On the eigenvalue estimation for solution to Lyapunov equation

This paper deals with the problems of eigenvalue estimation for the solution to the perturbed matrix Lyapunov equation. We obtain some eigenvalue inequalities on condition that X is a positive semidefinite solution to the equation A^TXA − X = −Q, which can be used in control theory and linear system stability.     

A generalized Newton method for absolute value equations

A direct generalized Newton method is proposed for solving the NP-hard absolute value equation (AVE) Ax − |x| = b when the singular values of A exceed 1. A simple MATLAB implementation of the method solved 100 randomly generated 1,000-dimensional AVEs to an accuracy of 10⁻⁶ in less than 10 s each. Similarly, AVEs corresponding to 100 randomly generated linear complementarity problems with 1,000 × 1,000 nonsymmetric positive definite matrices were also solved to the same accuracy in less than 29 s each.     

A proof of Price's Law on Schwarzschild black hole manifolds for all angular momenta

Price's Law states that linear perturbations of a Schwarzschild black hole fall off as t−2?−3 for t→∞ provided the initial data decay sufficiently fast at spatial infinity. Moreover, if the perturbations are initially static (i.e., their time derivative is zero), then the decay is predicted to be t−2?−4. We give a proof of t−2?−2 decay for general data in the form of weighted L¹ to L^∞ bounds for solutions of the Regge–Wheeler equation. For initially static perturbations we obtain t−2?−3. The proof is based on an integral representation of the solution which follows from self-adjoint spectral theory. We apply two different perturbative arguments in order to construct the corresponding spectral measure and the decay bounds are obtained by appropriate oscillatory integral estimates.     

Trigonometric variable shape parameter and exponent strategy for generalized multiquadric radial basis function approximation

The generalized multiquadric radial basis function (φ_j=[(x-x_j)²+c²]^β) has the exponent β and shape parameter c that play an important role in the accuracy of the approximation. In this study, we present a trigonometric variable shape parameter and exponent strategy and apply it to function interpolations and linear boundary value problems. Several numerical experiments with the uniformly spaced nodes show that the inverse multiquadric radial basis function (β = −0.5) with the trigonometric variable shape parameter c strategy results in the best accuracy for the one-dimensional interpolations; the trigonometric variable shape parameters and exponent strategy produces the best accuracy for the two-dimensional interpolations and linear boundary value problems. For the non-uniformly spaced nodes, the random variable shape parameter c and exponent β strategy produces the best accuracy for the two-dimensional boundary value problem.     

On the extrapolation of Galerkin methods for parabolic problems

Summary The use of Richardson extrapolation in conjunction with several discrete-time Galerkin methods for the approximate solution of parabolic initialboundary value problems is investigated. It is shown that the extrapolation of certain two- and three-level Galerkin approximations which arep ^th order correct in time yields an improvement ofp orders of accuracy in time per extrapolation, wherep=1, 2. Both linear and quasilinear problems are considered.This research was supported in part by NSF Grant GP-36561.     

Nonlocal and Multipoint Boundary Value Problems for Linear Evolution Equations

We derive the solution representation for a large class of nonlocal boundary value problems for linear evolution partial differential equations (PDE) with constant coefficients in one space variable. The prototypical example of such PDE is the heat equation, for which problems of this form model physical phenomena in chemistry and for which we formulate and prove a full result. We also consider the third‐order case, which is much less studied and has been shown by the authors to have very different structural properties in general. The nonlocal conditions we consider can be reformulated as multipoint conditions , and then an explicit representation for the solution of the problem is obtained by an application of the Fokas transform method. The analysis is carried out under the assumption that the problem being solved is well posed, i.e., it admits a unique solution. For the second‐order case, we also give criteria that guarantee well posedness.     

高阶Chen-Lee-Liu方程在半直线上的初边值问题

该文运用Fokas方法分析了高阶Chen-Lee-Liu方程在半直线上的初边值问题,证明了高阶Chen-Lee-Liu方程初边值问题的解可以用复λ平面上的矩阵Riemann-Hilbert问题的形式解唯一表示.     

