Stability analysis of parabolic partial differential equations with piecewise continuous arguments

This article deals with the analytic and numerical stability of numerical methods for a parabolic partial differential equation with piecewise continuous arguments of alternately retarded and advanced type. First, application of the theory of separation of variables in matrix form and the Fourier method, the necessary and sufficient condition under which the analytic solution is asymptotically stable is derived. Then, the θ‐methods are applied to solve the corresponding initial value problem, the sufficient conditions for the asymptotic stability of numerical methods are obtained. Finally, several numerical examples are presented to support the theoretical results. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 531–545, 2017     

Stability of the analytic and numerical solutions for impulsive differential equations

This paper deals with the stability analysis of the analytic and numerical solutions of impulsive differential equations. In particular, the linear equation with variable coefficients and the nonlinear equation are considered. The stability conditions of the analytic solutions of these impulsive differential equations and the numerical solutions of the θ-methods are obtained. Finally, some numerical experiments are given.     

Numerical Stability and Oscillations of Runge-Kutta Methods for Differential Equations with Piecewise Constant Arguments of Advanced Type

For differential equations with piecewise constant arguments of advanced type, numerical stability and oscillations of Runge-Kutta methods are investigated. The necessary and sufficient conditions under which the numerical stability region contains the analytic stability region are given. The conditions of oscillations for the Runge-Kutta methods are obtained also. We prove that the Runge-Kutta methods preserve the oscillations of the analytic solution. Moreover, the relationship between stability and oscillations is discussed. Several numerical examples which confirm the results of our analysis are presented.     

Hopf bifurcation for neutral functional differential equations

In this paper, we extend the computation of the properties of Hopf bifurcation, such as the direction of bifurcation and stability of bifurcating periodic solutions, of DDE introduced by Kazarinoff et al. [N.D. Kazarinoff, P. van den Driessche, Y.H. Wan, Hopf bifurcation and stability of periodic solutions of differential–difference and integro-differential equations, J. Inst. Math. Appl. 21 (1978) 461–477] to a kind of neutral functional differential equation (NFDE). As an example, a neutral delay logistic differential equation is considered, and the explicit formulas for determining the direction of bifurcation and the stability of bifurcating periodic solutions are derived. Finally, some numerical simulations are carried out to support the analytic results.     

Convergence and Mean-Square Stability of Exponential Euler Method for Semi-Linear Stochastic Delay Integro-Differential Equations

In this paper, the numerical methods for semi-linear stochastic delay integro-differential equations are studied. The uniqueness, existence and stability of analytic solutions of semi-linear stochastic delay integro-differential equations are studied and some suitable conditions for the mean-square stability of the analytic solutions are also obtained. Then the numerical approximation of exponential Euler method for semi-linear stochastic delay integro-differential equations is constructed and the convergence and the stability of the numerical method are studied. It is proved that the exponential Euler method is convergent with strong order $\frac{1}{2}$ and can keep the mean-square exponential stability of the analytical solutions under some restrictions on the step size. In addition, numerical experiments are presented to confirm the theoretical results.     

向前型分段连续微分方程的数值解

本文讨论了向前型分段连续微分方程Euler-Maclaurin方法的收敛性和稳定性,给出了Euler-Maclaurin方法的稳定条件,证明了方法的收敛阶是2n+2,并且得到了数值解稳定区域包含解析解稳定区域的条件,最后给出了一些数值例子用以验证本文结论的正确性.     

Finite analytic numerical method for solving two‐dimensional quasi‐Laplace equation

A typical power series analytic solution of quasi‐Laplace equation in the infinitesimal angle domain around the singular point of the square cells is provided in this article. Toward the singular point, the gradient of the potential variable will tend to infinity, which is described by the first term of the power series solution. Based on this analytic solution, three finite analytic numerical methods are proposed. These methods are analogous and are constructed, respectively, when considering different numbers of the terms or using different schemes to determine the relevant parameters in the power series. Numerical examples show that all of the three finite analytic numerical methods proposed can provide rather accurate solutions than the traditional numerical methods. In contrast, when using the traditional numerical schemes to solve the quasi‐Laplace equation in a strong heterogeneous medium, the refinement ratio for the grid cell needs to increase dramatically to get an accurate result. In practical applications, subdividing each origin cell into 2 × 2 or 3 × 3 subcells is enough for the finite analytical numerical methods to get relatively accurate results. The finite analytical numerical methods are also convenient to construct the flux field with high accuracy.© 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 1755–1769, 2014     

