Bifurcation analysis of the spectrum of two-dimensional thermal structures evolving with blow-up

The article considers the self-similar solution of the nonlinear heat-conduction equation with a three-dimensional source evolving under blow-up conditions. The self-similar problem is a boundary-value problem for a nonlinear elliptical equation, which has a nonunique solution. The eigenfunction spectrum of the self-similar problem is investigated in the two-dimensional space. The problem is solved by Newton’s iterative method on a grid. Newton’s method is implemented using several alternative initial approximations. The eigenfunctions are continued in a parameter and their bifurcations are investigated. Several scenarios are identified for the evolution of the two-dimensional structures when the parameter is changed. The evolution of the eigenfunctions depends on the class and type of the particular structure. New types of structures are identified and the eigenfunctions are systematized. __________ Translated from Prikladnaya Matematika i Informatika, No. 22, pp. 50–75, 2005.     

On the solution of Dirichlet’s problem of the complex Monge–Ampère equation for the Cartan–Hartogs domain of the first type

The complex Monge–Ampère equation is a nonlinear equation with high degree; therefore getting its solution is very difficult. In the present paper how to get the solution of Dirichlet’s problem of the complex Monge–Ampère equation on the Cartan–Hartogs domain of the first type is discussed, using an analytic method. Firstly, the complex Monge–Ampère equation is reduced to a nonlinear ordinary differential equation, then the solution of Dirichlet’s problem of the complex Monge–Ampère equation is reduced to the solution of a two-point boundary value problem for a nonlinear second-order ordinary differential equation. Secondly, the solution of Dirichlet’s problem is given as a semi-explicit formula, and in a special case the exact solution is obtained. These results may be helpful for a numerical method approach to Dirichlet’s problem of the complex Monge–Ampère equation on the Cartan–Hartogs domain of the first type.     

Investigating the Spectrum of Self-Similar Solutions of the Nonlinear Heat Equation

Self-similar solutions of the nonlinear heat equation with a three-dimensional source and density that varies as a power function of the radius are considered in planar, cylindrical, and spherical geometries. The self-similar solutions evolve in a blow-up setting and constitute time-dependent dissipative structures. The eigenfunction spectrum of the self-similar problem is investigated for various values of the model parameters by computational methods involving continuation in a parameter and bifurcation analysis. It is shown that the spectral problem may have a nonunique solution. We establish the number of eigenfunctions and their existence domain in the parameter space. The evolution of the eigenfunctions with changes in the parameter is examined. The stability of the self-similar solutions is shown to depend on the parameter values, the eigenfunction index, and the eigenfunction parity. New structurally stable and metastable self-similar solutions are obtained. The metastable solutions follow the self-similar law almost during the entire blow-up time and preserve their complex structure as the temperature is increased by two orders of magnitude.__________Translated from Prikladnaya Matematika i Informatika, No. 16, pp. 27–65, 2004.     

Optimal management of the machine repair problem with working vacation: Newton’s method

This paper studies the M/M/1 machine repair problem with working vacation in which the server works with different repair rates rather than completely terminating the repair during a vacation period. We assume that the server begins the working vacation when the system is empty. The failure times, repair times, and vacation times are all assumed to be exponentially distributed. We use the MAPLE software to compute steady-state probabilities and several system performance measures. A cost model is derived to determine the optimal values of the number of operating machines and two different repair rates simultaneously, and maintain the system availability at a certain level. We use the direct search method and Newton’s method for unconstrained optimization to repeatedly find the global minimum value until the system availability constraint is satisfied. Some numerical examples are provided to illustrate Newton’s method.     

An optimization of Chebyshev’s method

From Chebyshev’s method, new third-order multipoint iterations are constructed with their efficiency close to that of Newton’s method and the same region of accessibility.     

On the solution of nonlinear two-point boundary value problems on successively refined grids

The solution of nonlinear two-point boundary value problems by adaptive finite difference methods ordinarily proceeds from a coarse to a fine grid. Grid points are inserted in regions of high spatial activity and the coarse grid solution is then interpolated onto the finer mesh. The resulting nonlinear difference equations are often solved by Newton's method. As the size of the mesh spacing becomes small enough. Newton's method converges with only a few iterations. In this paper we derive an estimate that enables us to determine the size of the critical mesh spacing that assures us that the interpolated solution for a class of two-point boundary value problems will lie in the domain of convergence of Newton's method on the next finer grid. We apply the estimate in the solution of several model problems.     

