Monotone-iterative method for mixed boundary value problems for generalized difference equations with “maxima”

In this paper the authors investigate special type of difference equations which involve both delays and the maximum value of the unknown function over a past time interval. This type of equations is used to model a real process which present state depends significantly on its maximal value over a past time interval. An appropriate mixed boundary value problem for the given nonlinear difference equation is set up. An algorithm, namely, the monotone iterative technique is suggested to solve this problem approximately. An important feature of our algorithm is that each successive approximation of the unknown solution is equal to the unique solution of an appropriately constructed initial value problem for a linear difference equation with “maxima”, and a formula for its explicit form is given. Also, each approximation is a lower/upper solution of the given nonlinear boundary value problem. Several numerical examples are considered to illustrate the practical application of the suggested algorithm.     

Solving two-point boundary value problems using combined homotopy perturbation method and Green’s function method

In this paper, an algorithm is proposed for the solution of second-order boundary value problems with two-point boundary conditions. The Green’s function method is applied first to transform the ordinary differential equation into an equivalent integral one, which has already satisfied the boundary conditions. And then, the homotopy perturbation method is used to the resulting equation to construct the numerical solution for such problems. Numerical examples demonstrate the efficiency and reliability of the algorithm developed, it is quite accurate and readily implemented for both linear and nonlinear differential equations with homogeneous and nonhomogeneous boundary conditions. Furthermore, the lower order approximation is of higher accuracy for most cases. Some other extended applications of this algorithm are also exhibited.     

Analytical solution of a near-equidiffusional flame problem

The near-equidiffusional flame problem for determining the effectof acoustic disturbances having a time scale comparable withthe diffusion time is reduced to a set of nonlinear Volterraequations for a pair of functions related to the burning rateand the flame temperature perturbation. Further analysis yieldsa small-time approximation of general validity and an explicitsolution for arbitrary small-amplitude disturbances. A numericalmethod for solving the Volterra-equation problem is described.Numerical examples are exhibited to compare the behaviour ofthe linear approximation to the solution of the full model.Slowly decaying oscillatory behaviour for flames with Lewisnumber near the right stability boundary is predicted by thelinear approximation and observed in numerical examples forthe nonlinear model.     

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.     

Semi-analytical method for solving nonlinear heat diffusion problems in spherical medium

A semi-analytical methodology, based on the finite integral transform technique, is proposed to solve the heat diffusion problem in a spherical medium subject to nonlinear boundary conditions due to radiation exchange at the interface according to the fourth power law. The method proceeds by treating the nonlinearity term in the boundary condition as a source in the differential equation and keeping other conditions unchanged. The results obtained from this semi-analytical solutions are compared with those obtained from a numerical solution developed using an explicit finite difference method, which showed very good agreement.     

An explicit series approximation to the optimal exercise boundary of American put options

This paper derives an explicit series approximation solution for the optimal exercise boundary of an American put option by means of a new analytical method for strongly nonlinear problems, namely the homotopy analysis method (HAM). The Black–Sholes equation subject to the moving boundary conditions for an American put option is transferred into an infinite number of linear sub-problems in a fixed domain through the deformation equations. Different from perturbation/asymptotic approximations, the HAM approximation can be applicable for options with much longer expiry. Accuracy tests are made in comparison with numerical solutions. It is found that the current approximation is as accurate as many numerical methods. Considering its explicit form of expression, it can bring great convenience to the market practitioners.     

Homogenization of parabolic problem with nonlinear transmission condition

In this paper, we investigate the periodic homogenization of nonlinear parabolic equation arising from heat exchange in composite material problems. This problem, defined in periodical domain, is nonlinear at the interface. This nonlinearity models the heat radiation on the interface, which constitutes the transmission boundary conditions, between the two components of the material. The main challenge is, first, to show the well-posedness of the microscopic problem using the topological degree of Leray–Schauder tools. Then, we apply the two scale convergence to identify the equivalent macroscopic model using homogenization techniques. Finally, in order to confirm the efficiency of the homogenization process, we present some numerical results obtained via finite element approximation.     