One-point pseudospectral collocation for the one-dimensional Bratu equation

The one-dimensional planar Bratu problem is u_xx + λ exp(u) = 0 subject to u(±1) = 0. Because there is an analytical solution, this problem has been widely used to test numerical and perturbative schemes. We show that over the entire lower branch, and most of the upper branch, the solution is well approximated by a parabola, u(x) ≈ u₀ (1 − x²) where u₀ is determined by collocation at a single point x = ξ. The collocation equation can be solved explicitly in terms of the Lambert W-function as u(0) ≈ −W(−λ(1 − ξ²)/2)/(1 − ξ²) where both real-valued branches of the W-function yield good approximations to the two branches of the Bratu function. We carefully analyze the consequences of the choice of ξ. We also analyze the rate of convergence of a series of even Chebyshev polynomials which extends the one-point approximation to arbitrary accuracy. The Bratu function is so smooth that it is actually poor for comparing methods because even a bad, inefficient algorithm is successful. It is, however, a solution so smooth that a numerical scheme (the collocation or pseudospectral method) yields an explicit, analytical approximation. We also fill some gaps in theory of the Bratu equation. We prove that the general solution can be written in terms of a single, parameter-free β(x) without knowledge of the explicit solution. The analytical solution can only be evaluated by solving a transcendental eigenrelation whose solution is not known explicitly. We give three overlapping perturbative approximations to the eigenrelation, allowing the analytical solution to be easily evaluated throughout the entire parameter space.     

Hölder estimates for singular non-local parabolic equations

In this paper, we establish local Hölder estimate for non-negative solutions of the singular equation (M.P) below, for m in the range of exponents . Since we have trouble in finding the local energy inequality of v directly, we use the fact that the operator σ(−Δ) can be thought as the normal derivative of some extension v^? of v to the upper half space (Caffarelli and Silvestre, 2007 [5]), i.e., v is regarded as boundary value of v^? the solution of some local extension problem. Therefore, the local Hölder estimate of v can be obtained by the same regularity of v^?. In addition, it enables us to describe the behavior of solution of non-local fast diffusion equation near their extinction time.     

Single cell discretization of O(kh2 + h4) for the estimates of ${\partial u}\over{\partial n}$ for the two‐space dimensional quasi‐linear parabolic equation

In this article, new stable two‐level explicit difference methods of O(kh² + h⁴) for the estimates of for the two‐space dimensional quasi‐linear parabolic equation are derived, where k > 0 and h > 0 are grid sizes in time and space directions, respectively. We use a single computational cell for the methods, which are applicable to the problems both in cartesian and polar coordinates. The proposed methods have the simplicity in nature and employ the same marching type technique of solution. Numerical results obtained by the proposed methods for several different problems were compared with the exact solutions. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 250–261, 2001     

Strong full bounded solutions of nonlinear parabolic equations with nonlinear boundary conditions

We study the existence of (generalized) bounded solutions existing for all times for nonlinear parabolic equations with nonlinear boundary conditions on a domain that is bounded in space and unbounded in time (the entire real line). We give a counterexample which shows that a (weak) maximum principle does not hold in general for linear problems defined on the entire real line in time. We consider a boundedness condition at minus infinity to establish (one-sided) L^∞-a priori estimates for solutions to linear boundary value problems and derive a weak maximum principle which is valid on the entire real line in time. We then take up the case of nonlinear problems with (possibly) nonlinear boundary conditions. By using comparison techniques, some (delicate) a priori estimates obtained herein, and nonlinear approximation methods, we prove the existence and, in some instances, positivity and uniqueness of strong full bounded solutions existing for all times.     

Radial basis function collocation method for the numerical solution of the two-dimensional transient nonlinear coupled Burgers’ equations

This paper examines the numerical solution of the transient nonlinear coupled Burgers’ equations by a Local Radial Basis Functions Collocation Method (LRBFCM) for large values of Reynolds number (Re) up to 10³. The LRBFCM belongs to a class of truly meshless methods which do not need any underlying mesh but works on a set of uniform or random nodes without any a priori node to node connectivity. The time discretization is performed in an explicit way and collocation with the multiquadric radial basis functions (RBFs) are used to interpolate diffusion-convection variable and its spatial derivatives on decomposed domains. Five nodded domains of influence are used in the local support. Adaptive upwind technique [1] and [54] is used for stabilization of the method for large Re in the case of mixed boundary conditions. Accuracy of the method is assessed as a function of time and space discretizations. The method is tested on two benchmark problems having Dirichlet and mixed boundary conditions. The numerical solution obtained from the LRBFCM for different value of Re is compared with analytical solution as well as other numerical methods [15], [47] and [49]. It is shown that the proposed method is efficient, accurate and stable for flow with reasonably high Reynolds numbers.     

On oscillatory solutions of certain forced Emden-Fowler like equations

We give a constructive proof of existence to oscillatory solutions for the differential equations x^″(t)+a(t)λ|x(t)|sign[x(t)]=e(t), where t?t₀?1 and λ>1, that decay to 0 when t→+∞ as O(t−μ) for μ>0 as close as desired to the “critical quantity” . For this class of equations, we have limt→+∞E(t)=0, where E(t)<0 and E^″(t)=e(t) throughout [t₀,+∞). We also establish that for any μ>μ^? and any negative-valued E(t)=o(t−μ) as t→+∞ the differential equation has a negative-valued solution decaying to 0 at + ∞ as o(t−μ). In this way, we are not in the reach of any of the developments from the recent paper [C.H. Ou, J.S.W. Wong, Forced oscillation of nth-order functional differential equations, J. Math. Anal. Appl. 262 (2001) 722-732].     