A strongly polynomial simplex method for the linear fractional assignment problem

In this paper we show that the complexity of the simplex method for the linear fractional assignment problem (LFAP) is strongly polynomial. Although LFAP can be solved in polynomial time using various algorithms such as Newton’s method or binary search, no polynomial time bound for the simplex method for LFAP is known.     

On the applicability of two Newton methods for solving equations in Banach space

In this study we examine the applicability of Newton’s method and the modified Newton’s method for approximating a locally unique solution of a nonlinear equation in a Banach space. We assume that the Newton-Kantorovich hypothesis for Newton’s method is violated, but the corresponding condition for the modified Newton method holds. Under these conditions there is no guarantee that Newton’s method starting from the same initial guess as the modified Newton’s method converges. Hence, it seems that we must always use the modified Newton method under these conditions. However, we provide a numerical example to demonstrate that in practice this may not be a good decision.     

Self-similar Asymptotics for Linear and Nonlinear Diffusion Equations

The long-time asymptotic solutions of initial value problems for the heat equation and the nonlinear porous medium equation are self-similar spreading solutions. The symmetries of the governing equations yield three-parameter families of these solutions given in terms of their mass, center of mass, and variance. Unlike the mass and center of mass, the variance, or “time-shift,” of a solution is not a conserved quantity for the nonlinear problem. We derive an optimal linear estimate of the long-time variance. Newman's Lyapunov functional is used to produce a maximum entropy time-shift estimate. Results are applied to nonlinear merging and time-dependent, inhomogeneously forced diffusion problems.     

Certain improvements of Newton’s method with fourth-order convergence

In this paper we present two new schemes, one is third-order and the other is fourth-order. These are improvements of second-order methods for solving nonlinear equations and are based on the method of undetermined coefficients. We show that the fourth-order method is more efficient than the fifth-order method due to Kou et al. [J. Kou, Y. Li, X. Wang, Some modifications of Newton’s method with fifth-order covergence, J. Comput. Appl. Math., 209 (2007) 146–152]. Numerical examples are given to support that the methods thus obtained can compete with other iterative methods.     

The self-validated method for polynomial zeros of high efficiency

The improved iterative method of Newton’s type for the simultaneous inclusion of all simple complex zeros of a polynomial is proposed. The presented convergence analysis, which uses the concept of the R-order of convergence of mutually dependent sequences, shows that the convergence rate of the basic third order method is increased from 3 to 6 using Ostrowski’s corrections. The new inclusion method with Ostrowski’s corrections is more efficient compared to all existing methods belonging to the same class. To demonstrate the convergence properties of the proposed method, two numerical examples are given.     

Dynamic adaptation method in gasdynamic simulations with nonlinear heat conduction

A dynamic adaptation method is applied to gas dynamics problems with nonlinear heat conduction. The adaptation function is determined by the condition that the energy equation is quasi-stationary and the grid point distribution is quasi-uniform. The dynamic adaptation method with the adaptation function thus determined and a front-tracking technique are used to solve the model problem of a piston moving in a heat-conducting gas. It is shown that the results significantly depend on the thermal conductivity chosen. The numerical results obtained on a 40-node grid are compared with self-similar solutions to this problem.     

On the Convergence of Newton’s Method for Polynomial Equations and Applications in Radiative Transfer

 Newton’s method is used to approximate a locally unique zero of a polynomial operator F of degree in Banach space. So far, convergence conditions have been found for Newton’s method based on the Newton-Kantorovich hypothesis that uses Lipschitz-type conditions and information only on the first Fréchet-derivative of F. Here we provide a new semilocal convergence theorem for Newton’s method that uses information on all Fréchet-derivatives of F except the first. This way, we obtain sufficient convergence conditions different from the Newton-Kantorovich hypothesis. Our results are extended to include the case when F is a nonlinear operator whose kth Fréchet-derivative satisfies a H?lder continuity condition. An example is provided to show that our conditions hold where all previous ones fail. Moreover, some applications of our results to the solution of polynomial systems and differential equations are suggested. Furthermore, our results apply to solve a nonlinear integral equation appearing in radiative transfer in connection with the problem of determination of the angular distribution of the radiant-flux emerging from a plane radiation field. Received 9 December 1997 in revised form 30 March 1998     

Closed Newton–Cotes trigonometrically-fitted formulae of high order for long-time integration of orbital problems

