A review of theoretical and numerical analysis for nonlinear stiff Volterra functional differential equations

In this review, we present the recent work of the author in comparison with various related results obtained by other authors in literature. We first recall the stability, contractivity and asymptotic stability results of the true solution to nonlinear stiff Volterra functional differential equations (VFDEs), then a series of stability, contractivity, asymptotic stability and B-convergence results of Runge-Kutta methods for VFDEs is presented in detail. This work provides a unified theoretical foundation for the theoretical and numerical analysis of nonlinear stiff problems in delay differential equations (DDEs), integro-differential equations (IDEs), delayintegro-differential equations (DIDEs) and VFDEs of other type which appear in practice.      

B-Theory of Runge-Kutta methods for stiff Volterra functional differential equations

B-stability and B-convergence theories of Runge-Kutta methods for nonlinear stiff Volterra func-tional differential equations(VFDEs)are established which provide unified theoretical foundation for the studyof Runge-Kutta methods when applied to nonlinear stiff initial value problems(IVPs)in ordinary differentialequations(ODEs),delay differential equations(DDEs),integro-differential equatioons(IDEs)and VFDEs of     

B-Theory of Runge-Kutta methods for stiff volterra functional differential equations

B-stability andB-convergence theories of Runge-Kutta methods for nonlinear stiff Volterra functional differential equations (VFDEs) are established which provide unified theoretical foundation for the study of Runge-Kutta methods when applied to nonlinear stiff initial value problems (IVPs) in ordinary differential equations (ODEs), delay differential equations (DDEs), integro-differential equations (IDEs) and VFDEs of other type which appear in practice.     

Generalized Halanay inequalities for dissipativity of Volterra functional differential equations

This paper is concerned with the dissipativity of theoretical solutions to nonlinear Volterra functional differential equations (VFDEs). At first, we give some generalizations of Halanay's inequality which play an important role in study of dissipativity and stability of differential equations. Then, by applying the generalization of Halanay's inequality, the dissipativity results of VFDEs are obtained, which provides unified theoretical foundation for the dissipativity analysis of systems in ordinary differential equations (ODEs), delay differential equations (DDEs), integro-differential equations (IDEs), Volterra delay-integro-differential equations (VDIDEs) and VFDEs of other type which appear in practice.     

Dissipativity of Runge-Kutta methods for Volterra functional differential equations

This paper is concerned with the numerical dissipativity of nonlinear Volterra functional differential equations (VFDEs). We give some dissipativity results of Runge-Kutta methods when they are applied to VFDEs. These results provide unified theoretical foundation for the numerical dissipativity analysis of systems in ordinary differential equations (ODEs), delay differential equations (DDEs), integro-differential equations (IDEs), Volterra delay integro-differential equations (VDIDEs) and VFDEs of other type which appear in practice. Numerical examples are given to confirm our theoretical results.     

非线性中立型泛函微分方程Runge-Kutta 法的稳定性和收敛性

本文涉及Runge-Kutta 法变步长求解非线性中立型泛函微分方程(NFDEs) 的稳定性和收敛性.为此, 基于Volterra 泛函微分方程Runge-Kutta 方法的B- 理论, 引入了中立型泛函微分方程Runge-Kutta 方法的EB (expanded B-theory)-稳定性和EB-收敛性概念. 之后获得了Runge-Kutta 方法变步长求解此类方程的EB - 稳定性和EB- 收敛性. 这些结果对中立型延迟微分方程和中立型延迟积分微分方程也是新的.     

Contractivity and exponential stability of solutions to nonlinear neutral functional differential equations in banach spaces

A series of contractivity and exponential stability results for the solutions to nonlinear neutral functional differential equations (NFDEs) in Banach spaces are obtained,which provide unified theoretical foundation for the contractivity analysis of solutions to nonlinear problems in functional differential equations (FDEs),neutral delay differential equations (NDDEs) and NFDEs of other types which appear in practice.     

