Numerical solution of Volterra integral and integro-differential equations with rapidly vanishing convolution kernels

Variable stepsize algorithms for the numerical solution of nonlinear Volterra integral and integro-differential equations of convolution type are described. These algorithms are based on an embedded pair of Runge–Kutta methods of order p=5 and p=4 proposed by Dormand and Prince with interpolation of uniform order p=4. They require O(N) number of kernel evaluations, where N is the number of steps. The cost of the algorithms can be further reduced for equations that have rapidly vanishing convolution kernels, by using waveform relaxation iterations after computing the numerical approximation by variable stepsize algorithm on some initial interval. AMS subject classification (2000)  65R20, 45L10, 93C22     

An iterative scheme for solving nonlinear equations with monotone operators

An iterative scheme for solving ill-posed nonlinear operator equations with monotone operators is introduced and studied in this paper. A discrete version of the Dynamical Systems Method (DSM) algorithm for stable solution of ill-posed operator equations with monotone operators is proposed and its convergence is proved. A discrepancy principle is proposed and justified. A priori and a posteriori stopping rules for the iterative scheme are formulated and justified. AMS subject classification (2000)  47J05, 47J06, 47J35, 65R30     

On nonlinear artificial viscosity,discrete maximum principle and hyperbolic conservation laws

A finite element method for Burgers’ equation is studied. The method is analyzed using techniques from stabilized finite element methods and convergence to entropy solutions is proven under certain hypotheses on the artificial viscosity. In particular we assume that a discrete maximum principle holds. We then construct a nonlinear artificial viscosity that satisfies the assumptions required for convergence and that can be tuned to minimize artificial viscosity away from local extrema. The theoretical results are exemplified on a numerical example. AMS subject classification (2000)  65M20, 65M12, 35L65, 76M10     

Nonlinear Filtering of Diffusion Processes in Correlated Noise: Analysis by Separation of Variables

   Abstract. An approximation to the solution of a stochastic parabolic equation is constructed using the Galerkin approximation followed by the Wiener chaos decomposition. The result is applied to the nonlinear filtering problem for the time-homogeneous diffusion model with correlated noise. An algorithm is proposed for computing recursive approximations of the unnormalized filtering density and filter, and the errors of the approximations are estimated. Unlike most existing algorithms for nonlinear filtering, the real-time part of the algorithm does not require solving partial differential equations or evaluating integrals. The algorithm can be used for both continuous and discrete time observations. \par     

A segmented and weighted Adomian decomposition algorithm for boundary value problem of nonlinear groundwater equation

Based on Adomian decomposition method, a new algorithm for solving boundary value problem (BVP) of nonlinear partial differential equations on the rectangular area is proposed. The solutions obtained by the method precisely satisfy all boundary conditions, except the small pieces near the four corners of the rectangular area. A theorem on the boundary error is given. Hence, the Adomian decomposition method is more efficiently applied to BVPs for partial differential equations. Segmented and weighted analytical solutions with a high accuracy for the BVP of nonlinear groundwater equations on a rectangular area are obtained by the present algorithm. Copyright © 2013 John Wiley & Sons, Ltd.     

A generalized F-expansion method to find abundant families of Jacobi Elliptic Function solutions of the (2 + 1)-dimensional Nizhnik–Novikov–Veselov equation

In the present paper, a generalized F-expansion method is proposed by further studying the famous extended F-expansion method and using a generalized transformation to seek more types of solutions of nonlinear partial differential equations. With the aid of symbolic computation, we choose (2 + 1)-dimensional Nizhnik–Novikov–Veselov equations to illustrate the validity and advantages of the method. As a result, abundant new exact solutions are obtained including Jacobi Elliptic Function solutions, soliton-like solutions, trigonometric function solution etc. The method can be also applied to other nonlinear partial differential equations.     

Finding all Solutions of Systems of Nonlinear Equations Using the Dual Simplex Method

An efficient algorithm is proposed for finding all solutions of nonlinear equations using linear programming (LP). This algorithm is based on a simple test (termed the LP test) for nonexistence of a solution to a system of nonlinear equations in a given region. In the conventional LP test, the system of nonlinear equations is transformed into an LP problem, to which the simplex method is applied. However, although the LP test is very powerful, it requires many pivotings for each region. In this paper, we use the dual simplex method in the LP test, which makes the average number of pivotings per region much smaller (less than one, for example) and makes the algorithm very efficient. By numerical examples, it is shown that the proposed algorithm can find all solutions of systems of 200 nonlinear equations in practical computation time.     

