Numerical methods for a coupled system of differential equations arising from a thermal ignition problem

This article is concerned with monotone iterative methods for numerical solutions of a coupled system of a first‐order partial differential equation and an ordinary differential equation which arises from fast‐igniting catalytic converters in automobile engineering. The monotone iterative scheme yields a straightforward marching process for the corresponding discrete system by the finite‐difference method, and it gives not only a computational algorithm for numerical solutions of the problem but also the existence and uniqueness of a finite‐difference solution. Particular attention is given to the “finite‐time” blow‐up property of the solution. In terms of minimal sequence of the monotone iterations, some necessary and sufficient conditions for the blow‐up solution are obtained. Also given is the convergence of the finite‐difference solution to the continuous solution as the mesh size tends to zero. Numerical results of the problem, including a case where the continuous solution is explicitly known, are presented and are compared with the known solution. Special attention is devoted to the computation of the blow‐up time and the critical value of a physical parameter which determines the global existence and the blow‐up property of the solution. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2013     

Numerical methods for fourth‐order nonlinear elliptic boundary value problems

The aim of this article is to present several computational algorithms for numerical solutions of a nonlinear finite difference system that represents a finite difference approximation of a class of fourth‐order elliptic boundary value problems. The numerical algorithms are based on the method of upper and lower solutions and its associated monotone iterations. Three linear monotone iterative schemes are given, and each iterative scheme yields two sequences, which converge monotonically from above and below, respectively, to a maximal solution and a minimal solution of the finite difference system. This monotone convergence property leads to upper and lower bounds of the solution in each iteration as well as an existence‐comparison theorem for the finite difference system. Sufficient conditions for the uniqueness of the solution and some techniques for the construction of upper and lower solutions are obtained, and numerical results for a two‐point boundary‐value problem with known analytical solution are given. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17:347–368, 2001     

Finite difference reaction diffusion equations with nonlinear boundary conditions

This article is concerned with numerical solutions of finite difference systems of reaction diffusion equations with nonlinear internal and boundary reaction functions. The nonlinear reaction functions are of general form and the finite difference systems are for both time-dependent and steady-state problems. For each problem a unified system of nonlinear equations is treated by the method of upper and lower solutions and its associated monotone iterations. This method leads to a monotone iterative scheme for the computation of numerical solutions as well as an existence-comparison theorem for the corresponding finite difference system. Special attention is given to the dynamical property of the time-dependent solution in relation to the steady-state solutions. Application is given to a heat-conduction problem where a nonlinear radiation boundary condition obeying the Boltzmann law of cooling is considered. This application demonstrates a bifurcation property of two steady-state solutions, and determines the dynamic behavior of the time-dependent solution. Numerical results for the heat-conduction problem, including a test problem with known analytical solution, are presented to illustrate the various theoretical conclusions. © 1995 John Wiley & Sons, Inc.     

Numerical methods for coupled systems of quasilinear elliptic equations with nonlinear boundary conditions

This paper is concerned with numerical solutions of a coupled system of arbitrary number of quasilinear elliptic equations under combined Dirichlet and nonlinear boundary conditions. A finite difference system for a transformed system of the quasilinear equations is formulated, and three monotone iterative schemes for the computation of numerical solutions are given using the method of upper and lower solutions. It is shown that each of the three monotone iterations converges to a minimal solution or a maximal solution depending on whether the initial iteration is a lower solution or an upper solution. A comparison result among the three iterative schemes is given. Also shown is the convergence of the minimal and maximal discrete solutions to the corresponding minimal and maximal solutions of the continuous system as the mesh size tends to zero. These results are applied to a heat transfer problem with temperature dependent thermal conductivity and a Lotka-Volterra cooperation system with degenerate diffusion. This degenerate property leads to some interesting distinct property of the system when compared with the non-degenerate semilinear systems. Numerical results are given to the above problems, and in each problem an explicit continuous solution is constructed and is used to compare with the computed solution     