Delay-dependent stability of linear multistep methods for DAEs with multiple delays

This paper aims to investigate the asymptotic stability of linear multistep (LM) methods for linear differential-algebraic equations (DAEs) with multiple delays. Based on the argument principle, we first establish the delay-dependent stability criteria of analytic solutions; then, we propose some practically checkable conditions for weak delay-dependent stability of numerical solutions derived by implicit LM methods. Lagrange interpolations are used to compute the delayed terms. Several numerical examples are given to illustrate the theoretical results.     

A relaxation method of an alternating iterative MFS algorithm for the Cauchy problem associated with the two‐dimensional modified Helmholtz equation

We propose two algorithms involving the relaxation of either the given Dirichlet data or the prescribed Neumann data on the over‐specified boundary in the case of the alternating iterative algorithm of Kozlov et al. (USSR Comput Math Math Phys 31 (1991), 45–52) applied to the Cauchy problem for the two‐dimensional modified Helmholtz equation. The two mixed, well‐posed and direct problems corresponding to every iteration of the numerical procedure are solved using the method of fundamental solutions (MFS), in conjunction with the Tikhonov regularization method. For each direct problem considered, the optimal value of the regularization parameter is selected according to the generalized cross‐validation criterion. The iterative MFS algorithms with relaxation are tested for Cauchy problems associated with the modified Helmholtz equation in two‐dimensional geometries to confirm the numerical convergence, stability, accuracy and computational efficiency of the method. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

Delay-Dependent Stability of Linear Multistep Methods for Neutral Systems with Distributed Delays

This paper considers the asymptotic stability of linear multistep (LM) methods for neutral systems with distributed delays. In particular, several sufficient conditions for delay-dependent stability of numerical solutions are obtained based on the argument principle. Compound quadrature formulae are used to compute the integrals. An algorithm is proposed to examine the delay-dependent stability of numerical solutions. Several numerical examples are performed to verify the theoretical results.     

Stability of equilibrium solutions of a double power reaction-diffusion equation with a Dirac interaction

In this paper, information about the instability of equilibrium solutions of a nonlinear family of localized reaction-diffusion equations in dimension one is provided. More precisely, explicit formulas to the equilibrium solutions are computed and, via analytic perturbation theory, the exact number of positive eigenvalues of the linear operator associated to the stability problem is analyzed. In addition, sufficient conditions for blow up of the solutions of the equation are also discussed.     

Asymptotical Stability of Numerical Methods with Constant Stepsize for Pantograph Equations

In this paper, the asymptotical stability of the analytic solution and the numerical methods with constant stepsize for pantograph equations is investigated using the Razumikhin technique. In particular, the linear pantograph equations with constant coefficients and variable coefficients are considered. The stability conditions of the analytic solutions of those equations and the numerical solutions of the θ-methods with constant stepsize are obtained. As a result Z. Jackiewicz’s conjecture is partially proved. Finally, some experiments are given. AMS subject classification (2000) 65L02, 65L05, 65L20     

A numerical scheme to the McKendrick–von Foerster equation with diffusion in age

In this paper a numerical scheme for McKendrick–von Foerster equation with diffusion in age (MV‐D) is proposed. First, we discretize the time variable to get a second‐order ordinary differential equation (ODE). At each time level, well‐posedness of this ODE is established using classical methods. Stability estimates for this semidiscrete scheme are derived. Later we construct piecewise linear (in time) functions using the solutions of the semidiscrete problems to approximate the solution to MV‐D and establish the convergence result. Numerical results are presented in some cases and compared with the corresponding analytic solutions where the latter is known explicitly.     

二阶线性矩阵差分方程的解及渐近稳定性

讨论了二阶线性矩阵差分方程AXn+2+BXn+1+CXn=0的解及其渐近稳定性.首先,给出了它的特征方程有解的一个充要条件,然后利用特征方程两个相异的解刻划出该矩阵差分方程的通解,并分析其解的渐近稳定性,最后运用一实例验证了相关结果.     

