Solving the Korteweg-de Vries equation by its bilinear form: Wronskian solutions

A broad set of sufficient conditions consisting of systems of linear partial differential equations is presented which guarantees that the Wronskian determinant solves the Korteweg-de Vries equation in the bilinear form. A systematical analysis is made for solving the resultant linear systems of second-order and third-order partial differential equations, along with solution formulas for their representative systems. The key technique is to apply variation of parameters in solving the involved non-homogeneous partial differential equations. The obtained solution formulas provide us with a comprehensive approach to construct the existing solutions and many new solutions including rational solutions, solitons, positons, negatons, breathers, complexitons and interaction solutions of the Korteweg-de Vries equation.

     

Degasperis-Procesi方程的类孤子新解

利用辅助方程与函数变换相结合的方法,构造了Degasperis-Procesi(D-P)方程的无穷序列类孤子新解.首先,通过两种函数变换,把D-P方程化为常微分方程组.然后,利用常微分方程组的首次积分,把D-P方程的求解问题化为几种常微分方程的求解问题.最后,利用几种常微分方程的Bcklund变换等相关结论,构造了D-P方程的无穷序列类孤子新解.这里包括由Riemannθ函数、Jacobi椭圆函数、双曲函数、三角函数和有理函数组成的无穷序列光滑孤立子解、尖峰孤立子解和紧孤立子解.     

Computational methods of solving the boundary value problems for the loaded differential and Fredholm integro‐differential equations

The article presents a new general solution to a loaded differential equation and describes its properties. Solving a linear boundary value problem for loaded differential equation is reduced to the solving a system of linear algebraic equations with respect to the arbitrary vectors of general solution introduced. The system's coefficients and right sides are computed by solving the Cauchy problems for ordinary differential equations. Algorithms of constructing a new general solution and solving a linear boundary value problem for loaded differential equation are offered. Linear boundary value problem for the Fredholm integro‐differential equation is approximated by the linear boundary value problem for loaded differential equation. A mutual relationship between the qualitative properties of original and approximate problems is obtained, and the estimates for differences between their solutions are given. The paper proposes numerical and approximate methods of solving a linear boundary value problem for the Fredholm integro‐differential equation and examines their convergence, stability, and accuracy.     

Efficient Implementation of a Spectral-Tau Method for a Class of Two-Point Boundary-Value and Initial-Boundary-Value Problems

A simple and efficient spectral method for solving the second, third order and fourth order elliptic equations with variable coefficients and nonlinear differential equations is presented. It is different from spectral-collocation method which leads to dense, ill-conditioned matrices. The spectral method in this paper solves for the coefficients of the solution in a Chebyshev series, leads to discrete systems with special structured matrices which can be factorized and solved efficiently. We also extend the method to boundary value problems in two space dimensions and solve 2-D separable equation with variable coefficients. As an application, we solve Cahn-Hilliard equation iteratively via first-order implicit time discretization scheme. Ample numerical results indicate that the proposed method is extremely accurate and efficient.     

An iterative method for solving nonlinear functional equations

An iterative method for solving nonlinear functional equations, viz. nonlinear Volterra integral equations, algebraic equations and systems of ordinary differential equation, nonlinear algebraic equations and fractional differential equations has been discussed.     

Tropical discretization: ultradiscrete Fisher–KPP equation and ultradiscrete Allen–Cahn equation

A systematic approach to the construction of ultradiscrete analogues for differential systems is presented. This method is tailored to first-order differential equations and reaction–diffusion systems. The discretizing method is applied to Fisher–KPP equation and Allen–Cahn equation. Stationary solutions, travelling wave solutions and entire solutions of the resulting ultradiscrete systems are constructed.     

