Convergence and stability of extended BBVMs for nonlinear delay-differential-algebraic equations with piecewise continuous arguments

Delay-differential-algebraic equations have been widely used to model some important phenomena in science and engineering. Since, in general, such equations do not admit a closed-form solution, it is necessary to solve them numerically by introducing suitable integrators. The present paper extends the class of block boundary value methods (BBVMs) to approximate the solutions of nonlinear delay-differential equations with algebraic constraint and piecewise continuous arguments. Under the classical Lipschitz conditions, convergence and stability criteria of the extended BBVMs are derived. Moreover, a couple of numerical examples are provided to illustrate computational effectiveness and accuracy of the methods.

     

Compact block boundary value methods for semi-linear delay-reaction–diffusion equations with algebraic constraints

In the present paper, we study a class of linear approximation methods for solving semi-linear delay-reaction–diffusion equations with algebraic constraint (SDEACs). By combining a fourth-order compact difference scheme with block boundary value methods (BBVMs), a class of compact block boundary value methods (CBBVMs) for SDEACs are suggested. It is proved under some suitable conditions that the CBBVMs are convergent of order 4 in space and order p in time, where p is the local order of the used BBVMs, and are globally stable. With several numerical experiments for Fisher equation with delay and algebraic constraint, the computational effectiveness and theoretical results of CBBVMs are further illustrated.     

Block boundary value methods for linear weakly singular Volterra integro-differential equations

A class of block boundary value methods (BBVMs) is constructed for linear weakly singular Volterra integro-differential equations (VIDEs). The convergence and stability of these methods is analysed. It is shown that optimal convergence rates can be obtained by using special graded meshes. Numerical examples are given to illustrate the sharpness of our theoretical results and the computational effectiveness of the methods. Moreover, a numerical comparison with piecewise polynomial collocation methods for VIDEs is given, which shows that the BBVMs are comparable in numerical precision.

     

Stability analysis of block boundary value methods for neutral pantograph equation

This paper deals with the convergence and stability properties of block boundary value methods (BBVMs) for the neutral pantograph equation. Due to its unbounded time lags and limited computer memory, a change in the independent variable is used to transform a pantograph equation into a non-autonomous differential equation with a constant delay but variable coefficients. It is shown under the classical Lipschitz condition that a BBVM is convergent of order p if the underlying boundary value method is consistent with order p. Furthermore, it is proved under a certain condition that BBVMs can preserve the asymptotic stability of exact solutions for the neutral pantograph equation. Meanwhile, some numerical experiments are given to confirm the main conclusions.     

Global and Bifurcation Analysis of an HIV Pathogenesis Model with Saturated Reverse Function

In this paper, an HIV dynamics model with the proliferation of CD4 T cells is proposed. The authors consider nonnegativity, boundedness, global asymptotic stability of the solutions and bifurcation properties of the steady states. It is proved that the virus is cleared from the host under some conditions if the basic reproduction number R_0 is less than unity. Meanwhile, the model exhibits the phenomenon of backward bifurcation. We also obtain one equilibrium is semi-stable by using center manifold theory. It is proved that the endemic equilibrium is globally asymptotically stable under some conditions if R_0 is greater than unity. It also is proved that the model undergoes Hopf bifurcation from the endemic equilibrium under some conditions. It is novelty that the model exhibits two famous bifurcations,backward bifurcation and Hopf bifurcation. The model is extended to incorporate the specific Cytotoxic T Lymphocytes(CTLs) immune response. Stabilities of equilibria and Hopf bifurcation are considered accordingly. In addition, some numerical simulations for justifying the theoretical analysis results are also given in paper.     

An inverse problem of identifying the coefficient of first-order in a degenerate parabolic equation

This work studies an inverse problem of determining the first-order coefficient of degenerate parabolic equations using the measurement data specified at a fixed internal point. Being different from other ordinary parameter identification problems in parabolic equations, in our mathematical model there exists degeneracy on the lateral boundaries of the domain, which may cause the corresponding boundary conditions to go missing. By the contraction mapping principle, the uniqueness of the solution for the inverse problem is proved. A numerical algorithm on the basis of the predictor-corrector method is designed to obtain the numerical solution and some typical numerical experiments are also performed in the paper. The numerical results show that the proposed method is stable and the unknown function is recovered very well. The results obtained in the paper are interesting and useful, and can be extended to other more general inverse coefficient problems of degenerate PDEs.     

