On filter-successive linearization methods for nonlinear semidefinite programming

In this paper we present a filter-successive linearization method with trust region for solutions of nonlinear semidefinite programming. Such a method is based on the concept of filter for nonlinear programming introduced by Fletcher and Leyffer in 2002. We describe the new algorithm and prove its global convergence under weaker assumptions. Some numerical results are reported and show that the new method is potentially effcient.     

Approximation of the incompressible non‐Newtonian fluid equations by the artificial compressibility method

This paper studies the approximation of the non‐Newtonian fluid equations by the artificial compressibility method. We first introduce a family of perturbed compressible non‐Newtonian fluid equations (depending on a positive parameter ε) that approximates the incompressible equations as ε → 0⁺. Then, we prove the unique existence and convergence of solutions for the compressible equations to the solutions of the incompressible equations. Copyright © 2012 John Wiley & Sons, Ltd.     

Unconditional non‐linear stability for a fluid of third grade

The thermal convection in a layer of a third grade fluid is investigated, with viscosity being a general function of temperature. We develop a non‐linear stability analysis and prove that unconditional non‐linear stability criterion is achieved using a natural energy approach. This shows that, in some sense, the equations for a fluid of third grade are preferable to those for a fluid of second grade or a dipolar fluid. Copyright © 2004 John Wiley & Sons, Ltd.     

非线性半定规划的逐次线性化柔性惩罚法

针对非线性不等式约束半定规划问题提出一种新的逐次线性化方法, 新算法既不要求罚函数单调下降, 也不使用过滤技巧, 尝试步的接受准则仅仅依赖于目标函数和约束违反度, 罚函数中对应于成功迭代点的罚因子不需要单调增加. 新算法或者要求违反约束度量有足够改善, 或者在约束违反度的一个合理范围内要求目标函数值充分下降, 在通常假设条件下, 分析了新算法的适定性及全局收敛性. 最后, 给出了非线性半定规划问题的数值试验结果, 结果表明了新算法的有效性.     

Wavelet analysis method for solving linear and nonlinear singular boundary value problems

In this paper, a robust and accurate algorithm for solving both linear and nonlinear singular boundary value problems is proposed. We introduce the Chebyshev wavelets operational matrix of derivative and product operation matrix. Chebyshev wavelets expansions together with operational matrix of derivative are employed to solve ordinary differential equations in which, at least, one of the coefficient functions or solution function is not analytic. Several examples are included to illustrate the efficiency and accuracy of the proposed method.     

Radial basis collocation method and quasi‐Newton iteration for nonlinear elliptic problems

This work presents a radial basis collocation method combined with the quasi‐Newton iteration method for solving semilinear elliptic partial differential equations. The main result in this study is that there exists an exponential convergence rate in the radial basis collocation discretization and a superlinear convergence rate in the quasi‐Newton iteration of the nonlinear partial differential equations. In this work, the numerical error associated with the employed quadrature rule is considered. It is shown that the errors in Sobolev norms for linear elliptic partial differential equations using radial basis collocation method are bounded by the truncation error of the RBF. The combined errors due to radial basis approximation, quadrature rules, and quasi‐Newton and Newton iterations are also presented. This result can be extended to finite element or finite difference method combined with any iteration methods discussed in this work. The numerical example demonstrates a good agreement between numerical results and analytical predictions. The numerical results also show that although the convergence rate of order 1.62 of the quasi‐Newton iteration scheme is slightly slower than rate of order 2 in the Newton iteration scheme, the former is more stable and less sensitive to the initial guess. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008     

On Numerov's method for a class of strongly nonlinear two-point boundary value problems

The purpose of this paper is to give a numerical treatment for a class of strongly nonlinear two-point boundary value problems. The problems are discretized by fourth-order Numerov's method, and a linear monotone iterative algorithm is presented to compute the solutions of the resulting discrete problems. All processes avoid constructing explicitly an inverse function as is often needed in the known treatments. Consequently, the full potential of Numerov's method for strongly nonlinear two-point boundary value problems is realized. Some applications and numerical results are given to demonstrate the high efficiency of the approach.     

