameters

A class of numerical methods for nonlinear boundary-value problems for retarded differential equations with a parameter is considered. Sufficient conditions for convergence and error estimates are given     

Pseudoparabolic equations with additive noise and applications

In this work we present some results on the Cauchy problem for a general class of linear pseudoparabolic equations with additive noise. We consider questions of existence and uniqueness of mild and strong solutions and well posedness for this problem. We also prove the existence and uniqueness of mild and strong solutions for a related perturbed Cauchy problem and we investigate the continuity of the solution with respect to a small parameter. The abstract results are illustrated using examples from electromagnetics and heat conduction. Copyright © 2008 John Wiley & Sons, Ltd.     

On the reducibility of linear differential equations with quasiperiodic coefficients which are degenerate

This paper proves the reducibility of a class of linear differential equations with quasiperiodic coefficients which are degenerate with respect to a small perturbation parameter. Our results generalize some that were obtained by Jorba and Simó.

     

Existence of solutions for the MHD-Leray-alpha equations and their relations to the MHD equations

In this paper we derive some new equations and we call them MHD-Leray-alpha equations which are similar to the MHD equations. We put forward the concept of weak and strong solutions for the new equations. Whether the 3-dimensional MHD equations have a unique weak solution is unknown, however, there is a unique weak solution for the 3-dimensional MHD-Leray-alpha equations. The global existence of strong solution and the Gevrey class regularity for the new equations are also obtained. Furthermore, we prove that the solutions of the MHD-Leray-alpha equations converge to the solution of the MHD equations in the weak sense as the parameter ε in the new equations converges to zero.     

Interactions of delta shock waves for the transport equations with split delta functions

This paper is concerned with the interactions of δ-shock waves and the vacuum states between the two contact discontinuities for the transport equations. The solutions are obtained constructively when the initial data are three piecewise constant states. The global structure and large time-asymptotic behaviors of the solutions are analyzed case by case. Moreover, it can be found that the Riemann solutions are stable for such small perturbations with initial data by studying the limits of the solutions when the perturbed parameter ε tends to zero.     

Tension spline collocation methods for singularly perturbed Volterra integro-differential and Volterra integral equations

We consider the numerical discretization of singularly perturbed Volterra integro-differential equations (VIDE)

(*)

and Volterra integral equations (VIE)

(**)

by tension spline collocation methods in certain tension spline spaces, where is a small parameter satisfying 0<1, and q₁, q₂, g and K are functions sufficiently smooth on their domains to ensure that Eqs. (*) and (**) posses a unique solution.We give an analysis of the global convergence properties of a new tension spline collocation solution for 0<1 for singularly perturbed VIDE and VIE; thus, extending the existing theory for =1 to the singularly perturbed case.     

Asymptotical stability of partial difference equations with variable coefficients

The dynamical systems considered have scalar state, are multivariate, linear, time-discrete, and time-variable and are described by an initial value problem for a class of evolutionary partial difference equations. The time set is the nonnegative part of the integer lattice in several dimensions. Parts of the asymptotical stability set in the parameter space spanned by the time-variable coefficients are explicitly found. To assess the quality of the sufficient stability criteria, a comparison with the exact stability set is made in an example.