一般区域上在边界退化的拟线性抛物方程的第—初边值问题

对有界域上拟线性抛物方程第一初边值问题，二阶退化拟线性抛物方程初边值问题已有丰富的成果，可见［１］，［２］，［３］，但对任意域上方程的工作则不多见．在此文中，我们讨论任意区域上在边界退化的拟线性抛物方程初边值问题的存在性．     

非线性抛物组非均匀网格差分解的唯一性和稳定性

１．引言 １．对一维非线性抛物组,在文献山中已构造一般非均匀网格差分格式,其中差分逼近的组合系数对不同的网格点和不同的网格层可以不同,并且运用不动点原理证明了差分解的存在性和收敛性．在非均匀网格差分格式中差分逼近的组合系数为常数的情形,文献［２］证明了具有有界二阶差商的离散向量解的存在性、唯一性和稳定性．本文将对文献［１］中构造的一般非均匀网格差分格式,证明所得到的差分解的唯一性和稳定性． 考虑如下非线性抛物组其中是未知的ｍ－维向量函数是给定的矩阵函数,ｊ（ｘ,ｔ,ｕ,ｐ）。是给定的ｍ－维向量函数…     

二维抛物型积分微分方程动边界问题的有限元方法

１引言抛物型积微分方程,可广泛用于描述具有记忆的材料的热传导、气体扩散、松散介质中的压力等实际问题中的现象,具有重要研究意义．关于固定空间区域上该类方程的研究,可见文献［１］,［２］;关于动边界抛物型方程,梁国平等已有重要工作［３］,［４］;作者在文［５］中,研究了一维动边界抛物型积微分方程的数值方法．本文研究二维空间区域变动情形下此类方程初边值问题的全离散、半离散有限元逼近格式及有关数值分析．主要特点在于对动边界和时间积分项（Ｖｏｌｔｅｒｒａ项）的处理．对于前者,通过空间变量代换,将问题化为定…     

基于近似惯性流形的后验Galerkin的方法

１．引言 为提高用数值方法解非线性发展方程及非线性椭圆边值问题的逼近阶,许多学者例如Ｊ．Ｎｏｖｏ和 Ｅ．Ｔｉｔｉ［４］, Ｍａｒｉｏｎ和 Ｔｅｍａｎ［６］,Ｊ．Ｘｕ［７］以及 Ｗ．Ｌａｙｔｏｎ［９］等人,提出了后验Ｇａｌｅｒｋｉｎ方法、近似惯性流形方法、非线性Ｇａｌｅｒｋｉｎ方法、各种区域分裂法、多重网格法等等．本文根据［１］提出了一种新的高精度的后验 Ｇａｌｅｒｋｉｎ方法．它的逼近阶是经典 Ｇａｌｅｒｋｉｎ方法逼近阶的两倍． 考虑非线性椭圆边值问题这里ｎ是按ｄ＝２,３）上具有分段光滑边界ｒ的有界区域,…     

声波方程吸收边界条件的稳定性分析

引言对于无界区域中波动现象的数值模拟，必需引进人工边界将计算限制在一个有界区域上．为了确定解，需要在人工边界上加适当的边界条件．对于声波和弹性波方程，这样的一组人工边界条件，也叫吸收边界条件，在［1，2］中被系统地构造出来．对于声波方程，这些吸收边界条件恰好是单程波方程的近似．如山中所指出，减少边界反射，便于在计算中应用和稳定性是构造吸收边界条件的三点关键．Ellgqllist和Maid。用模态分析方法15］证明，带有［IJ中构造的吸收边界条件的波动方程初边值问题是适定的，并且估计了人工边界所产生的误差．对于更广…     

拟线性抛物方程的熄灭(quenching)现象

本文研究一类带奇异项的拟线性抛物方程的初边值问题．得到了古典解的熄灭现象，并对熄灭解的渐近行为作了分析，包含了［２－５］的相应结论     

半线性抛物型方程奇异摄动问题的数值解

本文讨论具有抛物边界层的半线性抛物型方程奇异摄动问题的数值解法,在非均匀网格上构造了两层非线性差分格式,证明了差分格式是一致收敛的,给出了一些数值例子.     

