Finite difference reaction diffusion equations with nonlinear boundary conditions

This article is concerned with numerical solutions of finite difference systems of reaction diffusion equations with nonlinear internal and boundary reaction functions. The nonlinear reaction functions are of general form and the finite difference systems are for both time-dependent and steady-state problems. For each problem a unified system of nonlinear equations is treated by the method of upper and lower solutions and its associated monotone iterations. This method leads to a monotone iterative scheme for the computation of numerical solutions as well as an existence-comparison theorem for the corresponding finite difference system. Special attention is given to the dynamical property of the time-dependent solution in relation to the steady-state solutions. Application is given to a heat-conduction problem where a nonlinear radiation boundary condition obeying the Boltzmann law of cooling is considered. This application demonstrates a bifurcation property of two steady-state solutions, and determines the dynamic behavior of the time-dependent solution. Numerical results for the heat-conduction problem, including a test problem with known analytical solution, are presented to illustrate the various theoretical conclusions. © 1995 John Wiley & Sons, Inc.     

Positive solutions and dynamics of a finite difference reaction–diffusion system

We investigate the dynamics and methods of computation for some nonlinear finite difference systems that are the discretized equations of a time-dependent and a steady-state reaction–diffusion problem. The formulation of the discrete equations for the time-dependent problem is based on the implicit method for parabolic equations, and the computational algorithm is based on the method of monotone iterations using upper and lower solutions as the initial iterations. The monotone iterative method yields improved upper and lower bounds of the solution in each iteration, and the sequence of iterations converges monotonically to a solution for both the time-dependent and the steady-state problems. An important consequence of this method is that it leads to a bifurcation point that determines the dynamic behavior of the time-dependent problem in relation to the corresponding steady-state problem. This bifurcation point also determines whether the steady-state problem has one or two non-negative solutions, and is explicitly given in terms of the physical parameters of the system and the type of boundary conditions. Numerical results are presented for both the time-dependent and the steady-state problems under various boundary conditions, including a test problem with known analytical solution. These numerical results exhibit the predicted dynamic behavior of the time-dependent solution given by the theoretical analysis. Also discussed are the numerical stability of the computational algorithm and the convergence of the finite difference solution to the corresponding continuous solution of the reaction–diffusion problem. © 1993 John Wiley & Sons, Inc.     

Stability and asymptotic behaviour in a reaction–diffusion system

This paper is concerned with some qualitative analysis for a coupled system of five reaction–diffusion equations which arises from a physiology model. The uniform boundedness of the time-dependent solution is obtained under various boundary conditions. Sufficient conditions are also given to ensure the asymptotic stability of the non-negative steady-state solutions under Dirichlet or Robin boundary condition for each component. Under homogeneous Neumann boundary condition for some components the time-dependent solution is proven to converge to a constant steady state determined by the initial functions.     

Asymptotic stability of reaction-diffusion systems in chemical reactor and combustion theory

Some coupled reaction-diffusion systems arising from chemical diffusion processes and combustion theory are analyzed. This analysis includes the existence and uniqueness of positive time-dependent solutions, upper and lower bounds of the solution, asymptotic behavior and invariant sets, and the stability of steady-state solutions, including an estimate of the stability region. Explicit conditions for the asymptotic behavior and the stability of a steady-state solution are given. These conditions establish some interrelationship among the physical parameters of the diffusion medium, the reaction mechanism, the initial function and the type of boundary condition. Under the same set of physical parameters and reaction function, a comparison between the Neumann type and Dirichlet or third type boundary condition exhibits quite different asymptotic behavior of the solution. For the general nonhomogeneous system, multiple steady-state solutions may exist and only local stability results are obtained. However, for certain models it is possible to obtain global stability of a steady-state solution by either increasing the diffusion coefficients or decreasing the size of the diffusion medium. This fact is demonstrated by a one-dimensional tubular reactor model commonly discussed in the literature.     