Solutions of a system of forced burgers equation in terms of generalized laguerre polynomials

In this article, we obtain explicit solutions of a linear PDE subject to a class of radial square integrable functions with a monotonically increasing weight function |x|ⁿ⁻¹eβ|x|²/2,${\left|x\right|}^{n-1}{e}^{\beta {\left|x\right|}^2}/2,$, β≥0, x ∈?n$\beta \ge 0,\hspace{0.17em}x\hspace{0.17em}\in {?}^n$. This linear PDE is obtained from a system of forced Burgers equation via the Cole-Hopf transformation. For any spatial dimension n > 1, the solution is expressed in terms of a family of weighted generalized Laguerre polynomials. We also discuss the large time behaviour of the solution of the system of forced Burgers equation.     

Formal solutions of semilinear heat equations

We study formal power series solutions to the initial value problem for semilinear heat equation t_∂u−Δu=f(u) with polynomial nonlinearity f and prove that they belong to the formal Gevrey class G². Next we give counterexamples showing that the solution, in general, is not analytic in time at t=0.     

The Poisson equation with local nonregular similarities

Moffatt and Duffy [1] have shown that the solution to the Poisson equation, defined on rectangular domains, includes a local similarity term of the form: r²log(r)cos(2θ). The latter means that the second (and higher) derivative of the solution with respect to r is singular at r = 0. Standard high‐order numerical schemes require the existence of high‐order derivatives of the solution. Thus, for the case considered by Moffatt and Duffy, the high‐order finite‐difference schemes loose their high‐order convergence due to the nonregularity at r = 0. In this article, a simple method is outlined to regain the high‐order accuracy of these schemes, without the need of any modification in the scheme's algorithm. This is a significant consideration when one wants to use a given finite‐difference computer code for problems with local nonregular similarity solutions. Numerical examples using the modified scheme in conjunction with a sixth‐order finite difference approximation are provided. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17:336–346, 2001     

On high accuracy schemes of the method of straight lines for two-dimensional parabolic equations

The method of straight lines is applied to the first mixed problem for two-dimensional semilinear and linear parabolic equations defined in a domain with rectangular base. For a semilinear equation, a scheme of accuracy O(h³) is obtained. For a linear equation with coefficients that are functions only of t, a scheme of any given accuracy is obtained under the relevant accuracy of the approximation. Bibliography:7 titles. Translated fromZapiski Nauchnykh Seminarov POMI, VOl. 219, 1994, pp. 81–93. This paper was supported by the International Foundation of Cultural Initiative and by the Russian Academy of Natural Sciences. Translated by N. S. Zabavnikova.     

An adaptive spectral least-squares scheme for the Burgers equation

A least-squares spectral collocation method for the one-dimensional inviscid Burgers equation is proposed. This model problem shows the stability and high accuracy of these schemes for nonlinear hyperbolic scalar equations. Here we make use of a least-squares spectral approach which was already used in an earlier paper for discontinuous and singular perturbation problems (Heinrichs, J. Comput. Appl. Math. 157:329–345, 2003). The domain is decomposed in subintervals where continuity is enforced at the interfaces. Equal order polynomials are used on all subdomains. For the spectral collocation scheme Chebyshev polynomials are employed which allow the efficient implementation with Fast Fourier Transforms (FFTs). The collocation conditions and the interface conditions lead to an overdetermined system which can be efficiently solved by least-squares. The solution technique will only involve symmetric positive definite linear systems. The scheme exhibits exponential convergence where the exact solution is smooth. In parts of the domain where the solution contains discontinuities (shocks) the spectral solution displays a Gibbs-like behavior. Here this is overcome by some suitable exponential filtering at each time level. Here we observe that by over-collocation the results remain stable also for increasing filter parameters and also without filtering. Furthermore by an adaptive grid refinement we were able to locate the precise position of the discontinuity. Numerical simulations confirm the high accuracy of our spectral least-squares scheme.      

Single cell finite difference approximations of O(kh2 + h4) for ∂u/∂x for one space dimensional nonlinear parabolic equation

We report a new two‐level explicit finite difference method of O(kh² + h⁴) using three spatial grid points for the numerical solution of for the solution of one‐space dimensional nonlinear parabolic partial differential equation subject to appropriate initial and Dirichlet boundary conditions. The method is shown to be unconditionally stable when applied to a linear equation. The proposed method is applicable to the problems both in cartesian and polar coordinates. Numerical examples are provided to demonstrate the efficiency and accuracy of the method discussed. © 2000 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 16: 408–415, 2000