First passage Monte Carlo algorithms for solving coupled systems of diffusion–reaction equations

We suggest in this letter a new Random Walk on Spheres (RWS) stochastic algorithm for solving systems of coupled diffusion–reaction equations where the random walk is living both on the randomly walking spheres and inside the relevant balls. The method is mesh free both in space and time, and is well applied to solve high-dimensional problems with complicated domains. The algorithms are based on tracking the trajectories of the diffusing particles exactly in accordance with the probabilistic distributions derived from the explicit representation of the relevant Green functions for balls and spheres. They can be conveniently used not only for the solutions, but also for a direct calculation of fluxes to any part of the boundary without calculating the whole solution in the domain. Some applications to exciton flux calculations in the diffusion imaging method in semiconductors are discussed.     

On the efficiency of two variants of Kurchatov’s method for solving nonlinear systems

We consider Kurchatov’smethod and construct two variants of this method for solving systems of nonlinear equations and deduce their local R-orders of convergence in a direct symbolic computation. We also propose a generalization to several variables of the efficiency used in the scalar case and analyse the efficiencies of the three methods when they are used to solve systems of nonlinear equations.     

A Kantorovich-type convergence analysis of the Newton–Josephy method for solving variational inequalities

We present a Kantorovich-type semilocal convergence analysis of the Newton–Josephy method for solving a certain class of variational inequalities. By using a combination of Lipschitz and center-Lipschitz conditions, and our new idea of recurrent functions, we provide an analysis with the following advantages over the earlier works (Wang 2009, Wang and Shen, Appl Math Mech 25:1291–1297, 2004) (under the same or less computational cost): weaker sufficient convergence conditions, larger convergence domain, finer error bounds on the distances involved, and an at least as precise information on the location of the solution.     

Error estimates of structure-preserving Fourier pseudospectral methods for the fractional Schrödinger equation

This paper gives a rigorous error analysis of the multisymplectic Fourier pseudospectral method for the nonlinear fractional Schrödinger equation. The method preserves some intrinsic structure properties including the generalized multisymplectic conservation law. By rewriting it in a matrix form similar to that in the finite difference method, the method is shown to be convergent in the discrete L² norm with the second-order accuracy in time and spectral accuracy in space. The key techniques in the analysis include the discrete energy method, cutoff of the nonlinearity, and a posterior bound of numerical solutions by using the inverse inequality. In a similar line, the convergence result for the symplectic Fourier pseudospectral method can also be established. Moreover, the errors in the local and global energy conservation laws of discrete systems are also investigated. Numerical tests are performed to confirm the theoretical results.     

He’s homotopy perturbation method for solving systems of Volterra integral equations of the second kind

In this paper, the He’s homotopy perturbation method is applied to solve systems of Volterra integral equations of the second kind. Some examples are presented to illustrate the ability of the method for linear and non-linear such systems. The results reveal that the method is very effective and simple.     

Error analysis of Padé iterations for computing matrix invariant subspaces

The method of Padé matrix iteration is commonly used for computing matrix sign function and invariant subspaces of a real or complex matrix. In this paper, a detailed rounding error analysis is given for two classical schemes of the Pad’e matrix iteration, using basic matrix floating point arithmetics. Error estimations of computing invariant subspaces by the Padé sign iteration are also provided. Numerical experiments are given to show the numerical behaviors of the Padé iterations and the corresponding subspace computation.      

A refined semilocal convergence analysis of an algorithm for solving the Ricatti equation

The semilocal convergence of a numerical algorithm for solving the algebraic Ricatti equation with multiparameter singularly perturbed systems is investigated here. We show that under weaker hypotheses and the some computational cost than in Mukaidani et al. (J. Math. Anal. Appl. 267:209–234, [2002]) finer estimates on the distances involved and a more precise information on the location of the solution can be obtained.     

Methods for solving systems of linear and convex inequalities based on the Fejér principle

The paper contains a brief review of the author’s results concerning the technique of constructing Fejér contraction mappings, which are used in iterative processes of solving linear and convex systems of inequalities as well as accompanying optimization problems. The general approach is based on the notion of M-Fejér step “p → q” defined by the property

$$\left| {q - y} \right| < \left| {p - y} \right|,\forall y \in M$$

. This property (postulate) assumes the existence of a point p ∈ \(\overline {convM} \) and of a proper sufficiently arbitrary point q. Some of the problems considered in the paper are illustrated by schemes reflecting the analytics of these problems.

     

Statistical algorithms for solving the Cauchy problem for second-order parabolic equations: The “dual” scheme

This paper is a continuation of [A. S. Sipin, “Statistical Algorithms for Solving the Cauchy Problem for Second-Order Parabolic Equations,” Vestn. S.-Peterburg. Univ., Mat. Mekh. Astron., No. 3, 65–74 (2011)]. A new algorithm of the Monte Carlo method for solving the Cauchy problem for a second-order parabolic equation with smooth coefficients is considered. Unbiased estimators for functionals of the solutions of this problem are constructed. Unlike in the paper cited above, the “dual” scheme of constructing unbiased estimators for functionals of the solutions of an integral equation equivalent to the Cauchy problem is considered. This simplifies the modeling procedure, because the boundaries of the spectrum for the matrix of the leading coefficients in the equation are not required to be known.     

Spectral method for solving the system of equations of Schrödinger—Klein—Gordon field

In this paper, we construct the conservative spectral scheme for the periodic initial-value problem for a system of equations of the complex Schrödinger field, interacting with the real Klein—Gordon field and estimate the error which is \xV;\GF;(nk) − Φ^n_N\xV; + \xV;χ(nk) − iXⁿ_n\xV;₁ = O(k² + N^−(γ−1)).     