The connection between closed Newton–Cotes, trigonometrically-fitted differential methods and symplectic integrators is studied in this paper. Several one-step symplectic integrators have been obtained based on symplectic geometry, as is shown in the literature. However, the study of multi-step symplectic integrators is very limited. The well-known open Newton–Cotes differential methods are presented as multilayer symplectic integrators by Zhu et al. [W. Zhu, X. Zhao, Y. Tang, Journal of Chem. Phys. 104 (1996), 2275]. The construction of multi-step symplectic integrators based on the open Newton–Cotes integration methods is investigated by Chiou and Wu [J.C. Chiou, S.D. Wu, Journal of Chemical Physics 107 (1997), 6894]. The closed Newton–Cotes formulae are studied in this paper and presented as symplectic multilayer structures. We also develop trigonometrically-fitted symplectic methods which are based on the closed Newton–Cotes formulae. We apply the symplectic schemes in order to solve Hamilton’s equations of motion which are linear in position and momentum. We observe that the Hamiltonian energy of the system remains almost constant as the integration proceeds. Finally we apply the new developed methods to an orbital problem in order to show the efficiency of this new methodology.     

On a finite difference scheme for Burgers’ equation

In this paper we study properties of numerical solutions of Burger’s equation. Burgers’ equation is reduced to the heat equation on which we apply the Douglas finite difference scheme. The method is shown to be unconditionally stable, fourth order accurate in space and second order accurate in time. Two test problems are used to validate the algorithm. Numerical solutions for various values of viscosity are calculated and it is concluded that the proposed method performs well.     

Split Newton iterative algorithm and its application

Inspired by some implicit-explicit linear multistep schemes and additive Runge-Kutta methods, we develop a novel split Newton iterative algorithm for the numerical solution of nonlinear equations. The proposed method improves computational efficiency by reducing the computational cost of the Jacobian matrix. Consistency and global convergence of the new method are also maintained. To test its effectiveness, we apply the method to nonlinear reaction-diffusion equations, such as Burger’s-Huxley equation and fisher’s equation. Numerical examples suggest that the involved iterative method is much faster than the classical Newton’s method on a given time interval.     

On convergence of the modified Newton’s method under Hölder continuous Fréchet derivative

In this paper, the upper and lower estimates of the radius of the convergence ball of the modified Newton’s method in Banach space are provided under the hypotheses that the Fréchet derivative of the nonlinear operator are center Hölder continuous for the initial point and the solution of the operator. The error analysis is given which matches the convergence order of the modified Newton’s method. The uniqueness ball of solution is also established. Numerical examples for validating the results are also provided, including a two point boundary value problem.     

Application of homotopy-perturbation and variational iteration methods to nonlinear heat transfer and porous media equations

Perturbation methods depend on a small parameter which is difficult to be found for real-life nonlinear problems. To overcome this shortcoming, two new but powerful analytical methods are introduced to solve nonlinear heat transfer problems in this article; one is He's variational iteration method (VIM) and the other is the homotopy-perturbation method (HPM). The VIM is to construct correction functionals using general Lagrange multipliers identified optimally via the variational theory, and the initial approximations can be freely chosen with unknown constants. The HPM deforms a difficult problem into a simple problem which can be easily solved. Nonlinear convective–radiative cooling equation, nonlinear heat equation (porous media equation) and nonlinear heat equation with cubic nonlinearity are used as examples to illustrate the simple solution procedures. Comparison of the applied methods with exact solutions reveals that both methods are tremendously effective.     

On diagonally preconditioning the truncated Newton method for super-scale linearly constrained nonlinear programming

We present an algorithm for super-scale linearly constrained nonlinear programming (LCNP) based on Newton's method. In large-scale programming solving the Newton equation at each iteration can be expensive and may not be justified when far from a local solution. For super-scale problems, the truncated Newton method (where an inaccurate solution is computed by using the conjugate-gradient method) is recommended; a diagonal BFGS preconditioning of the gradient is used, so that the number of iterations to solve the equation is reduced. The procedure for updating that preconditioning is described for LCNP when the set of active constraints or the partition of basic, superbasic and nonbasic (structural) variables have been changed.     

An algorithm for accelerated computation of DWTPer-based band preconditioners

We present a new algorithm for computing DWT-based preconditioners at a reduced cost, and we illustrate the savings that can be achieved with examples taken from the solution of a nonlinear problem by a Newton–Krylov method.