An Energy-Stable Parametric Finite Element Method for Simulating Solid-State Dewetting Problems in Three Dimensions

We propose an accurate and energy-stable parametric finite element method for solving the sharp-interface continuum model of solid-state dewetting in three-dimensional space. The model describes the motion of the film\slash vapor interface with contact line migration and is governed by the surface diffusion equation with proper boundary conditions at the contact line. We present a weak formulation for the problem, in which the contact angle condition is weakly enforced. By using piecewise linear elements in space and backward Euler method in time, we then discretize the formulation to obtain a parametric finite element approximation, where the interface and its contact line are evolved simultaneously. The resulting numerical method is shown to be well-posed and unconditionally energy-stable. Furthermore, the numerical method is generalized to the case of anisotropic surface energies in the Riemannian metric form. Numerical results are reported to show the convergence and efficiency of the proposed numerical method as well as the anisotropic effects on the morphological evolution of thin films in solid-state dewetting.     

A nonlinear parabolic equation with a nonlocal boundary term

A nonlinear parabolic problem with a nonlocal boundary condition is studied. We prove the existence of a solution for a monotonically increasing and Lipschitz continuous nonlinearity. The approximation method is based on Rothe’s method. The solution on each time step is obtained by iterations, convergence of which is shown using a fixed-point argument. The space discretization relies on FEM. Theoretical results are supported by numerical experiments.     

Mathematical Analysis and Numerical Simulation of a Nonlinear Thermoelastic System

Abstract

In this paper, we give a theoretical and numerical analysis of a model for small vertical vibrations of an elastic membrane coupled with a heat equation and subject to linear mixed boundary conditions. We establish the existence, uniqueness, and a uniform decay rate for global solutions to this nonlinear non-local thermoelastic coupled system with linear boundary conditions. Furthermore, we introduced a numerical method based on finite element discretization in a spatial variable and finite difference scheme in time which results in a nonlinear system to be solved by Newton’s method. Numerical experiments for one-dimensional and two-dimensional cases are presented in order to estimate the rate of convergence of the numerical solution that confirm our analysis and show the efficiency of the method.     

An efficient meshfree point collocation moving least squares method to solve the interface problems with nonhomogeneous jump conditions

We are going to study a simple and effective method for the numerical solution of the closed interface boundary value problem with both discontinuities in the solution and its derivatives. It uses a strong‐form meshfree method based on the moving least squares (MLS) approximation. In this method, for the solution of elliptic equation, the second‐order derivatives of the shape functions are needed in constructing the global stiffness matrix. It is well‐known that the calculation of full derivatives of the MLS approximation, especially in high dimensions, is quite costly. In the current work, we apply the diffuse derivatives using an efficient technique. In this technique, we calculate the higher‐order derivatives using the approximation of lower‐order derivatives, instead of calculating directly derivatives. This technique can improve the accuracy of meshfree point collocation method for interface problems with nonhomogeneous jump conditions and can efficiently estimate diffuse derivatives of second‐ and higher‐orders using only linear basis functions. To introduce the appropriate discontinuous shape functions in the vicinity of interface, we choose the visibility criterion method that modifies the support of weight function in MLS approximation and leads to an efficient computational procedure for the solution of closed interface problems. The proposed method is applied for elliptic and biharmonic interface problems. For the biharmonic equation, we use a mixed scheme, which replaces this equation by a coupled elliptic system. Also the application of the present method to elasticity equation with discontinuities in the coefficients across a closed interface has been provided. Representative numerical examples demonstrate the accuracy and robustness of the proposed methodology for the closed interface problems. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1031–1053, 2015     

Adaptive cell-centered finite volume method for diffusion equations on a consistent quadtree grid

Models applied in image processing are often described by nonlinear PDEs in which a good approximation of gradient plays an important role especially in such cases where irregular finite volume grids are used. In image processing, such a situation can occur during a coarsening based on quadtree grids. We present a construction of a deformed quadtree grid in which the connection of representative points of two adjacent finite volumes is perpendicular to their common boundary enabling us to apply the classical finite volume methods. On the other hand, for such an adjusted grid, the intersection of representative points connection with a finite volume boundary is not a middle point of their common edge and standard methods cannot achieve a good accuracy. In this paper we present a new cell-centered finite volume method to evaluate solution gradients, which results into a solution of a simple linear algebraic system and we prove its unique solvability. Finally we present numerical experiments for the regularized Perona-Malik model in which we applied this new method.     