Chebyshev‐Legendre spectral method for solving the two‐dimensional vorticity equations with homogeneous Dirichlet conditions

The Chebyshev‐Legendre spectral method for the two‐dimensional vorticity equations is considered. The Legendre Galerkin Chebyshev collocation method is used with the Chebyshev‐Gauss collocation points. The numerical analysis results under the L²‐norm for the Chebyshev‐Legendre method of one‐dimensional case are generalized into that of the two‐dimensional case. The stability and optimal order convergence of the method are proved. Numerical results are given. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

A new Taylor collocation method for nonlinear Fredholm‐Volterra integro‐differential equations

The aim of this article is to present an efficient numerical procedure for solving nonlinear integro‐differential equations. Our method depends mainly on a Taylor expansion approach. This method transforms the integro‐differential equation and the given conditions into the matrix equation which corresponds to a system of nonlinear algebraic equations with unkown Taylor coefficients. The reliability and efficiency of the proposed scheme are demonstrated by some numerical experiments and performed on the computer program written in Maple10. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

Asymptotic linearization and stabilization for a class of nonlinear systems

This paper presents a nonlinear output feedback which asymptotically linearizes the class of nonlinear, continuous-time, affine in the control systems having relative degree equal to the state space dimension. Moreover, we show that any set of eigenvalues can be assigned for the asymptotic closed-loop linear system. The controller is based on a nonlinear observer, presented in a previous paper, and on the linearizing state feedback proposed by Isidori and computed in the estimated state. The main result obtained is equivalent to the separation theorem in the linear case.This work was supported by the Italian Ministry for University and Scientific and Technological Research.     

Note on a proposed weighted residual method for solving nonlinear differential boundary problems

A proposed iterative method for solving nonlinear differential two-point boundary value problems is generalized and shown to be equivalent to using the standard method of adjoints on a linearized form of the nonlinear boundary-value problem.     

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     

Existence of solutions for nonlinear singular boundary value problems

Existence of solutions to the two-point boundary value problem (p(t)y')' = q(t)f(t, y,p(t)y'), y(l) = 0, lim_t→0+ p(t)y'(t) = 0 is established under a variety of conditions. Here p(0) = 0 is allowed, and q is not assumed to be continuous at 0, so the problem may be doubly singular. In addition, the Dirichlet problem for this differential equation is investigated     

Constructive approximation of solution for fourth‐order nonlinear boundary value problems

In this paper, we obtain a sequence of approximate solution converging uniformly to the exact solution of a class of fourth‐order nonlinear boundary value problems. Its exact solution is represented in the form of series in the reproducing kernel space. The n‐term approximation u_n(x) is proved to converge to the exact solution u(x). Moreover, the derivatives of u_n(x) are also convergent to the derivatives of u(x). Copyright © 2008 John Wiley & Sons, Ltd.     

On the well‐posedness of a mathematical model describing water‐mud interaction

In this paper, we consider a mathematical model describing the two‐phase interaction between water and mud in a water canal when the width of the canal is small compared with its depth. The mud is treated as a non‐Newtonian fluid, and the interface between the mud and fluid is allowed to move under the influence of gravity and surface tension. We reduce the mathematical formulation, for small boundary and initial data, to a fully nonlocal and nonlinear problem and prove its local well‐posedness by using abstract parabolic theory. Copyright © 2012 John Wiley & Sons, Ltd.     

Positive solutions for systems of nonlinear second‐order multipoint boundary value problems

We study the existence of positive solutions for systems of second‐order nonlinear ordinary differential equations, subject to multipoint boundary conditions. Copyright © 2013 John Wiley & Sons, Ltd.     

A parametrization method for solving nonlinear two-point boundary value problems

A sharper version of the local Hadamard theorem on the solvability of nonlinear equations is proved. Additional parameters are introduced, and a two-parameter family of algorithms for solving nonlinear two-point boundary value problems is proposed. Conditions for the convergence of these algorithms are given in terms of the initial data. Using the right-hand side of the system of differential equations and the boundary conditions, equations are constructed from which initial approximations to the unknown parameters can be found. A criterion is established for the existence of an isolated solution to a nonlinear two-point boundary value problem. This solution is shown to be a continuous function of the data specifying the problem.     

A mixed finite element method for a quasi‐Newtonian fluid flow

We propose a mixed formulation for quasi‐Newtonian fluid flow obeying the power law where the stress tensor is introduced as a new variable. Based on such a formulation, a mixed finite element is constructed and analyzed. This finite element method possesses local (i.e., at element level) conservation properties (conservation of the momentum and the mass) as in the finite volume methods. We give existence and uniqueness results for the continuous problem and its approximation and we prove error bounds. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2004.