A stochastic Lagrangian representation of the three‐dimensional incompressible Navier‐Stokes equations

In this paper we derive a probabilistic representation of the deterministic three‐dimensional Navier‐Stokes equations based on stochastic Lagrangian paths. The particle trajectories obey SDEs driven by a uniform Wiener process; the inviscid Weber formula for the Euler equations of ideal fluids is used to recover the velocity field. This method admits a self‐contained proof of local existence for the nonlinear stochastic system and can be extended to formulate stochastic representations of related hydrodynamic‐type equations, including viscous Burgers equations and Lagrangian‐averaged Navier‐Stokes alpha models. © 2007 Wiley Periodicals, Inc.     

Generalization of the Maxwell equation and relation to the elastic equation

In this paper, we propose a hyperbolic system of first‐order pseudo‐differential equations as generalization of the Maxwell equation. We state basic properties of this system corresponding to the ones of the (usual) Maxwell equation and explain that several known generalized Maxwell equations presented by some researchers can be integrated into the system. Namely, their equations can be regarded as our equation in special cases. Their generalized equations admit not only transversal but also longitudinal waves and are examined from the physical viewpoint. Using the present system, from the mathematical viewpoint, we interpret the meaning for presence of the longitudinal wave (with the transversal one) in their generalized equations. This presence means existence of more than one non‐zero characteristic root for the system (ie, non‐zero eigenvalue of the symbol). We prove also that our system becomes a first‐order expression of (generalized) elastic equations. Furthermore, it is shown that introducing the elastic equations implies expressing the generalized Maxwell equations by the potentials.     

Technical note: A fourth‐order finite difference scheme for a system of a 2D nonlinear elliptic partial differential equations

In this article we present a fourth‐order finite difference scheme, for a system of two‐dimensional, second‐order, nonlinear elliptic partial differential equations with mixed spatial derivative terms, using 13‐point stencils with a uniform mesh size h on a square region R subject to Dirichlet boundary conditions. The scheme of order h⁴ is derived using the local solution of the system on a single stencil. The resulting system of algebraic equations can be solved by iterative methods. The difference scheme can be easily modified to obtain formulae for grid points near the boundary. Computational results are given to demonstrate the performance of the scheme on some problems including Navier‐Stokes equations. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 43–53, 2001     

Mixed two‐grid finite difference methods for solving one‐dimensional and two‐dimensional Fitzhugh–Nagumo equations

The aim of this paper is to propose mixed two‐grid finite difference methods to obtain the numerical solution of the one‐dimensional and two‐dimensional Fitzhugh–Nagumo equations. The finite difference equations at all interior grid points form a large‐sparse linear system, which needs to be solved efficiently. The solution cost of this sparse linear system usually dominates the total cost of solving the discretized partial differential equation. The proposed method is based on applying a family of finite difference methods for discretizing the spatial and time derivatives. The obtained system has been solved by two‐grid method, where the two‐grid method is used for solving the large‐sparse linear systems. Also, in the proposed method, the spectral radius with local Fourier analysis is calculated for different values of h and Δt. The numerical examples show the efficiency of this algorithm for solving the one‐dimensional and two‐dimensional Fitzhugh–Nagumo equations. Copyright © 2016 John Wiley & Sons, Ltd.     

Bianchi Permutability for the Anti‐Self‐Dual Yang‐Mills Equations

The anti‐self‐dual Yang‐Mills equations are known to have reductions to many integrable differential equations. A general Bäcklund transformation (BT) for the anti‐self‐dual Yang‐Mills (ASDYM) equations generated by a Darboux matrix with an affine dependence on the spectral parameter is obtained, together with its Bianchi permutability equation. We give examples in which we obtain BTs of symmetry reductions of the ASDYM equations by reducing this ASDYM BT. Some discrete integrable systems are obtained directly from reductions of the ASDYM Bianchi system.     

