Convergence of an operator splitting method on a bounded domain for a convection-diffusion-reaction system

We solve a convection-diffusion-sorption (reaction) system on a bounded domain with dominant convection using an operator splitting method. The model arises in contaminant transport in groundwater induced by a dual-well, or in controlled laboratory experiments. The operator splitting transforms the original problem to three subproblems: nonlinear convection, nonlinear diffusion, and a reaction problem, each with its own boundary conditions. The transport equation is solved by a Riemann solver, the diffusion one by a finite volume method, and the reaction equation by an approximation of an integral equation. This approach has proved to be very successful in solving the problem, but the convergence properties where not fully known. We show how the boundary conditions must be taken into account, and prove convergence in L1,loc of the fully discrete splitting procedure to the very weak solution of the original system based on compactness arguments via total variation estimates. Generally, this is the best convergence obtained for this type of approximation. The derivation indicates limitations of the approach, being able to consider only some types of boundary conditions. A sample numerical experiment of a problem with an analytical solution is given, showing the stated efficiency of the method.     

Approximations of the nonlinear Volterra's population model by an efficient numerical method

In this paper, we apply the new homotopy perturbation method to solve the Volterra's model for population growth of a species in a closed system. This technique is extended to give solution for nonlinear integro‐differential equation in which the integral term represents the total metabolism accumulated fromtime zero. The approximate analytical procedure only depends on two components. The newhomotopy perturbationmethodwas applied to nonlinear integro‐differential equations directly and by converting the problem into nonlinear ordinary differential equation. We also compare this method with some other numerical results and show that the present approach is less computational and is applicable for solving nonlinear integro‐differential equations and ordinary differential equations as well. Copyright © 2011 John Wiley & Sons, Ltd.     

Periodic solutions of functional-differential equations of point type

We study periodic solutions of a functional-differential equation of point type. We state conditions for the existence and uniqueness of an ω-periodic solution of the original nonlinear functional-differential equation of point type. An iterative process for constructing such a solution is described, and its convergence rate is estimated.     

Numerical simulations of water–gas flow in heterogeneous porous media with discontinuous capillary pressures by the concept of global pressure

We present an approach and numerical results for a new formulation modeling immiscible compressible two-phase flow in heterogeneous porous media with discontinuous capillary pressures. The main feature of this model is the introduction of a new global pressure, and it is fully equivalent to the original equations. The resulting equations are written in a fractional flow formulation and lead to a coupled degenerate system which consists of a nonlinear parabolic (the global pressure) equation and a nonlinear diffusion–convection one (the saturation equation) with nonlinear transmission conditions at the interfaces that separate different media. The resulting system is discretized using a vertex-centred finite volume method combined with pressure and flux interface conditions for the treatment of heterogeneities. An implicit Euler approach is used for time discretization. A Godunov-type method is used to treat the convection terms, and the diffusion terms are discretized by piecewise linear conforming finite elements. We present numerical simulations for three one-dimensional benchmark tests to demonstrate the ability of the method to approximate solutions of water–gas equations efficiently and accurately in nuclear underground waste disposal situations.     

Bounds and critical parameters for a combustion problem

A model from combustion theory consisting of a nonlinear elliptic equation and boundary conditions of Dirichlet type, is considered. Upper and lower solutions for the problem are obtained by solving linear elliptic equations. These solutions are used to obtain analytical bounds for the extinction and ignition limits. Numerical results are presented for the slab, cylindrical and spherical geometries. Results compare very well with existing ones in the literature.     

The discontinuous Galerkin method for discretely observed Asian options

Asian options represent an important subclass of the path-dependent contracts that are identified by payoff depending on the average of the underlying asset prices over the prespecified period of option lifetime. Commonly, this average is observed at discrete dates, and also, early exercise features can be admitted. As a result, analytical pricing formulae are not always available. Therefore, some form of a numerical approximation is essential for efficient option valuation. In this paper, we study a PDE model for pricing discretely observed arithmetic Asian options with fixed as well as floating strike for both European and American exercise features. The pricing equation for such options is similar to the Black-Scholes equation with 1 underlying asset, and the corresponding average appears only in the jump conditions across the sampling dates. The objective of the paper is to present the comprehensive methodological concept that forms and improves the valuation process. We employ a robust numerical procedure based on the discontinuous Galerkin approach arising from the piecewise polynomial generally discontinuous approximations. This technique enables a simple treatment of discrete sampling by incorporation of jump conditions at each monitoring date. Moreover, an American early exercise constraint is directly handled as an additional nonlinear source term in the pricing equation. The proposed solving procedure is accompanied by an empirical study with practical results compared to reference values.     

