Local discontinuous Galerkin method for solving an N‐carrier system

In this article, we present local discontinuous Galerkin (LDG) method for solving a model of energy exchanges in an N ‐carrier system with Neumann boundary conditions. This model extends the concept of the well‐known parabolic two‐step model for microheat transfer to the energy exchanges in a generalized N ‐carrier system with heat sources. The energy norm stability and error estimate of the LDG method is proved for solving N ‐carrier system. Some numerical examples are given. The numerical results when compared with the exact solution and other numerical results indicate that the present method is seen to be a very good alternative to some existing techniques for realistic problems. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2011     

Existence of solutions to an anisotropic phase‐field model

We consider an anisotropic phase‐field model for the isothermal solidification of a binary alloy due to Warren–Boettinger ( Acta. Metall. Mater. 1995; 43 (2):689). Existence of weak solutions is established under a certain convexity condition on the strongly non‐linear second‐order anisotropic operator and Lipschitz and boundedness assumptions for the non‐linearities. A maximum principle holds that guarantees the existence of a solution under physical assumptions on the non‐linearities. The qualitative properties of the solutions are illustrated by a numerical example. Copyright © 2003 John Wiley & Sons, Ltd.     

An inverse problem for an immobilized enzyme model

A method for estimating unknown kinetic parameters in a mathematical model for catalysis by an immobilized enzyme is studied. The model consists of a semilinear parabolic partial differential equation modeling the reaction‐diffusion process coupled with an ordinary differential equation for the rate transport. The well posedness of the model is proven; a PDE‐constrained optimization approach is applied to the stated inverse problem; and finally, some numerical simulations are presented.     

A fourth‐order compact finite difference scheme for solving an N‐carrier system with Neumann boundary conditions

In this study, we develop a fourth‐order compact finite difference scheme for solving a model of energy exchanges in a generalized N‐carrier system with heat sources and Neumann boundary conditions, which extends the concept of the well‐known parabolic two‐step model for microheat transfer. By using the matrix analysis, the compact finite difference numerical scheme is shown to be unconditionally stable. The accuracy of the solution obtained by the scheme is tested by a numerical example. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

A numerical method for a nonlinear structured population model with an indefinite growth rate coupled with the environment

A numerical method is developed for a general structured population model coupled with the environment dynamics over a bounded domain where the individual growth rate changes sign. Sign changes notably exhibit nonlocal dependence on the population density and environmental factors (e.g., resource availability and other habitat variables). This leads to a highly nonlinear PDE describing the time‐evolution of the population density coupled with a nonlinear‐nonlocal system of ODEs describing the environmental time‐dynamics. Stability of the finite‐difference numerical scheme and its convergence to the unique weak solution are proved. Numerical experiments are provided to demonstrate the performance of the finite difference scheme and to illustrate a range of biologically relevant potential applications.     

Systematic derivation of an asymptotic model for the dynamics of curved viscous fibers

This paper presents a slender body theory for the dynamics of a curved inertial viscous Newtonian fiber. Neglecting surface tension and temperature dependence, the fiber flow is modeled as a three‐dimensional free boundary value problem in terms of instationary incompressible Navier–Stokes equations. From regular asymptotic expansions in powers of the slenderness parameter, leading‐order balance laws for mass (cross‐section) and momentum are derived that combine the unrestricted motion of the fiber centerline with the inner viscous transport. The physically reasonable form of the one‐dimensional fiber model results thereby from the introduction of the intrinsic velocity that characterizes the convective terms. For the numerical investigation of the viscous, gravitational and rotational effects on the fiber dynamics, a finite volume approach on a staggered grid with implicit upwind flux discretization is applied. Copyright © 2007 John Wiley & Sons, Ltd.     

A numerical approach to solve the model of an electromechanical system

In this paper, the model of an electromechanical system, which is a system of linear differential equations, is studied. Haar wavelet collocation method (HWCM) is applied for finding the approximate solution of the model. HWCM reduces the system of the model into a matrix‐vector form that contains the unknown Haar coefficients, and these coefficients are easily calculated. To demonstrate the validity and applicability of HWCM, numerical solutions of the system for different parameter values in the system are presented. The obtained results demonstrate the efficiency and accuracy of the method. All of the computations are performed via a program written in Mathematica.     

Approximation of a fractional power of an elliptic operator

Some mathematical models of applied problems lead to the need of solving boundary value problems with a fractional power of an elliptic operator. In a number of works, approximations of such a nonlocal operator are constructed on the basis of an integral representation with a singular integrand. In the present article, new integral representations are proposed for operators with fractional powers. Approximations are based on the classical quadrature formulas. The results of numerical experiments on the accuracy of quadrature formulas are presented. The proposed approximations are used for numerical solving a model two‐dimensional boundary value problem for fractional diffusion.     

