A new coupled approach high accuracy numerical method for the solution of 3D non-linear biharmonic equations

In this paper, we derive a new fourth order finite difference approximation based on arithmetic average discretization for the solution of three-dimensional non-linear biharmonic partial differential equations on a 19-point compact stencil using coupled approach. The numerical solutions of unknown variable u(x,y,z) and its Laplacian ∇²u are obtained at each internal grid point. The resulting stencil algorithm is presented which can be used to solve many physical problems. The proposed method allows us to use the Dirichlet boundary conditions directly and there is no need to discretize the derivative boundary conditions near the boundary. We also show that special treatment is required to handle the boundary conditions. The new method is tested on three problems and the results are compared with the corresponding second order approximation, which we also discuss using coupled approach.     

A new high accuracy locally one-dimensional scheme for the wave equation

In this paper, a new locally one-dimensional (LOD) scheme with error of O(Δt⁴+h⁴) for the two-dimensional wave equation is presented. The new scheme is four layer in time and three layer in space. One main advantage of the new method is that only tridiagonal systems of linear algebraic equations have to be solved at each time step. The stability and dispersion analysis of the new scheme are given. The computations of the initial and boundary conditions for the two intermediate time layers are explicitly constructed, which makes the scheme suitable for performing practical simulation in wave propagation modeling. Furthermore, a comparison of our new scheme and the traditional finite difference scheme is given, which shows the superiority of our new method.     

Optimal boundary control by an elastic force at one end and a displacement at the other end for an arbitrary sufficiently large time interval in the string vibration problem

We consider a boundary value problem for the wave equation with given initial conditions and with boundary conditions of the second kind at one end of the string and boundary conditions of the first kind at the other end of the string. We assume the boundary conditions to ensure that the solution of the problem (in the class of generalized functions) satisfying the initial conditions at the initial time t = 0 satisfies given terminal conditions at the terminal time t = T. We clarify the relationship between the functions µ(t) and ν(t) in the boundary conditions and the given functions specifying the initial and terminal states. We obtain closed-form analytic expressions for the functions µ(t) and ν(t) minimizing the boundary energy functional.     

A new modification of He’s homotopy perturbation method for rapid convergence of nonlinear undamped oscillators

In this paper we present a new efficient modification of the homotopy perturbation method with x ³ force nonlinear undamped oscillators for the first time that will accurate and facilitate the calculations. The He’s homotopy perturbation method is modified by adding a term to linear operator depends on the equation and boundary conditions. We find that this modified homotopy perturbation method works very well for the wide range of time and boundary conditions for nonlinear oscillator. Only two or three iteration leads to high accuracy of the solutions. We then conduct a comparative study between the new modification and the homotopy perturbation method for strongly nonlinear oscillators. Numerical illustrations are investigated to show the accurate of the techniques. The new modified method accelerates the rapid convergence of the solution, reduces the error solution and increases the validity range. The new modification introduces a promising tool for many nonlinear problems.     

The Laplacian on Cylindrical Domains

The aim of this paper is to prove elliptic regularity and parabolic maximal regularity of the Laplacian with mixed boundary conditions on domains Ω carrying a cylindrical structure. More precisely, we consider Ω to be given as the Cartesian product of whole or half spaces, a cube ${\mathcal{Q}}$ , and a standard domain V having compact boundary. Taking advantage of this structure we apply operator-valued Fourier multiplier results to transfer ${\mathcal{H}^{\infty}}$ -calculus results known for the Laplacian in L ^p (V) to the Laplacian in L ^p (Ω). This approach turns out to inherit elliptic regularity, i.e. the domain of the Dirichlet Laplacian equals ${W^{2,p}(\Omega) \cap W_0^{1,p}(\Omega)}$ , for instance. This is surprising since Ω may be unbounded and non-convex with boundary neither compact nor of class C ^1,1 at the same time. More generally, we consider the following mixture of boundary conditions: on every smooth part of the boundary Dirichlet or Neumann boundary conditions are imposed and on parts related to ${\mathcal{Q}}$ generalized periodic boundary conditions are included. Via ${\mathcal{R}}$ -sectoriality we deduce maximal regularity in the parabolic sense which seems to be new for this general class of boundary conditions. Parabolic equations with such a mixture of boundary conditions on such type of domains appear for example in models describing growth of biological cells.     

Boundary penalty finite element methods for blending surfaces,III. Superconvergence and stability and examples

This paper is Part III of the study on blending surfaces by partial differential equations (PDEs). The blending surfaces in three dimensions (3D) are taken into account by three parametric functions, x(r,t),y(r,t) and z(r,t). The boundary penalty techniques are well suited to the complicated tangent (i.e., normal derivative) boundary conditions in engineering blending. By following the previous papers, Parts I and II in Li (J. Comput. Math. 16 (1998) 457–480; J. Comput. Appl. Math. 110 (1999) 155–176) the corresponding theoretical analysis is made to discover that when the penalty power σ=2, σ=3 (or 3.5) and 0<σ⩽1.5 in the boundary penalty finite element methods (BP-FEMs), optimal convergence rates, superconvergence and optimal numerical stability can be achieved, respectively. Several interesting samples of 3D blending surfaces are provided, to display the remarkable advantages of the proposed approaches in this paper: unique solutions of blending surfaces, optimal blending surfaces in minimum energy, ease in handling the complicated boundary constraint conditions, and less CPU time and computer storage needed. This paper and Li (J. Comput. Math. 16 (1998) 457–480; J. Comput. Appl. Math.) provide a foundation of blending surfaces by PDE solutions, a new trend of computer geometric design.     