Error propagation when approximating multi-solitons: The KdV equation as a case study

The paper studies the influence of the time discretizations when simulating some phenomena involving more than one solitary wave. Taking the KdV equation as a case study, we obtain some conditions on the numerical method in order to get a more correct simulation of multi-soliton solutions. They are related to the evolution of the conserved quantities of the problem through the numerical integration. It is shown that, when approximating N-solitons, a method that preserves N invariants of the problem shows a better time propagation of the error than that of a general scheme. As a consequence of this, the simulation of some physical parameters that characterize the waves is more suitable when using conservative integrators. We also show how these results can be extended to the approximation to multi-solitons of any equation of the KdV hierarchy and, more generally, other integrable equations.     

关于加法逆特征值问题

１．引言 设Ａ（ｃ）＝（ａｉｊ（ｃ））是ｎ阶实矩阵,其元素ａｉｊ（ｃ）（ｉ,ｊ＝１,…,ｎ）是参变量ｃ＝（Ｃ１,…,ｃｎ）Ｔ的实解析函数,λ１（ｃ）,…,λｎ（Ｃ）是矩阵Ａ（ｃ）的特征值,λ１,…,λｎ是给定的实数,代数特征值反问题［４］就是研究如何求解实的ｃ,使Ａ（ｃ）的特征值为给定的λ１,…,λｎ． 假设给定的ｎ个数λ１,…,λｎ互异,且问题的解存在（解不存在时可考虑某种形式的最小二乘解）,过去的研究一般是直接研究或将问题转化为如下等价的非线性方程组 ｄｅｔ（Ａ（ｃ卜人Ｉ）一０, ｉ＝ １,…,…     

Collocation Method for Singular Integral Equations on Holder Spaces

The classical polynomial collocation method is considered for a class of Cauchy singular integral equations with variable coefficients on a bounded interval. This method is naturally extended to the case of a non-zero index of the underlying Fredholm operator. This is done by using the structure of the kernel and a complement of the image of this operator. For the extended method we directly obtain error bounds in the norm of the weighted Holder spaces. As an illustration, some numerical results are given.     

An improved class of generalized Runge–Kutta methods for stiff problems. Part I: The scalar case

A new family of p-stage methods for the numerical integration of some scalar equations and systems of ODEs is proposed. These methods can be seen as a generalization of the explicit p-stage Runge–Kutta ones, while providing better order and stability results. We will show in this first part that, at the cost of losing linearity in the formulas, it is possible to obtain explicit A-stable and L-stable methods for the numerical integration of scalar autonomous ODEs. Scalar autonomous ODEs are of very little interest in current applications. However, be begin studying this kind of problems because most of the work can be easily extended to a more general situation. In fact, we will show in a second part (entitled ‘The separated system case'), that it is possible to generalize our methods so that they can be applied to some non-autonomous scalar ODEs and systems. We will obtain linearly implicit L-stable methods which do not require Jacobian evaluations. In both parts, some numerical examples are discussed in order to show the good performance of the new schemes.     

Estimation of 1-dimensional nonlinear stochastic differential equations based on higher-order partial differential equation numerical scheme and its application

A method based on higher-order partial differential equation (PDE) numerical scheme are proposed to obtain the transition cumulative distribution function (CDF) of the diffusion process (numerical differentiation of the transition CDF follows the transition probability density function (PDF)), where a transformation is applied to the Kolmogorov PDEs first, then a new type of PDEs with step function initial conditions and 0, 1 boundary conditions can be obtained. The new PDEs are solved by a fourth-order compact difference scheme and a compact difference scheme with extrapolation algorithm. After extrapolation, the compact difference scheme is extended to a scheme with sixth-order accuracy in space, where the convergence is proved. The results of the numerical tests show that the CDF approach based on the compact difference scheme to be more accurate than the other estimation methods considered; however, the CDF approach is not time-consuming. Moreover, the CDF approach is used to fit monthly data of the Federal funds rate between 1983 and 2000 by CKLS model.     

