Numerical methods for a coupled system of differential equations arising from a thermal ignition problem

This article is concerned with monotone iterative methods for numerical solutions of a coupled system of a first‐order partial differential equation and an ordinary differential equation which arises from fast‐igniting catalytic converters in automobile engineering. The monotone iterative scheme yields a straightforward marching process for the corresponding discrete system by the finite‐difference method, and it gives not only a computational algorithm for numerical solutions of the problem but also the existence and uniqueness of a finite‐difference solution. Particular attention is given to the “finite‐time” blow‐up property of the solution. In terms of minimal sequence of the monotone iterations, some necessary and sufficient conditions for the blow‐up solution are obtained. Also given is the convergence of the finite‐difference solution to the continuous solution as the mesh size tends to zero. Numerical results of the problem, including a case where the continuous solution is explicitly known, are presented and are compared with the known solution. Special attention is devoted to the computation of the blow‐up time and the critical value of a physical parameter which determines the global existence and the blow‐up property of the solution. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2013     

Accelerated monotone iterative methods for finite difference equations of reaction-diffusion

This paper is concerned with numerical methods for a finite difference system of reaction-diffusion-convection equation under nonlinear boundary condition. Various monotone iterative methods are presented, and each of these methods leads to an existence-comparison theorem as well as a computational algorithm for numerical solutions. The monotone property of the iterations gives improved upper and lower bounds of the solution in each iteration, and the rate of convergence of the iterations is either quadratic or nearly quadratic depending on the property of the nonlinear function. Application is given to a model problem from chemical engineering, and some numerical results, including a test problem with known analytical solution, are presented to illustrate the various rates of convergence of the iterations. Received November 2, 1995 / Revised version received February 10, 1997     

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     

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     

Strongly coupled elliptic systems and applications to Lotka–Volterra models with cross-diffusion

The aim of this paper is to investigate the existence and method of construction of solutions for a general class of strongly coupled elliptic systems by the method of upper and lower solutions and its associated monotone iterations. The existence problem is for nonquasimonotone functions arising in the system, while the monotone iterations require some mixed monotone property of these functions. Applications are given to three Lotka–Volterra model problems with cross-diffusion and self-diffusion which are some extensions of the classical competition, prey–predator, and cooperating ecological systems. The monotone iterative schemes lead to some true positive solutions of the competition system, and to quasisolutions of the prey–predator and cooperating systems. Also given are some sufficient conditions for the existence of a unique positive solution to each of the three model problems.     

带非线性边界条件的反应扩散方程的数值方法

１引言近年来关于非线性抛物型方程数值解法的研究取得了许多好的结果,其中以Ｃ．Ｖ．Ｐａｏ为主的研究者们利用上、下解方法对带线性边界条件的半线性抛物型方程的有限差分系统进行了广泛的研究,提出了一系列有效的迭代算法（见［１］、［２］、［３］、［４］）．但对带非线性边界条件的半线性抛物型方程初边值问题,作者至今尚未见到有研究者将上、下解方法用在相应的差分系统上,求得数值解．其主要原因是由于边界上函数的非线性,解在边界网格点上的值未知且无法用内部网格点上的值直接表示,相应的差分系统表示形式受到影响,边界网…     

Non-convex sweeping processes involving maximal monotone operators

By using a regularization method, we study in this paper the global existence and uniqueness property of a new variant of non-convex sweeping processes involving maximal monotone operators. The system can be considered as a maximal monotone differential inclusion under a control term of normal cone type forcing the trajectory to be always contained in the desired moving set. When the set is fixed, one can show that the unique solution is right-differentiable everywhere and its right-derivative is right-continuous. Non-smooth Lyapunov pairs for this system are also analysed.     

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.     

Convergent Algorithm Based on Progressive Regularization for Solving Pseudomonotone Variational Inequalities

In this paper, we extend the Moreau-Yosida regularization of monotone variational inequalities to the case of weakly monotone and pseudomonotone operators. With these properties, the regularized operator satisfies the pseudo-Dunn property with respect to any solution of the variational inequality problem. As a consequence, the regularized version of the auxiliary problem algorithm converges. In this case, when the operator involved in the variational inequality problem is Lipschitz continuous (a property stronger than weak monotonicity) and pseudomonotone, we prove the convergence of the progressive regularization introduced in Refs. 1, 2.     

On continuous first-order methods and their regularized versions for mixed variational inequalities

For mixed variational inequalities in a Hilbert space, we consider continuous first-order methods and obtain sufficient conditions for their strong convergence. If the operator of the problem is not strongly monotone and the functional does not have the property of strong convexity, then regularized versions of these methods are used for the solution of a mixed variational inequality. For the case in which the data are given approximately, we prove the strong convergence of the regularized methods to a normal solution of the original problem. The construction of all methods uses the resolvent of the maximal monotone operator. We obtain sufficient conditions for the unique solvability of the Cauchy problems determining the considered methods.     