Characterization of Stochastic Viability of Any Nonsmooth Set Involving Its Generalized Contingent Curvature

Abstract

Thanks to the Stroock and Varadhan “Support Theorem” and under convenient regularity assumptions, stochastic viability problems are equivalent to invariance problems for control systems (also called tychastic viability), as it has been singled out by Doss in 1977 for instance. By the way, it is in this framework of invariance under control systems that problems of stochastic viability in mathematical finance are studied. The Invariance Theorem for control systems characterizes invariance through first‐order tangential and/or normal conditions whereas the stochastic invariance theorem characterizes invariance under second‐order tangential conditions. Doss's Theorem states that these first‐order normal conditions are equivalent to second‐order normal conditions that we expect for invariance under stochastic differential equations for smooth subsets. We extend this result to any subset by defining in an adequate way the concept of contingent curvature of a set and contingent epi‐Hessian of a function, related to the contingent curvature of its epigraph. This allows us to go one step further by characterizing functions the epigraphs of which are invariant under systems of stochastic differential equations. We shall show that they are (generalized) solutions to either a system of first‐order Hamilton‐Jacobi equations or to an equivalent system of second‐order Hamilton‐Jacobi equations.     

Local existence and blow‐up criterion for the generalized Boussinesq equations in Besov spaces

In this paper, we consider the three‐dimensional generalized Boussinesq equations, a system of equations resulting from replacing the Laplacian ? Δ in the usual Boussinesq equations by a fractional Laplacian ( ? Δ)^α. We prove the local existence in time and obtain a regularity criterion of solution for the generalized Boussinesq equations by means of the Littlewood–Paley theory and Bony's paradifferential calculus. The results in this paper can be regarded as an extension to the Serrin‐type criteria for Navier–Stokes equations and magnetohydrodynamics equations, respectively. Copyright © 2012 John Wiley & Sons, Ltd.     

Analytic approximate solution of three‐dimensional Navier‐Stokes equations of flow between two stretchable disks

The similarity transform for the steady three‐dimensional Navier‐Stokes equations of flow between two stretchable disks gives a system of nonlinear ordinary differential equations which is analytically solved by applying a newly developed method, namely, the homotopy analysis method. The analytic solutions of the system of nonlinear ordinary differential equations are constructed in the series form. The convergence of the obtained series solutions is analyzed. The validity of our solutions is verified by the numerical results. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

Discretization of the Navier‐Stokes equations with slip boundary condition

We propose and analyze a two‐level method of discretizing the nonlinear Navier‐Stokes equations with slip boundary condition. The slip boundary condition is appropriate for problems that involve free boundaries, flows past chemically reacting walls, and other examples where the usual no‐slip condition u = 0 is not valid. The two‐level algorithm consists of solving a small nonlinear system of equations on the coarse mesh and then using that solution to solve a larger linear system on the fine mesh. The two‐level method exploits the quadratic nonlinearity in the Navier‐Stokes equations. Our error estimates show that it has optimal order accuracy, provided that the best approximation to the true solution in the velocity and pressure spaces is bounded above by the data. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 26–42, 2001     

A compact local one‐dimensional scheme for solving a 3D N‐carrier system with Neumann boundary conditions

We consider a mathematical model for thermal analysis in a 3D N‐carrier system with Neumann boundary conditions, which extends the concept of the well‐known parabolic two‐step model for micro heat transfer. To solve numerically the complex system, we first reduce 3D equations in the model to a succession of 1D equations by using the local one‐dimensional (LOD) method. The obtained 1D equations are then solved using a fourth‐order compact finite difference scheme for the interior points and a second‐order combined compact finite difference scheme for the points next to the boundary, so that the Neumann boundary condition can be applied directly without discretizing. By using matrix analysis, the compact LOD scheme is shown to be unconditionally stable. The accuracy of the solution is tested using two numerical examples. Results show that the solutions obtained by the compact LOD finite difference scheme are more accurate than those obtained by a Crank‐Nicholson LOD scheme, and the convergence rate with respect to spatial variables is about 2.6. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