Sturm-Liouville operators with measure-valued coefficients

We give a comprehensive treatment of Sturm-Liouville operators whose coefficients are measures, including a full discussion of self-adjoint extensions and boundary conditions, resolvents, and Weyl-Titchmarsh-Kodaira theory. We avoid previous technical restrictions and, at the same time, extend all results to a larger class of operators. Our operators include classical Sturm-Liouville operators, Sturm-Liouville operators with (local and non-local) δ and δ′ interactions or transmission conditions as well as eigenparameter dependent boundary conditions, Krein string operators, Lax operators arising in the treatment of the Camassa-Holm equation, Jacobi operators, and Sturm-Liouville operators on time scales as special cases.     

Abstract time-dependent transport equations

We consider the abstract time-dependent linear transport equation as an initial-boundary value evolution problem in the Banach spaces L_p, 1 ⩽ p < ∞, or on a space of measures on a (possibly time-dependent) kinetic phase space. Existence, uniqueness, dissipativity, and positivity results are proved for very general, possibly time-dependent, transport operators and boundary conditions. When the phase space, boundary conditions, and transport operator are independent of time, corresponding results are obtained for the associated semigroup.     

Multiple positive solutions to a three-point boundary value problem with p-Laplacian

Sufficient conditions are obtained that guarantee the existence of at least two positive solutions for the equation (g(u′(t)))′+a(t)f(u)=0 subject to boundary conditions, by a simple application of a new fixed-point theorem due to Avery and Henderson.     

The Riesz Basis Property of an Indefinite Sturm–Liouville Problem with Non-Separated Boundary Conditions

We consider a regular indefinite Sturm–Liouville eigenvalue problem ?f′′ + q f = λ r f on [a, b] subject to general self-adjoint boundary conditions and with a weight function r which changes its sign at finitely many, so-called turning points. We give sufficient and in some cases necessary and sufficient conditions for the Riesz basis property of this eigenvalue problem. In the case of separated boundary conditions we extend the class of weight functions r for which the Riesz basis property can be completely characterized in terms of the local behavior of r in a neighborhood of the turning points. We identify a class of non-separated boundary conditions for which, in addition to the local behavior of r in a neighborhood of the turning points, local conditions on r near the boundary are needed for the Riesz basis property. As an application, it is shown that the Riesz basis property for the periodic boundary conditions is closely related to a regular HELP-type inequality without boundary conditions.     

On the heat flow of equation of surfaces of constant mean curvatures

We consider the initial and boundary value problem of heat flow of equation of surfaces of constant mean curvatures. We give sufficient conditions on the initial data such that the heat flow develops finite time singularity. We also provide a new set of initial data to guarantee the existence of global regular solutions to the heat flow that converges to zero in H ¹ exponentially as time goes to infinity.     

Blow-up phenomena for a semilinear heat equation with nonlinear boundary condition, I

We consider the blow-up of the solution to a semilinear heat equation with nonlinear boundary condition. We establish conditions on nonlinearities sufficient to guarantee that u(x, t) exists for all time t > 0 as well as conditions on data forcing the solution u(x, t) to blow up at some finite time t*. Moreover, an upper bound for t* is derived. Under somewhat more restrictive conditions, lower bounds for t* are also derived.     

First order dynamic inclusions on time scales

In this paper, we study existence of solutions of first order dynamic inclusions on time scales with general boundary conditions. Both the ∇-derivative and Δ-derivative cases are considered. Examples are presented to illustrate that the Δ-derivative case needs more restrictive assumptions.     

A numerical comparison of Chebyshev methods for solving fourth order semilinear initial boundary value problems

In solving semilinear initial boundary value problems with prescribed non-periodic boundary conditions using implicit-explicit and implicit time stepping schemes, both the function and derivatives of the function may need to be computed accurately at each time step. To determine the best Chebyshev collocation method to do this, the accuracy of the real space Chebyshev differentiation, spectral space preconditioned Chebyshev tau, real space Chebyshev integration and spectral space Chebyshev integration methods are compared in the L² and W^2,2 norms when solving linear fourth order boundary value problems; and in the L^∞([0,T];L²) and L^∞([0,T];W^2,2) norms when solving initial boundary value problems. We find that the best Chebyshev method to use for high resolution computations of solutions to initial boundary value problems is the spectral space Chebyshev integration method which uses sparse matrix operations and has a computational cost comparable to Fourier spectral discretization.     

