解三维抛物型方程的一个ADI格式

构造了一个解三维抛物型方程的高精度ADI格式,格式绝对稳定,截断误差为O（△t^2＋△x^4）;然后应用Richerdson外推法,外推一次得到了具有O（△t^3＋△x^6）阶精度的近似解.     

A fourth order ADI method for semidiscrete parabolic equations

A fourth order fourstep ADI method is described for solving the systems of ordinary differential equations which are obtained when a (nonlinear) parabolic initial-boundary value problem in two dimensions is semi-discretized. The local time-discretization error and the stability conditions are derived. By numerical experiments it is demonstrated that the (asymptotic) fourth order behaviour does not degenerate if the time step increases to relatively large values. Also a comparison is made with the classical ADI method of Peaceman and Rachford showing the superiority of the fourth order method in the higher accuracy region, particularly in nonlinear problems.     

The new alternating direction implicit difference methods for solving three-dimensional parabolic equations

A new alternating direction implicit (ADI) scheme for solving three-dimensional parabolic equations with nonhomogeneous boundary conditions is presented. The scheme is also extended to high-order compact difference scheme. Both of them have the advantages of unconditional stability and being convenient to compute the boundary values of the intermediates. Besides this, the compact scheme has high-order accuracy and uses less computational time. Numerical examples are presented and the results are very satisfactory.     

A comparative study of ADI splitting methods for parabolic equations in two space dimensions

The main purpose of the paper is a numerical comparison of three integration methods for semi-discrete parabolic partial differential equations in two space variables. Linear as well as nonlinear,equations are considered. The integration methods are the well-known ADI method of Peaceman and Rachford, a global extrapolation scheme of the classical ADI method to order four and a fourth order, four-step ADI splitting method.     

A New ADI Scheme for Solving Three-Dimensional Parabolic Equations with First-Order Derivatives and Variable Coefficients

An ADI scheme for solving three-dimensional parabolic equations withfirst-order derivatives and variable coefficients has been developed basedon our previous papers and the idea of the modified upwind differencescheme. This ADI scheme is second-order accurate and unconditionallystable. Further, a small parameter can be chosen which makes it suitablefor simulating fast-transient phenomena or for computations on fine spatialmeshes. The method is illustrated with numerical examples.     

Degenerate parabolic stochastic partial differential equations

We study the Cauchy problem for a scalar semilinear degenerate parabolic partial differential equation with stochastic forcing. In particular, we are concerned with the well-posedness in any space dimension. We adapt the notion of kinetic solution which is well suited for degenerate parabolic problems and supplies a good technical framework to prove the comparison principle. The proof of existence is based on the vanishing viscosity method: the solution is obtained by a compactness argument as the limit of solutions of nondegenerate approximations.     

解高维热传导方程的一个高精度ADI格式

构造了一个解四维热传导方程的一个高精度ADI格式,格式绝对稳定,截断误差阶达到O(△t~2 △x~4).可用追赶法求解.     

On a system of quasilinear parabolic functional differential equations

Summary We consider initial boundary value problems for a system of second order quasilinear parabolic equations where also the main part contains functional dependence on the unknown function. This system is of type, considered in [6], [7] by U. Hornung, W. J?ger and A. Mikelic.     

Oscillation theorems for second-order half-linear differential equations

Oscillation criteria for the second-order half-linear differential equation

[r(t)|ξ′(t)|⁻¹ ξ′(t)]′ + p(t)|ξ(t)|⁻¹ξ(t)=0, t t₀

are established, where > 0 is a constant and exists for t [t₀, ∞). We apply these results to the following equation:

where , D = (D₁,…, D_N), Ω_a = x ^N : |x| ≥ a} is an exterior domain, and c C([a, ∞), ), n > 1 and N ≥ 2 are integers. Here, a > 0 is a given constant.     

On the ADI method for Sylvester equations

This paper is concerned with the numerical solution of large scale Sylvester equations AX−XB=C, Lyapunov equations as a special case in particular included, with C having very small rank. For stable Lyapunov equations, Penzl (2000) [22] and Li and White (2002) [20] demonstrated that the so-called Cholesky factor ADI method with decent shift parameters can be very effective. In this paper we present a generalization of the Cholesky factor ADI method for Sylvester equations. An easily implementable extension of Penz’s shift strategy for the Lyapunov equation is presented for the current case. It is demonstrated that Galerkin projection via ADI subspaces often produces much more accurate solutions than ADI solutions.     

