Comparison of approximate symmetry and approximate homotopy symmetry to the Cahn–Hilliard equation

Complete infinite order approximate symmetry and approximate homotopy symmetry classifications of the Cahn–Hilliard equation are performed and the reductions are constructed by an optimal system of one-dimensional subalgebras. Zero order similarity reduced equations are nonlinear ordinary differential equations while higher order similarity solutions can be obtained by solving linear variable coefficient ordinary differential equations. The relationship between two methods for different order are studied and the results show that the approximate homotopy symmetry method is more effective to control the convergence of series solutions than the approximate symmetry one.     

Navier–Stokes equations and forward–backward SDEs on the group of diffeomorphisms of a torus

We establish a connection between the strong solution to the spatially periodic Navier–Stokes equations and a solution to a system of forward–backward stochastic differential equations (FBSDEs) on the group of volume-preserving diffeomorphisms of a flat torus. We construct representations of the strong solution to the Navier–Stokes equations in terms of diffusion processes.     

Periodic solutions for extended Fisher–Kolmogorov and Swift–Hohenberg equations by truncature techniques

Combining truncature techniques with a variational approach we establish an existence result for nontrivial periodic solutions for a class of fourth-order ordinary differential equations involving extended Fisher–Kolmogorov and Swift–Hohenberg equations.     

Lie symmetries of a generalized Kuznetsov–Zabolotskaya–Khokhlov equation

We consider a class of generalized Kuznetsov–Zabolotskaya–Khokhlov (gKZK) equations and determine its equivalence group, which is then used to give a complete symmetry classification of this class. The infinite-dimensional symmetry is used to reduce such equations to (1+1)$(1+1)$-dimensional PDEs. Special attention is paid to group-theoretical properties of a class of generalized dispersionless KP (gdKP) or Zabolotskaya–Khokhlov equations as a subclass of gKZK equations. The conditions are determined under which a gdKP equation is invariant under a Lie algebra containing the Virasoro algebra as a subalgebra. This occurs if and only if this equation is completely integrable. A similar connection is shown to hold for generalized KP equations.     

Rank 2 distributions of Monge equations: Symmetries, equivalences, extensions

By developing the Tanaka theory for rank 2 distributions, we completely classify classical Monge equations having maximal finite-dimensional symmetry algebras with fixed (albeit arbitrary) orders. Investigation of the corresponding Tanaka algebras leads to a new Lie–Bäcklund theorem. We prove that all flat Monge equations are successive integrable extensions of the Hilbert–Cartan equation. Many new examples are provided.     

Semi-linear degenerate backward stochastic partial differential equations and associated forward–backward stochastic differential equations

In this paper, we consider the Cauchy problem of semi-linear degenerate backward stochastic partial differential equations (BSPDEs) under general settings without technical assumptions on the coefficients. For the solution of semi-linear degenerate BSPDE, we first give a proof for its existence and uniqueness, as well as regularity. Then the connection between semi-linear degenerate BSPDEs and forward–backward stochastic differential equations (FBSDEs) is established, which can be regarded as an extension of the Feynman–Kac formula to the non-Markovian framework.     

Review of wavelet methods for the solution of reaction–diffusion problems in science and engineering

Wavelet method is a recently developed tool in applied mathematics. Investigation of various wavelet methods, for its capability of analyzing various dynamic phenomena through waves gained more and more attention in engineering research. Starting from ‘offering good solution to differential equations’ to capturing the nonlinearity in the data distribution, wavelets are used as appropriate tools at various places to provide good mathematical model for scientific phenomena, which are usually modeled through linear or nonlinear differential equations. Review shows that the wavelet method is efficient and powerful in solving wide class of linear and nonlinear reaction–diffusion equations. This review intends to provide the great utility of wavelets to science and engineering problems which owes its origin to 1919. Also, future scope and directions involved in developing wavelet algorithm for solving reaction–diffusion equations are addressed.     

Finite Dimensional Filters with Nonlinear Drift, XI: Explicit Solution of the Generalized Kolmogorov Equation in Brockett–Mitter Program

Ever since the technique of the Kalman–Bucy filter was popularized, there has been an intense interest in finding new classes of finite-dimensional recursive filters. In the late 1970s the concept of the estimation algebra of a filtering system was introduced. Brockett, Clark, and Mitter proposed to use the Wei–Norman approach to solve the nonlinear filtering problem. In 1990, Tam, Wong, and Yau presented a rigorous proof of the Brocket–Mitter program which allows one to construct finite-dimensional recursive filters from finite–dimensional estimation algebras. Later Yau wrote down explicitly a system of ordinary differential equations and generalized Kolmogorov equation to which the robust Duncan–Mortenser– Zakai equation can be reduced. Thus there remains three fundamental problems in Brockett–Mitter program. The first is the problem of finding explicit solution to the generalized Kolmogorov equation. The second is the problem of finding real-time solution of a system of ODEs. The third is the Brockett's problem of classification of finite–dimensional estimation algebras. In this paper, we solve the first problem.     

