A note on stability of the Douglas splitting method

In this note some stability results are derived for the Douglas splitting method. The relevance of the theoretical results is tested for an advection-reaction equation.

     

Hermite methods for hyperbolic initial-boundary value problems

We study arbitrary-order Hermite difference methods for the numerical solution of initial-boundary value problems for symmetric hyperbolic systems. These differ from standard difference methods in that derivative data (or equivalently local polynomial expansions) are carried at each grid point. Time-stepping is achieved using staggered grids and Taylor series. We prove that methods using derivatives of order in each coordinate direction are stable under -independent CFL constraints and converge at order . The stability proof relies on the fact that the Hermite interpolation process generally decreases a seminorm of the solution. We present numerical experiments demonstrating the resolution of the methods for large as well as illustrating the basic theoretical results.

     

The traction initial-boundary value problem for bending of thermoelastic plates with cracks

The initial-boundary value problem for bending of a thermoelastic plate weakened by a crack, with Neumann-type boundary conditions along the edges of the crack, is studied, and its unique solvability in spaces of distributions is proved by means of a combination of the Laplace transformation and variational methods.     

Existence of solutions for linear hyperbolic initial-boundary value problems in a rectangle

In a recent article, we achieved the well-posedness of linear hyperbolic initial and boundary value problems (IBVP) in a rectangle via semigroup method, and we found that there are only two elementary modes called hyperbolic and elliptic modes in the system. It seems that, there is only one set of boundary conditions for the hyperbolic mode, while there are infinitely many sets of boundary conditions for the elliptic mode, which can lead to well-posedness. In this article, we continue to consider linear hyperbolic IBVP in a rectangle in the constant coefficients case and we show that there are also infinitely many sets of boundary conditions for hyperbolic mode which will lead to the existence of a solution. We also have uniqueness in some special cases. The boundary conditions satisfy the reflection conditions introduced in Section 3, which turn out to be equivalent to the strictly dissipative conditions.     

Discontinuous Galerkin methods for periodic boundary value problems

This article considers the extension of well‐known discontinuous Galerkin (DG) finite element formulations to elliptic problems with periodic boundary conditions. Such problems routinely appear in a number of applications, particularly in homogenization of composite materials. We propose an approach in which the periodicity constraint is incorporated weakly in the variational formulation of the problem. Both H¹ and L² error estimates are presented. A numerical example confirming theoretical estimates is shown. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2007     

The initial-boundary value problems for a class of nonlinear wave equations with damping term

In this paper we study the existence and uniqueness of the global generalized solution and the global classical solution, the blowup of the solution and the energy decay of the solutions of the initial-boundary value problems for a class of nonlinear wave equations.     

线性Schrdinger方程的初边值问题(英文)

本文证明了非线性 Ｓｃｈｒｏｄｉｎｇｅｒ方程的初边值问题的 Ｈｓ－解（１＜ ｓ ≤ ２）的存在唯一性结果．     

The application of Hermite interpolation to the analysis of non-linear diffusive initial-boundary value problems

In this paper we examine the feasibility of using two-pointHermite interpolation as a systematic tool in the analysis ofinitial-boundary value problems for non-linear diffusion equations.We do this by considering a series of examples for the porousmedium equation involving both fixed and moving boundaries.Essentially, the idea is to construct polynomials which fitthe known and unknown function values and their derivativesat the two end points of a given interval. Systems of ordinarydifferential equations are then obtained for the unknown endpoint functions of time which need to be determined in orderto specify the polynomial representation—the initial conditionsfor such systems are related to the initial data for the originalproblem. As well as constructing approximate solutions, it emergesthat the method is particularly useful in identifying steadystates and similarity solutions together with their stabilityand other asymptotic properties. We believe that the techniqueprovides scientists and applied mathematicians with a valuablestrategy in the analysis of the qualitative and quantitativefeatures of solutions to initial-boundary value problems involvingnon-linear diffusion and related equations.     

Application of wavelet transforms to the solution of boundary value problems for linear parabolic equations

A method based on wavelet transforms is proposed for finding weak solutions to initial-boundary value problems for linear parabolic equations with discontinuous coefficients and inexact data. In the framework of multiresolution analysis, the general scheme for finite-dimensional approximation in the regularization method is combined with the discrepancy principle. An error estimate is obtained for the stable approximate solution obtained by solving a set of linear algebraic equations for the wavelet coefficients of the desired solution.     

