Problems and methods in partial differential equations

Summary The method of singularities is used to solve theCauchy problem for simple hyperbolic partial differential equations, namely, the wave equation and the damped wave equation. The representation formula for the solution of theCauchy problem is written in terms of finite parts and logarithmic parts of certain divergent integrals. A process of analytic continuation is also used to solve theCauchy problems under consideration. However, to obtain explicitly the representation formulas for the solutions, one must actually perform the analytic continuation. It is shown that this is best achieved by making use of finite and logarithmic parts. Simple examples were purposely chosen so as to show that consideration of finite and logarithmic parts is naturally unavoidable and ? in the very nature of things ?. To Enrico Bompiani on his scientific Jubilee. This work was sponsored in part by the Air Force Office of Scientific Research of the Air Research and Development Command, United States Air Force, through its European Office.     

Problems and methods in partial differential equations

Summary Finite part and logarithmic part of some divergent integrals with applications to theCauchy problem. A Giovanni Sansone nel suo 70^mo compleanno. The research reported in this document has been sponsored in part by the Air Force Office of Scientific Research of the Air Research and Development Command, United States Air Force, through its European Office under Contract AF 61 (056)-86.     

Extrapolation methods for dynamic partial differential equations

Summary Several extrapolation procedures are presented for increasing the order of accuracy in time for evolutionary partial differential equations. These formulas are based on finite difference schemes in both the spatial and temporal directions. One of these schemes reduces to a Runge-Kutta type formula when the equations are linear. On practical grounds the methods are restricted to schemes that are fourth order in time and either second, fourth or sixth order in space. For hyperbolic problems the second order in space methods are not useful while the fourth order methods offer no advantage over the Kreiss-Oliger method unless very fine meshes are used. Advantages are first achieved using sixth order methods in space coupled with fourth order accuracy in time. The averaging procedure advocated by Gragg does not increase the efficiency of the scheme. For parabolic problems severe stability restrictions are encountered that limit the applicability to problems with large cell Reynolds number. Computational results are presented confirming the analytic discussions.This report was prepared as a result of work performed under NASA Contract No. NAS1-14101 while the author was in residence at ICASE, NASA Langley Research Center, Hampton, VA 23665, USA, and under ERDA Grant No. E(11-1)-3077-III while he was at Courant Institute of Mathematical Sciences, New York, NY 10012, USA     

Hopscotch methods for elliptic partial differential equations

This paper analyses hopscotch algorithms when used to solve elliptic partial differential equations. A comparison with standard methods is made for the model problem.     

Adaptive energy preserving methods for partial differential equations

A framework for constructing integral preserving numerical schemes for time-dependent partial differential equations on non-uniform grids is presented. The approach can be used with both finite difference and partition of unity methods, thereby including finite element methods. The schemes are then extended to accommodate r-, h- and p-adaptivity. To illustrate the ideas, the method is applied to the Korteweg–de Vries equation and the sine-Gordon equation. Results from numerical experiments are presented.     

Unconditionally stable difference methods for delay partial differential equations

This paper is concerned with the numerical solution of parabolic partial differential equations with time-delay. We focus in particular on the delay dependent stability analysis of difference methods that use a non-constrained mesh, i.e., the time step-size is not required to be a submultiple of the delay. We prove that the fully discrete system unconditionally preserves the delay dependent asymptotic stability of the linear test problem under consideration, when the following discretization is used: a variant of the classical second-order central differences to approximate the diffusion operator, a linear interpolation to approximate the delay argument, and, finally, the trapezoidal rule or the second-order backward differentiation formula to discretize the time derivative. We end the paper with some numerical experiments that confirm the theoretical results.     

Solvability of partial differential equations by meshless kernel methods

This paper first provides a common framework for partial differential equation problems in both strong and weak form by rewriting them as generalized interpolation problems. Then it is proven that any well-posed linear problem in strong or weak form can be solved by certain meshless kernel methods to any prescribed accuracy. The work described in this paper was partially supported by a grant from the Research Grants Council of the Hong Kong Special Administrative Region, China (Project No. CityU 101205). Robert Schaback’s research in Hong Kong was sponsored by DFG and City University of Hong Kong.     

High-order finite element methods for time-fractional partial differential equations

The aim of this paper is to develop high-order methods for solving time-fractional partial differential equations. The proposed high-order method is based on high-order finite element method for space and finite difference method for time. Optimal convergence rate O((Δt)^2−α+N^−r) is proved for the (r−1)th-order finite element method (r≥2).     

Implicit ad hoc methods for nonlinear partial differential equations

Several special methods including implicit separation of variables, explicit and implicit generalized traveling waves are introduced and employed to obtain solutions for nonlinear equations. Certain nonlinear wave propagation problems are shown to yield to implicit separation while generalized traveling wave concepts are applied in diffusion, fluid mechanics and wave propagation.     