Convergence of the Finite Difference Scheme for a Fast Diffusion Equation in Porous Media

We are concerned with an implicit scheme for the finite difference solution to a nonlinear parabolic equation with a multivalued coefficient that describes the fast diffusion in a porous medium. The boundary conditions contain the multivalued function as well. We prove the stability and the convergence of the scheme, emphasizing the precise nature of convergence in this specific case, and compute the error level of the approximating solution. The method is aimed to simplify the numerical computations for the solutions to equations of this type, without performing an approximation of the multivalued function. The theory is illustrated by numerical results.     

Analytical substrate flux approximation for the Monod boundary value problem

We present an analytical approximation for the diffusive flux of a substrate into a reactive layer, in which the substrate is degraded according to Monod kinetics. This problem is described by a nonlinear two-point boundary value problem. The approximation is derived based on a Homotopy Analysis Method idea and verified computationally, by comparison against a numerical solution of the problem. The analytical approximation is easy to evaluate and depends only on model parameters.     

A numerical scheme for multi-point special boundary-value problems and application to fluid flow through porous layers

In this paper we propose a numerical scheme based on finite differences for the numerical solution of nonlinear multi-point boundary-value problems over adjacent domains. In each subdomain the solution is governed by a different equation. The solutions are required to be smooth across the interface nodes. The approach is based on using finite difference approximation of the derivatives at the interface nodes. Smoothness across the interface nodes is imposed to produce an algebraic system of nonlinear equations. A modified multi-dimensional Newton’s method is proposed for solving the nonlinear system. The accuracy of the proposed scheme is validated by examples whose exact solutions are known. The proposed scheme is applied to solve for the velocity profile of fluid flow through multilayer porous media.     

Ensemble Averaging for Dynamical Systems Under Fast Oscillating Random Boundary Conditions

This article is devoted to providing a theoretical underpinning for ensemble forecasting with rapid fluctuations in body forcing and in boundary conditions. Ensemble averaging principles are proved under suitable “mixing” conditions on random boundary conditions and on random body forcing. The ensemble averaged model is a nonlinear stochastic partial differential equation, with the deviation process (i.e., the approximation error process) quantified as the solution of a linear stochastic partial differential equation.     

A meshless procedure for transient heat conduction in functionally graded materials

A meshless numerical procedure is developed for analyzing the transient heat conduction problem in non-homogeneous functionally graded materials. In the proposed method the time derivative of temperature is approximate by the finite difference. At each time step the original nonlinear boundary value problem is transform into a hierarchy of non-homogeneous linear problem by used the homotopy analysis method. In this method a sought solution is presented by using a finite expansion in Taylor series, which consecutive elements are solutions of series linear value problems defining differential deformations. Each of linear boundary value problems with the corresponding boundary conditions is solved by using the method of fundamental solutions and radial basis functions which are used for interpolation of the inhomogeneous term. The accuracy of the obtained approximate solution is controlled by the number of components of the Taylor series, while the convergence of the process is monitored by an additional parameter of the method. Numerical experiments demonstrate the efficiency and accuracy of the present scheme in the solution of the heat conduction problem in nonlinear functionally graded materials. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Full discretization of a nonlinear parabolic problem containing volterra operators and an unknown dirichlet boundary condition

The reconstruction of an unknown solely time‐dependent Dirichlet boundary condition in a nonlinear parabolic problem containing a linear and a nonlinear Volterra operator is considered. The inverse problem is converted into a variational problem in which the unknown Dirichlet condition is eliminated using a given integral overdetermination. A time‐discrete recurrent approximation scheme is designed, using Backward Euler's method. The convergence of the approximations towards a solution of the variational problem is proved under appropriate assumptions on the data and on the Volterra operators. The uniqueness of this solution is shown in the case that the nonlinear Volterra operator satisfies a particular inequality. Moreover, the Finite Element Method is used to discretize the time‐discrete approximation scheme in space. Finally, full‐discrete error estimates are derived for a particular choice of the finite elements. The corresponding convergence rates are supported by a numerical experiment. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1444–1460, 2015     

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     

The numerical solution of a periodic parabolic problem subject to a nonlinear boundary condition

The numerical solution by finite differences of a periodic parabolic problem subject to a nonlinear boundary condition is considered. It is shown that Newton's method can be used to solve the nonlinear equations provided a suitable initial approximation is known, and a method for constructing this first approximation is given.