Supraconvergence and Supercloseness of a Scheme for Elliptic Equations on Nonuniform Grids

In this paper, we study the convergence of a finite difference scheme on nonuniform grids for the solution of second-order elliptic equations with mixed derivatives and variable coefficients in polygonal domains subjected to Dirichlet boundary conditions. We show that the scheme is equivalent to a fully discrete linear finite element approximation with quadrature. It exhibits the phenomenon of supraconvergence, more precisely, for s ∈ [1,2] order O(h ^s )-convergence of the finite difference solution, and its gradient is shown if the exact solution is in the Sobolev space H ^1+s (Ω). In the case of an equation with mixed derivatives in a domain containing oblique boundary sections, the convergence order is reduced to O(h ^3/2?ε) with ε > 0 if u ∈ H ³(Ω). The second-order accuracy of the finite difference gradient is in the finite element context nothing else than the supercloseness of the gradient. For s ∈ {1,2}, the given error estimates are strictly local.     

Zur Abhängigkeit der Lösung von ut + (h(u))x = 0 von ihren Anfangswerten

The above equation has some remarkable properties. In general a global solution exists in a weak sense only, and this solution is not reversible in time. Furthermore it is known, that the solutions for different initial values can coincide for all t ? t₀ > 0, and the set of the initial values with this property is convex. Conditions assuring that this set contains only one element are given. This means a weak form of time-reversibility. As a global solution exists only in the weak sense, the classical question concerning dependence of the solution on the initial values needs some modification. This problem is dealt with in suitable L₁-norms. It is shown, that the L₁-norm of the difference of two weak solutions with respect to the space variable does not increase in time.     

Higher-order compact finite difference method for systems of reaction–diffusion equations

This paper is concerned with a compact finite difference method for solving systems of two-dimensional reaction–diffusion equations. This method has the accuracy of fourth-order in both space and time. The existence and uniqueness of the finite difference solution are investigated by the method of upper and lower solutions, without any monotone requirement on the nonlinear term. Three monotone iterative algorithms are provided for solving the resulting discrete system efficiently, and the sequences of iterations converge monotonically to a unique solution of the system. A theoretical comparison result for the various monotone sequences is given. The convergence of the finite difference solution to the continuous solution is proved, and Richardson extrapolation is used to achieve fourth-order accuracy in time. An application is given to an enzyme–substrate reaction–diffusion problem, and some numerical results are presented to demonstrate the high efficiency and advantages of this new approach.     

A second‐order accurate difference scheme for the two‐dimensional Burgers' system

In this article, a Crank‐Nicolson‐type finite difference scheme for the two‐dimensional Burgers' system is presented. The existence of the difference solution is shown by Brouwer fixed‐point theorem. The uniqueness of the difference solution and the stability and L₂ convergence of the difference scheme are proved by energy method. An iterative algorithm for the difference scheme is given in detail. Furthermore, a linear predictor–corrector method is presented. The numerical results show that the predictor–corrector method is also convergent with the convergence order of two in both time and space. At last, some comments are provided for the backward Euler scheme. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Qualitative behavior of numerical solutions to an s-i-s epidemic model

A finite difference scheme along the characteristics is used to approximate the solution of an age-dependent s-i-s epidemic model. The global behavior of the discrete solution resulting from the algorithm is investigated. It is shown that a nontrivial discrete periodic solution is generated by a periodic force of infection. Sufficient (and explicit) threshold conditions for the existence and stability of a unique nontrivial periodic solution are given. Results from numerical experiments are presented. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 317–337, 1998     

Detecting all evolutionarily stable strategies

In evolutionary game theory, the central solution concept is the evolutionarily stable state, which also can be interpreted as an evolutionarily stable population strategy (ESS). As such, this notion is a refinement of the Nash equilibrium concept in that it requires an additional stability property. In the present paper, an algorithm for detectingall ESSs of a given evolutionary game consisting of pairwise conflicts is presented which both is efficient and complete, since it involves a procedure avoiding the search for unstable equilibria to a considerable extent, and also has a finite, exact routine to check evolutionary stability of a given equilibrium. The article also contains the generalization of these results to the playing-the-field setting, where the payoff is nonlinear.     