关于一类色散型发展方程反问题的一个注记

关于一类色散型发展方程反问题的一个注记宋守根（中南工业大学地质系，长沙４１００８３）文献［１］利用Ｃ０半群理论研究一类非线性色散型方程的反问题．其中ｎ是Ｒ”中具有光滑边界ｏｆｆ的有界区域，面是ｎ维Ｌａｐｌａｃｅ算子，而算子Ｌ０为本文将改进［１］的一个...     

基于不光滑边界的变系数抛物型方程的高精度紧格式

本文讨论基于不光滑边界的变系数抛物型方程求解的高精度紧格式.首先构造一般变系数抛物型方程的高精度紧格式,并在理论上证明格式具有空间方向四阶精度.然后针对非光滑边界条件,引入局部网格加密技巧在奇异点附近进行不均匀的网格加密.数值实验以期权定价中Black-Scholes偏微分方程的求解为例,验证高精度紧格式用于光滑边界条件的微分方程离散可以达到四阶精度.对于处理非光滑边界条件,网格局部加密技巧能有效的提高数值解精度,使得高精度紧格式用于定价欧式期权可以接近四阶精度.     

非线性抛物型积分微分方程有限元方法的插值后处理技术

本文以两类非线性抛物型积分微分方程为例，首次尝试将插值后处理思想［１］应用到非线性发展型方程上，获得了半离散和全离散有限元解，经插值后处理之后在Ｌ∞（Ｈ１）；Ｌ∞（Ｌ２）模意义下，整体超收敛１阶的高精度，并且计算量没有因此而增加．本文引进并证明较文［２］更广泛的一类椭圆Ｈ１－Ｖｏｌｔｅｒｒａ投影的Ｈ１；Ｌ２，Ｈ－１模最优估计．本文的分析方法可在各类发展型微分及积分微分方程上面通用．     

A modified accelerated monotone iterative method for finite difference reaction-diffusion-convection equations

This paper is concerned with monotone algorithms for the finite difference solutions of a class of nonlinear reaction-diffusion-convection equations with nonlinear boundary conditions. A modified accelerated monotone iterative method is presented to solve the finite difference systems for both the time-dependent problem and its corresponding steady-state problem. This method leads to a simple and yet efficient linear iterative algorithm. It yields two sequences of iterations that converge monotonically from above and below, respectively, to a unique solution of the system. The monotone property of the iterations gives concurrently improving upper and lower bounds for the solution. It is shown that the rate of convergence for the sum of the two sequences is quadratic. Under an additional requirement, quadratic convergence is attained for one of these two sequences. In contrast with the existing accelerated monotone iterative methods, our new method avoids computing local maxima in the construction of these sequences. An application using a model problem gives numerical results that illustrate the effectiveness of the proposed method.     

求解一类反应扩散方程组数值解的组合单调迭代法

给出一类求解带非线性边界条件的反应扩散方程组的组合单调迭代法,证明了当反应项和边界条件具有拟单调性和迭代充阢的单调收敛性以及数值方法的稳定性。     

求解带非线性边界条件的反应扩散方程数值解的组合迭代方法

1　引　　言我们首先考虑如下抛物型方程ｕｔ-ＤΔｕ =ｆ(ｘ ,ｔ ,ｕ) (ｔ∈ ( 0 ,Ｔ],ｘ∈Ω ) ｕ/ ν+ βｕ =ｇ(ｘ ,ｔ ,ｕ) (ｔ∈ ( 0 ,Ｔ],ｘ∈ Ω )ｕ(ｘ ,0 ) =ψ(ｘ) (ｘ∈Ω )( 1 .1 )其中Ｔ为正常数 ,Ω 是ＲＰ 空间的有界区域 记ＱＴ=Ω × ( 0 ,Ｔ],ＳＴ= Ω × ( 0 ,Ｔ],假设在ＱＴ上Ｄ≡ｄ(ｘ ,ｔ) >0 ,在ＳＴ 上β≡β(ｘ ,ｔ)≥ 0 又设 ｆ(ｘ ,ｔ,ｕ) ,ｇ(ｘ ,ｔ,ｕ)为关于ｕ的非线性函数 ,且对ｘ ,ｔ各参数满足Ｈ¨ｏｌｄｅｒ连续条件 将 ( 1 .1 )离散化之后我们得到相应的有限差分系统 ,当 ｇ(ｘ ,ｔ,ｕ)为ｕ的线性…     

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.     

