A modification of the invariant imbedding method for a singular boundary value problem

We consider a dynamically-consistent analytical model of a 3D topographic vortex. The model is governed by equations derived from the classical problem of the axisymmetric Taylor–Couette flow. Using linear expansions, these equations can be reduced to a differential sixth-order equation with variable coefficients. For this differential equation, we formulate a boundary value problem, which has a number of issues for numerical solving. To avoid these issues and find the eigenvalues and eigenfunctions of the boundary value problem, we suggest a modification of the invariant imbedding method (the Riccati equation method). In this paper, we show that such a modification is necessary since the boundary conditions possess singular matrices, which sufficiently complicate the derivation of the Riccati equation. We suggest algebraic manipulations, which permit the initial problem to be reduced to a problem with regular boundary conditions. Also, we propose a method for obtaining a numerical solution of the matrix Riccati equation by means of recurrence relations, which allow us to obtain a matrizer converging to the required eigenfunction. The suggested method is tested by calculating the corresponding eigenvalues and eigenfunctions, and then, by constructing fluid particle trajectories on the basis of the eigenfunctions.     

Discrete invariant imbedding for singular boundary value problems with a regular singularity

We describe a discrete invariant imbedding method for solving a two point boundary value problem in the interval [0,b] for a linear second order ordinary differential equation with a singularity of the first kind at x = 0. By employing the series expansion on (0, δ], where δ is near the singularity, we first replace it by a regular problem on some interval [δ, b]. The discrete invariant imbedding method is then described to solve the problem over the reduced interval. The stability analysis of the method is discussed. Some model problems are solved, and the numerical results compared with those of other methods.     

Invariant imbedding and multiple shooting for the solution of unstable linear boundary value problems

Invariant imbedding has been used to solve unstable linear boundary value problems for a few years. First this method is derived using the theory of characteristics; there the boundary value problem has to be imbedded in a problem of double dimension. If the corresponding Riccati equation has a critical length, one has to repeat the algorithm. A relation between this repeated invariant imbedding and multiple shooting is shown. In examples invariant imbedding, repeated invariant imbedding, multiple shooting and the superposition principle are compared.     

Integrability theorems for a class of integral transforms

It is shown under weak hypotheses that systems of 2n linear differential equations in 2n variables generate sets of identities similar in structure to the classical trigonometric identities. For clarity of exposition only the case n = 1 is actually treated, but all final equations are written in such a manner as to be directly applicable to matrix systems (n > 1). These identities allow one to avoid, in a very simple way, certain difficulties which often occur in the integration of the Riccati equations arising from application of the invariant imbedding method to two point boundary value problems associated with such linear systems. The overall usefulness of the imbedding method is thereby considerably extended. One analytical and one numerical example are given to illustrate the actual use of these identities.     

On algebraic Riccati equations associated with M-matrices

We consider the algebraic Riccati equation for which the four coefficient matrices form an M-matrix K. When K is a nonsingular M-matrix or an irreducible singular M-matrix, the Riccati equation is known to have a minimal nonnegative solution and several efficient methods are available to find this solution. In this paper we are mainly interested in the case where K is a reducible singular M-matrix. Under a regularity assumption on the M-matrix K, we show that the Riccati equation still has a minimal nonnegative solution. We also study the properties of this particular solution and explain how the solution can be found by existing methods.     

Error bounds for the uniform asymptotic expansion of the incomplete gamma function

We derive simple, explicit error bounds for the uniform asymptotic expansion of the incomplete gamma function Γ(a,z) valid for complex values of a and z as |a|→∞. Their evaluation depends on numerically pre-computed bounds for the coefficients c_k(η) in the expansion of Γ(a,z) taken along rays in the complex η plane, where η is a variable related to z/a. The bounds are compared with numerical computations of the remainder in the truncated expansion.     

On the solution of a class of the reduced wave equation and the Riccati differential equation

In this paper we present an “iteration” technique for a class of differential equation having the form z^″=λz, where λ is a function in C^∞. We show that we can construct not only the general solution of the reduced wave equation but also the general solution of the Riccati differential equation by using this iteration technique if the given function λ is satisfies the condition

     

Finite difference solution of a singular boundary value problem for the p-Laplace operator

We are concerned about a singular boundary value problem for a second order nonlinear ordinary differential equation. The differential operator of this equation is the radial part of the so-called N-dimensional p-Laplacian (where p?>?1), which reduces to the classical Laplacian when p?=?2. We introduce a finite difference method to obtain a numerical solution and, in order to improve the accuracy of this method, we use a smoothing variable substitution that takes into account the behavior of the solution in the neighborhood of the singular points.     

