A Fourth-order Tridiagonal Finite Difference Method for General Two-point Boundary Value Problems with Non-linear Boundary Conditions

We present a fourth-order finite difference method for the generalsecond-order nonlinear differential equation y^" = f(x, y, y‘)subject to non-linear two-point boundary conditions g₁(y(a), — y^’()) = 0, g₂(y(b), y'(b)) = 0. When both the differential equation and the boundary conditionsare linear, the method leads to a tridiagonal linear system.We show that the finite difference method is O(h⁴)-convergent.Numerical examples are given to illustrate the method and itsfourth-order convergence. The present paper extends the methodgiven in Chawla (1978) to the case of non-linear boundary conditions.     

Positive Solutions of Nonlocal Boundary Value Problems: A Unified Approach

We give a unified approach for studying the existence of multiplepositive solutions of nonlinear differential equations of theform where g, f are non-negativefunctions, subject to various nonlocal boundary conditions.We study these problems via new results for a perturbed integralequation, in the space C[0, 1], of the form where [u], ß[u] are linear functionalsgiven by Stieltjes integrals but are not assumed to be positivefor all positive u. This means we actually cover many more differentialequations than the simple equation written above. Previous resultshave studied positive functionals only, but even for positivefunctionals our methods give improvements on previous work.The well-known m-point boundary value problems are special casesand we obtain sharp conditions on the coefficients, which allowssome of them to have opposite signs. We also use some optimalassumptions on the nonlinear term.     

LAX CONSTRAINTS IN SEMISIMPLE LIE GROUPS

Instead of studying Lax equations as such, a solution Z of aLax equation is assumed to be given. Then Z is regarded as defininga constraint on a non-autonomous linear differential equationassociated with the Lax equation. In generic cases, quadratureand sometimes algebraic formulae in terms of Z are then provedfor solution x of the linear differential equation, and examplesare given where these formulae lead to new results in higher-ordervariational problems for curves in general semisimple Lie groupsG, extending results previously obtained by different methodsfor the case where G has dimension 3. The new construction isexplored in detail for G = SU(m).     

Strang-type preconditioners for systems of LMF-based ODE codes

We consider the solution of ordinary differential equations(ODEs) using boundary value methods. These methods require thesolution of one or more unsymmetric, large and sparse linearsystems. The GMRES method with the Strang-type block-circulantpreconditioner is proposed for solving these linear systems.We show that if an A_k1,k2 -stable boundary value method is usedfor an m-by-m system of ODEs, then our preconditioners are invertibleand all the eigenvalues of the preconditioned systems are 1except for at most 2m(k₁ + k₂) outliers. It follows that whenthe GMRES method is applied to solving the preconditioned systems,the method will converge in at most 2m(k₁ + k₂) + 1 iterations.Numerical results are given to illustrate the effectivenessof our methods. Received 8 October 1999. Accepted 30 May 2000.     

Improving the Stability of Predictor-Corrector Methods by Residue Smoothing

Residue smoothing is usually applied in order to acceleratethe convergence of iteration processes. Here, we show that residuesmoothing can also be used in order to increase the stabilityregion of predictor-corrector methods. We shall concentrateon increasing the real stability boundary. The iteration parametersand the smoothing operators are chosen such that the stabilityboundary becomes as large as c(m, q)m²4^g where m is the numberof right-hand side evaluations per step, q the number of smoothingoperations applied to each right-hand side evaluation, and c(m,q) a slowly varying function of m and q, of magnitude 1.3 ina typical case. Numerical results show that, for a variety oflinear and nonlinear parabolic equations in one and two spatialdimensions, these smoothed predictor-corrector methods are atleast competitive with conventional implicit methods.     

A dual-dual mixed formulation for nonlinear exterior transmission problems

We combine a dual-mixed finite element method with a Dirichlet-to-Neumann mapping (derived by the boundary integral equation method) to study the solvability and Galerkin approximations of a class of exterior nonlinear transmission problems in the plane. As a model problem, we consider a nonlinear elliptic equation in divergence form coupled with the Laplace equation in an unbounded region of the plane. Our combined approach leads to what we call a dual-dual mixed variational formulation since the main operator involved has itself a dual-type structure. We establish existence and uniqueness of solution for the continuous and discrete formulations, and provide the corresponding error analysis by using Raviart-Thomas elements. The main tool of our analysis is given by a generalization of the usual Babuska-Brezzi theory to a class of nonlinear variational problems with constraints.