On the nontrivial non-travelling wave profiles of nonlinear evolution and wave equations

The overall aim of the present paper is to find and analyze the new non-travelling wave solutions of the nonlinear evolution and wave equations. With the aid of symbolic computation and based on the generalized extended tanh-function method, we propose the newly extended tanh-function expansion algorithm and get many new non-travelling wave solutions of the (2 + 1)-dimensional Broer–Kaup–Kupershmidt equations. The solutions which we obtain are more abundant than the solutions which the generalized extended tanh-function method gets. At the same time, the solutions contain arbitrary functions which may be helpful to explain some complex phenomena. We also give some figures to describe the property of these solutions. In additions, the method can also be successfully applied to other nonlinear evolution and wave equations.     

Linearly Implicit Finite Element Methods for the Time-Dependent Joule Heating Problem

Completely discrete numerical methods for a nonlinear elliptic-parabolic system, the time-dependent Joule heating problem, are introduced and analyzed. The equations are discretized in space by a standard finite element method, and in time by combinations of rational implicit and explicit multistep schemes. The schemes are linearly implicit in the sense that they require, at each time level, the solution of linear systems of equations. Optimal order error estimates are proved under the assumption of sufficiently regular solutions. AMS subject classification (2000) 65M30, 65M15, 35K60     

An improved generalized F-expansion method and its application to the (2 + 1)-dimensional KdV equations

An improved generalized F-expansion method is proposed to seek exact solutions of nonlinear partial differential equations. With the aid of symbolic computation, we choose the (2 + 1)-dimensional KdV equations to illustrate the validity and advantages of the proposed method. Many new and more general non-travelling wave solutions are obtained, including single and combined non-degenerate Jacobi elliptic function solutions, soliton-like solutions, trigonometric function solutions, each of which contains two arbitrary functions.     

Invariantization of numerical schemes using moving frames

This paper deals with a geometric technique to construct numerical schemes for differential equations that inherit Lie symmetries. The moving frame method enables one to adjust existing numerical schemes in a geometric manner and systematically construct proper invariant versions of them. Invariantization works as an adaptive transformation on numerical solutions, improving their accuracy greatly. Error reduction in the Runge–Kutta method by invariantization is studied through several applications including a harmonic oscillator and a Hamiltonian system. AMS subject classification (2000)  65L12, 70G65     

A Numerical Study of the Exact Evolution Equations for Surface Waves in Water of Finite Depth

We describe a pseudo-spectral numerical method to solve the systems of one-dimensional evolution equations for free surface waves in a homogeneous layer of an ideal fluid. We use the method to solve a system of one-dimensional integro-differential equations, first proposed by Ovsjannikov and later derived by Dyachenko, Zakharov, and Kuznetsov, to simulate the exact evolution of nonlinear free surface waves governed by the two-dimensional Euler equations. These equations are written in the transformed plane where the free surface is mapped onto a flat surface and do not require the common assumption that the waves have small amplitude used in deriving the weakly nonlinear Korteweg–de Vries and Boussinesq long-wave equations. We compare the solution of the exact reduced equations with these weakly nonlinear long-wave models and with the nonlinear long-wave equations of Su and Gardner that do not assume the waves have small amplitude. The Su and Gardner solutions are in remarkably close agreement with the exact Euler solutions for large amplitude solitary wave interactions while the interactions of low-amplitude solitary waves of all four models agree. The simulations demonstrate that our method is an efficient and accurate approach to integrate all of these equations and conserves the mass, momentum, and energy of the Euler equations over very long simulations.     