Estimating the ultimate bound and positively invariant set for the hyperchaotic Lorenz–Haken system

To estimate the ultimate bound and positively invariant set for a dynamic system is an important but quite challenging task in general. In this paper, we attempt to investigate the ultimate bound and positively invariant set for the hyperchaotic Lorenz–Haken system using a technique combining the generalized Lyapunov function theory and optimization. For the Lorenz–Haken system, we derive a four-dimensional ellipsoidal ultimate bound and positively invariant set. Furthermore, the two-dimensional parabolic ultimate bound with respect to x–z is established. Finally, numerical results to estimate the ultimate bound are also presented for verification. The results obtained in this paper are important and useful in control, synchronization of hyperchaos and their applications.     

On the formulation of invariant imbedding problems

The formulation of an invariant imbedding problem from a given linear, two-point boundary-value problem is not unique. In this paper, we illustrate how the formulation of the problem by partitioning the original vectory(z) into [u(z),v(z)], can affect the numerical accuracy. In fact, the partitioning, the choice of theR, O system orS, T system of equations in Scott's method, the location and number of switch points, and the switching procedure, all influence the numerical results and the ease of obtaining solutions. A new method of switching and the appropriate formulas are described, namely, the repeated switching from theR, Q system to theR, Q system of equations or from theS, T system to theS, T system of equations.     

Invariant imbedding approach for the solution of the minimal surface equation

A new combined technique based on the application of a linearization procedure either (i), the combination of Outer- and Picard-approximation or (ii) the combination of Newton- and Picard-approximation, and invariant imbedding is proposed for obtaining a numerical solution of the minimal surface equation. The existence of inverses of certain matrices appearing in the invariant imbedding equations and the stability of the algorithm are investigated. The minimal surface equation under various boundary conditions and the subsonic fluid flow problem are chosen as test examples for illustrating the method. The numerical results indicate that the proposed method can be used efficiently for solving elliptic problems of a highly nonlinear nature.     

A singular perturbation approach to solve Burgers–Huxley equation via monotone finite difference scheme on layer-adaptive mesh

This paper deals with a numerical method for solving one-dimensional unsteady Burgers–Huxley equation with the viscosity coefficient ε. The parameter ε takes any values from the half open interval (0, 1]. At small values of the parameter ε, an outflow boundary layer is produced in the neighborhood of right part of the lateral surface of the domain and the problem can be considered as a non-linear singularly perturbed problem with a singular perturbation parameter ε. Using singular perturbation analysis, asymptotic bounds for the derivatives of the solution are established by decomposing the solution into smooth and singular components. We construct a numerical scheme that comprises of implicit-Euler method to discretize in temporal direction on uniform mesh and a monotone hybrid finite difference operator to discretize the spatial variable with piecewise uniform Shishkin mesh. To obtain better accuracy, we use central finite difference scheme in the boundary layer region. Shishkin meshes are refined in the boundary layer region, therefore stability constraint is satisfied by proposed scheme. Quasilinearization process is used to tackle the non-linearity and it is shown that quasilinearization process converges quadratically. The method has been shown to be first order uniformly accurate in the temporal variable, and in the spatial direction it is first order parameter uniform convergent in the outside region of boundary layer, and almost second order parameter uniform convergent in the boundary layer region. Accuracy and uniform convergence of the proposed method is demonstrated by numerical examples and comparison of numerical results made with the other existing methods.     

Perturbation of the SVD in the presence of small singular values

This paper gives SVD perturbation bounds and expansions that are of use when an m × n, m ? n matrix A has small singular values. The first part of the paper gives subspace bounds that are closely related to those of Wedin but are stated so as to isolate the effect of any small singular values to the left singular subspace. In the second part first and second order approximations are given for perturbed singular values. The subspace bounds are used to show that all approximations retain accuracy when applied to small singular values. The paper concludes by deriving a subspace bound for multiplicative perturbations and using that bound to give a simple approximation to a singular value perturbed by a multiplicative perturbation.     