Multi-step prediction of time series with random missing data

Multi-step prediction is still an open challenge in time series prediction. Moreover, practical observations are often incomplete because of sensor failure or outliers causing missing data. Therefore, it is very important to carry out research on multi-step prediction of time series with random missing data. Based on nonlinear filters and multilayer perceptron artificial neural networks (ANNs), one novel approach for multi-step prediction of time series with random missing data is proposed in the study. With the basis of original nonlinear filters which do not consider the missing data, first we obtain the generalized nonlinear filters by using a sequence of independent Bernoulli random variables to model random interruptions. Then the multi-step prediction model of time series with random missing data, which can be fit for the online training of generalized nonlinear filters, is established by using the ANN’s weights to present the state vector and the ANN’s outputs to present the observation equation. The performance between the original nonlinear filters based ANN model for multi-step prediction of time series with missing data and the generalized nonlinear filters based ANN model for multi-step prediction of time series with missing data is compared. Numerical results have demonstrated that the generalized nonlinear filters based ANN are proportionally superior to the original nonlinear filters based ANN for multi-step prediction of time series with missing data.     

Nonlinear asymptotic analysis of a system of two free coupled oscillators with cubic nonlinearities

In this paper a two degrees of freedom undamped nonlinear system of two unforced coupled oscillators with cubic nonlinearities is analyzed. Through a decoupling procedure and using admissible functional transformations it is proved that this system can be reduced to an intermediate second order nonlinear ordinary differential equation (ODE) connecting both displacements to each other. By nonlinear asymptotic approximations the above equation can be further reduced to new nonlinear ODE that can be analytically solved. The solutions in the physical plane are extracted in parametric form. As generalization, the model of a damped system of two masses connected with stiffness with linear and nonlinear coefficient of rigidities respectively is analyzed and exact analytical solutions are extracted. Finally an application has been given in the case of a two mass system with cubic strong non-linearity.     

电池系统建模中Butler-Volmer方程的同伦分析求解

Butler-Volmer方程是电化学系统中描述电极动力学过程的本构方程,具有强非线性．为了对这一方程(耦合两个Ohm方程)进行解析求解,在同伦分析方法的框架下,发展了满足简单条件的广义非线性算子的算法,以取代原同伦分析中的非线性算子．该广义非线性算子的构造保证了高阶形变方程的线性特征．这一方法的有效性通过一些算例得到了验证．最后通过同伦分析方法对Butler-Volmer方程进行了求解,结果显示过电位和电流密度的级数解析解与数值解吻合很好,并有很好的收敛效率．     

A nonlinearity lagging for the solution of nonlinear steady state reaction diffusion problems

This paper concerns with the analysis of the iterative procedure for the solution of a nonlinear reaction diffusion equation at the steady state in a two dimensional bounded domain supplemented by suitable boundary conditions. This procedure, called Lagged Diffusivity Functional Iteration (LDFI)-procedure, computes the solution by “lagging” the diffusion term. A model problem is considered and a finite difference discretization for that model problem is described. Furthermore, properties of the finite difference operator are proved. Then, sufficient conditions for the convergence of the LDFI-procedure are given. At each stage of the LDFI-procedure a weakly nonlinear algebraic system has to be solved and the simplified Newton–Arithmetic Mean (Newton–AM) method is used. This method is particularly well suited for implementation on parallel computers. Numerical studies show the efficiency, for different test functions, of the LDFI-procedure combined with the simplified Newton–AM method. Better results are obtained when in the reaction diffusion equation also a convection term is present.     

