Application of Rothe’s Method to a Parabolic Inverse Problem with Nonlocal Boundary Condition

We consider an inverse problem for the determination of a purely time-dependent source in a semilinear parabolic equation with a nonlocal boundary condition. An approximation scheme for the solution together with the well-posedness of the problem with the initial value u₀ ∈ H¹(Ω) is presented by means of the Rothe time-discretization method. Further approximation scheme via Rothe’s method is constructed for the problem when u₀ ∈ L²(Ω) and the integral kernel in the nonlocal boundary condition is symmetric.

     

Periodic Solutions of Non-linear Anisotropic Partial Differential Equations

Periodic solutions of arbitrary period to semilinear partial differential equations of Zabusky or Boussinesq type are obtained. More generally, for a linear differential operator A(y,∂), the equation A(y,∂)u = (−1)^∣γ∣∂^γf(y,∂^γu), y = (t,x)∈ℝ^k×G is studied, where homogeneous boundary conditions on ∂G and periodicity conditions on t are imposed. The solutions are obtained by variational methods in anisotropic Sobolev spaces.     

Compact difference schemes for heat equation with Neumann boundary conditions (II)

This is the further work on compact finite difference schemes for heat equation with Neumann boundary conditions subsequent to the paper, [Sun, Numer Methods Partial Differential Equations (NMPDE) 25 (2009), 1320–1341]. A different compact difference scheme for the one‐dimensional linear heat equation is developed. Truncation errors of the proposed scheme are O(τ² + h⁴) for interior mesh point approximation and O(τ² + h³) for the boundary condition approximation with the uniform partition. The new obtained scheme is similar to the one given by Liao et al. (NMPDE 22 (2006), 600–616), while the major difference lies in no extension of source terms to outside the computational domain any longer. Compared with ones obtained by Zhao et al. (NMPDE 23 (2007), 949–959) and Dai (NMPDE 27 (2011), 436–446), numerical solutions at all mesh points including two boundary points are computed in our new scheme. The significant advantage of this work is to provide a rigorous analysis of convergence order for the obtained compact difference scheme using discrete energy method. The global accuracy is O(τ² + h⁴) in discrete maximum norm, although the spatial approximation order at the Neumann boundary is one lower than that for interior mesh points. The analytical techniques are important and can be successfully used to solve the open problem presented by Sun (NMPDE 25 (2009), 1320–1341), where analyzed theoretical convergence order of the scheme by Liao et al. (NMPDE 22 (2006), 600–616) is only O(τ² + h^3.5) while the numerical accuracy is O(τ² + h⁴), and convergence order of theoretical analysis for the scheme by Zhao et al. (NMPDE 23 (2007), 949–959) is O(τ² + h^2.5), while the actual numerical accuracy is O(τ² + h³). Following the procedure used for the new obtained difference scheme in this work, convergence orders of these two schemes can be proved rigorously to be O(τ² + h⁴) and O(τ² + h³), respectively. Meanwhile, extension to the case involving the nonlinear reaction term is also discussed, and the global convergence order O(τ² + h⁴) is proved. A compact ADI difference scheme for solving two‐dimensional case is derived. Finally, several examples are given to demonstrate the numerical accuracy of new obtained compact difference schemes. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Error estimate for a fully discrete spectral scheme for Korteweg-de Vries-Kawahara equation

We are concerned with convergence of spectral method for the numerical solution of the initial-boundary value problem associated to the Korteweg-de Vries-Kawahara equation (Kawahara equation, in short), which is a transport equation perturbed by dispersive terms of the 3rd and 5th order. This equation appears in several fluid dynamics problems. It describes the evolution of small but finite amplitude long waves in various problems in fluid dynamics. These equations are discretized in space by the standard Fourier-Galerkin spectral method and in time by the explicit leap-frog scheme. For the resulting fully discrete, conditionally stable scheme we prove an L ²-error bound of spectral accuracy in space and of second-order accuracy in time.     

Novel numerical techniques based on Fokas transforms,for the solution of initial boundary value problems

The unified transform method of A. S. Fokas has led to important new developments, regarding the analysis and solution of various types of linear and nonlinear PDE problems. In this work we use these developments and obtain the solution of time-dependent problems in a straightforward manner and with such high accuracy that cannot be reached within reasonable time by use of the existing numerical methods. More specifically, an integral representation of the solution is obtained by use of the A. S. Fokas approach, which provides the value of the solution at any point, without requiring the solution of linear systems or any other calculation at intermediate time levels and without raising any stability problems. For instance, the solution of the initial boundary value problem with the non-homogeneous heat equation is obtained with accuracy 10⁻¹⁵, while the well-established Crank–Nicholson scheme requires 2048 time steps in order to reach a 10⁻⁸ accuracy.     