Error analysis of upwind‐discretizations for the steady‐state incompressible Navier–Stokes equations

Within the framework of finite element methods, the paper investigates a general approximation technique for the nonlinear convective term of the Navier–Stokes equations. The approach is based on an upwind method of finite volume type. It is proved that the discrete convective term satisfies a well‐known collection of sufficient conditions for convergence of the finite element solution. This revised version was published online in June 2006 with corrections to the Cover Date.     

Striped attractor generation and synchronization analysis for coupled Rössler systems

A model of networked chaotic Rössler systems with periodic couplings is discussed. New phenomena, including individual attractors in striped rectangular shapes and partial synchronization (or clustering), are shown for these locally coupled systems. Coupling-induced attractors with multiple stripes can be easily controlled by coupling parameters. Moreover, various interconnection topologies are also taken into consideration in the synchronization analysis, and dynamical behaviors of the coupled systems are illustrated by numerical results.     

Error bounds of Rayleigh–Ritz type contour integral-based eigensolver for solving generalized eigenvalue problems

We investigate contour integral-based eigensolvers for computing all eigenvalues located in a certain region and their corresponding eigenvectors. In this paper, we focus on a Rayleigh–Ritz type method and analyze its error bounds. From the results of our analysis, we conclude that the Rayleigh–Ritz type contour integral-based eigensolver with sufficient subspace size can achieve high accuracy for target eigenpairs even if some eigenvalues exist outside but near the region.     

Algorithm for solving the Navier–Stokes equations for the modeling of creeping flows

We study a coupled algorithm for solving the two-dimensional Navier–Stokes equations in the stream function–vorticity variables. The algorithm is based on a finite-difference scheme in which the inertial terms in the vortex transport equation are taken from the lower time layer and the dissipative terms, from the upper time layer. In the linear approximation, we study the stability of this algorithm and use test computations to show its advantages when modeling flows at moderate Reynolds numbers.     

Error bounds for infinite systems of convex inequalities without Slater’s condition

The feasible set of a convex semi–infinite program is described by a possibly infinite system of convex inequality constraints. We want to obtain an upper bound for the distance of a given point from this set in terms of a constant multiplied by the value of the maximally violated constraint function in this point. Apart from this Lipschitz case we also consider error bounds of H?lder type, where the value of the residual of the constraints is raised to a certain power.?We give sufficient conditions for the validity of such bounds. Our conditions do not require that the Slater condition is valid. For the definition of our conditions, we consider the projections on enlarged sets corresponding to relaxed constraints. We present a condition in terms of projection multipliers, a condition in terms of Slater points and a condition in terms of descent directions. For the Lipschitz case, we give five equivalent characterizations of the validity of a global error bound.?We extend previous results in two directions: First, we consider infinite systems of inequalities instead of finite systems. The second point is that we do not assume that the Slater condition holds which has been required in almost all earlier papers. Received: April 12, 1999 / Accepted: April 5, 2000?Published online July 20, 2000     

A numerical method for solving the time fractional Schrödinger equation

In this article, we proposed a new numerical method to obtain the approximation solution for the time-fractional Schrödinger equation based on reproducing kernel theory and collocation method. In order to overcome the weak singularity of typical solutions, we apply the integral operator to both sides of differential equation and yield a integral equation. We divided the solution of this kind equation into two parts: imaginary part and real part, and then derived the approximate solutions of the two parts in the form of series with easily computable terms in the reproducing kernel space. New bases of reproducing kernel spaces are constructed and the existence of approximate solution is proved. Numerical examples are given to show the accuracy and effectiveness of our approach.     

Optimization of adaptive algorithms for the renewal of monotone functions from the classHω

A problem of renewal of monotone functionsf(t) H [a, b] with fixed values at the ends of an interval is studied by using adaptive algorithms for calculating the values off(t) at certain points. Asymptotically exact estimates unimprovable on the entire set of adaptive algorithms are obtained for the least possible numberN() of steps providing the uniform-error. For moduli of continuity of type , 0<<1, the valueN() has a higher order as0 than in the nonadaptive case for the same amount of information.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 45, No. 12, pp. 1627–1634, December, 1993.The work was supported by the Foundation for Fundamental Studies of Ukrainian State Committee for Science and Technology.     

Stability analysis and stabilization of linear symmetric matrix-valued continuous,discrete, and impulsive dynamical systems — A unified approach for the stability analysis and the stabilization of linear systems

Matrix-valued dynamical systems are an important class of systems that can describe important processes such as covariance/second-order moment processes, or processes on manifolds and Lie Groups. We address here the case of processes that leave the cone of positive semidefinite matrices invariant, thereby including covariance and second-order moment processes. Both the continuous-time and the discrete-time cases are first considered. In the LTV case, the obtained stability and stabilization conditions are expressed as differential and difference Lyapunov conditions which are equivalent, in the LTI case, to some spectral conditions for the generators of the processes. Convex stabilization conditions are also obtained in both the continuous-time and the discrete-time setting. It is proven that systems with constant delays are stable provided that the systems with zero-delays are stable—which mirrors existing results for linear positive systems. The results are then extended and unified into an impulsive formulation for which similar results are obtained. The proposed framework is very general and can recover and/or extend many of the existing results in the literature on linear systems related to (mean-square) exponential (uniform) stability. Several examples are discussed to illustrate this claim by deriving stability conditions for stochastic systems driven by Brownian motion and Poissonian jumps, Markov jump systems, (stochastic) switched systems, (stochastic) impulsive systems, (stochastic) sampled-data systems, and all their possible combinations.