对流弥散方程的时间依赖反应系数反演及应用

探讨了一维对流弥散方程的时间依赖反应系数函数的反演问题及其在一个土柱渗流试验中的应用.借助一个积分恒等式,讨论了正问题单调解的存在条件及反问题的数据相容性.进一步考虑一个扰动土柱试验模型模拟问题,应用一种最佳摄动量正则化算法,对反应系数函数进行了数值反演模拟,并应用于实际试验数据的反分析,反演重建结果不仅与相容性分析一致,而且与实际观测数据基本吻合.     

Optimal time decay of the Boltzmann equation with frictional force

In this paper, we use the combination of energy method and Fourier analysis to obtain the optimal time decay of the Boltzmann equation with frictional force towards equilibrium. Precisely speaking, we decompose the equation into macroscopic and microscopic partitions and perform the energy estimation. Then, we construct a special solution operator to a linearized equation without source term and use Fourier analysis to obtain the optimal decay rate to this solution operator. Finally, combining the decay rate with the energy estimation for nonlinear terms, the optimal decay rate to the Boltzmann equation with frictional force is established.     

A new fractional finite volume method for solving the fractional diffusion equation

The inherent heterogeneities of many geophysical systems often gives rise to fast and slow pathways to water and chemical movement. One approach to model solute transport through such media is by fractional diffusion equations with a space–time dependent variable coefficient. In this paper, a two-sided space fractional diffusion model with a space–time dependent variable coefficient and a nonlinear source term subject to zero Dirichlet boundary conditions is considered.Some finite volume methods to solve a fractional differential equation with a constant dispersion coefficient have been proposed. The spatial discretisation employs fractionally-shifted Grünwald formulas to discretise the Riemann–Liouville fractional derivatives at control volume faces in terms of function values at the nodes. However, these finite volume methods have not been extended to two-dimensional and three-dimensional problems in a natural manner. In this paper, a new weighted fractional finite volume method with a nonlocal operator (using nodal basis functions) for solving this two-sided space fractional diffusion equation is proposed. Some numerical results for the Crank–Nicholson fractional finite volume method are given to show the stability, consistency and convergence of our computational approach. This novel simulation technique provides excellent tools for practical problems even when a complex transition zone is involved. This technique can be extend to two-dimensional and three-dimensional problems with complex regions.     

On a decay rate for nonlinear extensible viscoelastic beams with history setting

In this paper we deal with a nonlinear extensible viscoelastic beam model whose memory term is considered in a history setting. The goal is to extend an approach on stability first provided by Guesmia and Messaoudi (J Math Anal Appl. 2014;416:212–228) to a class of viscoelastic beams/plates with nonlinear extensible and source terms. Our stability result contributes in clarifying how the constants appearing in the decay rate depend upon the nonlinearities and the size of initial data. Thus, it also complements some results dealing with this methodology.     

A unsplitting finite volume method for models with stiff relaxation source terms

We developed an unsplitting finite volume scheme to account the delicate nonlinear balance between numerical approximations of the hyperbolic flux function and the source linked to balance laws. The method is Riemann-solver-free and no upwinding technique is used. By means of this new approach, we conducted an analysis for two new models of balance laws linked to compositional and thermal flow in porous media problems, under and without a thermodynamic equilibrium hypothesis. For concreteness, we adopt the nitrogen and steam injection models in a porous media. To this model we found an interesting behavior linked to the relaxation term, which is the existence of a non-monotonic traveling wave. We applied this numerical technique to others well-known differential models with relaxation terms available in the literature. Qualitatively we were able to reproduce the expected results.     