Quadratic spline collocation methods for elliptic partial differential equations

We consider Quadratic Spline Collocation (QSC) methods for linear second order elliptic Partial Differential Equations (PDEs). The standard formulation of these methods leads to non-optimal approximations. In order to derive optimal QSC approximations, high order perturbations of the PDE problem are generated. These perturbations can be applied either to the PDE problem operators or to the right sides, thus leading to two different formulations of optimal QSC methods. The convergence properties of the QSC methods are studied. OptimalO(h ^3–j ) global error estimates for thejth partial derivative are obtained for a certain class of problems. Moreover,O(h ^4–j ) error bounds for thejth partial derivative are obtained at certain sets of points. Results from numerical experiments verify the theoretical behaviour of the QSC methods. Performance results also show that the QSC methods are very effective from the computational point of view. They have been implemented efficiently on parallel machines.This research was supported in part by David Ross Foundation (U.S.A) and NSERC (Natural Sciences and Engineering Research Council of Canada).     

Nonstationary monotone iterative methods for nonlinear partial differential equations

A simple technique is given in this paper for the construction and analysis of monotone iterative methods for a class of nonlinear partial differential equations. With the help of the special nonlinear property we can construct nonstationary parameters which can speed up the iterative process in solving the nonlinear system. Picard, Gauss–Seidel, and Jacobi monotone iterative methods are presented and analyzed for the adaptive solutions. The adaptive meshes are generated by the 1-irregular mesh refinement scheme which together with the M-matrix of the finite element stiffness matrix lead to existence–uniqueness–comparison theorems with simple upper and lower solutions as initial iterates. Some numerical examples, including a test problem with known analytical solution, are presented to demonstrate the accuracy and efficiency of the adaptive and monotone properties. Numerical results of simulations on a MOSFET with the gate length down to 34 nm are also given.     

Collocation methods for parabolic partial differential equations in one space dimension

Summary Collocation at Gaussian points for a scalarm-th order ordinary differential equation has been studied by C. de Boor and B. Swartz. J. Douglas, Jr. and T. Dupont, using collocation at Gaussian points, and a combination of energy estimates and approximation theory have given a comprehensive theory for parabolic problems in a single space variable. While the results of this report parallel those of Douglas and Dupont, the approach is basically different. The Laplace transform is used to lift the results of de Boor and Swartz to linear parabolic problems. This indicates a general procedure that may be used to lift schemes for elliptic problems to schemes for parabolic problems. Additionally there is a section on longtime integration and A-stability.Supported by the Office of Naval Research under contract N-00014-67-A-0128-0004     

Relaxation methods for mixed-integer optimal control of partial differential equations

We consider integer-restricted optimal control of systems governed by abstract semilinear evolution equations. This includes the problem of optimal control design for certain distributed parameter systems endowed with multiple actuators, where the task is to minimize costs associated with the dynamics of the system by choosing, for each instant in time, one of the actuators together with ordinary controls. We consider relaxation techniques that are already used successfully for mixed-integer optimal control of ordinary differential equations. Our analysis yields sufficient conditions such that the optimal value and the optimal state of the relaxed problem can be approximated with arbitrary precision by a control satisfying the integer restrictions. The results are obtained by semigroup theory methods. The approach is constructive and gives rise to a numerical method. We supplement the analysis with numerical experiments.     

Moving finite element methods for time fractional partial differential equations

With the aim of simulating the blow-up solutions, a moving finite element method, based on nonuniform meshes both in time and in space, is proposed in this paper to solve time fractional partial differential equations (FPDEs). The unconditional stability and convergence rates of 2-α for time and r for space are proved when the method is used for the linear time FPDEs with α-th order time derivatives. Numerical examples are provided to support the theoretical findings, and the blow-up solutions for the nonlinear FPDEs are simulated by the method.     

Some recent methods for partial differential equations of divergence form

Some recent methods for solving second-order nonlinear partial differential equations of divergence form and related nonlinear problems are surveyed. These methods include entropy methods via the theory of divergence-measure fields for hyperbolic conservation laws, kinetic methods via kinetic formulations for degenerate parabolichyperbolic equations, and free-boundary methods via free-boundary iterations for multidimensional transonic shocks for nonlinear equation of mixed elliptic-hyperbolic type. Some recent trends in this direction are also discussed.Dedicated to IMPA on the occasion of its 50^th anniversary     

Finite element methods for semilinear elliptic stochastic partial differential equations

We study finite element methods for semilinear stochastic partial differential equations. Error estimates are established. Numerical examples are also presented to examine our theoretical results. This research is supported by Air Force Office of Scientific Research under the grant number FA9550-05-1-0133 and 985 Project of Jilin University.     

Numerical methods for nonlinear partial differential equations of fractional order

In this article, we implement relatively new analytical techniques, the variational iteration method and the Adomian decomposition method, for solving nonlinear partial differential equations of fractional order. The fractional derivatives are described in the Caputo sense. The two methods in applied mathematics can be used as alternative methods for obtaining analytic and approximate solutions for different types of fractional differential equations. In these schemes, the solution takes the form of a convergent series with easily computable components. Numerical results show that the two approaches are easy to implement and accurate when applied to partial differential equations of fractional order.