Finite difference reaction-diffusion systems with coupled boundary conditions and time delays

This paper is concerned with finite difference solutions of a coupled system of reaction-diffusion equations with nonlinear boundary conditions and time delays. The system is coupled through the reaction functions as well as the boundary conditions, and the time delays may appear in both the reaction functions and the boundary functions. The reaction-diffusion system is discretized by the finite difference method, and the investigation is devoted to the finite difference equations for both the time-dependent problem and its corresponding steady-state problem. This investigation includes the existence and uniqueness of a finite difference solution for nonquasimonotone functions, monotone convergence of the time-dependent solution to a maximal or a minimal steady-state solution for quasimonotone functions, and local and global attractors of the time-dependent system, including the convergence of the time-dependent solution to a unique steady-state solution. Also discussed are some computational algorithms for numerical solutions of the steady-state problem when the reaction function and the boundary function are quasimonotone. All the results for the coupled reaction-diffusion equations are directly applicable to systems of parabolic-ordinary equations and to reaction-diffusion systems without time delays.     

含时滞的反应扩散方程组周期解的存在与稳定性

本文研究了一类反应项非单调的时滞反应扩散方程组.利用上、下解方法及不动点理论获得了此系统边值问题周期解存在性的充分条件,给出了证明其周期解稳定性的方法.最后通过化学中的一个典型模型说明了所得结果的意义.     

Existence and qualitative features of entire solutions for delayed reaction diffusion system: the monostable case

The paper is concerned with the existence and qualitative features of entire solutions for delayed reaction diffusion monostable systems. Here the entire solutions mean solutions defined on the $ (x,t)\in\mathbb{R}^{N+1} $. We first establish the comparison principles, construct appropriate upper and lower solutions and some upper estimates for the systems with quasimonotone nonlinearities. Then, some new types of entire solutions are constructed by mixing any finite number of traveling wave fronts with different speeds $ c\geq c_* $ and propagation directions and a spatially independent solution, where $c_*>0$ is the critical wave speed. Furthermore, various qualitative properties of entire solutions are investigated. In particularly, the relationship between the entire solution, the traveling wave fronts and a spatially independent solution are considered, respectively. At last, for the nonquasimonotone nonlinearity case, some new types of entire solutions are also investigated by introducing two auxiliary quasimonotone controlled systems and establishing some comparison theorems for Cauchy problems of the three systems.     

Positive solutions of quasilinear parabolic systems with nonlinear boundary conditions

The aim of this paper is to investigate the existence, uniqueness, and asymptotic behavior of solutions for a coupled system of quasilinear parabolic equations under nonlinear boundary conditions, including a system of quasilinear parabolic and ordinary differential equations. Also investigated is the existence of positive maximal and minimal solutions of the corresponding quasilinear elliptic system as well as the uniqueness of a positive steady-state solution. The elliptic operators in both systems are allowed to be degenerate in the sense that the density-dependent diffusion coefficients Di(ui) may have the property Di(0)=0 for some or all i. Our approach to the problem is by the method of upper and lower solutions and its associated monotone iterations. It is shown that the time-dependent solution converges to the maximal solution for one class of initial functions and it converges to the minimal solution for another class of initial functions; and if the maximal and minimal solutions coincide then the steady-state solution is unique and the time-dependent solution converges to the unique solution. Applications of these results are given to three model problems, including a porous medium type of problem, a heat-transfer problem, and a two-component competition model in ecology. These applications illustrate some very interesting distinctive behavior of the time-dependent solutions between density-independent and density-dependent diffusions.     

Numerical methods for fourth‐order nonlinear elliptic boundary value problems

The aim of this article is to present several computational algorithms for numerical solutions of a nonlinear finite difference system that represents a finite difference approximation of a class of fourth‐order elliptic boundary value problems. The numerical algorithms are based on the method of upper and lower solutions and its associated monotone iterations. Three linear monotone iterative schemes are given, and each iterative scheme yields two sequences, which converge monotonically from above and below, respectively, to a maximal solution and a minimal solution of the finite difference system. This monotone convergence property leads to upper and lower bounds of the solution in each iteration as well as an existence‐comparison theorem for the finite difference system. Sufficient conditions for the uniqueness of the solution and some techniques for the construction of upper and lower solutions are obtained, and numerical results for a two‐point boundary‐value problem with known analytical solution are given. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17:347–368, 2001     

Global asymptotic stability of Lotka-Volterra 3-species reaction-diffusion systems with time delays

