Time delays in dyadic interactions on the example of relations between optimists and pessimists

In this paper, a delayed model of interactions between two actors in the context of their internal optimism and pessimism is studied. Considered model is based on the model proposed earlier in the context of romantic relationships. With the use of the system of nonlinear delay differential equations, we describe the change of emotions of two actors. Delays in the inertial component and in the influence function are introduced, and their influence on the system dynamics is investigated focusing on most beneficial meetings for actors. Finally, the modified systems are compared with the nondelayed case, and results are illustrated by numerical solutions for particular investigated scenarios.     

The mathematical modeling of the electric field in the media with anisotropic objects

We present a numerical scheme for modeling the electric field in the media with tensor conductivity. This scheme is based on vector finite element method in frequency domain. The numerical computations of the electric field in the anisotropic medium are done. The conductivity of the anisotropic medium is positive defined dense tensor in general case. We consider the electric field from anisotropic layer, inclined anisotropic layer and some anisotropic objects in isotropic half-space.     

Local Linearization method for the numerical solution of stochastic differential equations

The Local Linearization (LL) approach for the numerical solution of stochastic differential equations (SDEs) is extended to general scalar SDEs, as well as to non-autonomous multidimensional SDEs with additive noise. In case of autonomous SDEs, the derivation of the method introduced gives theoretical support to one of the previously proposed variants of the LL approach. Some numerical examples are given to demonstrate the practical performance of the method.     

Periodicity and solutions of some rational difference equations systems

In this paper we are interested in a technique for solving some nonlinear rational systems of difference equations of third order, in three-dimensional case. Moreover, we study the periodicity of solutions for such systems. Finally, some numerical examples are presented.     

Numerical verification of solutions for nonlinear hyperbolic equations

We consider a numerical method to verify the solutions for nonlinear hyperbolic problems with guaranteed error bounds in the one-space dimensional case. We present verification procedures and show some numerical examples.     

A Fast Numerical Method for Integral Equations of the First Kind with Logarithmic Kernel Using Mesh Grading

The aim of this paper is to develop a fast numerical method for two-dimensional boundary integral equations of the first kind with logarithm kernels when the boundary of the domain is smooth and closed. In this case, the use of the conventional boundary element methods gives linear systems with dense matrix. In this paper, we demonstrate that the dense matrix can be replaced by a sparse one if appropriate graded meshes are used in the quadrature rules. It will be demonstrated that this technique can increase the numerical efficiency significantly.     

Waveform relaxation method for stochastic differential equations with constant delay

This paper extends the waveform relaxation method to stochastic differential equations with constant delay terms, gives sufficient conditions for the mean square convergence of the method. A lot of attention is paid to the rate of convergence of the method. The conditions of the superlinear convergence for a special case, which bases on the special splitting functions, are given. The theory is applied to a one-dimensional model problem and checked against results obtained by numerical experiments.     

On differential equations with interval coefficients

In this study, a new approach is developed to solve the initial value problem for interval linear differential equations. In the considered problem, the coefficients and the initial values are constant intervals. In the developed approach, there is no need to define a derivative for interval-valued functions. All derivatives used in the approach are classical derivatives of real functions. The reason for this is that the solution of the problem is defined as a bunch of real functions. Such a solution concept is compatible also with the robust stability concept. Sufficient conditions are provided for the solution to be expressed analytically. In addition, on a numerical example, the solution obtained by the proposed approach is compared with the solution obtained by the generalized Hukuhara differentiability. It is shown that the proposed approach gives a new type of solution. The main advantage of the proposed approach is that the solution to the considered interval initial value problem exists and is unique, as in the real case.     

A note on solving Cauchy integral equations of the first kind by iterations

The successive approximation method was applied for the first time by N.I. Ioakimidis to solve practical cases of a Cauchy singular integral equation: the airfoil one. In this paper we study a more general case. We prove the convergence of the method in this general case. The proposed method has been tested for two kernels which are particularly important in practice. Finally, some numerical examples illustrate the accuracy of the method.     