Standing Wave Solutions in Nonhomogeneous Delayed Synaptically Coupled Neuronal Networks

The authors establish the existence and stability of standing wave solutions of a nonlinear singularly perturbed systemof integral differential equations and a nonlinear scalar integral differential equation. It will be shown that there exist six standing wave solutions (u(x,t),w(x,t))=(U(x),W(x)) to the nonlinear singularly perturbed system of integral differential equations. Similarly, there exist six standing wave solutions u(x,t)=U(x) to the nonlinear scalar integral differential equation. The main idea to establish the stability is to construct Evans functions corresponding to several associated eigenvalue problems.     

PARALLEL COMPOUND METHODS FOR SOLVING PARTITIONED STIFF SYSTEMS

1. IntroductionMany stiff systems occurring in practice have a special structu-re, and they can be split illtotwo coupied subsystemsyb(x) = fS(x, YS(x), YN(X)), YS(X0) = YS0, YS E R"s(1)yk(X) = fN(X, YS(X), YN(X)), YN(X0) = YN0, YS 6 R"Nwhere ys denotes the vector of sto f comPonents and yN denotes the vector of nonstiff componeots. FOr such partitioned systems a partitioned discretization method is used, i.e. thestAf subsystem is sothed by a "stiff" method and the nonstffi by a…     

Error analysis and applications of the Fourier-Galerkin Runge-Kutta schemes for high-order stiff PDEs

An integrating factor mixed with Runge-Kutta technique is a time integration method that can be efficiently combined with spatial spectral approximations to provide a very high resolution to the smooth solutions of some linear and nonlinear partial differential equations. In this paper, the novel hybrid Fourier-Galerkin Runge-Kutta scheme, with the aid of an integrating factor, is proposed to solve nonlinear high-order stiff PDEs. Error analysis and properties of the scheme are provided. Application to the approximate solution of the nonlinear stiff Korteweg-de Vries (the 3rd order PDE, dispersive equation), Kuramoto-Sivashinsky (the 4th order PDE, dissipative equation) and Kawahara (the 5th order PDE) equations are presented. Comparisons are made between this proposed scheme and the competing method given by Kassam and Trefethen. It is found that for KdV, KS and Kawahara equations, the proposed method is the best.     

Partitioned adaptive Runge-Kutta methods and their stability

Summary This paper deals with the solution of partitioned systems of nonlinear stiff differential equations. Given a differential system, the user may specify some equations to be stiff and others to be nonstiff. For the numerical solution of such a system partitioned adaptive Runge-Kutta methods are studied. Nonstiff equations are integrated by an explicit Runge-Kutta method while an adaptive Runge-Kutta method is used for the stiff part of the system.The paper discusses numerical stability and contractivity as well as the implementation and usage of such compound methods. Test results for three partitioned stiff initial value problems for different tolerances are presented.     

Existence and Stability of Solutions to Highly Nonlinear Stochastic Differential Delay Equations Driven by G-Brownian Motion

Under linear expectation(or classical probability), the stability for stochastic differential delay equations(SDDEs), where their coeficients are either linear or nonlinear but bounded by linear functions, has been investigated intensively. Recently, the stability of highly nonlinear hybrid stochastic differential equations is studied by some researchers. In this paper,by using Peng's G-expectation theory, we first prove the existence and uniqueness of solutions to SDDEs driven by G-Brownian motion(G-SDDEs) under local Lipschitz and linear growth conditions. Then the second kind of stability and the dependence of the solutions to G-SDDEs are studied. Finally, we explore the stability and boundedness of highly nonlinear G-SDDEs.     

Unconditionally stable explicit methods for parabolic equations

Summary This paper discussesrational Runge-Kutta methods for stiff differential equations of high dimensions. These methods are explicit and in addition do not require the computation or storage of the Jacobian. A stability analysis (based onn-dimensional linear equations) is given. A second orderA ₀-stable method with embedded error control is constructed and numerical results of stiff problems originating from linear and nonlinear parabolic equations are presented.     