     

Asymptotic Solution of a Model Non-linear Convective Diffusion Equation

In this paper we consider the large-time solution of the equation for initial data with compact support. With m = 4 and n = 3the equation models the flow of a thin viscous sheet on an inclinedbed while for n m > 1 it has application in porous mediaflow under gravity. The equation can also be regarded as ananalogue of Burgers equation in non-linear diffusion. It isknown that two moving boundaries exist along which certain boundaryconditions are required to hold. The paper extends earlier workand determines the analytic behaviour of the moving boundariesexist along which certain boundary conditions are required tohold. The paper extends earlier work and determines the analyticbehaviour of the moving boundaries together with the structureof the solution which at large times is shown to depend cruciallyon the location in (n, m) parameter space.     

On the Effect of Boundary Conditions in Collocation by Polynomial Splines for the Solution of Boundary Value Problems in Ordinary Differential Equations

Consider the numerical solution of a boundary-value problemfor a differential equation of order m using collocation ofa polynomial spline of degree n m on a uniform mesh of sizeh. We describe several collocation schemes which differ onlyin the boundary collocation conditions and which include a "natural"spline collocation scheme. Taking account of derived asymptoticerror bounds most of which are, roughly speaking, of O(hn^12m+1), we discuss the computational effectiveness of the variousschemes.     

Observability of Nonlinear Systems

We consider the observability of systems of the form = Ax +Nx, y = Fx, where A is a linear operator and N and F are nonlinear.We show that if the system is linearized about an equilibriumpoint x_e and the linearized system is continuously initiallyobservable, then the nonlinear system is continuously initiallyobservable in some neighbourhood of x_e. We then look at conditionsunder which solutions of the nonlinear system can be extendedfor all time and consider the problem of stabilizing the systemby feedback controls such that the solutions are eventuallyin the observability neighbourhood of x_e. Finally, we applythese ideas to two systems: a wave equation and a diffusionequation with nonlinear perturbations and nonlinear observations.     

Stability of Runge-Kutta Methods for Trajectory Problems

A solution of a system of m autonomous differential equationsdefines a trajectory in m-dimensional space and, in particular,may give a closed orbital path. Typical trajectories are describedby a model nonlinear problem introduced in this article. Forthis problem, a trajectory lies on a surface characterized bya real symmetric matrix. It is shown that some Runge-Kutta methodspossess a property which ensures that, for this model problem,the numerical solution lies on the same surface as the trajectory.When m = 2, the numerical solution lies on the trajectory. Thisproperty is related to algebraic stability. A weaker propertysuffices for normalized differential systems.     

A Hitchin-Kobayashi Correspondence for Coherent Systems on Riemann Surfaces

A coherent system (E, V) consists of a holomorphic bundle plusa linear subspace of its space of holomorphic sections. Motivatedby the usual notion in geometric invariant theory, a notionof slope stability can be defined for such objects. In the paperit is shown that stability in this sense is equivalent to theexistence of solutions to a certain set of gauge theoretic equations.One of the equations is essentially the vortex equation (thatis, the Hermitian–Einstein equation with an additionalzeroth order term), and the other is an orthonormality conditionon a frame for the subspace VH⁰(E).     

A Sixth-order Tridiagonal Finite Difference Method for General Non-linear Two-point Boundary Value Problems

We present a sixth-order finite difference method for the generalsecond-order non-linear differential equation Y"=f(x, y, y')subject to the boundary conditions y(a) = A, y(b) = B. In thecase of linear differential equations, our finite differencescheme leads to tridiagonal linear systems. We establish, underappropriate conditions, O(h⁶)-convergence of the finite differencescheme. Numerical examples are given to illustrate the methodand its sixth-order convergence.     

A transform method for linear evolution PDEs on a finite interval

We study initial boundary value problems for linear scalar evolutionpartial differential equations, with spatial derivatives ofarbitrary order, posed on the domain {t > 0, 0 < x <L}. We show that the solution can be expressed as an integralin the complex k-plane. This integral is defined in terms ofan x-transform of the initial condition and a t-transform ofthe boundary conditions. The derivation of this integral representationrelies on the analysis of the global relation, which is an algebraicrelation defined in the complex k-plane coupling all boundaryvalues of the solution. For particular cases, such as the case of periodic boundaryconditions, or the case of boundary value problems for even-orderPDEs, it is possible to obtain directly from the global relationan alternative representation for the solution, in the formof an infinite series. We stress, however, that there existinitial boundary value problems for which the only representationis an integral which cannot be written as an infinite series.An example of such a problem is provided by the linearized versionof the KdV equation. Similarly, in general the solution of odd-orderlinear initial boundary value problems on a finite intervalcannot be expressed in terms of an infinite series.     