Numerical Analysis of a High-Order Scheme for Nonlinear Fractional Differential Equations with Uniform Accuracy

We introduce a high-order numerical scheme for fractional ordinary differential equations with the Caputo derivative. The method is developed by dividing the domain into a number of subintervals, and applying the quadratic interpolation on each subinterval. The method is shown to be unconditionally stable, and for general nonlinear equations, the uniform sharp numerical order 3 − $ν$ can be rigorously proven for sufficiently smooth solutions at all time steps. The proof provides a general guide for proving the sharp order for higher-order schemes in the nonlinear case. Some numerical examples are given to validate our theoretical results.     

An optimal domain decomposition preconditioner for low-frequency time-harmonic Maxwell equations

The time-harmonic Maxwell equations are considered in the low-frequency case. A finite element domain decomposition approach is proposed for the numerical approximation of the exact solution. This leads to an iteration-by-subdomain procedure, which is proven to converge. The rate of convergence turns out to be independent of the mesh size, showing that the preconditioner implicitly defined by the iterative procedure is optimal. For obtaining this convergence result it has been necessary to prove a regularity theorem for Dirichlet and Neumann harmonic fields.

     

Adaptive stepsize based on control theory for stochastic differential equations

The numerical solution of stochastic differential equations (SDEs) has been focussed recently on the development of numerical methods with good stability and order properties. These numerical implementations have been made with fixed stepsize, but there are many situations when a fixed stepsize is not appropriate. In the numerical solution of ordinary differential equations, much work has been carried out on developing robust implementation techniques using variable stepsize. It has been necessary, in the deterministic case, to consider the “best” choice for an initial stepsize, as well as developing effective strategies for stepsize control—the same, of course, must be carried out in the stochastic case.

In this paper, proportional integral (PI) control is applied to a variable stepsize implementation of an embedded pair of stochastic Runge–Kutta methods used to obtain numerical solutions of nonstiff SDEs. For stiff SDEs, the embedded pair of the balanced Milstein and balanced implicit method is implemented in variable stepsize mode using a predictive controller for the stepsize change. The extension of these stepsize controllers from a digital filter theory point of view via PI with derivative (PID) control will also be implemented. The implementations show the improvement in efficiency that can be attained when using these control theory approaches compared with the regular stepsize change strategy.     

Adequacy of finite difference schemes for convection‐diffusion equations

Finite difference schemes for the numerical solution of singularly perturbed convection problems on uniform grids are studied in the limit case where the viscosity and the meshsize approach zero at the same time. The present error estimates are given in terms of order of magnitude in the above limit process and are useful in a priori choosing adequate schemes and meshsizes for boundary‐layer problems and problems with closed characteristics. Published 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 280–295, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/num.10007     

Spline Techniques for Solving Singularly-Perturbed Nonlinear Problems on Nonuniform Grids

A numerical method based on cubic splines with nonuniform grid is given for singularly-perturbed nonlinear two-point boundary-value problems. The original nonlinear equation is linearized using quasilinearization. Difference schemes are derived for the linear case using a variable-mesh cubic spline and are used to solve each linear equation obtained via quasilinearization. Second-order uniform convergence is achieved. Numerical examples are given in support of the theoretical results.     

STRONG CONVERGENCE OF A FULLY DISCRETE FINITE ELEMENT METHOD FOR A CLASS OF SEMILINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH MULTIPLICATIVE NOISE

This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations(SPDEs)with multiplicative noise.The nonlinearity in the diffusion term of the SPDEs is assumed to be globally Lipschitz and the nonlinearity in the drift term is only assumed to satisfy a one-sided Lipschitz condition.These assumptions are the same ones as the cases where numerical methods for general nonlinear stochastic ordinary differential equations(SODEs)under"minimum assumptions"were studied.As a result,the semilinear SPDEs considered in this paper are a direct generalization of these nonlinear SODEs.There are several difficulties which need to be overcome for this generalization.First,obviously the spatial discretization,which does not appear in the SODE case,adds an extra layer of difficulty.It turns out a spatial discretization must be designed to guarantee certain properties for the numerical scheme and its stiffness matrix.In this paper we use a finite element interpolation technique to discretize the nonlinear drift term.Second,in order to prove the strong convergence of the proposed fully discrete finite element method,stability estimates for higher order moments of the H1-seminorm of the numerical solution must be established,which are difficult and delicate.A judicious combination of the properties of the drift and diffusion terms and some nontrivial techniques is used in this paper to achieve the goal.Finally,stability estimates for the second and higher order moments of the L2-norm of the numerical solution are also difficult to obtain due to the fact that the mass matrix may not be diagonally dominant.This is done by utilizing the interpolation theory and the higher moment estimates for the H1-seminorm of the numerical solution.After overcoming these difficulties,it is proved that the proposed fully discrete finite element method is convergent in strong norms with nearly optimal rates of convergence.Numerical experiment results are also presented to validate the theoretical results and to demonstrate the efficiency of the proposed numerical method.     