Extremality and comparison results for discontinuous implicit third order functional initial-boundary value problems

Extremality results are derived for implicit third order functional initial-boundary value problems. Differential equations, initial conditions and boundary conditions of problems may involve discontinuous nonlinearities.     

Parallelism across the steps in iterated Runge-Kutta methods for stiff initial value problems

For the parallel integration of stiff initial value problems (IVPs) three main approaches can be distinguished: approaches based on parallelism across the problem, on parallelism across the method and on parallelism across the steps. The first type of parallelism does not require special integration methods can be exploited within any available IVP solver. The methodparallel approach received some attention in the case of Runge-Kutta based methods. For these methods, the required number of processors is roughly half the order of the generating Runge-Kutta method and the speed-up with respect to a good sequential IVP solver is about a factor 2. The third type of parallelism (step-parallelism) can be achieved in any IVP solver based on predictor-corrector iteration. Most step-parallel methods proposed so far employ a large number of processors, but lack the property of robustness, due to a poor convergence behaviour in the iteration process. Hence, the effective speed-up is rather poor. The step-parallel iteraction process proposed in the present paper is less massively parallel, but turns out to be sufficiently robust to solve the four-stage Radau IIA corrector used in our experiments within a few effective iterations per step and to achieve speed-up factors up to 10 with respect to the best sequential codes.The research reported in this paper was partly supported by the Technology Foundation (STW) in the Netherlands.     

Global existence of weakly discontinuous solutions to a kind of mixed initial-boundary value problem for quasilinear hyperbolic systems

In this paper, the mixed initial-boundary value problem for general first order quasi- linear hyperbolic systems with nonlinear boundary conditions in the domain D = {（t, x） ｜ t ≥ 0, x ≥0} is considered. A sufficient condition to guarantee the existence and uniqueness of global weakly discontinuous solution is given.     

Parallel iteration across the steps of high-order Runge-Kutta methods for nonstiff initial value problems

For the parallel integration of nonstiff initial value problems (IVPs), three main approaches can be distinguished: approaches based on “parallelism across the problem”, on “parallelism across the method” and on “parallelism across the steps”. The first type of parallelism does not require special integration methods and can be exploited within any available IVP solver. The method-parallelism approach received much attention, particularly within the class of explicit Runge-Kutta methods originating from fixed point iteration of implicit Runge-Kutta methods of Gaussian type. The construction and implementation on a parallel machine of such methods is extremely simple. Since the computational work per processor is modest with respect to the number of data to be exchanged between the various processors, this type of parallelism is most suitable for shared memory systems. The required number of processors is roughly half the order of the generating Runge-Kutta method and the speed-up with respect to a good sequential IVP solver is about a factor 2. The third type of parallelism (step-parallelism) can be achieved in any IVP solver based on predictor-corrector iteration and requires the processors to communicate after each full iteration. If the iterations have sufficient computational volume, then the step-parallel approach may be suitable for implementation on distributed memory systems. Most step-parallel methods proposed so far employ a large number of processors, but lack the property of robustness, due to a poor convergence behaviour in the iteration process. Hence, the effective speed-up is rather poor. The dynamic step-parallel iteration process proposed in the present paper is less massively parallel, but turns out to be sufficiently robust to achieve speed-up factors up to 15.     

B-convergence of the implicit midpoint rule and the trapezoidal rule

We present upper bounds for the global discretization error of the implicit midpoint rule and the trapezoidal rule for the case of arbitrary variable stepsizes. Specializing our results for the case of constant stepsizes they easily prove second order optimal B-convergence for both methods.1980 AMS Subject Classification: 65L05, 65L20.     

Univariate modified Fourier methods for second order boundary value problems

We develop and analyse a new spectral-Galerkin method for the numerical solution of linear, second order differential equations with homogeneous Neumann boundary conditions. The basis functions for this method are the eigenfunctions of the Laplace operator subject to these boundary conditions. Due to this property this method has a number of beneficial features, including an condition number and the availability of an optimal, diagonal preconditioner. This method offers a uniform convergence rate of , however we show that by the inclusion of an additional 2M basis functions, this figure can be increased to for any positive integer M.      

Symmetries for initial value problems

In this letter we give a less restrictive condition compared to that given by Zhang and Chen (2010), for first order initial conditions to be recoverable with a particular classical or nonclassical symmetry generator. Examples are provided for the generalised Kuramoto–Sivashinsky equation and a nonlinear diffusion equation with a sink term.