Stability of piecewise polynomial collocation for computing periodic solutions of delay differential equations

Summary. We prove numerical stability of a class of piecewise polynomial collocation methods on nonuniform meshes for computing asymptotically stable and unstable periodic solutions of the linear delay differential equation by a (periodic) boundary value approach. This equation arises, e.g., in the study of the numerical stability of collocation methods for computing periodic solutions of nonlinear delay equations. We obtain convergence results for the standard collocation algorithm and for two variants. In particular, estimates of the difference between the collocation solution and the true solution are derived. For the standard collocation scheme the convergence results are “unconditional”, that is, they do not require mesh-ratio restrictions. Numerical results that support the theoretical findings are also given. Received June 9, 2000 / Revised version received December 14, 2000 / Published online October 17, 2001     

A generalized sub-equations rational expansion method for nonlinear evolution equations

In this paper, based on symbolic computation and the idea of rational expansion method, a generalized sub-equations rational expansion method (GSRE) is devised to uniformly construct a series of exact complexiton solutions for nonlinear evolution equations. Compared with most existing tanh function methods and other sophisticated methods, the proposed method not only recover some known solutions, but also find some new and general solutions which include many new types of complexiton solutions: the combination of hyperbolic (and square form) function and elliptic function, trigonometric (and square form) function and elliptic function. The efficiency of the method can be demonstrated on (2 + 1)-dimensional Burgers equations.     

Travelling wave solutions of nonlinear evolution equations by using the first integral method

In this paper, we established travelling wave solutions for some (2 + 1)-dimensional nonlinear evolution equations. The first integral method was used to construct travelling wave solutions of nonlinear evolution equations. The travelling wave solutions are expressed by the hyperbolic functions, the trigonometric functions and the rational functions. The first integral method presents a wider applicability for handling nonlinear wave equations.     

LP narrowing: A new strategy for finding all solutions of nonlinear equations

An efficient algorithm is proposed for finding all solutions of systems of n nonlinear equations. This algorithm is based on interval analysis and a new strategy called LP narrowing. In the LP narrowing strategy, boxes (n-dimensional rectangles in the solution domain) containing no solution are excluded, and boxes containing solutions are narrowed so that no solution is lost by using linear programming techniques. Since the LP narrowing is very powerful, all solutions can be found very efficiently. By numerical examples, it is shown that the proposed algorithm could find all solutions of systems of 5000-50,000 nonlinear equations in practical computation time.     

A new minimization protocol for solving nonlinear Poisson–Boltzmann mortar finite element equation

The nonlinear Poisson–Boltzmann equation (PBE) is a widely-used implicit solvent model in biomolecular simulations. This paper formulates a new PBE nonlinear algebraic system from a mortar finite element approximation, and proposes a new minimization protocol to solve it efficiently. In particular, the PBE mortar nonlinear algebraic system is proved to have a unique solution, and is equivalent to a unconstrained minimization problem. It is then solved as the unconstrained minimization problem by the subspace trust region Newton method. Numerical results show that the new minimization protocol is more efficient than the traditional merit least squares approach in solving the nonlinear system. At least 80 percent of the total CPU time was saved for a PBE model problem. AMS subject classification (2000)  65N30, 65H10, 65K10, 92-08     

The method of determining all real nonmultiple roots of systems of nonlinear equations

A method for determining all nonmultiple roots of the system of nonlinear equations in an n-dimensional parallelepiped is proposed. The main idea of the method is that the original set, in which the roots are sought, is divided into subsets where either the system of equations does not have solutions or its Jacobian matrix is nonsingular. A partition algorithm is presented and its convergence is proved. The application of the method is demonstrated using several examples.     

Blow up of incompressible Euler solutions

We present analytical and computational evidence of blowup of initially smooth solutions of the incompressible Euler equations into non-smooth turbulent solutions. We detect blowup by observing increasing L ₂-residuals of computed solutions under decreasing mesh size. AMS subject classification (2000)  35Q30, 65M60     

Generalized extended tanh-function method and its application

In this paper, a new generalized extended tanh-function method is presented for constructing soliton-like, period-form solutions of nonlinear evolution equations (NEEs). Compared with most of the existing tanh-function method, extended tanh-function method, the modified extended tanh-function method and generalized hyperbolic-function method, the proposed method is more powerful. By using this method, we not only can successfully recover the previously known formal solutions but also construct new and more general formal solutions for some NEEs. Make use of the method, we study the (3 + 1)-dimensional potential-YTSF equation and obtain rich new families of the exact solutions, including the non-travelling wave and coefficient functions’ soliton-like solutions, singular soliton-like solutions, periodic form solutions.