Computable analysis of a boundary‐value problem for the generalized KdV–Burgers equation

In this paper, we investigate the computability of the solution operator of the generalized KdV‐Burgers equation with initial‐boundary value problem. Here, the solution operator is a nonlinear map H^{3m ? 1}(R⁺) × H^m(0,T)→C([0,T];H^{3m ? 1}(R⁺)) from the initial‐boundary value data to the solution of the equation. By a technique that is widely used for the study of nonlinear dispersive equation, and using the type 2 theory of effectivity as computable model, we prove that the solution map is Turing computable, for any integer m ≥ 2, and computable real number T > 0. Copyright © 2014 John Wiley & Sons, Ltd.     

Optimal boundary control problem for n x n infinite-order parabolic lag system

^** Email: haelsaify{at}yahoo.com In this paper, we study the linear quadratic optimal boundarycontrol problem for n x n coupled system of infinite-order parabolicpartial differential equation, in which time-varying lags appearin the state equation and in the Neumann boundary conditionsimultaneously. By Lions scheme, necessary and sufficient conditionof optimality for the Neumann problem with quadratic functionaland constraint control is derived. Finally, several mathematicalexamples for derived optimality conditions are presented.     

Asymptotic simplification for a reaction-diffusion problem with a nonlinear boundary condition

We study non-negative solutions of the porous medium equationwith a source and a nonlinear flux boundary condition, u_t =(u^m)_xx + u^p in (0, ), x (0, T); – (u^m)_x (0, t) = u^q (0,t) for t (0, T); u (x, 0) = u₀ (x) in (0, ), where m > 1,p, q > 0 are parameters. For every fixed m we prove thatthere are two critical curves in the (p, q-plane: (i) the criticalexistence curve, separating the region where every solutionis global from the region where there exist blowing-up solutions,and (ii) the Fujita curve, separating a region of parametersin which all solutions blow up from a region where both globalin time solutions and blowing-up solutions exist. In the caseof blow up we find the blow-up rates, the blow-up sets and theblow-up profiles, showing that there is a phenomenon of asymptoticsimplification. If 2q < p + m the asymptotics are governedby the source term. On the other hand, if 2q > p + m theevolution close to blow up is ruled by the boundary flux. If2q = p + m both terms are of the same order.     

Solving two-point boundary value problems with spline functions

We consider a collocation method for the approximation of thesolution of the nonlinear two-point boundary value problem y'(x)=f(x,y(x)), y(a)=A, y(b)=B, using splines of degree m3. The methodwhich we shall use leads to a system of recurrence relationswhich can be solved by Newton's method. By obtaining asymptotic error bounds we verify a conjectureof Khalifa & Eilbeck, i.e. splines of even degree can giveeven better solutions than splines of odd degree in certaincases.     

Generalized boundary values of solutions of quasilinear elliptic equations with linear principal part

We establish conditions for the nonlinear part of a quasilinear elliptic equation of order 2m with linear principal part under which a solution regular inside a domain and belonging to a certain weighted L ₁-space takes boundary values in the space of generalized functions. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 59, No. 12, pp. 1674–1688, December, 2007.     

A Fourth-order Tridiagonal Finite Difference Method for General Non-linear Two-point Boundary Value Problems with Mixed Boundary Conditions

We present a new fourth-order finite difference method for thegeneral second-order non-linear differential equation y^N = f(x,y, y') subject to mixed two-point boundary conditions. An interestingfeature of our method is that each discretization of the differentialequation at an interior grid point is based on just three evaluationsof f. We establish, under appropriate conditions, O(h⁴)-convergenceof the finite difference scheme. In the case of linear differentialequations, our finite difference scheme leads to tridiagonallinear systems. Numerical examples are considered to demonstratecomputationally the fourth order of the method.     

Spectral decompositions in nonlinear coupled diffusion

The solutions of a coupled, linear and nonlinear diffusion equationin a semi-infinite medium are derived using series methods.In addition, perturbation techniques allied to the spectraldecomposition of matrices are used to simplify the analysisand to find semianalytic solutions. The discussion is motivatedby the transmission of heat, moisture, and solute through thestrongly nonlinear medium of soil. Under boundary conditionsrepresenting the daily or seasonal fluctuations, it is shownusing spectral decomposition, despite the nonlinearities, howthe period of oscillation is preserved on passage through themedium. It is also shown how n³ partial differential equationsmay be solved for each of the n coupled variables to determineclosed forms for the first- and second-order perturbation effects.Examples of the solutions are given for the case of the coupledtransport of heat and moisture in soil.