Large‐time behavior of a two‐scale semilinear reaction–diffusion system for concrete sulfatation

We study the large‐time behavior of (weak) solutions to a two‐scale reaction–diffusion system coupled with a nonlinear ordinary differential equations modeling the partly dissipative corrosion of concrete (or cement)‐based materials with sulfates. We prove that as t → ∞ , the solution to the original two‐scale system converges to the corresponding two‐scale stationary system. To obtain the main result, we make use essentially of the theory of evolution equations governed by subdifferential operators of time‐dependent convex functions developed combined with a series of two‐scale energy‐like time‐independent estimates. Copyright © 2014 John Wiley & Sons, Ltd.     

Large time behavior for the non‐isentropic Navier–Stokes–Maxwell system

In this paper, we are concerned with the system of the non‐isentropic compressible Navier–Stokes equations coupled with the Maxwell equations through the Lorentz force in three space dimensions. The global existence of solutions near constant steady states is established, and the time‐decay rates of perturbed solutions are obtained. The proof for existence is due to the classical energy method, and the investigation of large‐time behavior is based on the linearized analysis of the non‐isentropic Navier–Stokes–Poisson equations and the electromagnetic part for the linearized isentropic Navier–Stokes–Maxwell equations. In the meantime, the time‐decay rates obtained by Zhang, Li, and Zhu [J. Differential Equations, 250(2011), 866‐891] for the linearized non‐isentropic Navier–Stokes–Poisson equations are improved. Copyright © 2016 John Wiley & Sons, Ltd.     

Conditional Lie‐Bäcklund Symmetry of Evolution System and Application for Reaction‐Diffusion System

Conditional Lie‐Bäcklund symmetry (CLBS) method is developed to study system of evolution equations. It is shown that reducibility of a system of evolution equations to a system of ordinary differential equations can be fully characterized by the CLBS of the considered system. As an application of the approach, a class of two‐component nonlinear diffusion equations is studied. The governing system and the admitted CLBS can be identified. As a consequence, exact solutions defined on the polynomial, exponential, trigonometric, and mixed invariant subspaces are constructed due to the corresponding symmetry reductions.     

An iterative solver for the Oseen problem and numerical solution of incompressible Navier–Stokes equations

Incompressible unsteady Navier–Stokes equations in pressure–velocity variables are considered. By use of the implicit and semi‐implicit schemes presented the resulting system of linear equations can be solved by a robust and efficient iterative method. This iterative solver is constructed for the system of linearized Navier–Stokes equations. The Schur complement technique is used. We present a new approach of building a non‐symmetric preconditioner to solve a non‐symmetric problem of convection–diffusion and saddle‐point type. It is shown that handling the differential equations properly results in constructing efficient solvers for the corresponding finite linear algebra systems. The method has good performance for various ranges of viscosity and can be used both for 2D and 3D problems. The analysis of the method is still partly heuristic, however, the mathematically rigorous results are proved for certain cases. The proof is based on energy estimates and basic properties of the underlying partial differential equations. Numerical results are provided. Additionally, a multigrid method for the auxiliary convection–diffusion problem is briefly discussed. Copyright © 1999 John Wiley & Sons, Ltd.     

A modified Chebyshev ϑ‐weighted Crank–Nicolson method for analyzing fractional sub‐diffusion equations

This study presents a robust modification of Chebyshev ? ‐weighted Crank–Nicolson method for analyzing the sub‐diffusion equations in the Caputo fractional sense. In order to solve the problem, by discretization of the sub‐fractional diffusion equations using Taylor's expansion a linear system of algebraic equations that can be analyzed by numerical methods is presented. Furthermore, consistency, convergence, and stability analysis of the suggested method are discussed. In this framework, compact structures of sub‐diffusion equations are considered as prototype examples. The main advantage of the proposed method is that, it is more efficient in terms of CPU time, computational cost and accuracy in comparing with the existing ones in open literature.     