Polynomial quasisolutions of linear second-order differential-difference equations

We consider the scalar linear second-order differential-difference equation with delay {fx159-01}. This equation is investigated by the method of polynomial quasisolutions based on the representation of an unknown function in the form of a polynomial {ie159-01}. Upon the substitution of this polynomial in the original equation, the residual Δ(t) = O(t ^N−1) appears. An exact analytic representation of this residual is obtained. We show the close connection between a linear differential-difference equation with variable coefficients and a model equation with constant coefficients, the structure of whose solution is determined by the roots of the characteristic quasipolynomial. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 60, No. 1, pp. 140–152, January, 2008.     

On the convergence of difference schemes for the diffusion equation of fractional order

For the diffusion equation of fractional order, we construct an approximation difference scheme of order 0(h ² + τ). We present an algorithm for the solution of boundary-value problems for a generalized transfer equation of fractional order. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 50, No. 7, pp. 994–996, July, 1998.     

A higher order richardson scheme for a singularly perturbed semilinear elliptic convection-diffusion equation

The Dirichlet problem on a vertical strip is examined for a singularly perturbed semilinear elliptic convection-diffusion equation. For this problem, the basic nonlinear difference scheme based on the classical approximations on piecewise uniform grids condensing in the vicinity of boundary layers converges ɛ-uniformly with an order at most almost one. The Richardson technique is used to construct a nonlinear scheme that converges ɛ-uniformly with an improved order, namely, at the rate O(N ₁⁻²ln² N ₁ + N ₂⁻²), where N ₁ + 1 and N ₂ + 1 are the number of grid nodes along the x ₁-axis and per unit interval of the x ₂-axis, respectively. This nonlinear basic scheme underlies the linearized iterative scheme, in which the nonlinear term is calculated using the values of the sought function found at the preceding iteration step. The latter scheme is used to construct a linearized iterative Richardson scheme converging ɛ-uniformly with an improved order. Both the basic and improved iterative schemes converge ɛ-uniformly at the rate of a geometric progression as the number of iteration steps grows. The upper and lower solutions to the iterative Richardson schemes are used as indicators, which makes it possible to determine the iteration step at which the same ɛ-uniform accuracy is attained as that of the non-iterative nonlinear Richardson scheme. It is shown that no Richardson schemes exist for the convection-diffusion boundary value problem converging ɛ-uniformly with an order greater than two. Principles are discussed on which the construction of schemes of order greater than two can be based.     

SUPERCRITICAL SEMILINEAR WAVE EQUATION WITH NON-NEGATIVE POTENTIAL

We prove a weighted L ^∞ estimate for the solution to the linear wave equation with a smooth positive time independent potential. The proof is based on application of generalized Fourier transform for the perturbed Laplace operator and a finite dependence domain argument. We apply this estimate to prove the existence of global small data solution to supercritical semilinear wave equations with potential.     

The numerical analysis of two linearized difference schemes for the Benjamin–Bona–Mahony–Burgers equation

In the article, two linearized finite difference schemes are proposed and analyzed for the Benjamin–Bona–Mahony–Burgers (BBMB) equation. For the construction of the two-level scheme, the nonlinear term is linearized via averaging k and k + 1 floor, we prove unique solvability and convergence of numerical solutions in detail with the convergence order O(τ² + h²) . For the three-level linearized scheme, the extrapolation technique is utilized to linearize the nonlinear term based on ψ function. We obtain the conservation, boundedness, unique solvability and convergence of numerical solutions with the convergence order O(τ² + h²) at length. Furthermore, extending our work to the BBMB equation with the nonlinear source term is considered and a Newton linearized method is inserted to deal with it. The applicability and accuracy of both schemes are demonstrated by numerical experiments.     

L p - L q estimates of solutions to the damped wave equation in 3-dimensional space and their application

 It has been asserted that the damped wave equation has the diffusive structure as t→∞. In this paper we consider the Cauchy problem in 3-dimensional space for the linear damped wave equation and the corresponding parabolic equation, and obtain the L ^p −L ^q estimates of the difference of each solution, which represent the assertion precisely. Explicit formulas of the solutions are analyzed for the proof. The second aim is to apply the L ^p −L ^q estimates to the semilinear damped wave equation with power nonlinearity. If the power is larger than the Fujita exponent, then the time global existence of small weak solution is proved and its optimal decay order is obtained. Received: 8 June 2001; in final form: 12 August 2002 / Published online: 1 April 2003 Mathematical Subject Classification (2000): 35L15.     