On linear and nonlinear Rossby waves in an ocean

This paper deals with recent developments of linear and nonlinear Rossby waves in an ocean. Included are also linear Poincaré, Rossby, and Kelvin waves in an ocean. The dispersion diagrams for Poincaré, Kelvin and Rossby waves are presented. Special attention is given to the nonlinear Rossby waves on a β-plane ocean. Based on the perturbation analysis, it is shown that the nonlinear evolution equation for the wave amplitude satisfies a modified nonlinear Schrödinger equation. The solution of this equation represents solitary waves in a dispersive medium. In other words, the envelope of the amplitude of the waves has a soliton structure and these envelope solitons propagate with the group velocity of the Rossby waves. Finally, a nonlinear analytical model is presented for long Rossby waves in a meridional channel with weak shear. A new nonlinear wave equation for the amplitude of large Rossby waves is derived in a region where fluid flows over the recirculation core. It is shown that the governing amplitude equations for the inner and outer zones are both KdV type, where weak nonlinearity is balanced by weak dispersion. In the inner zone, the nonlinear amplitude equation has a new term proportional to the 3/2 power of the difference between the wave amplitude and the critical amplitude, and this term occurs to account for a nonlinearity due to the flow over the vortex core. The solution of the amplitude equations with the linear shear flow represents the solitary waves. The present study deals with the lowest mode (n=1) analysis. An extension of the higher modes (n?2) of this work will be made in a subsequent paper.     

Numerical investigation into nonlinear dynamic behavior of electrically-actuated clamped–clamped micro-beam with squeeze-film damping effect

A numerical investigation is performed into the nonlinear dynamic behavior of a clamped–clamped micro-beam actuated by a combined DC/AC voltage and subject to a squeeze-film damping effect. An analytical model based on a nonlinear deflection equation and a linearized Reynolds equation is proposed to describe the deflection of the micro-beam under the effects of the electrostatic actuating force. The deflection of the micro-beam is investigated under various actuating conditions by solving the analytical model using a hybrid numerical scheme comprising the differential transformation method and the finite difference approximation method. It is shown that the numerical results for the dynamic pull-in voltage of the clamped–clamped micro-beam deviate by no more than 2.04% from those presented in the literature based on the conventional finite difference scheme. The effects of the AC voltage amplitude, excitation frequency, residual stress, and ambient pressure on the center-point displacement of the micro-beam are systematically explored. Moreover, the actuation conditions which ensure the stability of the micro-beam are identified by means of phase portraits. Overall, the results presented in this study confirm that the hybrid numerical method provides an accurate means of analyzing the complex nonlinear behavior of common electrostatically-actuated microstructures.     

The effect of boundary conditions on the onset of chaos in Rayleigh–Bénard convection using energy-conserving Lorenz models

The influence of 16 boundary conditions on linear and nonlinear stability analyses of Rayleigh–Bénard system is reported. A Stuart–Landau amplitude equation for the Rayleigh–Bénard system between stress-free, isothermal boundary conditions is derived and the procedure used in this derivation serves as guidance for constructing an appropriate Fourier–Galerkin expansion for the other 15 boundary conditions to derive a generalized Lorenz model. The influence of the boundary conditions comes within the coefficients of the generalized Lorenz model. It is shown that the obtained generalized Lorenz model is energy conserving and for certain boundary conditions it retains features of the classical Lorenz model. Further, the principle of exchange of stabilities is shown to be valid for the present problem and hence it is the steady-state, linearized version of the generalized Lorenz model which yields an analytical expression for the Rayleigh number. On minimizing this expression with respect to wave number the critical Rayleigh number at which the onset of regular convective motion occurs in the form of rolls is determined for all 16 boundary conditions. It is found that these values are in good agreement with those of previous investigations leading to the conclusion that the chosen minimal Fourier–Galerkin expansion is a valid one. Exhibition of chaotic motion in the generalized Lorenz system at the Hopf Rayleigh number is studied. The phase-space plots which indicate a clear-cut visualization of the transition from regular convective motion to chaotic motion in the generalized Lorenz system are presented. Further, existence of a developing region for chaos (mildly chaotic motion) and windows of periodicity are captured using the bifurcation diagrams. It is concluded from the phase-space plots and the bifurcation diagrams that the generalized Lorenz model for certain sets of boundary conditions retains all the features of the classical Lorenz model. Such a conclusion cannot be made by a linear stability analysis and the need thus for a nonlinear analysis is highlighted in the paper.     

Study on convergence and error of a numerical method for solving systems of nonlinear Fredholm–Volterra integral equations of Hammerstein type

The aim of this paper is to present an efficient analytical and numerical procedure for solving systems of nonlinear Fredholm–Volterra integral equations of the Hammerstein type with the aid of fixed point techniques and the usual Schauder basis in an adequate Banach space.     