Spectrum transformation and conservation laws of lattice potential KdV equation

Many multi-dimensional consistent discrete systems have soliton solutions with nonzero backgrounds, which brings difficulty in the investigation of integrable characteristics. In this paper, we derive infinitely many conserved quantities for the lattice potential Korteweg-de Vries equation whose solutions have nonzero backgrounds. The derivation is based on the fact that the scattering data a(z) is independent of discrete space and time and the analytic property of Jost solutions of the discrete Schrödinger spectral problem. The obtained conserved densities are asymptotic to zero when |n| (or |m|) tends to infinity. To obtain these results, we reconstruct a discrete Riccati equation by using a conformal map which transforms the upper complex plane to the inside of unit circle. Series solution to the Riccati equation is constructed based on the analytic and asymptotic properties of Jost solutions.     

Universality and asymptotics of graph counting problems in non-orientable surfaces

Bender-Canfield showed that a plethora of graph counting problems in orientable/non-orientable surfaces involve two constants tg and pg for the orientable and the non-orientable case, respectively. T.T.Q. Le and the authors recently discovered a hidden relation between the sequence tg and a formal power series solution u(z) of the Painlevé I equation which, among other things, allows to give exact asymptotic expansion of tg to all orders in 1/g for large g. The paper introduces a formal power series solution v(z) of a Riccati equation, gives a non-linear recursion for its coefficients and an exact asymptotic expansion to all orders in g for large g, using the theory of Borel transforms. In addition, we conjecture a precise relation between the sequence pg and v(z). Our conjecture is motivated by the enumerative aspects of a quartic matrix model for real symmetric matrices, and the analytic properties of its double scaling limit. In particular, the matrix model provides a computation of the number of rooted quadrangulations in the 2-dimensional projective plane. Our conjecture implies analyticity of the O(N)- and Sp(N)-types of free energy of an arbitrary closed 3-manifold in a neighborhood of zero. Finally, we give a matrix model calculation of the Stokes constants, pose several problems that can be answered by the Riemann-Hilbert approach, and provide ample numerical evidence for our results.     

A SINGULAR SINGULARLY-PERTURBED BOUNDARY VALUE PROBLEM

ＡＳＩＮＧＵＬＡＲＳＩＮＧＵＬＡＲＬＹ－ＰＥＲＴＵＲＢＥＤＢＯＵＮＤＡＲＹＶＡＬＵＥＰＲＯＢＬＥＭ￥ＬｉｎＷｕｚｈｏｎｇ（林武忠）；ＷａｎｇＺｈｉｍｉｎｇ（汪志鸣）（ＥａｓｔＣｈｉｎａＮｏｒｍａｌＵｎｉｖｅｒｓｉｔｙ，上海华东师范大学，邮编：２０００...     

Multimodal admittance method in waveguides and singularity behavior at high frequencies

This work presents a multimodal method for the propagation in a waveguide with varying height and its relation to trapped modes or quasi-trapped modes. The coupled mode equations are obtained by projecting the Helmholtz equation on the local transverse modes. To solve this problem we integrate the Riccati equation governing the admittance matrix (Dirichlet-to-Neumann operator). For many propagating modes, i.e. at high frequencies, the numerical integration of the Riccati equation shows that the rule is that this matrix has quasi-singularities associated to quasi-trapped modes.     

Numerical integration of a class of singular perturbation problems

In this paper, we discuss an approximate method for the numerical integration of a class of linear, singularly perturbed two-point boundary-value problems in ordinary differential equations with a boundary layer on the left end of the underlying interval. This method requires a minimum of problem preparation and can be implemented easily on a computer. We replace the original singular perturbation problem by an approximate first-order differential equation with a small deviating argument. Then, we use the trapezoidal formula to obtain the three-term recurrence relationship. Discrete invariant imbedding algorithm is used to solve a tridiagonal algebraic system. The stability of this algorithm is investigated. The proposed method is iterative on the deviating argument. Several numerical experiments have been included to demonstrate the efficiency of the method.The authors wish to express their sincere thanks to Dr. S. M. Roberts for his comments and valuable suggestions.     

Invariant imbedding applied to a class of freholm integral equations

The objective of this paper is the rigorous derivation of an invariant imbedding algorithm for the solution of the integral equation

$\text{ø(z)g(z)+γ?}{}^{\mathrm{\infty }}{}_0\text{K}\text{(∣z-z′∣)ø(z′)dz′}$

for

$\text{z?0}$

, under suitable restrictions on g, K, and γ. First a set of conditions is determined under which Eq. (1) has a unique solution. The function ø(z) is shown to be approximated almost uniformly for Y=0 and as x→∞ by the solution of