Well-posedness and exponential equilibration of a volume-surface reaction–diffusion system with nonlinear boundary coupling

We consider a model system consisting of two reaction–diffusion equations, where one species diffuses in a volume while the other species diffuses on the surface which surrounds the volume. The two equations are coupled via a nonlinear reversible Robin-type boundary condition for the volume species and a matching reversible source term for the boundary species. As a consequence of the coupling, the total mass of the two species is conserved. The considered system is motivated for instance by models for asymmetric stem cell division.Firstly we prove the existence of a unique weak solution via an iterative method of converging upper and lower solutions to overcome the difficulties of the nonlinear boundary terms. Secondly, our main result shows explicit exponential convergence to equilibrium via an entropy method after deriving a suitable entropy entropy-dissipation estimate for the considered nonlinear volume-surface reaction–diffusion system.     

Exact solutions for logistic reaction–diffusion equations in biology

Reaction–diffusion equations with a nonlinear source have been widely used to model various systems, with particular application to biology. Here, we provide a solution technique for these types of equations in N-dimensions. The nonclassical symmetry method leads to a single relationship between the nonlinear diffusion coefficient and the nonlinear reaction term; the subsequent solutions for the Kirchhoff variable are exponential in time (either growth or decay) and satisfy the linear Helmholtz equation in space. Example solutions are given in two dimensions for particular parameter sets for both quadratic and cubic reaction terms.     

On the wave equation with semilinear porous acoustic boundary conditions

The goal of this work is to study a model of the wave equation with semilinear porous acoustic boundary conditions with nonlinear boundary/interior sources and a nonlinear boundary/interior damping. First, applying the nonlinear semigroup theory, we show the existence and uniqueness of local in time solutions. The main difficulty in proving the local existence result is that the Neumann boundary conditions experience loss of regularity due to boundary sources. Using an approximation method involving truncated sources and adapting the ideas in Lasiecka and Tataru (1993) [28], we show that the existence of solutions can still be obtained. Second, we prove that under some restrictions on the source terms, then the local solution can be extended to be global in time. In addition, it has been shown that the decay rates of the solution are given implicitly as solutions to a first order ODE and depends on the behavior of the damping terms. In several situations, the obtained ODE can be easily solved and the decay rates can be given explicitly. Third, we show that under some restrictions on the initial data and if the interior source dominates the interior damping term and if the boundary source dominates the boundary damping, then the solution ceases to exists and blows up in finite time. Moreover, in either the absence of the interior source or the boundary source, then we prove that the solution is unbounded and grows as an exponential function.     

Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints

Abstract. This paper deals with an extension of Merton's optimal investment problem to a multidimensional model with stochastic volatility and portfolio constraints. The classical dynamic programming approach leads to a characterization of the value function as a viscosity solution of the highly nonlinear associated Bellman equation. A logarithmic transformation expresses the value function in terms of the solution to a semilinear parabolic equation with quadratic growth on the derivative term. Using a stochastic control representation and some approximations, we prove the existence of a smooth solution to this semilinear equation. An optimal portfolio is shown to exist, and is expressed in terms of the classical solution to this semilinear equation. This reduction is useful for studying numerical schemes for both the value function and the optimal portfolio. We illustrate our results with several examples of stochastic volatility models popular in the financial literature.     

Nonlinear convection-dispersion models with a distributed pollutant source I: Direct initial boundary value problems

This paper deals with the modeling and solution of a class of nonlinear direct problems related to a transport diffusion model with a source term. Specifically, the first part of the paper deals with the derivation of a class of transport and diffusion models (with a distributed source term) in one space dimensions with variable properties along the channel and nonlinear decay term. The second part with simulations, that is the approximation to the solution of nonlinear initial boundary value problems by generalized collocation methods. The third part develops a critical analysis mainly addressed to research perspectives on the solution of inverse problems related to the identification of the source term.     