Three-dimensional approximate local DtN boundary conditions for prolate spheroid boundaries

We propose a new class of approximate local DtN boundary conditions to be applied on prolate spheroidal-shaped exterior boundaries when solving problems of acoustic scattering by elongated obstacles. These conditions are: (a) exact for the first modes, (b) easy to implement and to parallelize, (c) compatible with the local structure of the computational finite element scheme, and (d) applicable to exterior ellipsoidal-shaped boundaries that are more suitable in terms of cost-effectiveness for surrounding elongated scatterers. We investigate analytically and numerically the effect of the frequency regime and the slenderness of the boundary on the accuracy of these conditions. We also compare their performance to the second-order absorbing boundary condition (BGT2) designed by Bayliss, Gunzburger and Turkel when expressed in prolate spheroid coordinates. The analysis reveals that, in the low-frequency regime, the new second-order DtN condition (DtN2) retains a good level of accuracy regardless of the slenderness of the boundary. In addition, the DtN2 boundary condition outperforms the BGT2 condition. Such superiority is clearly noticeable for large eccentricity values.     

Stability and Super Convergence Analysis of ADI-FDTD for the 2D Maxwell Equations in a Lossy Medium

Several new energy identities of the two dimensional(2D) Maxwell equations in a lossy medium in the case of the perfectly electric conducting boundary conditions are proposed and proved. These identities show a new kind of energy conservation in the Maxwell system and provide a new energy method to analyze the alternating direction implicit finite difference time domain method for the 2D Maxwell equations (2D-ADI-FDTD). It is proved that 2D-ADI-FDTD is approximately energy conserved, unconditionally stable and second order convergent in the discrete L² and H¹ norms, which implies that 2D-ADI-FDTD is super convergent. By this super convergence, it is simply proved that the error of the divergence of the solution of 2D-ADI-FDTD is second order accurate. It is also proved that the difference scheme of 2D-ADI-FDTD with respect to time t is second order convergent in the discrete H¹ norm. Experimental results to confirm the theoretical analysis on stability, convergence and energy conservation are presented.     

Singular perturbation of an infinite interval linear state regulator problem in optimal control

The corresponding problem on a finite interval has been studied by O'Malley and Kung using two different methods, namely: (1) the two-point boundary value method (O'Malley and Kung, SIAM J. Control13 (1975), 327–337) and (2) The Riccati gain method (O'Malley and Kung, J. Differential Eqs.16 (1974), 413–427). For the infinite interval, the two-point boundary value method is no longer relevant. However, the Riccati gain method can be applied. The conditions are changed slightly from those for the finite interval case. Some conditions are eliminated and some new conditions are added.     

The evolution to a steady state for a porous medium model

An initial boundary value problem is considered for a nonlinear diffusion equation, the diffusivity being a function of the dependent variable. Dirichlet boundary conditions, independent of time, are considered and positive solutions are assumed. This paper is mainly concerned with the rate of convergence, in time, of the unsteady to the steady state. This is done by obtaining an upper estimate for a positive-definite, integral measure of the perturbation (i.e., unsteady-steady state) using differential inequality techniques.A previous result is recalled where the diffusivity k(τ)=τn (n being a positive constant) appropriate to mass transport, or filtration, in a porous medium. The present paper treats an alternative model, sharing some of the characteristics of the previous one: k(τ)=eτ−1, τ being non-negative.The paper concludes by considering a “backwards in time” initial boundary value problem for the perturbation (amenable to the same techniques) and establishes that the solution ceases to exist beyond a critical, computable time.     

Fold completeness of a system of root vectors of a system of unbounded polynomial operator pencils in Banach spaces. II. Application

This paper is a continuation of the author’s paper in 2009,where the abstract theory of fold completeness in Banach spaces has been presented.Using obtained there abstract results,we consider now very general boundary value problems for ODEs and PDEs which polynomially depend on the spectral parameter in both the equation and the boundary conditions.Moreover,equations and boundary conditions may contain abstract operators as well.So,we deal,generally,with integro-differential equations,functional-differential equations,nonlocal boundary conditions,multipoint boundary conditions,integro-differential boundary conditions.We prove n-fold completeness of a system of root functions of considered problems in the corresponding direct sum of Sobolev spaces in the Banach Lq-framework,in contrast to previously known results in the Hilbert L 2-framework.Some concrete mechanical problems are also presented.     

Nonlinear vibration and characteristics of flexible plate-strips with non-symmetric boundary conditions

Regular and chaotic vibrations together with bifurcations of flexible plate-strips with non-symmetric boundary conditions, are investigated through the Bubnov–Galerkin method and a finite difference method of error O(h⁴). Particular attention is paid to non-symmetric boundary conditions. Lyapunov exponents are estimated via Bennetin’s method. Some new examples of routes from regular to chaotic dynamics, and within chaotic dynamics are illustrated and discussed. The phase transitions from chaos to hyperchaos, and a novel phenomenon of a shift from hyperchaos to hyperhyper chaos is also reported.