This paper is concerned with three 3-species time-delayed Lotka-Volterra reaction-diffusion systems and their corresponding ordinary differential systems without diffusion. The time delays may be discrete or continuous, and the boundary conditions for the reaction-diffusion systems are of Neumann type. The goal of the paper is to obtain some simple and easily verifiable conditions for the existence and global asymptotic stability of a positive steady-state solution for each of the three model problems. These conditions involve only the reaction rate constants and are independent of the diffusion effect and time delays. The result of global asymptotic stability implies that each of the three model systems coexists, is permanent, and the trivial and all semitrivial solutions are unstable. Our approach to the problem is based on the method of upper and lower solutions for a more general reaction-diffusion system which gives a common framework for the 3-species model problems. Some global stability results for the 2-species competition and prey-predator reaction-diffusion systems are included in the discussion.     

Stability and attractivity of periodic solutions of parabolic systems with time delays

This paper is concerned with the existence, stability, and global attractivity of time-periodic solutions for a class of coupled parabolic equations in a bounded domain. The problem under consideration includes coupled system of parabolic and ordinary differential equations, and time delays may appear in the nonlinear reaction functions. Our approach to the problem is by the method of upper and lower solutions and its associated monotone iterations. The existence of time-periodic solutions is for a class of locally Lipschitz continuous reaction functions without any quasimonotone requirement using Schauder fixed point theorem, while the stability and attractivity analysis is for quasimonotone nondecreasing and mixed quasimonotone reaction functions using the monotone iterative scheme. The results for the general system are applied to the standard parabolic equations without time delay and to the corresponding ordinary differential system. Applications are also given to three Lotka-Volterra reaction diffusion model problems, and in each problem a sufficient condition on the reaction rates is obtained to ensure the stability and global attractivity of positive periodic solutions.     

Time-Delayed finite difference reaction-diffusion systems with nonquasimonotone functions

Summary This paper is concerned with finite difference solutions of a system of reaction-diffusion equations with coupled nonlinear boundary conditions and time delays. The reaction functions and the boundary functions are not necessarily quasimonotone, and the time delays may appear in the reaction functions as well as in the boundary functions. The investigation is devoted to the finite difference system for both the time-dependent problem and its corresponding steady-state problem. Some monotone iteration processes for the finite difference systems are given, and the asymptotic behavior of the time-dependent solution in relation to the steady-state solution is discussed. The asymptotic behavior result leads to some local and global attractors of the time-dependent problem, including the convergence of the time-dependent solution to a unique steady-state solution. An application and some numerical results to an enzyme-substrate reaction-diffusion problem are given. All the results are directly applicable to parabolic-ordinary systems and to reaction-diffusion systems without time delays. The work of this author was supported in part by the National Natural Science Foundation of China No.10571059, E-Institutes of Shanghai Municipal Education Commission No. E03004, Shanghai Priority Academic Discipline, and the Scientific Research Foundation for the Returned Overseas Chinese Scholars, State Education Ministry.     

一类时滞反应扩散方程的周期解和概周期解

通过构造上、下控制函数，结合上、下解方法及相应的单调迭代方法研究了一类时滞反应扩散方程，证明了在反应项非单调时，如果一雏边值问题存在一对周期（或概周期）上、下解，则方程一定存在唯一的周期（或概周期）解．并给出了二维边值问题周期（或概周期）解存在唯一性的充分条件．推广了已有的一些结果。     

Time delayed parabolic systems with coupled nonlinear boundary conditions

The aim of this paper is to show the existence and uniqueness of a solution for a system of time-delayed parabolic equations with coupled nonlinear boundary conditions. The time delays are of discrete type which may appear in the reaction function as well as in the boundary function. The approach to the problem is by the method of upper and lower solutions for nonquasimonotone functions.