A finite volume method for scalar conservation laws with stochastic time–space dependent flux functions

We propose a new finite volume method for scalar conservation laws with stochastic time–space dependent flux functions. The stochastic effects appear in the flux function and can be interpreted as a random manner to localize the discontinuity in the time–space dependent flux function. The location of the interface between the fluxes can be obtained by solving a system of stochastic differential equations for the velocity fluctuation and displacement variable. In this paper we develop a modified Rusanov method for the reconstruction of numerical fluxes in the finite volume discretization. To solve the system of stochastic differential equations for the interface we apply a second-order Runge–Kutta scheme. Numerical results are presented for stochastic problems in traffic flow and two-phase flow applications. It is found that the proposed finite volume method offers a robust and accurate approach for solving scalar conservation laws with stochastic time–space dependent flux functions.     

Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching

Recently, numerical solutions of stochastic differential equations have received a great deal of attention. It is surprising that there are not any numerical methods established for neutral stochastic delay differential equations yet. In the paper, the Euler–Maruyama method for neutral stochastic delay differential equations is developed. The key aim is to show that the numerical solutions will converge to the true solutions under the local Lipschitz condition.     

Coloured noise for dispersion of contaminants in shallow waters

In this article, we explore the application of a set of stochastic differential equations called particle model in simulating the advection and diffusion of pollutants in shallow waters. The Fokker–Planck equation associated with this set of stochastic differential equations is interpreted as an advection–diffusion equation. This enables us to derive an underlying particle model that is exactly consistent with the advection–diffusion equation. Still, neither the advection–diffusion equation nor the related traditional particle model accurately takes into account the short-term spreading behaviour of particles. To improve the behaviour of the model shortly after the deployment of contaminants, a particle model forced by a coloured noise process is developed in this article. The use of coloured noise as a driving force unlike Brownian motion, enables to us to take into account the short-term correlated turbulent fluid flow velocity of the particles. Furthermore, it is shown that for long-term simulations of the dispersion of particles, both the particle due to Brownian motion and the particle model due to coloured noise are consistent with the advection–diffusion equation.     

Implicit–explicit predictor–corrector schemes for nonlinear parabolic differential equations

In the present paper, a family of predictor–corrector (PC) schemes are developed for the numerical solution of nonlinear parabolic differential equations. Iterative processes are avoided by use of the implicit–explicit (IMEX) methods. Moreover, compared to the predictor schemes, the proposed methods usually have superior accuracy and stability properties. Some confirmation of these are illustrated by using the schemes on the well-known Fisher’s equation.     

A Spectral method determination of the first critical Rayleigh number in a cylindrical container

The onset of laminar axisymmetric Rayleigh–Bénard convection is investigated analytically for fluid in a cylindrical container. All surfaces are considered to be solid and no-slip for the flow, whereas for the thermal boundary conditions both a perfectly conducting and an insulated side wall are considered. The governing Boussinesq equations are perturbed and an approximate solenoidal flow field and a temperature field are determined, using the assumption of separation of variables. Subsequently, a Chebysev–Galerkin spectral method is employed to reduce the equations to a system of first-order nonlinear ordinary differential equations. The approximate representation of the flow and temperature fields make it possible to perform the calculations analytically. The first critical Rayleigh number (Ra_cr) is then calculated using local stability analysis. The resulting value of Ra_cr compares favorably with previous numerical and experimental studies. The analytical solution presented here allows for deeper insights into the physics of this extensively studied problem to be identified.     

Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching

Recently, in the numerical analysis for stochastic differential equations (SDEs), it is a new topic to study the numerical schemes of neutral stochastic functional differential equations (NSFDEs) (see Wu and Mao [1]). Especially when Markovian switchings are taken into consideration, these problems will be more complicated. Although Zhou and Wu [2] develop a numerical scheme to neutral stochastic delay differential equations with Markovian switching (short for NSDDEwMSs), their method belongs to explicit Euler–Maruyama methods which are in general much less accurate in approximation than their implicit or semi-implicit counterparts. Therefore, to propose an implicit method becomes imperative to fill the gap. In this paper we will extend Zhou and Wu [2] to the case of the semi-implicit Euler–Maruyama methods and equations with phase semi-Markovian switching rather than Markovian switching. The employment of phase semi-Markovian chains can avoid the restriction of the negative exponential distribution of the sojourn time at a state. We prove the semi-implicit Euler solution will converge to the exact solution to NSDDEwMS under local Lipschitz condition. More precise inequalities and new techniques are put forward to overcome the difficulties for the existence of the neutral part.     