A difference method for solving parabolic equations of order 2n

In this paper, a finite difference method is used to approximate for the solution of the parabolic partial differential equation of order 2n and error of the method is determined. The resulting system is solved by efficient implicit iterations. In some numerical examples, MAPLE modules are designed for the purpose of testing and using the method.     

On normal and regular identities

We deal with two kinds of special identities: normal and regular, considered by Mel'nik, Ponka and other authors. We point out fundamental properties of these identities. Also in §2 we show that the lattice of all subvarieties of the variety defined by all normal identities of a given varietyV (called the normal part of a varietyV) is isomorphic to the direct product of the lattice L(V) and a two-element chain. This result (Theorem 3) is a strengthening of a result of Mel'nik [14]. Theorem 4 states that the word problem for free algebras of the variety defined by all normal identities ofV is solvable if and only if it is solvable forV, which is due to the property of regular identities, proved in [8]. In §3 we consider normal and regular consequences of a given set of identities. Theorem 6 shows that for a given varietyV, satisfying a nonregular absorption law, the lattice L(Mod(NR(V))) is isomorphic to the direct product of the lattice L(V) and a four-element lattice, with two atoms.Theorems in §4 collect some of results on the existence of a finite basis for normal and regular part of a given, finitely presented varietyV and of the finite basis property, as well, strengthening the result of Lakser, Padmanabhan and Platt [12].Results above can be applied for semigroup varieties.Presented by George Grätzer.     

Numerical viscosity and the entropy condition

Weak solutions of hyperbolic conservation laws are not uniquely determined by their initial values; an entropy condition is needed to pick out the physically relevant solutions. The question arises whether finite difference approximations converge to this particular solution. It is known that this is not always the case with the standard Lax-Wendroff (L-W) difference scheme. In this paper a simple variant of the L-W scheme is devised which retains its desirable computational features—conservation form, three point scheme, second-order accuracy on smooth solutions, but which has the additional property that limit solutions satisfy the entropy condition. This variant is constructed by adding a simple nonlinear artificial viscosity to the usual L-W operator. The nature of the viscosity is deduced by first analyzing a model differential equation derived from the truncation error for the L-W operator, keeping only terms of order (Δx)². Furthermore, this viscosity is “switched on” only when sufficiently steep discrete gradients develop in the approximate solution: The full L-W scheme is then shown to have the desired property provided that the Courant-Friedrichs-Lewy restriction |λf′(u)|≤0.14 is satisfied.     

Technical note: A fourth‐order finite difference scheme for a system of a 2D nonlinear elliptic partial differential equations

In this article we present a fourth‐order finite difference scheme, for a system of two‐dimensional, second‐order, nonlinear elliptic partial differential equations with mixed spatial derivative terms, using 13‐point stencils with a uniform mesh size h on a square region R subject to Dirichlet boundary conditions. The scheme of order h⁴ is derived using the local solution of the system on a single stencil. The resulting system of algebraic equations can be solved by iterative methods. The difference scheme can be easily modified to obtain formulae for grid points near the boundary. Computational results are given to demonstrate the performance of the scheme on some problems including Navier‐Stokes equations. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 43–53, 2001     

General Logic-Systems and Finite Consequence Operators

In this paper, the significance of using general logic-systems and finite consequence operators defined on non-organized languages is discussed. Results are established that show how properties of finite consequence operators are independent from language organization and that, in some cases, they depend only upon one simple language characteristic. For example, it is shown that there are infinitely many finite consequence operators defined on any non-organized infinite language L that cannot be generated from any finite logic-system. On the other hand, it is shown that for any nonempty language L, a set map is a finite consequence operator if and only if it is defined by a general logic-system. Simple logic-system examples that determine specific consequence operator properties are given. Mathematics Subject Classification (2000): Primary 03B22, Secondary 03B65     

Multiderivative Runge-Kutta processes for two-point boundary value problems

A class of finite difference schemes for the solution of a nonlinear system of first order differential equations with two point boundary conditions which shares properties with Runge-Kutta processes and gap schemes is discussed. The order conditions for the coefficients of these processes, techniques for reducing these order conditions in number and the symmetry conditions are given. A symmetricA-stable eight order process which has second, fourth and sixth orderA-stable processes embedded in it is given as an example.Research supported in part by the United States Air Force under contract AFOSR-89-0383.     