     

Positive solutions of quasilinear parabolic systems with Dirichlet boundary condition

Coupled systems for a class of quasilinear parabolic equations and the corresponding elliptic systems, including systems of parabolic and ordinary differential equations are investigated. The aim of this paper is to show the existence, uniqueness, and asymptotic behavior of time-dependent solutions. Also investigated is the existence of positive maximal and minimal solutions of the corresponding quasilinear elliptic system. The elliptic operators in both systems are allowed to be degenerate in the sense that the density-dependent diffusion coefficients Di(ui) may have the property Di(0)=0 for some or all i=1,…,N, and the boundary condition is ui=0. Using the method of upper and lower solutions, we show that a unique global classical time-dependent solution exists and converges to the maximal solution for one class of initial functions and it converges to the minimal solution for another class of initial functions; and if the maximal and minimal solutions coincide then the steady-state solution is unique and the time-dependent solution converges to the unique solution. Applications of these results are given to three model problems, including a scalar polynomial growth problem, a coupled system of polynomial growth problem, and a two component competition model in ecology.     

Monotone schemes for semilinear elliptic systems related to ecology

Semilinear elliptic systems of partial differential equations related to ecology are studied, with Dirichlet boundary conditions. Monotone sequences of functions which satisfy scalar equations are constructed so that they will converge to upper and lower bounds for the solutions of the systems. In case a related system has a unique positive solution, then these sequences will converge to the solution of the original system. Applications of the monotone sequences to uniqueness and stability are also given.     

Asymptotic behavior of solutions of reaction-diffusion equations with nonlocal boundary conditions

This paper is concerned with some dynamical property of a reaction-diffusion equation with nonlocal boundary condition. Under some conditions on the kernel in the boundary condition and suitable conditions on the reaction function, the asymptotic behavior of the time-dependent solution is characterized in relation to a finite or an infinite set of constant steady-state solutions. This characterization is determined solely by the initial function and it leads to the stability and instability of the various steady-state solutions. In the case of finite constant steady-state solutions, the time-dependent solution blows up in finite time when the initial function in greater than the largest constant solution. Also discussed is the decay property of the solution when the kernel function in the boundary condition prossesses alternating sign in its domain.     

Existence and stability of periodic solutions for parabolic systems with time delays

This paper is concerned with the existence and stability time-periodic solutions for a class of coupled parabolic equations with time delay, and time delays may appear in the nonlinear reaction functions. The existence of time-periodic solutions is for a class of locally Lipschitz continuous reaction functions without any quasimonotone requirement. Our approach to the problem is by the method of upper and lower solution and using Schauder fixed point theorem. Some methods for proving the stability of the periodic solution are also given. The results for the general system can be applied to the standard parabolic equations without time delay and corresponding ordinary differential system. Finally, a model arising from chemistry is used to illustrate the obtained results.     

Numerical methods for coupled systems of quasilinear elliptic equations with nonlinear boundary conditions

This paper is concerned with numerical solutions of a coupled system of arbitrary number of quasilinear elliptic equations under combined Dirichlet and nonlinear boundary conditions. A finite difference system for a transformed system of the quasilinear equations is formulated, and three monotone iterative schemes for the computation of numerical solutions are given using the method of upper and lower solutions. It is shown that each of the three monotone iterations converges to a minimal solution or a maximal solution depending on whether the initial iteration is a lower solution or an upper solution. A comparison result among the three iterative schemes is given. Also shown is the convergence of the minimal and maximal discrete solutions to the corresponding minimal and maximal solutions of the continuous system as the mesh size tends to zero. These results are applied to a heat transfer problem with temperature dependent thermal conductivity and a Lotka-Volterra cooperation system with degenerate diffusion. This degenerate property leads to some interesting distinct property of the system when compared with the non-degenerate semilinear systems. Numerical results are given to the above problems, and in each problem an explicit continuous solution is constructed and is used to compare with the computed solution     

Existence of a Global Solution for a Scalar Conservation Law with a Source Term

We are concerned with a scalar conservation law with a source term. This equation is proposed to describe the qualitative behavior of waves for a general system in resonance with the source term by T.P. Liu. In addition to this, the scalar conservation law is used in various areas such as fluid dynamics, traffic problems etc.In the present paper, we prove the global existence and stability of entropy solutions to the Cauchy problem. The difficult point is to obtain the bounded estimate of solutions. To solve it, we introduce some functions as the lower and upper bounds. Therefore, our bounded estimate depends on the space variable. This idea comes from the generalized invariant region theory for the compressible Euler equation. The method is also applicable to other nonlinear problems involving similar difficulties. Finally, we use the vanishing viscosity method to construct approximate solutions and derive the convergence by the compensated compactness.