Recovery of the scale-ε~2 pattern by lattice BGK model

IntroductionThe chemical oscillation and chemical waves are the chemical system of the order structuresdecided by the nonlinear features far from the state of equilibrium. If we consider the effecto f the diffusion and nonlinear reaction, then we can find two types of chemical phenomena:Turing pattern and nonlinear chemical wavesll--3]. Turing pattern is the periodic structure inthe spatial distribution. In 1952, Turing pointed out that the structure ealsts. The character ofthe TUring patter…     

Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints

   Abstract. This paper deals with an extension of Merton's optimal investment problem to a multidimensional model with stochastic volatility and portfolio constraints. The classical dynamic programming approach leads to a characterization of the value function as a viscosity solution of the highly nonlinear associated Bellman equation. A logarithmic transformation expresses the value function in terms of the solution to a semilinear parabolic equation with quadratic growth on the derivative term. Using a stochastic control representation and some approximations, we prove the existence of a smooth solution to this semilinear equation. An optimal portfolio is shown to exist, and is expressed in terms of the classical solution to this semilinear equation. This reduction is useful for studying numerical schemes for both the value function and the optimal portfolio. We illustrate our results with several examples of stochastic volatility models popular in the financial literature.     

A numerical integrator for a model with a discontinuous sink term: the dynamics of the sexual phase of monogonont rotifera

We present an explicit numerical method especially adapted to approximate the solution of a nonlinear model with a discontinuous sink term: the dynamics of the sexual phase of monogonont rotifera. We show the effectiveness of this numerical technique in the simulation of the dynamics of the solutions. In particular, we show that this method provides a good approximation to the equilibrium solution of the problem. On the other hand, the numerical simulation presented validates the asymptotic behaviour of the numerical solution with regard to the theoretical one.     

审计中博弈模型的扩展分析

进一步研究审计中的博弈分析.在更为一般的条件下分别建立了审计机关与被审计部门之间的完全信息静态博弈模型和无限阶段重复博弈模型,得到审计机关最优混合策略及其对弄虚作假罚款系数的公式,探讨了影响局中人行为的若干因素,提出了加强审计工作的几点建议.     

Logit tree models for discrete choice data with application to advice-seeking preferences among Chinese Christians

Logit models are popular tools for analyzing discrete choice and ranking data. The models assume that judges rate each item with a measurable utility, and the ordering of a judge’s utilities determines the outcome. Logit models have been proven to be powerful tools, but they become difficult to interpret if the models contain nonlinear and interaction terms. We extended the logit models by adding a decision tree structure to overcome this difficulty. We introduced a new method of tree splitting variable selection that distinguishes the nonlinear and linear effects, and the variable with the strongest nonlinear effect will be selected in the view that linear effect is best modeled using the logit model. Decision trees built in this fashion were shown to have smaller sizes than those using loglikelihood-based splitting criteria. In addition, the proposed splitting methods could save computational time and avoid bias in choosing the optimal splitting variable. Issues on variable selection in logit models are also investigated, and forward selection criterion was shown to work well with logit tree models. Focused on ranking data, simulations are carried out and the results showed that our proposed splitting methods are unbiased. Finally, to demonstrate the feasibility of the logit tree models, they were applied to analyze two datasets, one with binary outcome and the other with ranking outcome.     

A new coupled model for alloy solidification

A new coupled model in the binary alloy solidification has been developed. The model is based on the cellular automaton (CA) technique to calculate the evolution of the interface governed by temperature, solute diffusion and Gibbs-Thomson effect. The diffusion equation of temperature with the release of latent heat on the solid/liquid (S/L) interface is valid in the entire domain. The temperature diffusion without the release of latent heat and solute diffusion are solved in the entire domain. In the interface cells, the     

用格子Boltzmann方法模拟非线性热传导方程

对具有非线性源项和非线性扩散项的热传导方程建立格子Boltzmann求解模型.在演化方程中增加了两个关于源项分布函数的微分算子,对演化方程实施Chapman-Enskog展开.通过对演化方程的进一步改进,恢复出具有高阶截断误差的宏观方程.对不同参数选取下的非线性热传导方程进行了数值模拟,数值解与精确解吻合得很好.该模型也可以用于同类型的其他偏微分方程的数值计算中.     

