Discretizations of nonlinear differential equations using explicit finite order methods

In this work we study the appearance of spurious solutions when first-order differential equations with unimodal right-hand sides are discretized using Runge-Kutta schemes. These spurious solutions are explained in terms of the iteration functions. Schemes that produce good approximating solutions for much longer times are given.     

Towards explicit methods for differential algebraic equations

Explicit methods have previously been proposed for parabolic PDEs and for stiff ODEs with widely separated time constants. We discuss ways in which Differential Algebraic Equations (DAEs) might be regularized so that they can be efficiently integrated by explicit methods. The effectiveness of this approach is illustrated for some simple index three problems. In memory of Germund Dahlquist (1925–2005).AMS subject classification (2000) 65-L80, 34-04     

Stability results for nonlinear functional differential equations using fixed point methods

We present new conditions for stability of the zero solution for three distinct classes of scalar nonlinear delay differential equations. Our approach is based on fixed point methods and has the advantage that our conditions neither require boundedness of delays nor fixed sign conditions on the coefficient functions. Our work extends and improves a number of recent stability results for nonlinear functional differential equations in a unified framework. A number of examples are given to illustrate our main results.     

On some explicit Adams multistep methods for fractional differential equations

In this paper we present a family of explicit formulas for the numerical solution of differential equations of fractional order. The proposed methods are obtained by modifying, in a suitable way, Fractional-Adams–Moulton methods and they represent a way for extending classical Adams–Bashforth multistep methods to the fractional case. The attention is hence focused on the investigation of stability properties. Intervals of stability for k$k$-step methods, k=1,…,5$k=1,\dots ,5$, are computed and plots of stability regions in the complex plane are presented.     

On the monotonicity and constancy of signs of some rational explicit methods for nonlinear systems of ordinary differential equations

We study one special type of explicit rational numerical methods for the solution nonlinear systems of ordinary differential equations and analyze the so-called property of constancy of signs of integration methods. This means that the inner product of approximate solutions at two adjacent points of the grid is positive for the corresponding differential equation. We establish the unconditional (i.e., for all sizes of steps) monotonicity and constancy of signs of rational methods.Published in Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 6, pp. 848–852, June, 1995.     

Numerical solutions of nonlinear fractional Schrödinger equations using nonstandard discretizations

In this article, numerical study for both nonlinear space‐fractional Schrödinger equation and the coupled nonlinear space‐fractional Schrödinger system is presented. We offer here the weighted average nonstandard finite difference method (WANSFDM) as a novel numerical technique to study such kinds of partial differential equations. The space fractional derivative is described in the sense of the quantum Riesz‐Feller definition. Stability analysis of the proposed method is studied. To show that this method is reliable and computationally efficient different numerical examples are provided. We expect that the proposed schemes can be applicable to different systems of fractional partial differential equations. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1399–1419, 2017     

Numerical methods for nonlinear stochastic differential equations with jumps

We present and analyse two implicit methods for Ito stochastic differential equations (SDEs) with Poisson-driven jumps. The first method, SSBE, is a split-step extension of the backward Euler method. The second method, CSSBE, arises from the introduction of a compensated, martingale, form of the Poisson process. We show that both methods are amenable to rigorous analysis when a one-sided Lipschitz condition, rather than a more restrictive global Lipschitz condition, holds for the drift. Our analysis covers strong convergence and nonlinear stability. We prove that both methods give strong convergence when the drift coefficient is one-sided Lipschitz and the diffusion and jump coefficients are globally Lipschitz. On the way to proving these results, we show that a compensated form of the Euler–Maruyama method converges strongly when the SDE coefficients satisfy a local Lipschitz condition and the pth moment of the exact and numerical solution are bounded for some p>2. Under our assumptions, both SSBE and CSSBE give well-defined, unique solutions for sufficiently small stepsizes, and SSBE has the advantage that the restriction is independent of the jump intensity. We also study the ability of the methods to reproduce exponential mean-square stability in the case where the drift has a negative one-sided Lipschitz constant. This work extends the deterministic nonlinear stability theory in numerical analysis. We find that SSBE preserves stability under a stepsize constraint that is independent of the initial data. CSSBE satisfies an even stronger condition, and gives a generalization of B-stability. Finally, we specialize to a linear test problem and show that CSSBE has a natural extension of deterministic A-stability. The difference in stability properties of the SSBE and CSSBE methods emphasizes that the addition of a jump term has a significant effect that cannot be deduced directly from the non-jump literature.This work was supported by Engineering and Physical Sciences Research Council grant GR/T19100 and by a Research Fellowship from The Royal Society of Edinburgh/Scottish Executive Education and Lifelong Learning Department.     

Implicit ad hoc methods for nonlinear partial differential equations

Several special methods including implicit separation of variables, explicit and implicit generalized traveling waves are introduced and employed to obtain solutions for nonlinear equations. Certain nonlinear wave propagation problems are shown to yield to implicit separation while generalized traveling wave concepts are applied in diffusion, fluid mechanics and wave propagation.     

