Implicit difference methods for Hamilton-Jacobi functional differential equations

Classical solutions of initial boundary value problems are approximated by solutions of associated implicit difference functional equations. A stability result is proved by using a comparison technique with nonlinear estimates of the Perron type for given functions. The Newton method is used to numerically solve nonlinear equations generated by implicit difference schemes. It is shown that there are implicit difference schemes which are convergent whereas the corresponding explicit difference methods are not. The results obtained can be applied to differential integral problems and differential equations with deviated variables.     

Implicit difference methods for evolution functional differential equations

A general theory of implicit difference schemes for nonlinear functional differential equations with initial boundary conditions is presented. A theorem on error estimates of approximate solutions for implicit functional difference equations of the Volterra type with an unknown function of several variables is given. This general result is employed to investigate the stability of implicit difference schemes generated by first-order partial differential functional equations and by parabolic problems. A comparison technique with nonlinear estimates of the Perron type for given functions with respect to the functional variable is used.     

Generalized solutions of mixed problems for first-order partial functional differential equations

A theorem on the existence of solutions and their continuous dependence upon initial boundary conditions is proved. The method of bicharacteristics is used to transform the mixed problem into a system of integral functional equations of the Volterra type. The existence of solutions of this system is proved by the method of successive approximations using theorems on integral inequalities. Classical solutions of integral functional equations lead to generalized solutions of the original problem. Differential equations with deviated variables and differential integral problems can be obtained from the general model by specializing given operators. Published in Ukrains’kyi Matematychnyi Zhurnal, Vol. 58, No. 6, pp. 804–828, June, 2006.     

Generalization of a Relaxation Scheme for Systems of Forced Nonlinear Hyperbolic Conservation Laws with Spatially Dependent Flux Functions

A generalization of a finite difference method for calculating numerical solutions to systems of nonlinear hyperbolic conservation laws in one spatial variable is investigated. A previously developed numerical technique called the relaxation method is modified from its initial application to solve initial value problems for systems of nonlinear hyperbolic conservation laws. The relaxation method is generalized in three ways herein to include problems involving any combination of the following factors: systems of nonlinear hyperbolic conservation laws with spatially dependent flux functions, nonzero forcing terms, and correctly posed boundary values. An initial value problem for the forced inviscid Burgers' equation is used as an example to show excellent agreement between theoretical solutions and numerical calculations. An initial boundary value problem consisting of a system of four partial differential equations based on the two-layer shallow-water equations is solved numerically to display a more general applicability of the method than was previously known.     

On the existence of viscosity solutions for the parabolic differential-functional Cauchy problem

We consider the nonlinear Cauchy problem for second order differential-functional equations of parabolic type, and present two existence theorems: in the class of bounded and in the class of unbounded viscosity solutions. These are based on differential inequalities and on the contraction method. The functional dependence in the equation is of Hale type. Our results cover equations with retarded and deviated argument, and differential-integral problems.     

Numerical solutions for some coupled systems of nonlinear boundary value problems

Summary In the well-known Volterra-Lotka model concerning two competing species with diffusion, the densities of the species are governed by a coupled system of reaction diffusion equations. The aim of this paper is to present an iterative scheme for the steady state solutions of a finite difference system which corresponds to the coupled nonlinear boundary value problems. This iterative scheme is based on the method of upper-lower solutions which leads to two monotone sequences from some uncoupled linear systems. It is shown that each of the two sequences converges to a nontrivial solution of the discrete equations. The model under consideration may have one, two or three nonzero solutions and each of these solutions can be computed by a suitable choice of initial iteration. Numerical results are given for these solutions under both the Dirichlet boundary condition and the mixed type boundary condition.     

First-order advanced difference equations

We investigate the existence of solutions to nonlinear first-order difference problems with advanced arguments. Sufficient conditions when such problems have solutions (extremal or unique) are given. Linear advanced difference inequalities are also discussed. According to my knowledge, it is a first paper when a monotone iterative method is applied to nonlinear boundary value problems for first-order difference equations with advanced arguments. An example illustrates the theoretical results.     

