Exact Finite Difference Scheme for an Advection-Reaction Equation

We construct an exact finite difference scheme for a non-linear PDE having linear advection and an odd-cubic reaction term. This construction is based on the fact that the general initial-value problem for the equation can be completely solved. We also give a detailed discussion of the mathematical structure of the exact finite difference equation.     

Difference Equations∶ Detecting Oscillations via Higher Order Characteristic Equations

In these notes we introduce an alternative procedure to detect the presence of a wide range of oscillatory solutions-the exponential oscillatory ones-in both continuous-time and discrete linear difference equations. The technique is addressed to the scalar case of the linear two-delay difference equation, but it can be extended to other types of evolution equations including the nonlinear ones, in higher dimensions. In particular, we give an illustration of its applicability to the case of a simple two dimensional difference equation. Oscillatory solutions are presented in their closed formulae.     

A Nonstandard Finite Difference Scheme for Nonlinear Heat Transfer in a Thin Finite Rod

A nonstandard finite difference scheme is constructed to solve an initial-boundary value problem involving a quartic nonlinearity that arises in heat transfer involving conduction with thermal radiation. It is noted that the positivity condition is equivalent to the usual linear stability criteria and it is shown that the representation of the nonlinear term in the finite difference scheme, in addition to the magnitudes of the equation parameters, has a direct bearing on the scheme's stability. Finally, solution profiles are plotted and avenues of further inquiry are discussed.     

Discrete Sturm-Liouville Problems With Parameter in the Boundary Conditions

This paper deals with discrete second order Sturm-Liouville problems in which the parameter that is part of the Sturm-Liouville difference equation also appears linearly in the boundary conditions. An appropriate Green's formula is developed for this problem, which leads to the fact that the eigenvalues are simple, and that they are real under appropriate restrictions. A boundary value problem can be expressed by a system of equations, and finding solutions to a boundary value problem is equivalent to finding the eigenvalues and eigenvectors of the coefficient matrix of a related linear system. Thus, the behavior of eigenvalues and eigenvectors is investigated using techniques in linear algebra, and a linear-algebraic proof is given that the eigenvalues are distinct under appropriate restrictions. The operator is extended to a self-adjoint operator and an expansion theorem is proved.     

Basic Theory of Fuzzy Difference Equations

The notion of fuzzy difference equation is introduced. Using Lyapunov type of function a comparison theorem for the fuzzy difference equation is obtained in terms of ordinary difference equations, which is used as a tool to study the stability results of the fuzzy difference equations.     

Exact Solutions to a Finite-difference Model of a Nonlinear Reaction-advection Equation: Implications for Numerical Analysis

This article gives exact solutions to a finite-difference model of a nonlinear reaction-advection equation. We show that this partial difference equation and the corresponding stationary and spatially independent difference equations derived from this model give the best representation of the original partial differential equation. The relevance of this work to the elimination of chaotic behavior in numerical solutions of differential equations is discussed.     

Stability of linear difference equations with unmodelled higher order terms

Dedicated to Gerry Ladas on his sixtieth birthday. We consder the case when the tru linear difference equation may difer from the nominal one. Neither higher order coefficients nor the order of the true equation are konwn: the only information available is that these higher order coefficients ae bounded in l ₁norm. We obtain necessary and sufficient conditionsfor stability of the entire family of such equations.     

Average implicit linear difference scheme for generalized Rosenau-Burgers equation

In this paper, a linear three-level average implicit finite difference scheme for the numerical solution of the initial-boundary value problem of Generalized Rosenau-Burgers equation is presented. Existence and uniqueness of numerical solutions are discussed. It is proved that the finite difference scheme is convergent in the order of O(τ² + h²) and stable. Numerical simulations show that the method is efficient.     

Difference Equations and Divisibility Properties of Sequences

There are many different ways of defining a sequence in terms of solutions to difference equations. In fact, if a sequence satisfies one recurrence then it satisfies an infinite number of recurrences. Arithmetic properties of an integral sequence are often studied by direct methods based on the combinatorial or algebraic definition of the numbers or using their generating function. The rational generating function is the main tool in obtaining various difference equations with coefficients and initial values exhibiting divisibility patterns that can imply particular arithmetic properties of the solutions. In this process, we face the challenging task of finding difference equations that are relevant to the divisibility properties by transforming the original rational generating function. As a matter of fact, it is not necessarily the simple difference equation that helps the most in proving the properties. We illustrate this process on several examples and a sequence involving a p -sected binomial sum of the form y n = y n ( p , a )= ~ k =0 X n kp a k where p is an arbitrary prime. Let 𝜌 p ( m ) denote the exponent of the highest power of a prime p which divides m . Recently, the author obtained lower bounds for 𝜌 p ( y n ) based on recurrence relations of order p and p m 1. The cases with tight bounds have also been characterized. In this paper, we prove that 𝜌 p ( y np ( p , a ))= n for 𝜌 p ( a +1)=1, p S 3. We obtain alternative difference equations of order p 2 for y n and order p for the p -sected sequence y np by a generating function based method. We also extend general divisibility results relying on the arithmetic properties of the coefficients and initial values.     

Difference Equations and Lettenmeyer's Theorem

Many classical results for ordinary differential equations have counterparts in the theory of difference equations, although, in general, the technical details for the difference versions are more involved than the corresponding ones for differential equations. This note surveys material related to a difference analogue of Lettenmeyer's theorem. The projection method of Harris et al. , developed to treat certain questions in the analytic theory of ordinary differential equations is used to obtain counterparts for linear difference equations as well as extensions to certain nonlinear differential and difference equations.     