Mathematical study of two-variable systems with adaptive numerical methods

In this paper, we consider reaction–diffusion systems arising from two-component predator–prey models with Smith growth functional response. The mathematical approach used here is in two folds since the time-dependent partial differential equations consist of both linear and nonlinear terms. We discretize the stiff or moderately stiff term with the fourth-order difference operator and advance the resulting nonlinear system of ordinary differential equations with the two competing families of the exponential time differencing (ETD) schemes, and we analyze them for stability. Numerical comparison between these two methods for solving various predator–prey population models with functional responses are also presented. Numerical results show that the techniques require less computational work. Also in the numerical results, some emerging spatial patterns are unveiled.     

Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments

This paper deals with numerical solutions of nonlinear stiff stochastic differential equations with jump-diffusion and piecewise continuous arguments. By combining compensated split-step methods and balanced methods, a class of compensated split-step balanced (CSSB) methods are suggested for solving the equations. Based on the one-sided Lipschitz condition and local Lipschitz condition, a strong convergence criterion of CSSB methods is derived. It is proved under some suitable conditions that the numerical solutions produced by CSSB methods can preserve the mean-square exponential stability of the corresponding analytical solutions. Several numerical examples are presented to illustrate the obtained theoretical results and the effectiveness of CSSB methods. Moreover, in order to show the computational advantage of CSSB methods, we also give a numerical comparison with the adapted split-step backward Euler methods with or without compensation and tamed explicit methods.

     

Über die Effektivität einiger nichtlinearer Verfahren bei der numerischen Behandlung steifer Differentialgleichungssysteme

Summary The stability and accuracy of some explicit nonlinear methods for the numerical integration of stiff systems of ordinary differential equations are investigated. It is shown, that in the general case they can produce the essential error. The special class of stiff systems is singled out, for which these methods are highly efficient. Some numerical results are also presented.

     

Preservation of stability under discretization of systems of ordinary differential equations

We study the stability preservation problem while passing from ordinary differential to difference equations. Using the method of Lyapunov functions, we determine the conditions under which the asymptotic stability of the zero solutions to systems of differential equations implies that the zero solutions to the corresponding difference systems are asymptotically stable as well. We prove a theorem on the stability of perturbed systems, estimate the duration of transition processes for some class of systems of nonlinear difference equations, and study the conditions of the stability of complex systems in nonlinear approximation.     

刚性方程组M~.(t)+C~.X(t)+KX(t)=F(t)解的探讨

讨论了刚性常微分方程组(1)的解析解和数值解,给出了解的一般形式和应用该算法的数值例子.     

Global error estimation and control in linearly-implicit parallel two-step peer W-methods

The class of linearly-implicit parallel two-step peer W-methods has been designed recently for efficient numerical solutions of stiff ordinary differential equations. Those schemes allow for parallelism across the method, that is an important feature for implementation on modern computational devices. Most importantly, all stage values of those methods possess the same properties in terms of stability and accuracy of numerical integration. This property results in the fact that no order reduction occurs when they are applied to very stiff problems. In this paper, we develop parallel local and global error estimation schemes that allow the numerical solution to be computed for a user-supplied accuracy requirement in automatic mode. An algorithm of such global error control and other technical particulars are also discussed here. Numerical examples confirm efficiency of the presented error estimation and stepsize control algorithm on a number of test problems with known exact solutions, including nonstiff, stiff, very stiff and large-scale differential equations. A comparison with the well-known stiff solver RODAS is also shown.     

The analytic and numerical stability of stiff impulsive differential equations in Banach space

In this paper, we first introduce the test problem classes with respect to the initial value problems of nonlinear stiff impulsive differential equations in Banach spaces. The stability and asymptotic stability results of the analytic solution of the above-mentioned problems are obtained. As an example of discretization methods, the numerical stability and asymptotic stability results of the implicit Euler method are also given.