Nonstationary monotone iterative methods for nonlinear partial differential equations

A simple technique is given in this paper for the construction and analysis of monotone iterative methods for a class of nonlinear partial differential equations. With the help of the special nonlinear property we can construct nonstationary parameters which can speed up the iterative process in solving the nonlinear system. Picard, Gauss–Seidel, and Jacobi monotone iterative methods are presented and analyzed for the adaptive solutions. The adaptive meshes are generated by the 1-irregular mesh refinement scheme which together with the M-matrix of the finite element stiffness matrix lead to existence–uniqueness–comparison theorems with simple upper and lower solutions as initial iterates. Some numerical examples, including a test problem with known analytical solution, are presented to demonstrate the accuracy and efficiency of the adaptive and monotone properties. Numerical results of simulations on a MOSFET with the gate length down to 34 nm are also given.     

Solving nonlinear ordinary differential equations using the NDM

In this research paper, we examine a novel method called the Natural Decomposition Method (NDM). We use the NDM to obtain exact solutions for three different types of nonlinear ordinary differential equations (NLODEs). The NDM is based on the Natural transform method (NTM) and the Adomian decomposition method (ADM). By using the new method, we successfully handle some class of nonlinear ordinary differential equations in a simple and elegant way. The proposed method gives exact solutions in the form of a rapid convergence series. Hence, the Natural Decomposition Method (NDM) is an excellent mathematical tool for solving linear and nonlinear differential equation. One can conclude that the NDM is efficient and easy to use.     

Stability of implicit Runge-Kutta methods for nonlinear stiff differential equations

Under the assumption that an implicit Runge-Kutta method satisfies a certain stability estimate for linear systems with constant coefficientsl ₂-stability for nonlinear systems is proved. This assumption is weaker than algebraic stability since it is satisfied for many methods which are not evenA-stable. Some local smoothness in the right hand side of the differential equation is needed, but it may have a Jacobian and higher derivatives with large norms. The result is applied to a system derived from a strongly nonlinear parabolic equation by the method of lines.     

Numerical methods for nonlinear partial differential equations of fractional order

In this article, we implement relatively new analytical techniques, the variational iteration method and the Adomian decomposition method, for solving nonlinear partial differential equations of fractional order. The fractional derivatives are described in the Caputo sense. The two methods in applied mathematics can be used as alternative methods for obtaining analytic and approximate solutions for different types of fractional differential equations. In these schemes, the solution takes the form of a convergent series with easily computable components. Numerical results show that the two approaches are easy to implement and accurate when applied to partial differential equations of fractional order.     

Uniformly monotonic explicit approximate methods for first-order differential operator equations in Hilbert space

The properties of contractivity, monotonicity, and sign constancy of approximate methods of solution of the initial problem are studied for linear and nonlinear differential operator equations in a complex Hilbert space. Explicit methods of first and second order of accuracy are presented that are monotonc and sign constant in the corresponding classes of problems for any value of the mesh size.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 42, No. 12, pp. 1593–1598, December, 1990.     

Min-max game theory and nonstandard differential Riccati equations for abstract hyperbolic-like equations

We consider the abstract dynamical framework of Lasiecka and Triggiani (2000) [1, Chapter 9], which models a large variety of mixed PDE problems (see specific classes in the Introduction) with boundary or point control, all defined on a smooth, bounded domain Ω⊂Rⁿ, n arbitrary. This means that the input → solution map is bounded on natural function spaces. We then study min-max game theory problem over a finite time horizon. The solution is expressed in terms of a (positive, self-adjoint) time-dependent Riccati operator, solution of a non-standard differential Riccati equation, which expresses the optimal qualities in pointwise feedback form. In concrete PDE problems, both control and deterministic disturbance may be applied on the boundary, or as a Dirac measure at a point. The observation operator has some smoothing properties.     

Perturbed nonlinear differential equations

The existence of a solution defined for all t and possessing a type of boundedness property is established for the perturbed nonlinear system y = f(t, y) + F(t, y). The unperturbed system x = f(t, x) has a dichotomy in which some solutions exists and are well-behaved as t increases to ∞ and some solution exists and are well-behaved as t decreases to ? ∞. A similar study is made for a perturbed nonlinear differential equation defined on a half line, say, R⁺, and the existence of a family of solutions with special boundedness properties is established. Finally, the ideas are applied to the study of integral manifolds. Examples are given.     

On the convergence of multistep methods for nonlinear stiff differential equations

Summary Convergence estimates are given forA()-stable multistep methods applied to singularly perturbed differential equations and nonlinear parabolic problems. The approach taken here combines perturbation arguments with frequency domain techniques.     

Exact and explicit solutions to nonlinear evolution equations using the division theorem

In this paper, we show the applicability of the first integral method, which is based on the ring theory of commutative algebra, to the regularized long-wave Burgers equation and the Gilson-Pickering equation under a parameter condition. Our method provides polynomial first integrals for autonomous planar systems. Through the established first integrals, exact traveling wave solutions are derived in a concise manner.     

Geometry of nonlinear differential equations

The paper contains a survey of certain contemporary concepts and results connected with the geometric foundations of the theory of nonlinear partial differential equations. At the base of the account is situated the geometry and analysis on jet spaces, finite and infinite.