Lie symmetry of the Landau-Lifshitz-Gilbert equation and exact linearization in the Minkowski space

In this paper we present a linear representation of the Landau-Lifshitz-Gilbert equation for describing the magnetization of ferromagnetic materials. According to Lie P \Bbb M³⁺¹,P {\Bbb M}^{3+1}, of which the projective proper orthochronous Lorentz group PSO ^o(3,1) left acts. By the Lie symmetry a group preserving scheme is developed, which improves the computational accuracy and efficiency.     

Finite element methods for semilinear elliptic problems with smooth interfaces

The purpose of this paper is to study the finite element method for second order semilinear elliptic interface problems in two dimensional convex polygonal domains. Due to low global regularity of the solution, it seems difficult to achieve optimal order of convergence with straight interface triangles [Numer. Math., 79 (1998), pp. 175–202]. For a finite element discretization based on a mesh which involve the approximation of the interface, optimal order error estimates in L ² and H ¹-norms are proved for linear elliptic interface problem under practical regularity assumptions of the true solution. Then an extension to the semilinear problem is also considered and optimal error estimate in H ¹ norm is achieved.     

Robust a-posteriori error control of Cahn-Hilliard type equations with elasticity

Phase separation of an initially homogeneous mixture into two different phases can be modeled on a mesoscopic scale by the Cahn-Hilliard equation. The interface thickness between the pure phases enters as a small parameter γ into this mass conserving fourth order semilinear parabolic equation. Numerical analysis is well established for a fixed parameter size, but error estimates depend exponentially on γ^–1 and thus become useless if γ → 0. We consider the case, that elastic stresses due to a lattice misfit become important and the equation has to be coupled to a system of linear elasticity. Applications include e. g. the simulation of Sn-Cu alloys for the production of lead free solder or Ni-Al alloys used for rotor blade surfaces. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Numerical-analytical solution of a nonlinear problem of gas seepage

The nonlinear equation of gas seepage is reduced by a change of variables to a so-called semilinear form, which is then solved by a numerical method using simple iteration.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 72, pp. 68–71, 1990.     

Finite difference schemes for the two‐dimensional semilinear wave equation

In this article, two finite difference schemes for solving the semilinear wave equation are proposed. The unique solvability and the stability are discussed. The second‐order accuracy convergence in both time and space in the discrete H¹‐norm for the two proposed difference schemes is proved. Numerical experiments are performed to support our theoretical results.     

Existence and multiplicity of nodal solutions for Dirichlet problems in upper half strip with holes

In this paper, we consider the existence and multiplicity of nodal solutions of semilinear elliptic equations. We prove that a semilinear elliptic equation in large domains does not admit any least energy nodal (sign-changing) solution and in an upper half strip with m-holes has at least m² 2-nodal solutions.     

Admissibility and Observability of Observation Operators for Semilinear Problems

This paper deals with semilinear evolution equations with unbounded observation operators. Sufficient conditions are given guaranteeing that the output function of a semilinear system is in L²_loc([0, ∞); Y). We prove that the Lebesgue extension of the observation operators are invariant under nonlinear globally Lipschitz continuous perturbations. Further, relations between the corresponding -extensions are studied. We show that exact observability of linear autonomous system is conserved under small Lipschitz perturbations. The obtained results are illustrated by several examples.      

The stability and convergence of two linearized finite difference schemes for the nonlinear epitaxial growth model

The numerical simulation of the dynamics of the molecular beam epitaxy (MBE) growth is considered in this article. The governing equation is a nonlinear evolutionary equation that is of linear fourth order derivative term and nonlinear second order derivative term in space. The main purpose of this work is to construct and analyze two linearized finite difference schemes for solving the MBE model. The linearized backward Euler difference scheme and the linearized Crank‐Nicolson difference scheme are derived. The unique solvability, unconditional stability and convergence are proved. The linearized Euler scheme is convergent with the convergence order of O(τ + h²) and linearized Crank‐Nicolson scheme is convergent with the convergence order of O(τ² + h²) in discrete L²‐norm, respectively. Numerical stability with respect to the initial conditions is also obtained for both schemes. Numerical experiments are carried out to demonstrate the theoretical analysis. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

A nonuniform L2 formula of Caputo derivative and its application to a fractional Benjamin–Bona–Mahony-type equation with nonsmooth solutions

To recover the full accuracy of discretized fractional derivatives, nonuniform mesh technique is a natural and simple approach to efficiently resolve the initial singularities that always appear in the solutions of time-fractional linear and nonlinear differential equations. We first construct a nonuniform L2 approximation for the fractional Caputo's derivative of order 1 < α < 2 and present a global consistency analysis under some reasonable regularity assumptions. The temporal nonuniform L2 formula is then utilized to develop a linearized difference scheme for a time-fractional Benjamin–Bona–Mahony-type equation. The unconditional convergence of our scheme on both uniform and nonuniform (graded) time meshes are proven with respect to the discrete H¹-norm. Numerical examples are provided to justify the accuracy.