Enforcing Strong Stability of Explicit Runge-Kutta Methods with Superviscosity

A time discretization method is called strongly stable(or monotone),if the norm of its numerical solution is nonincreasing.Although this property is desirable i...     

具强制条件的向量均衡问题

研究锥伪单调、锥拟凸和上锥连续映射在某种强制性条件下的向量均衡问题解集的特征,建立强制性条件与向量均衡问题解集的关系,得到对偶向量均衡问题局部解集含于向量均衡问题解集的性质和向量均衡问题解集的非空性条件,给出在锥伪单调、锥拟凸和上锥连续映射条件下向量均衡问题解集的非空有界性与强制性条件的等价性．     

New sufficient conditions of existence,moment estimations and non confluence for SDEs with non-Lipschitzian coefficients

The objective of the present paper is to find new sufficient conditions for the existence of unique strong solutions to a class of (time-inhomogeneous) stochastic differential equations with random, non-Lipschitzian coefficients. We give an example to show that our conditions are indeed weaker than those relevant conditions existing in the literature. We also derive moment estimations for the maximum process of the solution. Finally, we present a sufficient condition to ensure the non confluence property of the solution of time-homogeneous SDE which, in one dimension, is nothing but stochastic monotone property of the solution.     

Quasi-Linear Elliptic Stochastic Partial Differential Equation: Markov property

We study nonlinear elliptic SPDEs driven by a space-time white noise. We present existence and uniqueness results for a drift of monotone type and we study the germ Markov property of the solution     

Monotonicity of solutions and blow-up for semilinear parabolic equations with nonlinear memory

We show the existence of monotone in time solutions for a semilinear parabolic equation with memory. The blow-up rate estimate of the solution is known to be a consequence of the monotonicity property.     

Monotonicity of solutions and blow-up for semilinear parabolic equations with nonlinear memory

We show the existence of monotone in time solutions for a semilinear parabolic equation with memory. The blow-up rate estimate of the solution is known to be a consequence of the monotonicity property.     

On fourth-order elliptic boundary value problems

This paper is concerned with the existence and uniqueness of a solution for a class of fourth-order elliptic boundary value problems. The existence of a solution is proven by the method of upper and lower solutions without any monotone nondecreasing or nonincreasing property of the nonlinear function. Sufficient conditions for the uniqueness of a solution and some techniques for the construction of upper and lower solutions are given. All the existence and uniqueness results are directly applicable to fourth-order two-point boundary value problems.

     

Spectral gradient projection method for solving nonlinear monotone equations

An algorithm for solving nonlinear monotone equations is proposed, which combines a modified spectral gradient method and projection method. This method is shown to be globally convergent to a solution of the system if the nonlinear equations to be solved is monotone and Lipschitz continuous. An attractive property of the proposed method is that it can be applied to solving nonsmooth equations. We also give some preliminary numerical results to show the efficiency of the proposed method.     

A modified accelerated monotone iterative method for finite difference reaction-diffusion-convection equations

This paper is concerned with monotone algorithms for the finite difference solutions of a class of nonlinear reaction-diffusion-convection equations with nonlinear boundary conditions. A modified accelerated monotone iterative method is presented to solve the finite difference systems for both the time-dependent problem and its corresponding steady-state problem. This method leads to a simple and yet efficient linear iterative algorithm. It yields two sequences of iterations that converge monotonically from above and below, respectively, to a unique solution of the system. The monotone property of the iterations gives concurrently improving upper and lower bounds for the solution. It is shown that the rate of convergence for the sum of the two sequences is quadratic. Under an additional requirement, quadratic convergence is attained for one of these two sequences. In contrast with the existing accelerated monotone iterative methods, our new method avoids computing local maxima in the construction of these sequences. An application using a model problem gives numerical results that illustrate the effectiveness of the proposed method.     

New projection-type methods for monotone LCP with finite termination

Summary. In this paper we establish two new projection-type methods for the solution of monotone linear complementarity problem (LCP). The methods are a combination of the extragradient method and the Newton method, in which the active set strategy is used and only one linear system of equations with lower dimension is solved at each iteration. It is shown that under the assumption of monotonicity, these two methods are globally and linearly convergent. Furthermore, under a nondegeneracy condition they have a finite termination property. At last, the methods are extended to solving monotone affine variational inequality problem. Received October 10, 2000 / Revised version received May 22, 2001 / Published online October 17, 2001