Shadow systems and attractors in reaction-diffusion equations

For a pair of reaction diffusion equations with one diffusion coefficient very large, there is associated a reaction diffusion equation coupled with an ordinary differential equation (the shadow system) with nonlocal effects which has the property that it contains all of the essential dynamics of the original equations. Key words: Attractors, shadow systems, reaction-diffusion equations     

Long time behavior of non-Fickian delay reaction-diffusion equations

In this paper, we investigate the long time behavior of non-Fickian delay reaction-diffusion equations. These kinds of Volterra integro-differential equations are derived by combining a time memory term in the flux and a delay parameter in the reaction term. Energy estimates, dissipativity, asymptotic stability, and contractivity of the problems are obtained. Moreover, we prove that the numerical method discussed in the present paper has the ability to preserve stability and contractivity of the underlying systems. Some confirmations of these are illustrated by using the numerical method on two biological models.     

Blow-up and global solutions for nonlinear reaction-diffusion equations with nonlinear boundary condition

This paper deals with the blow-up of positive solutions for a nonlinear reaction-diffusion equation subject to nonlinear boundary conditions. We obtain the conditions under which the solutions may exist globally or blow up in finite time. Moreover, an upper bound of the blow-up time, an upper estimate of the blow-up rate, and an upper estimate of the global solutions are given. At last we give two examples to which the theorems obtained in the paper may be applied.     

Comparisons between thermodynamic and one-dimensional combustion models of spark-ignition engines

A one-dimensional combustion model, employing a constant eddy diffusivity and a one-step chemical reaction, has been developed and applied to study the flame propagation in a spark-ignition engine. Calculations have been made at 1600 and 4200 rev min⁻¹ under fuel rich conditions and compared with available engine pressure data. One- and two-zone thermodynamic models have also been developed and applied to study the combustion process in the engine. The thermodynamic models have been compared with the one-dimensional model results and comparisons include the average mixture temperature, the temperatures of the burned and unburned gases and the flame surface area. These comparisons indicate that the one-dimensional model predictions are very sensitive to the eddy diffusivity and reaction rate data. The two-zone thermodynamic model predicts, first, a monotonically increasing flame surface area with time and, then, a monotonically decreasing surface area, whereas the one-dimensional model always predicts a monotonically increasing flame surface area. The average mixture temperature predicted by the one-zone thermodynamic model is higher than those of the two-zone and one-dimensional models during the compression stroke, while that of the one-dimensional model is higher than the temperatures predicted by the one- and two-zone models during the expansion stroke. The one-dmensional model predicts an accelerating flame even when the front approaches the cold cylinder wall. This yields a faster fuel consumption rate than those predicted by the one- and two-zone thermodynamic models which predict smoother burned fuel mass profiles.     

A free boundary problem describing reaction-diffusion problems in chemical vapor infiltration of pyrolytic carbon

In this paper we consider chemical vapor deposition of pyrolytic carbon from methane in hot wall reactors. Especially, we deal with the interaction of homogeneous gas-phase and heterogeneous surface reactions. The resulting mathematical model is composed of a system of reaction-diffusion equations in a corner domain supplied with the Gibbs-Thomson law, which describes the movement of the free boundary, arising from the carbon deposition. We prove a short time existence and uniqueness result in Hölder spaces. We achieve this by contraction arguments and transforming the Gibbs-Thomson law to local coordinates to obtain a nonlinear parabolic equation on a manifold.     

On the formation of sharp transition layers in two-dimensional reaction-diffusion models

For a singularly perturbed parabolic equation in two dimensions, the formation of a solution with a sharp transition layer from a sufficiently general initial function is considered. An asymptotic analysis is used to estimate the time required for the formation of a contrast structure. Numerical results are presented.     

带插值的自适应网格重构算法求解带移动热源的反应扩散方程的理论分析

本文研究一个带插值的网格重构算法求解一类带移动热源的反应扩散方程. 算法包括两步: 第一步是用旧时间网层上的计算解计算新时间层上的空间网格; 第二步是使用有限差分方法在新时间层 空间网格上离散方程, 并且将旧时间层上计算解的插值作为初始值. 对于时间, 我们获得了一阶收敛结果. 对于空间, 我们证明了使用线性插值算法的一阶收敛性和使用二次插值算法的二阶收敛性. 数值例子肯定了本文的理论结果.     

Alternating Direction Method for Maximum Entropy Subject to Simple Constraint Sets

The problem of maximizing the entropy subject to simple constraint sets is reformulated as a structured variational inequality problem by introducing dual variables. A new iterative alternating direction method is then developed that generates alternatively the dual and primal iterates. For some existing maximum entropy problems in the literature, the new dual iterate can be derived from a simple projection and then the new primal iterate can be obtained via solving approximately n separate one-dimensional strong monotone equations. Therefore, the proposed method is very easy to carry out. Preliminary numerical results show that the method is applicable.     

Global stability of traveling wavefronts for nonlocal reaction-diffusion equations with time delay

This paper is concerned with the stability of traveling wavefronts for a population dynamics model with time delay. Combining the weighted energy method and the comparison principle, the global exponential stability of noncritical traveling wavefronts(waves with speeds c c_*, where c = c~* is the minimal speed) is established, when the initial perturbations around the wavefront decays to zero exponentially in space as x →-∞, but it can be allowed arbitrary large in other locations, which improves the results in [9, 18, 21].     