Comparative study on order-reduced methods for linear third-order ordinary differential equations

The linear third-order ordinary differential equation (ODE) can be transformed into a system of two second-order ODEs by introducing a variable replacement, which is different from the common order-reduced approach. We choose the functions p(x) and q(x) in the variable replacement to get different cases of the special order-reduced system for the linear third-order ODE. We analyze the numerical behavior and algebraic properties of the systems of linear equations resulting from the sinc discretizations of these special second-order ODE systems. Then the block-diagonal preconditioner is used to accelerate the convergence of the Krylov subspace iteration methods for solving the discretized system of linear equation. Numerical results show that these order-reduced methods are effective for solving the linear third-order ODEs.     

A hybrid approximation method for solving Hutchinson’s equation

The hybrid function approximation method for solving Hutchinson’s equation which is a nonlinear delay partial differential equation, is investigated. The properties of hybrid of block-pulse functions and Lagrange interpolating polynomials based on Legendre-Gauss-type points are presented and are utilized to replace the system of nonlinear delay differential equations resulting from the application of Legendre pseudospectral method, by a system of nonlinear algebraic equations. The validity and applicability of the proposed method are demonstrated through two illustrative examples on Hutchinson’s equation.     

Numerical solution of transient heat conduction equation with variable thermophysical properties by the Tau method

In this article, we proposed the operational approach to the Tau method for solving linear and nonlinear one‐dimensional transient heat conduction equations with variable thermophysical properties which can involve heat generation term. To solve heat conduction equation, first we recall the Tau method to obtain a matrix form of the governing differential equation. Then boundary and initial conditions are transformed into a matrix form. Finally the resulting systems of linear or nonlinear algebraic equations are given. Afterwards, efficient error estimation is also introduced for this method. Some numerical examples are given to illustrate the efficiency and high accuracy of the proposed method and also results are compared with solutions obtained by other methods. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 964–977, 2014     

Fourth-order diagonally implicit schemes for evolution equations

New fourth-order methods are proposed for solving both ordinary and partial differential equations. The derivation of the methods is based on the form of diagonally implicit schemes applied to stiff ordinary differential equations. The methods are absolutely and unconditionally stable. Test computations are presented.     

Preconditioned tensor format conjugate gradient squared and biconjugate gradient stabilized methods for solving stein tensor equations

This article is concerned with solving the high order Stein tensor equation arising in control theory. The conjugate gradient squared (CGS) method and the biconjugate gradient stabilized (BiCGSTAB) method are attractive methods for solving linear systems. Compared with the large-scale matrix equation, the equivalent tensor equation needs less storage space and computational costs. Therefore, we present the tensor formats of CGS and BiCGSTAB methods for solving high order Stein tensor equations. Moreover, a nearest Kronecker product preconditioner is given and the preconditioned tensor format methods are studied. Finally, the feasibility and effectiveness of the new methods are verified by some numerical examples.     

The Sinc-collocation and Sinc-Galerkin methods for solving the two-dimensional Schrödinger equation with nonhomogeneous boundary conditions

In the last three decades, Sinc numerical methods have been extensively used for solving differential equations, not only because of their exponential convergence rate, but also due to their desirable behavior toward problems with singularities. This paper illustrates the application of Sinc-collocation and Sinc-Galerkin methods to the approximate solution of the two-dimensional time dependent Schrödinger equation with nonhomogeneous boundary conditions. Some numerical examples are presented and the proposed methods are compared with each other.     

Multilevel augmentation methods for solving the sine-Gordon equation

In this paper we develop the multilevel augmentation method for solving nonlinear operator equations of the second kind and apply it to solving the one-dimensional sine-Gordon equation. We first give a general setting of the multilevel augmentation method for solving the second kind nonlinear operator equations and prove that the multilevel augmentation method preserves the optimal convergence order of the projection method while reducing computational cost significantly. Then we describe the semi-discrete scheme and the fully-discrete scheme based on multiscale methods for solving the sine-Gordon equation, and apply the multilevel augmentation method to solving the discrete equation. A complete analysis for convergence order is proposed. Finally numerical experiments are presented to confirm the theoretical results and illustrate the efficiency of the method.     