An analytical and numerical study of the Stefan problem with convection by means of an enthalpy method

In this paper, we consider a theoretical and numerical study of the Stefan problem with convection, described by the Navier–Stokes equations with no‐slip boundary conditions. The mathematical formulation adopted is based on the enthalpy method. The existence of a weak solution is proved in the bidimensional case. The numerical effectiveness of the model considered is confirmed by some numerical results. Copyright © 2001 John Wiley & Sons, Ltd.     

Optimal harvesting policy of an inland fishery resource under incomplete information

A new mathematical model for finding the optimal harvesting policy of an inland fishery resource under incomplete information is proposed in this paper. The model is based on a stochastic control formalism in a regime‐switching environment. The incompleteness of information is due to uncertainties involved in the body growth rate of the fishery resource: a key biological parameter. Finding the most cost‐effective harvesting policy of the fishery resource ultimately reduces to solving a terminal and boundary value problem of a Hamilton‐Jacobi‐Bellman equation: a nonlinear and degenerate parabolic partial differential equation. A simple finite difference scheme for solving the equation is then presented, which turns out to be convergent and generates numerical solutions that comply with certain theoretical upper and lower bounds. The model is finally applied to the management of Plecoglossus altivelis, a major inland fishery resource in Japan. The regime switching in this case is due to the temporal dynamics of benthic algae, the main food of the fish. Model parameter values are identified from field measurement results in 2017. Our computational results clearly show the dependence of the optimal harvesting policy on the river environmental and biological conditions. The proposed model would serve as a mathematical tool for fishery resource management under uncertainties.     

Multifactor Heston's stochastic volatility model for European option pricing

In this study, we extend the multiscale stochastic volatility model of [Fouque J‐P, Lorig MJ, SIAM J Financial Math. 2011;2(1):221‐254] by incorporating a slow varying factor of volatility. The resulting model can be viewed as a multifactor extension of the Heston model with two additional factors driving the volatility levels. An asymptotic analysis consisting of singular and regular perturbation expansions is developed to obtain an approximation to European option prices. We also find explicit expressions for some essential functions that are available only in integral formulas in the work of [Fouque J‐P, Lorig MJ, SIAM J Financial Math. 2011;2(1):221‐254]. This finding basically leads to considerable reduction in computational time for numerical calculation as well as calibration problems. An accuracy result of the asymptotic approximation is also provided. For numerical illustration, the multifactor Heston model is calibrated to index options on the market, and we find that the resulting implied volatility surfaces fit the market data better than those produced by the multiscale stochastic volatility model of [Fouque J‐P, Lorig MJ, SIAM J Financial Math. 2011;2(1):221‐254], particularly for long‐maturity call options.     

Existence and estimation of the Hausdorff dimension of attractors for an epidemic model

We prove the existence of pullback and uniform attractors for the process associated to a non‐autonomous SIR model, with several types of non‐autonomous features. The Hausdorff dimension of the pullback attractor is also estimated. We illustrate some examples of pullback attractors by numerical simulations. Copyright © 2016 John Wiley & Sons, Ltd.     

Approximations of the nonlinear Volterra's population model by an efficient numerical method

In this paper, we apply the new homotopy perturbation method to solve the Volterra's model for population growth of a species in a closed system. This technique is extended to give solution for nonlinear integro‐differential equation in which the integral term represents the total metabolism accumulated fromtime zero. The approximate analytical procedure only depends on two components. The newhomotopy perturbationmethodwas applied to nonlinear integro‐differential equations directly and by converting the problem into nonlinear ordinary differential equation. We also compare this method with some other numerical results and show that the present approach is less computational and is applicable for solving nonlinear integro‐differential equations and ordinary differential equations as well. Copyright © 2011 John Wiley & Sons, Ltd.     

On error estimates of an exponential wave integrator sine pseudospectral method for the Klein–Gordon–Zakharov system

In this article, we propose an exponential wave integrator sine pseudospectral (EWI‐SP) method for solving the Klein–Gordon–Zakharov (KGZ) system. The numerical method is based on a Deuflhard‐type exponential wave integrator for temporal integrations and the sine pseudospectral method for spatial discretizations. The scheme is fully explicit, time reversible and very efficient due to the fast algorithm. Rigorous finite time error estimates are established for the EWI‐SP method in energy space with no CFL‐type conditions which show that the method has second order accuracy in time and spectral accuracy in space. Extensive numerical experiments and comparisons are done to confirm the theoretical studies. Numerical results suggest the EWI‐SP allows large time steps and mesh size in practical computing. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 266–291, 2016     

SWAMP: A two‐dimensional hydrodynamic and quality modeling platform for shallow waters