A new coupled model for alloy solidification

A new coupled model in the binary alloy solidification has been developed. The model is based on the cellular automaton (CA) technique to calculate the evolution of the interface governed by temperature, solute diffusion and Gibbs-Thomson effect. The diffusion equation of temperature with the release of latent heat on the solid/liquid (S/L) interface is valid in the entire domain. The temperature diffusion without the release of latent heat and solute diffusion are solved in the entire domain. In the interface cells, the energy and solute conservation, thermodynamic and chemical potential equilibrium are adopted to calculate the temperature, solid concentration, liquid concentration and the increment of solid fraction. Compared with other models where the release of latent heat is solved in implicit or explicit form according to the solid/liquid (S/L) interface velocity, the energy diffusion and the release of latent heat in this model are solved at different scales, i.e. the macro-scale and micro-scale. The variation of solid fraction in this model is solved using several algebraic relations coming from the chemical potential equilibrium and thermodynamic equilibrium which can be cheaply solved instead of the calculation of S/L interface velocity. With the assumption of the solute conservation and energy conservation, the solid fraction can be directly obtained according to the thermodynamic data. This model is natural to be applied to multiple (< 2) spatial dimension case and multiple (< 2) component alloy. The morphologies of equiaxed dendrite are obtained in numerical experiments.     

Convergence properties of a class of boundary element approximations to linear diffusion problems with localized nonlinear reactions

We consider a boundary element (BE) Algorithm for solving linear diffusion desorption problems with localized nonlinear reactions. The proposed BE algorithm provides an elegant representation of the effect of localized nonlinear reactions, which enables the effects of arbitrarily oriented defect structures to be incorporated into BE models without having to perform severe mesh deformations. We propose a one-step recursion procedure to advance the BE solution of linear diffusion localized nonlinear reaction problems and investigate its convergence properties. The separation of the linear and nonlinear effects by the boundary integral formulation enables us to consider the convergence properties of approximations to the linear terms and nonlinear terms of the boundary integral equation separately. For the linear terms we investigate how the degree of piecewise polynomial collocation in space and the size of the spatial mesh relative to the time step affects the accumulation of errors in the one-step recursion scheme. We develop a novel convergence analysis that combines asymptotic methods with Lax's Equivalence Theorem. We identify a dimensionless meshing parameter θ whose magnitudé governs the performance of the one-step BE schemes. In particular, we show that piecewise constant (PWC) and piecewise linear (PWL) BE schemes are conditionally convergent, have lower asymptotic bounds placed on the size of time steps, and which display excess numerical diffusion when small time steps are used. There is no asymptotic bound on how large the tie steps can be–this allows the solution to be advanced in fewer, larger time steps. The piecewise quadratic (PWQ) BE scheme is shown to be unconditionally convergent; there is no asymptotic restriction on the relative sizes of the time and spatial meshing and no numerical diffusion. We verify the theoretical convergence properties in numerical examples. This analysis provides useful information about the appropriate degree of spatial piecewise polynomial and the meshing strategy for a given problem. For the nonlinear terms we investigate the convergence of an explicit algorithm to advance the solution at an active site forward in time by means of Caratheodory iteration combined with piecewise linear interpolation. We consider a model problem comprising a singular nonlinear Volterra equation that represents the effect of the term in the BE formulation that is due to a single defect. We prove the convergence of the piecewise linear Caratheodory iteration algorithm to a solution of the model problem for as long as such a solution can be shown to exist. This analysis provides a theoretical justification for the use of piecewise linear Caratheodory iterates for advancing the effects of localized reactions.     

Radially Symmetric Solutions of the <Emphasis Type="Italic">p</Emphasis>-Laplace Equation with Gradient Terms

We consider the Dirichlet problem for the p-Laplace equation with nonlinear gradient terms. In particular, these gradient terms cannot satisfy the Bernstein—Nagumo conditions. We obtain some sufficient conditions that guarantee the existence of a global bounded radially symmetric solution without any restrictions on the growth of the gradient term. Also we present some conditions on the function simulating the mass forces, which allow us to obtain a bounded radially symmetric solution under presence of an arbitrary nonlinear source.