线性等式约束优化的既约预条件共轭梯度路径法

采用既约预条件共轭梯度路径结合非单调技术解线性等式约束的非线性优化问题.基于广义消去法将原问题转化为等式约束矩阵的零空间中的一个无约束优化问题,通过一个增广系统获得既约预条件方程,并构造共轭梯度路径解二次模型,从而获得搜索方向和迭代步长.基于共轭梯度路径的良好性质,在合理的假设条件下,证明了算法不仅具有整体收敛性,而且保持快速的超线性收敛速率.进一步,数值计算表明了算法的可行性和有效性.     

一类广义Liénard系统解的有界性

研究了一类广义 Liénard系统dxdt=p(y) -F(x) ,　 dydt=-g(x) (E)解的有界性 .首先获得了系统 (E)存在无界解的两个新的充分条件 ,然后获得系统 (E)所有解正向有界的若干充分条件和充要条件 ,所获结果改进和扩展了文 [1 -2 ]中的相应结果 .     

利用变分迭代技术解时滞微分方程

应用变分迭代法这种较新的迭代技术解具有初值条件的时滞微分方程.通过这种方法,获得了它的数值解和精确解.通过一些实例充分地说明了这种方法是有效地和便捷的,所得的值与精确解相比较,进一步表明了这种方法的可靠性和精确性.而且这种方法还能被应用到其它领域.     

Embedded pair of extended Runge–Kutta–Nyström type methods for perturbed oscillators

A 5(3) pair of extended Runge–Kutta–Nyström type methods for the numerical integration of perturbed oscillators is presented. These methods are based on the order conditions of extended Runge–Kutta–Nyström type methods proposed by Yang et al. [H.L. Yang, X.Y. Wu, X. You, Y.L. Fang, Extended RKN-type methods for numerical integration of perturbed oscillators, Comput. Phys. Commun. 180 (2009) 1777–1794]. The numerical stability and phase properties of the fifth-order methods are analyzed. Numerical experiments are carried out to show the efficiency and robustness of our new methods in comparison with some well known high quality codes proposed in the scientific literature.     

变分迭代法解时滞微分方程(英文)

变分迭代法被用于解时滞微分方程,通过这种方法我们得到了他们的准确解和数值解。一些例子说明了这种方法的有效性,结果显示这种方法对于解时滞微分方程是一种有力的直接的数学方法。     

Nonstandard discretizations of the generalized Nagumo reaction‐diffusion equation

A competitive nonstandard semi‐explicit finite‐difference method is constructed and used to obtain numerical solutions of the diffusion‐free generalized Nagumo equation. Qualitative stability analysis and numerical simulations show that this scheme is more robust in comparison to some standard explicit methods such as forward Euler and the fourth‐order Runge‐Kutta method (RK4). The nonstandard scheme is extended to construct a semi‐explicit and an implicit scheme to solve the full Nagumo reaction‐diffusion equation. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 363–379, 2003.     

Elliptic equations for invariant measures on Riemannian manifolds: existence and regularity of solutions

We obtain sufficient conditions in terms of Lyapunov functions for the existence of invariant measures for diffusions on finite dimensional manifolds and prove some global regularity results for such measures. These results are extended to countable products of finite dimensional manifolds. A new concept of weak elliptic equations for measures on infinite dimensional manifolds is introduced. As an application, we obtain some a priori estimates for Gibbs measures on countable products of manifolds and prove a new existence result for such measures.     

B值随机元阵列加权和的完全收敛性

在随机元阵列随机有界的条件下,得到了行间独立B值随机元阵列加权和的完全收敛性成立的充分条件,延伸了文献[9]的主要结果和文献[6]的部分结果.     

Symmetric marching technique for the Poisson equation. II. mixed boundary conditions

In paper I a symmetric marching technique for the discretized Poisson equation with Dirichlet boundary conditions was developed. In this paper, the symmetric marching technique is extended to cover mixed boundary value problems for Poisson equation. The results of some numerical experiments are also presented.