Laplace transform for the solution of higher order deformation equations arising in the homotopy analysis method

A new analytic approach for solving nonlinear ordinary differential equations with initial conditions is proposed. First, the homotopy analysis method is used to transform a nonlinear differential equation into a system of linear differential equations; then, the Laplace transform method is applied to solve the resulting linear initial value problems; finally, the solutions to the linear initial value problems are employed to form a convergent series solution to the given problem. The main advantage of the new approach is that it provides an effective way to solve the higher order deformation equations arising in the homotopy analysis method.     

On the Cauchy problem for nonlinear dissipative systems

The large-time asymptotic behavior of solutions of the Cauchy problem for a system of nonlinear evolutionary equations with dissipation is studied. The approach used in the case of small initial data is based on the construction of solutions by the method of contracting mappings. In the case of large initial data, we will obtain the large-time asymptotics of solutions with a certain symmmetry of a nonlinear term taken into account. In the critical case, it is proved that if the initial data has a nonzero total mass, then the principal term of the large-time asymptotics of a solution is given by the self-similar solution uniquely determined by the total mass of the initial data. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 29, Voronezh Conference-1, 2005.     

Positive solutions and dynamics of a finite difference reaction–diffusion system

We investigate the dynamics and methods of computation for some nonlinear finite difference systems that are the discretized equations of a time-dependent and a steady-state reaction–diffusion problem. The formulation of the discrete equations for the time-dependent problem is based on the implicit method for parabolic equations, and the computational algorithm is based on the method of monotone iterations using upper and lower solutions as the initial iterations. The monotone iterative method yields improved upper and lower bounds of the solution in each iteration, and the sequence of iterations converges monotonically to a solution for both the time-dependent and the steady-state problems. An important consequence of this method is that it leads to a bifurcation point that determines the dynamic behavior of the time-dependent problem in relation to the corresponding steady-state problem. This bifurcation point also determines whether the steady-state problem has one or two non-negative solutions, and is explicitly given in terms of the physical parameters of the system and the type of boundary conditions. Numerical results are presented for both the time-dependent and the steady-state problems under various boundary conditions, including a test problem with known analytical solution. These numerical results exhibit the predicted dynamic behavior of the time-dependent solution given by the theoretical analysis. Also discussed are the numerical stability of the computational algorithm and the convergence of the finite difference solution to the corresponding continuous solution of the reaction–diffusion problem. © 1993 John Wiley & Sons, Inc.     

Comparison of symmetry and homotopy solutions for nonlinear heat transfer systems

This study deals with the analytic solutions for the two nonlinear problems arising in heat transfer. These problems are due to (i) temperature distribution in lumped system of combined convection–radiation and (ii) temperature distribution in a uniformly thick rectangular fin radiation to free space. Large symmetry algebras are obtained for the nonlinear ordinary differential equations (ODEs) describing the heat transfer. We use method of canonical variables to either linearize or transform the governing equations to integrable forms. Exact solutions are constructed. Finally, a comparison is given between the homotopy and symmetry solutions.     

Numerical solutions of coupled systems of nonlinear elliptic equations

This article deals with numerical solutions of a general class of coupled nonlinear elliptic equations. Using the method of upper and lower solutions, monotone sequences are constructed for difference schemes which approximate coupled systems of nonlinear elliptic equations. This monotone convergence leads to existence‐uniqueness theorems for solutions to problems with reaction functions of quasi‐monotone nondecreasing, quasi‐monotone nonincreasing and mixed quasi‐monotone types. A monotone domain decomposition algorithm which combines the monotone approach and an iterative domain decomposition method based on the Schwarz alternating, is proposed. An application to a reaction‐diffusion model in chemical engineering is given. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 621–640, 2012     

Finite difference reaction diffusion equations with nonlinear boundary conditions

This article is concerned with numerical solutions of finite difference systems of reaction diffusion equations with nonlinear internal and boundary reaction functions. The nonlinear reaction functions are of general form and the finite difference systems are for both time-dependent and steady-state problems. For each problem a unified system of nonlinear equations is treated by the method of upper and lower solutions and its associated monotone iterations. This method leads to a monotone iterative scheme for the computation of numerical solutions as well as an existence-comparison theorem for the corresponding finite difference system. Special attention is given to the dynamical property of the time-dependent solution in relation to the steady-state solutions. Application is given to a heat-conduction problem where a nonlinear radiation boundary condition obeying the Boltzmann law of cooling is considered. This application demonstrates a bifurcation property of two steady-state solutions, and determines the dynamic behavior of the time-dependent solution. Numerical results for the heat-conduction problem, including a test problem with known analytical solution, are presented to illustrate the various theoretical conclusions. © 1995 John Wiley & Sons, Inc.     