求解微分方程初值问题的一种弧长法

对于连续介质力学问题中导出的微分方程初值问题,常常具有解奇异性,如不连续、Ｓｔｉｆ性质或激波间断·本文通过在相应空间,引入一个或数个弧长参数变量,克服解的奇异性·对于常微分方程组引入弧长参数变量后,奇异性得以消除和削弱,应用一般的解常微分方程组的方法（如Ｒｕｎｇｅ＿Ｋｕｔａ法）求解·对于偏微分方程引入弧长参数变量后,在相应的空间离散成常微分方程组,用解奇异性常微分方程组相同的方法即可求解·本文给出了两个算例     

Numerical solution of the Painlevé IV equation

A numerical method for solving the Cauchy problem for the fourth Painlevé equation is proposed. The difficulty of the problem is that the unknown function can have movable singular points of the pole type; moreover, the equation may have singularities at the points where the solution vanishes. The positions of poles and zeros of the solution are not a priori known and are determined in the process of solving the equation. The proposed method is based on the transition to auxiliary systems of differential equations in neighborhoods of the indicated points. The equations in these systems and their solutions have no singularities in the corresponding point and its neighborhood. Numerical results confirming the efficiency of this method are presented.     

轨道预定路径控制问题的求解

轨道预定路径控制问题，其数学模型是一个非线性的半显式微分／代数方程（ＤＡＥ）系统。本文运用一类稳式Ｒｕｎｇｅ－Ｋｕｔｔａ方法求解指标２的ＤＡＴ系统，并举例说明这类方法的有效性。     

Solving approximately an optimal nonlinear filtering problem for stochastic differential systems by statistical modeling

An algorithm for solving an optimal nonlinear filtering problem by statistical modeling is proposed. It is based on reducing the filtration problem to an analysis of stochastic systems with terminating and branching paths using the fact that the Duncan-Mortensen-Zakai equations and the generalized Fokker-Planck-Kolmogorov equation are similar in structure. This problem of analysis can be solved approximately by numerical methods for solving stochastic differential equations and modeling inhomogeneous Poisson flows.     

On the existence of an optimal feedback control for stochastic systems

We prove the existence of an optimal control for systems of stochastic differential equations without solving the Bellman dynamic programming equation. Instead, we use direct methods for solving extremal problems.     

The solution of high-order nonlinear ordinary differential equations by Chebyshev Series

By the use of the Chebyshev series, a direct computational method for solving the higher order nonlinear differential equations has been developed in this paper. This method transforms the nonlinear differential equation into the matrix equation, which corresponds to a system of nonlinear algebraic equations with unknown Chebyshev coefficients, via Chebyshev collocation points. The solution of this system yields the Chebyshev coefficients of the solution function. An algorithm for this nonlinear system is also proposed in this paper. The method is valid for both initial-value and boundary-value problems. Several examples are presented to illustrate the accuracy and effectiveness of the method.     

Solutions of differential equations in a Bernstein polynomial basis

An algorithm for approximating solutions to differential equations in a modified new Bernstein polynomial basis is introduced. The algorithm expands the desired solution in terms of a set of continuous polynomials over a closed interval and then makes use of the Galerkin method to determine the expansion coefficients to construct a solution. Matrix formulation is used throughout the entire procedure. However, accuracy and efficiency are dependent on the size of the set of Bernstein polynomials and the procedure is much simpler compared to the piecewise B spline method for solving differential equations. A recursive definition of the Bernstein polynomials and their derivatives are also presented. The current procedure is implemented to solve three linear equations and one nonlinear equation, and excellent agreement is found between the exact and approximate solutions. In addition, the algorithm improves the accuracy and efficiency of the traditional methods for solving differential equations that rely on much more complicated numerical techniques. This procedure has great potential to be implemented in more complex systems where there are no exact solutions available except approximations.