Water quality two‐dimensional models are often partitioned into separate modules with separate hydraulic and biological units. In most cases this approach results in poor flexibility whenever the biological dynamics has to be adapted to a specific situation. Conversely, an integrated approach is pursued in this article, producing a two‐dimensional hydraulic‐water quality model, named Shallow Water Analysis and Modeling Program (SWAMP) designed for shallow water bodies. The major objective of the work is to create a comprehensive two‐dimensional water quality assessment tool, based on an open framework and combining easy programming of additional procedures with a user‐friendly interface. The model is based on the numerical solution of the partial differential equations describing advection‐diffusion and biological processes on a two‐dimensional rectangular finite elements mesh. The hydraulics and advection‐diffusion modules model were validated both with experimental tracer data collected at a constructed wetland site and a comparison with a commercial hydrodynamic software, showing good agreement in both cases. Moreover, the model was tested in critical conditions for mass conservation, such as time‐varying wet boundary, showing a considerable numerical robustness. In the last part of the article water quality simulations are presented, though validation data are not yet available. Nevertheless, the observed model response demonstrates general consistency with expected results and the advantages of integrating the hydraulic and quality modules. The interactive graphical user interface (GUI) is also shown to represent a simple and effective connective tool to the integrated package. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 663–687, 2002; DOI 10.1002/num.10014     

Comparison of hyperelastic 2‐D and 3‐D model foams at large deformations

The influence of the modeling dimension on the determination of effective properties for hyperelastic foams is investigated by means of regular 2‐D and 3‐D model foams. For calculating the effective stress‐strain relationships of both microstructures, a strain energy based homogenization procedure is employed. The results from numerical analyses show that with a 2‐D model foam the basic deformation mechanisms of the 3‐D model can be captured. Nevertheless, due to the distinct quantitative deviations found from the homogenization analyses, 3‐D modeling approaches should be used if quantitative predictions for the effective material properties are required. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Optimal strategy of vaccination and treatment in an SIRS model with Markovian switching

Medical treatment and vaccination decisions are often sequential and uncertain. Markov decision process is an appropriate means to model and handle such stochastic dynamic decisions. This paper studies the near‐optimality of a stochastic SIRS epidemic model that incorporates vaccination and saturated treatment with regime switching. The stochastic model takes white noises and color noise into account. We first prove some priori estimates of the susceptible, infected, and recovered populations. Moreover, we establish some sufficient and necessary conditions of the near‐optimality by Pontryagin stochastic maximum principle. Our results show that the two kinds of environmental noises have great impacts on the infectious diseases. Finally, we illustrate our conclusions through numerical simulations.     

Numerical solution of the three‐dimensional parabolic equation with an integral condition

Developement of numerical methods for obtaining approximate solutions to the three dimensional diffusion equation with an integral condition will be carried out. The numerical techniques discussed are based on the fully explicit (1,7) finite difference technique and the fully implicit (7,1) finite difference method and the (7,7) Crank‐Nicolson type finite difference formula. The new developed methods are tested on a problem. Truncation error analysis and numerical examples are used to illustrate the accuracy of the new algorithms. The results of numerical testing show that the numerical methods based on the finite difference techniques discussed in the present article produce good results. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 193–202, 2002; DOI 10.1002/num.1040     

A multiscale fourth‐order model for the image inpainting and low‐dimensional sets recovery

We consider a fourth‐order variational model, to solve the image inpainting problem, with the emphasis on the recovery of low‐dimensional sets (edges and corners) and the curvature of the edges. The model permits also to perform simultaneously the restoration (filtering) of the initial image where this one is available. The multiscale character of the model follows from an adaptive selection of the diffusion parameters that allows us to optimize the regularization effects in the neighborhoods of the small features that we aim to preserve. In addition, because the model is based on the high‐order derivatives, it favors naturally the accurate capture of the curvature of the edges, hence to balance the tasks of obtaining long curved edges and the obtention of short edges, tip points, and corners. We analyze the method in the framework of the calculus of variations and the Γ‐convergence to show that it leads to a convergent algorithm. In particular, we obtain a simple discrete numerical method based on a standard mixed‐finite elements with well‐established approximation properties. We compare the method to the Cahn–Hilliard model for the inpainting, and we present several numerical examples to show its performances. Copyright © 2016 John Wiley & Sons, Ltd.     

Direct solution method for the equilibrium problem for elastic stents

We are interested in numerical methods for approximating vector‐valued functions on a metric graph. As a model problem, we formulate and analyze a numerical method for the solution of the stationary problem for the one‐dimensional elastic stent model. The approximation is built using the mixed finite element method. The discretization matrix is a symmetric saddle‐point matrix, and we discuss sparse direct methods for the fast and robust solution of the associated equilibrium system. The convergence of the numerical method is proven and the error estimate is obtained. Numerical examples confirm the theoretical estimates.