Finite difference reaction-diffusion systems with coupled boundary conditions and time delays

This paper is concerned with finite difference solutions of a coupled system of reaction-diffusion equations with nonlinear boundary conditions and time delays. The system is coupled through the reaction functions as well as the boundary conditions, and the time delays may appear in both the reaction functions and the boundary functions. The reaction-diffusion system is discretized by the finite difference method, and the investigation is devoted to the finite difference equations for both the time-dependent problem and its corresponding steady-state problem. This investigation includes the existence and uniqueness of a finite difference solution for nonquasimonotone functions, monotone convergence of the time-dependent solution to a maximal or a minimal steady-state solution for quasimonotone functions, and local and global attractors of the time-dependent system, including the convergence of the time-dependent solution to a unique steady-state solution. Also discussed are some computational algorithms for numerical solutions of the steady-state problem when the reaction function and the boundary function are quasimonotone. All the results for the coupled reaction-diffusion equations are directly applicable to systems of parabolic-ordinary equations and to reaction-diffusion systems without time delays.     

The generalized quasilinearization method and three point boundary value problems on time scales

In this paper, we study the convergence of monotone sequences of iterates for nonlinear second order dynamic equations with three point boundary conditions on time scales. We prove that it is possible to construct two sequences converging to the unique solution of the three point boundary value problem from above and below with high rate of convergence.     

Parallel multisplitting two-stage iterative methods for large sparse systems of weakly nonlinear equations

The finite difference or the finite element discretizations of many differential or integral equations often result in a class of systems of weakly nonlinear equations. In this paper, by reasonably applying both the multisplitting and the two-stage iteration techniques, and in accordance with the special properties of this system of weakly nonlinear equations, we first propose a general multisplitting two-stage iteration method through the two-stage multiple splittings of the system matrix. Then, by applying the accelerated overrelaxation (AOR) technique of the linear iterative methods, we present a multisplitting two-stage AOR method, which particularly uses the AOR-like iteration as inner iteration and is substantially a relaxed variant of the afore-presented method. These two methods have a forceful parallel computing function and are much more suitable to the high-speed multiprocessor systems. For these two classes of methods, we establish their local convergence theories, and precisely estimate their asymptotic convergence factors under some suitable assumptions when the involved nonlinear mapping is only directionally differentiable. When the system matrix is either an H-matrix or a monotone matrix, and the nonlinear mapping is a P-bounded mapping, we thoroughly set up the global convergence theories of these new methods. Moreover, under the assumptions that the system matrix is monotone and the nonlinear mapping is isotone, we discuss the monotone convergence properties of the new multisplitting two-stage iteration methods, and investigate the influence of the multiple splittings as well as the relaxation parameters upon the convergence behaviours of these methods. Numerical computations show that our new methods are feasible and efficient for parallel solving of the system of weakly nonlinear equations. This revised version was published online in August 2006 with corrections to the Cover Date.     

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.     

Monotone iterative methods for finite difference system of reaction-diffusion equations

Summary This paper presents an existence-comparison theorem and an iterative method for a nonlinear finite difference system which corresponds to a class of semilinear parabolic and elliptic boundary-value problems. The basic idea of the iterative method for the computation of numerical solutions is the monotone approach which involves the notion of upper and lower solutions and the construction of monotone sequences from a suitable linear discrete system. Using upper and lower solutions as two distinct initial iterations, two monotone sequences from a suitable linear system are constructed. It is shown that these two sequences converge monotonically from above and below, respectively, to a unique solution of the nonlinear discrete equations. This formulation leads to a well-posed problem for the nonlinear discrete system. Applications are given to several models arising from physical, chemical and biological systems. Numerical results are given to some of these models including a discussion on the rate of convergence of the monotone sequences.