Entropy dissipative one‐leg multistep time approximations of nonlinear diffusive equations

New one‐leg multistep time discretizations of nonlinear evolution equations are investigated. The main features of the scheme are the preservation of the non‐negativity and the entropy dissipation structure of the diffusive equations. The key ideas are to combine Dahlquist's G‐stability theory with entropy dissipation methods and to introduce a nonlinear transformation of variables, which provides a quadratic structure in the equations. It is shown that G‐stability of the one‐leg scheme is sufficient to derive discrete entropy dissipation estimates. The general result is applied to a cross‐diffusion system from population dynamics and a nonlinear fourth‐order quantum diffusion model, for which the existence of semidiscrete weak solutions is proved. Under some assumptions on the operator of the evolution equation, the second‐order convergence of solutions is shown. Moreover, some numerical experiments for the population model are presented, which underline the theoretical results. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1119–1149, 2015     

Rates of decay and growth of solutions to linear stochastic differential equations with state-independent perturbations

The paper studies the almost sure asymptotic convergence to zero of solutions of perturbed linear stochastic differential equations, where the unperturbed equation has an equilibrium at zero, and all solutions of the unperturbed equation tend to zero, almost surely. The perturbation is present in the drift term, and both drift and diffusion coefficients are state‐dependent. We determine necessary and sufficient conditions for the almost sure convergence of solutions to the equilibrium of the unperturbed equation. In particular, a critical polynomial rate of decay of the perturbation is identified, such that solutions of equations in which the perturbation tends to zero more quickly that this rate are almost surely asymptotically stable, while solutions of equations with perturbations decaying more slowly that this critical rate are not asymptotically stable. As a result, the integrability or convergence to zero of the perturbation is not by itself sufficient to guarantee the asymptotic stability of solutions when the stochastic equation with the perturbing term is asymptotically stable. Rates of decay when the perturbation is subexponential are also studied, as well as necessary and sufficient conditions for exponential stability.     

On asymptotic stability and instability with respect to a fading stochastic perturbation

We develop necessary and sufficient conditions for the a.s. asymptotic stability of solutions of a scalar, non-linear stochastic equation with state-independent stochastic perturbations that fade in intensity. These conditions are formulated in terms of the intensity function: roughly speaking, we show that as long as the perturbations fade quicker than some identifiable critical rate, the stability of the underlying deterministic equation is unaffected. These results improve on those of Chan and Williams; for example, we remove the monotonicity requirement on the drift coefficient and relax it on the intensity of the stochastic perturbation. We also employ different analytic techniques.     

The th moment stability for the stochastic pantograph equation

In this paper, we investigate the αth moment asymptotical stability of the analytic solution and the numerical methods for the stochastic pantograph equation by using the Razumikhin technique. Especially the linear stochastic pantograph equations and the semi-implicit Euler method applying them are considered. The convergence result of the semi-implicit Euler method is obtained. The stability conditions of the analytic solution of those equations and the numerical method are given. Finally, some experiments are given.     

Asymptotic stability of exact and discrete solutions for neutral multidelay-integro-differential equations

This paper concerns the long-time behavior of the exact and discrete solutions to a class of nonlinear neutral integro-differential equations with multiple delays. Using a generalized Halanay inequality, we give two sufficient conditions for the asymptotic stability of the exact solution to this class of equations. Runge–Kutta methods with compound quadrature rule are considered to discretize this class of equations with commensurate delays. Nonlinear stability conditions for the presented methods are derived. It is found that, under suitable conditions, this class of numerical methods retain the asymptotic stability of the underlying system. Some numerical examples that illustrate the theoretical results are given.     

Spectral Approach to D‐bar Problems

We present the first numerical approach to D‐bar problems having spectral convergence for real analytic, rapidly decreasing potentials. The proposed method starts from a formulation of the problem in terms of an integral equation that is numerically solved with Fourier techniques. The singular integrand is regularized analytically. The resulting integral equation is approximated via a discrete system that is solved with Krylov methods. As an example, the D‐bar problem for the Davey‐Stewartson II equations is considered. The result is used to test direct numerical solutions of the PDE.© 2017 Wiley Periodicals, Inc.