Numerical solution of singular IVPs of Lane–Emden type using a modified Legendre-spectral method

In this paper, a numerical method for singular initial value problems of the Lane–Emden type in the second-order ordinary differential equations is proposed. The method changes solving the equation to solving a Volterra integral equation. We have applied the improved Legendre-spectral method to solve Lane–Emden type equations. The Legendre Gauss points are used as collocation nodes and Lagrange interpolation is employed in Volterra term. The results reveal that the method is effective, simple and accurate.     

The equivalence of the refined theory and the decomposition theorem of rectangular beams

This paper presents the decomposition theorem of rectangular beams and indicates that the general state of stress of beams can be decomposed into two parts: the interior state and the Papkovich–Fadle state (shortened form the P–F state). The refined theory of beams is derived by using Papkovich–Neuber solution (shortened form the P–N solution) and Lur’e method without ad hoc assumptions. It is shown that the displacements and stresses of the beam can be represented by the angle of rotation and the deflection of the neutral surface. Based on the refined beam theory, the exact equations for the beam without transverse surface loadings are derived and consist of two governing differential equations: the fourth-order equation and the transcendental equation. It is then proved that the refined beam theory and the decomposition beam theorem are equivalent, i.e., the fourth-order equation and the transcendental equation are equivalent to the interior state and the P–F state, respectively.     

Optimal impulsive harvesting on non-autonomous Beverton–Holt difference equations

Many recent advances in the theory of the optimal economic exploitation of renewable fish resources have been gained by applying optimal control theory. However, despite these successes, much less is known about how seasonal environments affect the maximum sustainable yield (MSY) (or population persistence) and any effects of relations between intensity and frequency of harvesting. Assuming that fish populations follow Beverton–Holt equations we investigated impulsive harvesting in seasonal environments, focusing on both economic aspects and resource sustainability. We first investigated the existence and stability of a periodic solution and its analytic formula, and then showed that the population persistence depends on the intensity and frequency of harvesting. With the MSY as a management objective, we investigated optimal impulsive harvesting policies. The optimal harvesting effort that maximizes the sustainable yield, the corresponding optimal population level, and the MSY are obtained by using discrete Euler–Lagrange equations and product formulae, and their explicit expressions were obtained in terms of the intrinsic growth rate, the carrying capacity, and the impulsive moments. These results imply that harvest timing is of crucial importance to the MSY. Since impulsive differential equations incorporate elements of continuous and discrete systems, we can apply all results obtained for Beverton–Holt equations with impulsive effects to periodic logistic equations with impulsive harvesting.     

Application to differential transformation method for solving systems of differential equations

In this paper, we present an analytical solution for different systems of differential equations by using the differential transformation method. The convergence of this method has been discussed with some examples which are presented to show the ability of the method for linear and non-linear systems of differential equations. We begin by showing how the differential transformation method applies to a non-linear system of differential equations and give two examples to illustrate the sufficiency of the method for linear and non-linear stiff systems of differential equations. The results obtained are in good agreement with the exact solution and Runge–Kutta method. These results show that the technique introduced here is accurate and easy to apply.     

Computational examples of reaction–convection–diffusion equations solution under the influence of fluid flow: First example

This paper presents several numerical tests on reaction–diffusion equations in the Turing space, affected by convective fields present in incompressible flows under the Schnakenberg reaction mechanism. The tests are performed in 2D on square unit, to which we impose an advective field from the solution of the problem of the flow in a cavity. The model developed consists of a decoupled system of equations of reaction–advection–diffusion, along with the Navier–Stokes equations of incompressible flow, which is solved simultaneously using the finite element method. The results show that the pattern generated by the concentrations of the reacting system varies both in time and space due to the effect exerted by the advective field.     

Differential invariants of a class of Lagrangian systems with two degrees of freedom

We consider systems of Euler–Lagrange equations with two degrees of freedom and with Lagrangian being quadratic in velocities. For this class of equations the generic case of the equivalence problem is solved with respect to point transformations. Using Lie?s infinitesimal method we construct a basis of differential invariants and invariant differentiation operators for such systems. We describe certain types of Lagrangian systems in terms of their invariants. The results are illustrated by several examples.