Uniform error estimates in the finite element method for a singularly perturbed reaction-diffusion problem

Consider the problem with homogeneous Neumann boundary condition in a bounded smooth domain in . The whole range is treated. The Galerkin finite element method is used on a globally quasi-uniform mesh of size ; the mesh is fixed and independent of .

A precise analysis of how the error at each point depends on and is presented. As an application, first order error estimates in , which are uniform with respect to , are given.

     

Numerical algorithms for semilinear parabolic equations with small parameter based on approximation of stochastic equations

The probabilistic approach is used for constructing special layer methods to solve the Cauchy problem for semilinear parabolic equations with small parameter. Despite their probabilistic nature these methods are nevertheless deterministic. The algorithms are tested by simulating the Burgers equation with small viscosity and the generalized KPP-equation with a small parameter.

     

Parametric continuation of the solitary traveling pulse solution in the reaction-diffusion system using the Newton-Krylov method

The matrix-free Newton-Krylov method that uses the GMRES algorithm (an iterative algorithm for solving systems of linear algebraic equations) is used for the parametric continuation of the solitary traveling pulse solution in a three-component reaction-diffusion system. Using the results of integration on a short time interval, we replace the original system of nonlinear algebraic equations by another system that has more convenient (from the viewpoint of the spectral properties of the GMRES algorithm) Jacobi matrix. The proposed parametric continuation proved to be efficient for large-scale problems, and it made it possible to thoroughly examine the dependence of localized solutions on a parameter of the model.     

Nonlinear instability in advection-diffusion numerical models

The phenomenon of nonlinear instability, which affects all propagation equations, is simply presented and explained; its origin lies in the numerical dispersion of fundamental solutions by the discrete schemes. Methods to avoid it or to minimize its effects on solutions are proposed and discussed.     

A differential-equation-based model of the glass ceiling in career progression

ABSTRACT

We introduce a model based on Ordinary Differential Equations to describe how two mutually exclusive groups progress through a career hierarchy, whether in a single organization, or in an entire economic sector. The intended application is to gender imbalance at the top of the academic hierarchy in European Universities; however, the model is entirely generic and may be applied in other contexts also. Previous research on gender imbalance in European universities has focused on large-scale statistical studies. Our model represents a point of departure, as it is deterministic (i.e., based on Ordinary Differential Equations). The model requires a precise definition of the progression rates for the different groups through the hierarchy; these are key parameters governing the dynamics of career progression. The progression rate for each group can be decomposed into a product: the proportion of group members at a low level in the hierarchy who compete for promotion to the next level a given year, multiplied by the in-competition success rate for the group in question. Either of these two parameters can differ across the groups under consideration; this introduces a group asymmetry into the organization’s composition. We introduce a glass-ceiling index to summarize this asymmetry succinctly. Using case studies from the literature, we demonstrate how the mathematical framework can pinpoint the proximate cause of the glass ceiling in European academia.     

Development of the asymptotic method of differential inequalities for investigation of periodic contrast structures in reaction-diffusion equations

The asymptotical method of differential inequalities is developed for a new class of periodic problems of reaction-diffusion type. The problem of the existence and Lyapunov stability of periodic solutions with internal transient layers in the case of balanced nonlinearity is studied.     

Entropy Unilateral Solution for Some Noncoercive Nonlinear Parabolic Problems Via a Sequence of Penalized Equations

We give an existence result of the obstacle parabolic equations(b(x,u))/(t)-div(a(x,t,u,▽u))+div(φ(x,t,u))=f in Q_T,where b(x,u) is bounded function of u,the term-div(a(x,t,u,▽u)) is a Leray-Lions type operator and the function φ is a nonlinear lower order and satisfy only the growth condition.The second term f belongs to L~1(Q_T).The proof of an existence solution is based on the penalization methods.     

Micro-macro models for viscoelastic fluids: modelling, mathematics and numerics

This paper is an introduction to the modelling of viscoelastic fluids,with an emphasis on micromacro(or multiscale) models.Some elements of mathematical and numerical analysis are provided.These notes closely follow the lectures delivered by the second author at the Chinese Academy of Science during the Workshop Stress Tensor E?ects on Fluid Mechanics in January 2010.     

A new fourth-order iterative method for finding multiple roots of nonlinear equations

In this paper, we present a new fourth-order method for finding multiple roots of nonlinear equations. It requires one evaluation of the function and two of its first derivative per iteration. Finally, some numerical examples are given to show the performance of the presented method compared with some known third-order methods.     

On some functionals of the first passage times in jump models of stochastic volatility

Abstract

We compute some functionals related to the generalized joint Laplace transforms of the first times at which two-dimensional jump processes exit half strips. It is assumed that the state space components are driven by Cox processes with both independent and common (positive) exponential jump components. The method of proof is based on the solutions of the equivalent partial integro-differential boundary-value problems for the associated value functions. The results are illustrated on several two-dimensional jump models of stochastic volatility which are based on non-affine analogs of certain mean-reverting or diverting diffusion processes representing closed-form solutions of the appropriate stochastic differential equations.