一类非局部反应-扩散方程基于时滞偏微方程的行波解[英文]

本文研究一类描述具有扩散和分布时滞的捕食-食饵系统的非局部反应-扩散方程. 然后, 基于一个近似的二阶时滞偏微分方程证明了该系统行波解的存在性. 最后, 给出结论总结了本文的主要贡献.     

机器人与其连带安全装置系统的可靠性与可控性研究

本文主要研究由机器人与其安全装置组成的系统. 利用泛函分析方法将原系统的偏微分方程组转化成Banach空间中抽象的Cauchy问题.通过代数理论和$C_0$半群理论得到系统的瞬态可靠度和稳态可用度,利用转换变量证明了系统的可靠性和零状态可控性.最后利用Maple软件模拟出系统瞬态可靠度和稳态可用度图形.     

二阶椭圆偏微分方程的Pinching-估计

Pinching-估计是研究解的凸性的一种重要方法,主要给出了半线性二阶椭圆偏微分方程的Pinching-估计,并将其推广到一类完全非线性二阶椭圆偏微分方程.     

测度值分枝扩散过程在球域上负荷的概率估计

本文通过对一类非线性微分方程解的性质研究，给出了测度值分枝扩散过程在球域上负荷概率的精确估计     

非线性Black-Scholes模型下Bala期权定价

在非线性Black-Scholes模型下,研究了Bala期权定价问题.首先利用双参数摄动方法,将Bala期权适合的偏微分方程分解成一系列常系数抛物方程.其次通过计算这些常系数抛物型方程的解,给出了Bala期权的近似定价公式.最后利用Green函数分析了近似结论的误差估计.     

非线性Black-Scholes模型下阶梯期权定价

在非线性Black-Scholes模型下,研究了阶梯期权定价问题.首先利用多尺度方法,将阶梯期权适合的偏微分方程分解成一系列常系数抛物方程;其次通过计算这些常系数抛物型方程的解,给出了修正障碍期权的近似定价公式;最后利用Feymann-Kac公式分析了近似结论的误差估计.     

非线性算子方程的迭校代正并用于有限差分法

本文讨论非线性算子方程的加速算法.当人们根据一种近似算法得到一个近似解后,可以通过迭代校正的办法来提高原始近似解的精度,在校正过程中要付出一定的代价.但本文证明收获是可观的,是在算子框架下进行的,但所得结论可以应用到偏微分方程的差分方法上.     

广义的二维微分变换法在分数阶偏微分方程中的应用

分数阶偏微分方程的解析近似解是近年来国内外重要的研究工作之一.借助于符号计算软件Maple,应用广义的二维微分变换法求解Caputo型分数阶导数定义下的时间分数阶偏微分方程、空间分数阶偏微分方程和时空分数阶偏微分方程.在获得三种分数阶偏微分方程解析近似解的同时,验证广义的二维微分变换法的可行性和有效性,说明此解析技术可以用于求解复杂的分数阶偏微分方程系统.     

无限时滞中立型随机泛函微分方程解的存在唯一性

有限时滞随机泛函微分方程的存在唯一性已经得到较多的研究,但对于无限时滞随机泛函微分方程的性质极少.本文在不需要线性增长条件,在一致Lipschitz条件下证明了无限时滞中立型随机泛函微分方程的存在唯一性,给出了精确解和近似解的误差估计,最后给出了解的矩估计.     

含小参数微分方程组的近似不变流形

本文首先用正则摄动方法给出一类含小参数常微分方程组的近似不变流形和近似分析解。然后,给出近似分析解的误差估计式;并且证明了在一定的条件下,这类近似不变流形是中心流形的近似表示式。     

常系数扩散方程的三层九点差分格式的稳定性（英文）

In this paper,we study a numerical solution of diffusion equation.We propose a three level-nine-point implicit difference scheme and prove the difference scheme is compatible with diffusion equation,second order convergent,unconditionally stable.A numerical experiments show,the difference scheme works well inside domain,but not near the discontinuous initial-boundary points,there are still has a vibration even though it was proved unconditionally stable theoretically.We take an action to solve the disturbance,give an Algorithm,Algorithm says,we must do some primal work at the discontinuous-initial-boundary points,then starting numerical solution according the three level-nine-point implicit difference scheme we proposed in this paper.The numerical example is done once again,and there is no disturbance or vibration,our Algorithm performed well all in domain and on the boundary points with small error and good accuracy,so the Algorithm we recommended is feasible and effective.     

Homogenization and concentration for a diffusion equation with large convection in a bounded domain

We consider the homogenization of a non-stationary convection–diffusion equation posed in a bounded domain with periodically oscillating coefficients and homogeneous Dirichlet boundary conditions. Assuming that the convection term is large, we give the asymptotic profile of the solution and determine its rate of decay. In particular, it allows us to characterize the “hot spot”, i.e., the precise asymptotic location of the solution maximum which lies close to the domain boundary and is also the point of concentration. Due to the competition between convection and diffusion, the position of the “hot spot” is not always intuitive as exemplified in some numerical tests.     