Minimum Distance to the Complement of a Convex Set: Duality Result

The subject of this paper is to study the problem of the minimum distance to the complement of a convex set. Nirenberg has stated a duality theorem treating the minimum norm problem for a convex set. We state a duality result which presents some analogy with the Nirenberg theorem, and we apply this result to polyhedral convex sets. First, we assume that the polyhedral set is expressed as the intersection of some finite collection of m given half-spaces. We show that a global solution is determined by solving m convex programs. If the polyhedral set is expressed as the convex hull of a given finite set of extreme points, we show that a global minimum for a polyhedral norm is obtained by solving a finite number of linear programs.     

Controllability of an Elliptic equation and its Finite Difference Approximation by the Shape of the Domain

In this article we study a controllability problem for an elliptic partial differential equation in which the control is the shape of the domain where the equation holds. The quantity to be controlled is the trace of the solution, with a given right hand side source term, into an open subdomain. The mapping that associates this trace to the shape of the domain is nonlinear. We first consider the linearized problem and show an approximate controllability property. We then address the same questions in the context of a finite difference discretization of the elliptic problem. We prove a local controllability result applying the Inverse Function Theorem together with a ``unique continuation' property of the underlying adjoint discrete system. Mathematics Subject Classification (1991):35J05, 93B03, 65M06     

Positive solutions and dynamics of a finite difference reaction–diffusion system

We investigate the dynamics and methods of computation for some nonlinear finite difference systems that are the discretized equations of a time-dependent and a steady-state reaction–diffusion problem. The formulation of the discrete equations for the time-dependent problem is based on the implicit method for parabolic equations, and the computational algorithm is based on the method of monotone iterations using upper and lower solutions as the initial iterations. The monotone iterative method yields improved upper and lower bounds of the solution in each iteration, and the sequence of iterations converges monotonically to a solution for both the time-dependent and the steady-state problems. An important consequence of this method is that it leads to a bifurcation point that determines the dynamic behavior of the time-dependent problem in relation to the corresponding steady-state problem. This bifurcation point also determines whether the steady-state problem has one or two non-negative solutions, and is explicitly given in terms of the physical parameters of the system and the type of boundary conditions. Numerical results are presented for both the time-dependent and the steady-state problems under various boundary conditions, including a test problem with known analytical solution. These numerical results exhibit the predicted dynamic behavior of the time-dependent solution given by the theoretical analysis. Also discussed are the numerical stability of the computational algorithm and the convergence of the finite difference solution to the corresponding continuous solution of the reaction–diffusion problem. © 1993 John Wiley & Sons, Inc.     

Locally Farkas-Minkowski linear inequality systems

This paper introduces thelocally Farkas-Minkowski (LFM) linear inequality systems in a finite dimensional Euclidean space. These systems are those ones that satisfy that any consequence of the system that is active at some solution point is also a consequence of some finite subsystem. This class includes the Farkas-Minkowski systems and verifies most of the properties that these systems possess. Moreover, it contains the locally polyhedral systems, which are the natural external representation of quasi-polyhedral sets. TheLFM systems appear to be the natural external representation of closed convex sets. A characterization based on their properties under the union of systems is provided. In linear semi-infinite programming, theLFM property is the more general constraint qualification such that the Karush-Kuhn-Tucker condition characterizes the optimal points. Furthermore, the pair of Haar dual problems has no duality gap.