Analysis of Local Dynamics of Difference and Close to Them Differential-Difference Equations

We study the local dynamics of one class of nonlinear difference equations which is important for applications. Using perturbation theory methods, we construct sets of singularly perturbed differential-difference equations that are close (in a sense) to initial difference equations. For the problem on the stability of the zero equilibrium state and for certain infinite-dimensional critical cases, we propose a method that allows us to construct analogs of normal forms. We mean special nonlinear boundary value problems without small parameters, whose nonlocal dynamics describes the structure of solutions to initial equations in a small neighborhood of the equilibrium state. We show that dynamic properties of difference and close to them differential-difference equations considerably differ.     

On the blow-up of solutions to nonlinear initial-boundary value problems

We consider the problem of nonexistence (blow-up) of solutions of nonlinear evolution equations in the case of a bounded (with respect to the space variables) domain. Following the method of nonlinear capacity based on the application of test functions that are optimal (“characteristic”) for the corresponding nonlinear operators, we obtain conditions for the blowup of solutions to nonlinear initial-boundary value problems. We also show by examples that these conditions are sharp in the class of problems under consideration.     

具有多个非线性源项的波动方程

利用位势井方法研究在有界区域上具有多个非线性源项的波动方程初边值问题．给出了位势井的结构和位势井深度函数的性质．通过引进位势井族得到了在这些问题的流之下的一些集合不变性以及解的真空隔离,揭示了只要问题的初值属于位势井内或位势井外,则问题在今后所有时间内的解都存在于位势井内或井外,同时存在一个没有解的空间区域．进而给出了解的整体存在和不存在的门槛结果．最后,利用相同的方法讨论了具有临界初始条件的问题．     

Solutions of n-point boundary value problems associated with nonlinear summary difference equations

Variation of parameter methods play a fundamental rôle in understanding solutions of perturbed nonlinear differential as well as difference equations. This paper is devoted to the study of n-point boundary value problems associated with systems of nonlinear first-order summary difference equations by using the nonlinear variation of parameter methods. New variational formulae, which provide connections between the solutions of initial value problems and n-point boundary value problems, are obtained. An iterative scheme for computing approximated solutions of the boundary value problems is also provided.     

Conservative finite difference schemes for the generalized Zakharov–Kuznetsov equations

This paper is concerned with the construction of conservative finite difference schemes by means of discrete variational method for the generalized Zakharov–Kuznetsov equations and the numerical solvability of the two-dimensional nonlinear wave equations. A finite difference scheme is proposed such that mass and energy conservation laws associated with the generalized Zakharov–Kuznetsov equations hold. Our arguments are based on the procedure that D. Furihata has recently developed for real-valued nonlinear partial differential equations. Numerical results are given to confirm the accuracy as well as validity of the numerical solutions and then exhibit remarkable nonlinear phenomena of the interaction and behavior of pulse wave solutions.     

非线性Sobolev-Galpern方程解的blow up

本文研究非线性Ｓｏｂｏｌｅｖ－Ｃａｌｐｅｒｎ方程的初边值问题整体解的不存性即解的爆破问题,用能量估计方法并借助于Ｊｅｎｓｅｎ不等式证明了非线性Ｓｏｂｏｌｉｖ－Ｇａｌｐｅｒｎ方程各种初边值问题在某些假设下不存在整体解。     

一类三阶非线性色散波方程 Cauchy 问题解的解析性

利用抽象的Cauchy-Kowalevski定理,证明了一类三阶非线性色散方程Cauchy问题解的解析性,即如果该Cauchy问题初值是解析的,则其解关于空间变量是全局解析的,关于时间变量是局部解析的.