受扩散与时滞及食物限制影响的人口模型

考虑一类修正的L og istic模型,带有扩散与时滞及非线性的边界条件.利用上下解方法证明解的存在唯一性,当边界流量为负时,0解是渐近稳定的,当边界流量为正时,解在有限时刻达到饱和.     

Solving Linear Boundary Value Problems Via Non-commutative Gröbner Bases

A new approach for symbolically solving linear boundary value problems is presented. Rather than using general-purpose tools for obtaining parametrized solutions of the underlying ODE and fitting them against the specified boundary conditions (which may be quite expensive), the problem is interpreted as an operator inversion problem in a suitable Banach space setting. Using the concept of the oblique Moore—Penrose inverse, it is possible to transform the inversion problem into a system of operator equations that can be attacked by virtue of non-commutative Gröbner bases. The resulting operator solution can be represented as an integral operator having the classical Green’s function as its kernel. Although, at this stage of research, we cannot yet give an algorithmic formulation of the method and its domain of admissible inputs, we do believe that it has promising perspectives of automation and generalization; some of these perspectives are discussed.     

Analysis of an elliptic-parabolic free boundary problem modelling the growth of non-necrotic tumor cord

We study a free boundary problem modelling the growth of a tumor cord in which tumor cells live around and receive nutrient from a central blood vessel. The evolution of the tumor cord surface is governed by Darcy's law together with a surface tension equation. The concentration of nutrient in the tumor cord satisfies a reaction-diffusion equation. In this paper we first establish a well-posedness result for this free boundary problem in some Sobolev-Besov spaces with low regularity by using the analytic semigroup theory. We next study asymptotic stability of the unique radially symmetric stationary solution. By making delicate spectrum analysis for the linearized problem, we prove that this stationary solution is locally asymptotically stable provided that the constant c representing the ratio between the diffusion time of nutrient and the birth time of new cells is sufficiently small.     

Quenching phenomenon of a time‐fractional diffusion equation with singular source term

In this paper, a time‐fractional diffusion equation with singular source term is considered. The Caputo fractional derivative with order 0<α ?1 is applied to the temporal variable. Under specific initial and boundary conditions, we find that the time‐fractional diffusion equation presents quenching solution that is not globally well‐defined as time goes to infinity. The quenching time is estimated by using the eigenfunction of linear fractional diffusion equation. Moreover, by implementing a finite difference scheme, we give some numerical simulations to demonstrate the theoretical analysis. Copyright © 2017 John Wiley & Sons, Ltd.     

A boundary element method for the Dirichlet eigenvalue problem of the Laplace operator

The solution of eigenvalue problems for partial differential operators by using boundary integral equation methods usually involves some Newton potentials which may be resolved by using a multiple reciprocity approach. Here we propose an alternative approach which is in some sense equivalent to the above. Instead of a linear eigenvalue problem for the partial differential operator we consider a nonlinear eigenvalue problem for an associated boundary integral operator. This nonlinear eigenvalue problem can be solved by using some appropriate iterative scheme, here we will consider a Newton scheme. We will discuss the convergence and the boundary element discretization of this algorithm, and give some numerical results.     

Convergence of an operator splitting method on a bounded domain for a convection-diffusion-reaction system

We solve a convection-diffusion-sorption (reaction) system on a bounded domain with dominant convection using an operator splitting method. The model arises in contaminant transport in groundwater induced by a dual-well, or in controlled laboratory experiments. The operator splitting transforms the original problem to three subproblems: nonlinear convection, nonlinear diffusion, and a reaction problem, each with its own boundary conditions. The transport equation is solved by a Riemann solver, the diffusion one by a finite volume method, and the reaction equation by an approximation of an integral equation. This approach has proved to be very successful in solving the problem, but the convergence properties where not fully known. We show how the boundary conditions must be taken into account, and prove convergence in L1,loc of the fully discrete splitting procedure to the very weak solution of the original system based on compactness arguments via total variation estimates. Generally, this is the best convergence obtained for this type of approximation. The derivation indicates limitations of the approach, being able to consider only some types of boundary conditions. A sample numerical experiment of a problem with an analytical solution is given, showing the stated efficiency of the method.     

Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition

Abstract

In this article, we derive the existence and uniqueness of the solution for a class of generalized reflected backward stochastic differential equation involving the integral with respect to a continuous process, which is the local time of the diffusion on the boundary, in using the penalization method. We also give a characterization of the solution as the value function of an optimal stopping time problem. Then we give a probabilistic formula for the viscosity solution of an obstacle problem for PDEs with a nonlinear Neumann boundary condition.     

Common fixed point theorems for mappings satisfying property (E.A) on cone metric spaces

The aim of this paper is to give some new common fixed point theorems for mappings satisfying property (E.A) on cone metric spaces. And we prove the existence and uniqueness of solution for a ordinary differential equation with periodic boundary condition.