D'Alembert‐type solution of the Cauchy problem for the Boussinesq‐Klein‐Gordon equation

In this paper, we construct a weakly‐nonlinear d'Alembert‐type solution of the Cauchy problem for the Boussinesq‐Klein‐Gordon (BKG) equation. Similarly to our earlier work based on the use of spatial Fourier series, we consider the problem in the class of periodic functions on an interval of finite length (including the case of localized solutions on a large interval), and work with the nonlinear partial differential equation with variable coefficients describing the deviation from the oscillating mean value. Unlike our earlier paper, here we develop a novel multiple‐scales procedure involving fast characteristic variables and two slow time scales and averaging with respect to the spatial variable at a constant value of one or another characteristic variable, which allows us to construct an explicit and compact d'Alembert‐type solution of the nonlinear problem in terms of solutions of two Ostrovsky equations emerging at the leading order and describing the right‐ and left‐propagating waves. Validity of the constructed solution in the case when only the first initial condition for the BKG equation may have nonzero mean value follows from our earlier results, and is illustrated numerically for a number of instructive examples, both for periodic solutions on a finite interval, and localized solutions on a large interval. We also outline an extension of the procedure to the general case, when both initial conditions may have nonzero mean values. Importantly, in all cases, the initial conditions for the leading‐order Ostrovsky equations by construction have zero mean, while initial conditions for the BKG equation may have nonzero mean values.     

二维升力体的非线性振动

本文给出了二维升力体非线性振动的解析解答。     

Optimal solutions of a (3 + 1)-dimensional B-Kadomtsev-Petviashvii equation

We explored and specialized new Lie infinitesimals for the (3 + 1)-dimensional B-Kadomtsev-Petviashvii (BKP) using the commutation product, which results a system of nonlinear ODEs manually solved. Through two stages of Lie symmetry reduction, (3 + 1)-dimensional BKP equation is reduced to nonsolvable nonlinear ODEs using various combinations of optimal Lie vectors. Using the integration and Riccati equation methods, we investigate new analytical solutions for these ODEs. Back substituting to the original variables generates new solutions for BKP. Some selected solutions illustrated through three-dimensional plots.     

On the choice of auxiliary linear operator in the optimal homotopy analysis of the Cahn-Hilliard initial value problem

Analytical solutions for the Cahn-Hilliard initial value problem are obtained through an application of the homotopy analysis method. While there exist numerical results in the literature for the Cahn-Hilliard equation, a nonlinear partial differential equation, the present results are completely analytical. In order to obtain accurate approximate analytical solutions, we consider multiple auxiliary linear operators, in order to find the best operator which permits accuracy after relatively few terms are calculated. We also select the convergence control parameter optimally, through the construction of an optimal control problem for the minimization of the accumulated L ²-norm of the residual errors. In this way, we obtain optimal homotopy analysis solutions for this complicated nonlinear initial value problem. A variety of initial conditions are selected, in order to fully demonstrate the range of solutions possible.     

Study on asymptotic analytical solutions using HAM for strongly nonlinear vibrations of a restrained cantilever beam with an intermediate lumped mass

Presented herein is to establish the asymptotic analytical solutions for the fifth-order Duffing type temporal problem having strongly inertial and static nonlinearities. Such a problem corresponds to the strongly nonlinear vibrations of an elastically restrained beam with a lumped mass. Taking into consideration of the inextensibility condition and using an assumed single mode Lagrangian method, the single-degree-of-freedom ordinary differential equation can be derived from the governing equations of the beam model. Various parameters of the nonlinear unimodal temporal equation stand for different vibration modes of inextensible cantilever beam. By imposing the homotopy analysis method (HAM), we establish the asymptotic analytical approximations for solving the fifth-order nonlinear unimodal temporal problem. Within this research framework, both the frequencies and periodic solutions of the nonlinear unimodal temporal equation can be explicitly and analytically formulated. For verification, numerical comparisons are conducted between the results obtained by the homotopy analysis and numerical integration methods. Illustrative examples are selected to demonstrate the accuracy and correctness of this approach. Besides, the optimal HAM approach is introduced to accelerate the convergence of solutions.