The Stability of Large‐Amplitude Shallow Interfacial Non‐Boussinesq Flows

The system of equations describing the shallow‐water limit dynamics of the interface between two layers of immiscible fluids of different densities is formulated. The flow is bounded by horizontal top and bottom walls. The resulting equations are of mixed type: hyperbolic when the shear is weak and the behavior of the system is internal‐wave like, and elliptic for strong shear. This ellipticity, or ill‐posedness is shown to be a manifestation of large‐scale shear instability. This paper gives sharp nonlinear stability conditions for this nonlinear system of equations. For initial data that are initially hyperbolic, two different types of evolution may occur: the system may remain hyperbolic up to internal wave breaking, or it may become elliptic prior to wave breaking. Using simple waves that give a priori bounds on the solutions, we are able to characterize the condition preventing the second behavior, thus providing a long‐time well‐posedness, or nonlinear stability result. Our formulation also provides a systematic way to pass to the Boussinesq limit, whereby the density differences affect buoyancy but not momentum, and to recover the result that shear instability cannot occur from hyperbolic initial data in that case.     

A Jacobi–Davidson method for two‐real‐parameter nonlinear eigenvalue problems arising from delay‐differential equations

The critical delays of a delay‐differential equation can be computed by solving a nonlinear two‐parameter eigenvalue problem. The solution of this two‐parameter problem can be translated to solving a quadratic eigenvalue problem of squared dimension. We present a structure preserving QR‐type method for solving such quadratic eigenvalue problem that only computes real‐valued critical delays; that is, complex critical delays, which have no physical meaning, are discarded. For large‐scale problems, we propose new correction equations for a Newton‐type or Jacobi–Davidson style method, which also forces real‐valued critical delays. We present three different equations: one real‐valued equation using a direct linear system solver, one complex valued equation using a direct linear system solver, and one Jacobi–Davidson style correction equation that is suitable for an iterative linear system solver. We show numerical examples for large‐scale problems arising from PDEs. Copyright © 2012 John Wiley & Sons, Ltd.     

A Synthetical Two‐Component Model with Peakon Solutions

A generalized two‐component model with peakon solutions is proposed in this paper. It allows an arbitrary function to be involved in as well as including some existing integrable peakon equations as special reductions. The generalized two‐component system is shown to possess Lax pair and infinitely many conservation laws. Bi‐Hamiltonian structures and peakon interactions are discussed in detail for typical representative equations of the generalized system. In particular, a new type of N‐peakon solution, which is not in the traveling wave type, is obtained from the generalized system.     

Strang‐type preconditioners applied to ordinary and neutral differential‐algebraic equations

This paper deals with boundary‐value methods (BVMs) for ordinary and neutral differential‐algebraic equations. Different from what has been done in Lei and Jin (Lecture Notes in Computer Science, vol. 1988. Springer: Berlin, 2001; 505–512), here, we directly use BVMs to discretize the equations. The discretization will lead to a nonsymmetric large‐sparse linear system, which can be solved by the GMRES method. In order to accelerate the convergence rate of GMRES method, two Strang‐type block‐circulant preconditioners are suggested: one is for ordinary differential‐algebraic equations (ODAEs), and the other is for neutral differential‐algebraic equations (NDAEs). Under some suitable conditions, it is shown that the preconditioners are invertible, the spectra of the preconditioned systems are clustered, and the solution of iteration converges very rapidly. The numerical experiments further illustrate the effectiveness of the methods. Copyright © 2011 John Wiley & Sons, Ltd.     

Least‐squares mixed finite element methods for the incompressible Navier‐Stokes equations

Least‐squares mixed finite element schemes are formulated to solve the evolutionary Navier‐Stokes equations and the convergence is analyzed. We recast the Navier‐Stokes equations as a first‐order system by introducing a vorticity flux variable, and show that a least‐squares principle based on L² norms applied to this system yields optimal discretization error estimates. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 441–453, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/num.10015