A MODIFIED UPWIND DIFFERENCE SCHEME FOR NONLINEAR PARABOLIC EQUATIONS IN A VARIABLE DOMAIN

The nonlinear parabolic equations in a variable domain are considered. A modified up-wind difference scheme is given in the variable domain. Stability in l norm and error estimate in norm are obtained.     

Dynamic adaptation for parabolic equations

A dynamic adaptation method is presented that is based on the idea of using an arbitrary time-dependent system of coordinates that moves at a velocity determined by the unknown solution. Using some model problems as examples, the generation of grids that adapt to the solution is considered for parabolic equations. Among these problems are the nonlinear heat transfer problem concerning the formation of stationary and moving temperature fronts and the convection-diffusion problems described by the nonlinear Burgers and Buckley-Leverette equations. A detailed analysis of differential approximations and numerical results shows that the idea of using an arbitrary time-dependent system of coordinates for adapted grid generation in combination with the principle of quasi-stationarity makes the dynamic adaptation method universal, effective, and algorithmically simple. The universality is achieved due to the use of an arbitrary time-dependent system of coordinates that moves at a velocity determined by the unknown solution. This universal approach makes it possible to generate adapted grids for time-dependent problems of mathematical physics with various mathematical features. Among these features are large gradients, propagation of weak and strong discontinuities in nonlinear transport and heat transfer problems, and moving contact and free boundaries in fluid dynamics. The efficiency is determined by automatically fitting the velocity of the moving nodes to the dynamics of the solution. The close relationship between the adaptation mechanism and the structure of the parabolic equations allows one to automatically control the nodes’ motion so that their trajectories do not intersect. This mechanism can be applied to all parabolic equations in contrast to the hyperbolic equations, which do not include repulsive components. The simplicity of the algorithm is achieved due to the general approach to the adaptive grid generation, which is independent of the form and type of the differential equations.     

A linearized compact difference scheme for a class of nonlinear delay partial differential equations

A linearized compact difference scheme is presented for a class of nonlinear delay partial differential equations with initial and Dirichlet boundary conditions. The unique solvability, unconditional convergence and stability of the scheme are proved. The convergence order is O(τ²+h⁴)$O({\tau }^2+h^4)$ in _L∞$L_{\infty }$ norm. Finally, a numerical example is given to support the theoretical results.     

A link of stochastic differential equations to nonlinear parabolic equations

Using Girsanov transformation,we derive a new link from stochastic differential equations of Markovian type to nonlinear parabolic equations of Burgers-KPZ type,in such a manner that the obtained BurgersKPZ equation characterizes the path-independence property of the density process of Girsanov transformation for the stochastic differential equation.Our assertion also holds for SDEs on a connected differential manifold.     

Uniqueness for second-order parabolic equations with discontinuous coefficients

We prove uniqueness of the good solution to the Cauchy–Dirichlet (C–D) problem for linear non-variational parabolic equations with the coefficients of the principal part with discountinuities, in cases in which in general uniqueness of strong solutions in Sobolev spaces does not hold. In particular, we prove uniqueness when the discontinuities of the coefficients are contained in a hyperplane t = t ₀ and, with an extra condition on the eigenvalues of the matrix, in a line segment x = x ₀. Mathematics Subject Classification. 35A05, 35K10, 35K20 Dedicated to the memory of Gene Fabes.     

求解非线性时滞脉冲双曲微分方程的隐式差分格式

构造了一类求解非线性时滞脉冲双曲型偏微分方程的隐式差分格式.在一定条件下,获得了该差分格式的唯一可解性、收敛性和无条件稳定性,且空间和时间均二阶精度.最后,数值实验表明了所得格式的精度和有效性.     

Stability of solutions of quasilinear parabolic equations

We bound the difference between solutions u and v of ut=aΔu+divxf+h and vt=bΔv+divxg+k with initial data φ and ψ, respectively, by

     

二阶非线性矩阵微分方程的振动性

Some new oscillation criteria are established for the second-order matrix differential system(r(t)Z′(t))′ p(t)Z′(t) Q(t)F(Z′(t))G(Z(t)) = 0, t ≥ to ＞ 0,are different from most known ones in the sense that they are based on the information only on a sequence of subintervals of [t0, ∞), rather than on the whole half-line. The results weaken the condition of Q(t) and generalize some well-known results of Wong (1999) to nonlinear matrix differential equation.