Stability in Probability of Nonlinear Stochastic Volterra Difference Equations with Continuous Variable

Abstract

The general method of Lyapunov functionals construction, that was proposed by Kolmanovskii and Shaikhet and successfully used already for functional-differential equations, difference equations with discrete time, difference equations with continuous time, and is used here to investigate the stability in probability of nonlinear stochastic Volterra difference equations with continuous time. It is shown that the investigation of the stability in probability of nonlinear stochastic difference equation with order of nonlinearity more than one can be reduced to investigation of the asymptotic mean square stability of the linear part of this equation.     

On Periodic Solutions of Second Order Linear Difference Equations

In this paper, we apply a new procedure initially developed in Refs. [H. El-Owaidy and H.Y. Mohamed. "On the periodic solutions for nth order difference equations". Journal of Applied Mathematics and Computation , (to appear); "The necessary and sufficient conditions of existence of periodic solutions of nonautonomous difference equations". Journal of Applied Mathematics and Computation , (to appear)] to simplify the use of Carvalho's method to the case of discrete difference equations, in order to find the periodic solutions of second order linear difference equations. We can also find the complex periodic solutions.     

A discrete and q asymptotic iteration method

ABSTRACT

We introduce a finite difference and q-difference analogues of the Asymptotic Iteration Method of Ciftci, Hall, and Saad. We give necessary, and sufficient condition for the existence of a polynomial solution to a general linear second-order difference or q-difference equation subject to a ‘terminating condition’, which is precisely defined. When a difference or q-difference equation has a polynomial solution, we show how to find the second solution.     

Floquet theory for second order linear homogeneous difference equations

In this paper we provide a version of the Floquet’s theorem to be applied to any second order difference equations with quasi-periodic coefficients. To do this we extend to second order linear difference equations with quasi-periodic coefficients, the known equivalence between the Chebyshev equations and the second order linear difference equations with constant coefficients. So, any second order linear difference equations with quasi-periodic coefficients is essentially equivalent to a Chebyshev equation, whose parameter only depends on the values of the quasi-periodic coefficients and can be determined by a non-linear recurrence. Moreover, we solve this recurrence and obtaining a closed expression for this parameter. As a by-product we also obtain a Floquet’s type result; that is, the necessary and sufficient condition for the equation has quasi-periodic solutions.     

On the Nevanlinna characteristic of <Emphasis Type="Italic">f</Emphasis>(<Emphasis Type="Italic">z</Emphasis>+<Emphasis Type="Italic">η</Emphasis>) and difference equations in the complex plane

We investigate the growth of the Nevanlinna characteristic of f(z+η) for a fixed η∈C in this paper. In particular, we obtain a precise asymptotic relation between T(r,f(z+η)) and T(r,f), which is only true for finite order meromorphic functions. We have also obtained the proximity function and pointwise estimates of f(z+η)/f(z) which is a discrete version of the classical logarithmic derivative estimates of f(z). We apply these results to give new growth estimates of meromorphic solutions to higher order linear difference equations. This also allows us to solve an old problem of Whittaker (Interpolatory Function Theory, Cambridge University Press, Cambridge, 1935) concerning a first order difference equation. We show by giving a number of examples that all of our results are best possible in certain senses. Finally, we give a direct proof of a result in Ablowitz, Halburd and Herbst (Nonlinearity 13:889–905, 2000) concerning integrable difference equations. This research was supported in part by the Research Grants Council of the Hong Kong Special Administrative Region, China (HKUST6135/01P). The second author was also partially supported by the National Natural Science Foundation of China (Grant No. 10501044) and the HKUST PDF Matching Fund.     

An Improved Theta-method for Systems of Ordinary Differential Equations

The / -method of order 1 or 2 (if / =1/2) is often used for the numerical solution of systems of ordinary differential equations. In the particular case of linear constant coefficient stiff systems the constraint 1/2 h / h 1, which excludes the explicit forward Euler method, is essential for the method to be A -stable. Moreover, unless / =1/2, this method is not elementary stable in the sense that its fixed-points do not display the linear stability properties of the fixed-points of the involved differential equation. We design a non-standard version of the / -method of the same order. We prove a result on the elementary stability of the new method, irrespective of the value of the parameter / ] [0,1]. Some absolute elementary stability properties pertinent to stiffness are discussed.     

l-solutions and stability analysis of difference equations using the Kummer’s test

We address the p-summability and asymptotic stability properties in nonautonomous linear difference equations. We focus our discussion on two kind of difference equations. The first one is a first order system of linear nonautonomous difference equations, and our discussion involves the use of Kummer’s convergence test. The second one is a linear nonautonomous scalar higher order difference equation. In this case our discussion is based on a recently introduced transformation of a higher order system into a first-step recursion, where the companion matrices are well treatable from our point of view. We give insight on our ideas that are behind our methods, prove new results, and show applications.     

Value distribution of meromorphic solutions of certain difference Painlevé equations

The Borel exceptional value and the exponents of convergence of poles, zeros and fixed points of finite order transcendental meromorphic solutions for difference Painlevé I and II equations are estimated. And the forms of rational solutions of the difference Painlevé II equation and the autonomous difference Painlevé I equation are also given. It is also proved that the non-autonomous difference Painlevé I equation has no rational solution.     

On the Periodic Character of Some Difference Equations

We consider positive solutions of the following difference equation x n =max A x n m k , B x n m m , n =0,1,…, where A , B are any positive real numbers and k , m are any positive integers. We prove that every positive solution is eventually periodic and determine the period in terms of the parameters A , B , k , and m .     

Recurrence relations for discrete hypergeometric functions

We present a general procedure for finding linear recurrence relations for the solutions of the second order difference equation of hypergeometric type. Applications to wave functions of certain discrete system are also given.