Nonstandard methods for the convective transport equation with nonlinear reactions

A new nonstandard Lagrangian method is constructed for the one-dimensional, transient convective transport equation with nonlinear reaction terms. An “exact” time-stepping scheme is developed with zero local truncation error with respect to time. The scheme is based on nonlocal treatment of nonlinear reactions, and when applied at each spatial grid point gives the new fully discrete numerical method. This approach leads to solutions free from the numerical instabilities that arise because of incorrect modeling of derivatives and nonlinear reaction terms. Algorithms are developed that preserve the properties of the numerical solution in the case of variable velocity fields by using nonuniform spatial grids. Effects of different interpolation techniques are examined and numerical results are presented to demonstrate the performance of the proposed new method. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 467–485, 1998     

Solving stable generalized Lyapunov equations with the matrix sign function

We investigate the numerical solution of the stable generalized Lyapunov equation via the sign function method. This approach has already been proposed to solve standard Lyapunov equations in several publications. The extension to the generalized case is straightforward. We consider some modifications and discuss how to solve generalized Lyapunov equations with semidefinite constant term for the Cholesky factor. The basic computational tools of the method are basic linear algebra operations that can be implemented efficiently on modern computer architectures and in particular on parallel computers. Hence, a considerable speed-up as compared to the Bartels–Stewart and Hammarling methods is to be expected. We compare the algorithms by performing a variety of numerical tests.     

Structural analysis of electrical circuits including magnetoquasistatic devices

Modeling electric circuits that contain magnetoquasistatic (MQS) devices leads to a coupled system of differential-algebraic equations (DAEs). In our case, the MQS device is described by the eddy current problem being already discretized in space (via edge-elements). This yields a DAE with a properly stated leading term, which has to be solved in the time domain. We are interested in structural properties of this system, which are important for numerical integration. Applying a standard projection technique, we are able to deduce topological conditions such that the tractability index of the coupled problem does not exceed two. Although index-2, we can conclude that the numerical difficulties for this problem are not severe due to a linear dependency on index-2 variables.     

ON THE STABILITY OF THE RESIDUAL-FREE BUBBLES FOR THE NAVIER-STOKES EQUATIONS

This paper considers the Calerkin finite element method for the incompressible Navier-Stokes equations in two dimensions, where the finite-dimensional spaces employed consist of piecewise polynomials enriched with residual-free bubble （RFB） functions. The stability features of the residual-free bubble functions for the linearized Navier-Stokes equations are analyzed in this work. It is shown that the enrichment of the velocity space by bubble functions stabilizes the numerical method for any value of the viscosity parameter for triangular elements and for values of the viscosity parameter in the vanishing limit case for quadrilateral elements.     

Three-dimensional numerical simulation of the plasma plume from a stationary plasma thruster

A numerical method is proposed for simulating the low-density plasma plume exhausted from a stationary plasma thruster in a three-dimensional setting. In contrast to the axisymmetric approximation, the problem is formulated so as to determine the effect of the backflow on the upstream region and the thruster walls, which are of finite size. The numerical method is a generalization of rarefied gas numerical methods to the case when the force field is not specified analytically. The method takes into account the delta-function character of the boundary ion distribution function and the considerable difference between the velocity scales of ions and neutral atoms, which transform into each other. Numerical results are presented that demonstrate the effect of some factors on the plasma plume.