High order accurate,one-sided finite-difference approximations to concentration gradients at the boundaries,for the simulation of electrochemical reaction-diffusion problems in one-dimensional space geometry

Accurate calculation of concentration gradients at the boundaries is crucial in electrochemical kinetic simulations, owing to the frequent occurrence of gradient-dependent boundary conditions, and the importance of the gradient-dependent electric current. By using the information about higher spatial derivatives of the concentrations, contained in the time-dependent, kinetic reaction-diffusion partial differential equation(s) in one-dimensional space geometry, under appropriate assumptions it is possible to increase the accuracy orders of the conventional, one-sided n-point finite-difference formulae for the concentration gradients at the boundaries, without increasing n. In this way a new class of high order accurate gradient approximations is derived, and tested in simulations of potential-step chronoamperometric and current-step chronopotentiometric transients for the Reinert-Berg system. The new formulae possess advantages over the conventional gradient approximations. For example, they allow one to obtain a third order accuracy by using two space points only, or fourth order accuracy by using three points, and yet they yield smaller errors than the conventional four-point, or five-point formulae, respectively. Needing fewer points, for approximating the gradients with a given accuracy, simplifies also the solution of the linear algebraic equations arising from the application of implicit time integration schemes.     

Orders on Braid Groups

It is shown that the braid group defies lattice ordering.     

ROS3P—An Accurate Third-Order Rosenbrock Solver Designed for Parabolic Problems

In this note we present a new Rosenbrock solver which is third-order accurate for nonlinear parabolic problems. Since Rosenbrock methods suffer from order reduction when they are applied to partial differential equations, additional order conditions have to be satisfied. Although these conditions have been known for a longer time, from the practical point of view only little has been done to construct new methods. Steinebach modified the well-known solver RODAS of Hairer and Wanner to preserve its classical order four for special problem classes including linear parabolic equations. His solver RODASP, however, drops down to order three for nonlinear parabolic problems. Our motivation here was to derive an efficient third-order Rosenbrock solver for the nonlinear situation. Such a method exists with three stages and two function evaluations only. A comparison with other third-order methods shows the substantial potential of our new method.This revised version was published online in October 2005 with corrections to the Cover Date.     

Skorokhod decomposition of reflected diffusions on bounded Lipschitz domains with singular non-reflection part

Let be a compact set with interior G. Let L ¹ (G,dx), >0 dx-a.e. on G, and m:=dx. Let A=(a _ij ) be symmetric, and globally uniformly strictly elliptic on G. Let be such that ; f, , is closable in L ² (G,m) with closure ( ^r ,D( ^r )). The latter is fulfilled if satisfies the Hamza type condition, or _i L ¹ _loc (G,dx), 1id. Conservative, non-symmetric diffusion processes X _t related to the extension of a generalized Dirichlet form where satisfies are constructed and analyzed. If G is a bounded Lipschitz domain, H ^1,1 (G), and a _ij D( ^r ), a Skorokhod decomposition for X _t is given. This happens through a local time that is uniquely associated to the smooth measure 1_{{ Tr ()>0}} d, where Tr denotes the trace and the surface measure on G.This research has been financially supported by TMR grant HPMF-CT-2000-00942 of the European Union. Mathematics Subject Classification (2000): 60J60, 60J55, 31C15, 31C25, 35J25     

Some Limit Theorems in Geometric Processes

Geometric process (GP) was introduced by Lam[4,5], it is defined as a stochastic process {Xn, n = 1, 2,…} for which there exists a real number a > 0, such that {an-1 Xn, n = 1,2, …} forms a renewal process (RP). In this paper, we study some limit theorems in GP. We first derive the Wald equation for GP and then obtain the limit theorems of the age, residual life and the total life at t for a GP. A general limit theorem for Sn with a > 1 is also studied. Furthermore, we make a comparison between GP and RP, including the comparison of their limit distributions of the age, residual life and the total life at t.     

Asymptotic behavior of solutions to scalar conservation laws and optimal convergence orders to N-waves

The goal of this article is to develop a new technique to obtain better asymptotic estimates for scalar conservation laws. General convex flux, f″(u)?0, is considered with an assumption . We show that, under suitable conditions on the initial value, its solution converges to an N-wave in L¹ norm with the optimal convergence order of O(1/t). The technique we use in this article is to enclose the solution with two rarefaction waves. We also show a uniform convergence order in the sense of graphs. A numerical example of this phenomenon is included.     

The Boson Normal Ordering Problem and Generalized Bell Numbers

For any function F(x) having a Taylor expansion we solve the boson normal ordering problem for $F [(a^\dag)^r a^s]$, with r, s positive integers, $F [(a, a^\dag]=1$, i.e., we provide exact and explicit expressions for its normal form $\mathcal{N} \{F [(a^\dag)^r a^s]\} = F [(a^\dag)^r a^s]$, where in $ \mathcal{N} (F) $ all a's are to the right. The solution involves integer sequences of numbers which, for $ r, s \geq 1 $, are generalizations of the conventional Bell and Stirling numbers whose values they assume for $ r=s=1 $. A complete theory of such generalized combinatorial numbers is given including closed-form expressions (extended Dobinski-type formulas), recursion relations and generating functions. These last are special expectation values in boson coherent states.AMS Subject Classification: 81R05, 81R15, 81R30, 47N50.