Positive solutions and dynamics of a finite difference reaction–diffusion system

We investigate the dynamics and methods of computation for some nonlinear finite difference systems that are the discretized equations of a time-dependent and a steady-state reaction–diffusion problem. The formulation of the discrete equations for the time-dependent problem is based on the implicit method for parabolic equations, and the computational algorithm is based on the method of monotone iterations using upper and lower solutions as the initial iterations. The monotone iterative method yields improved upper and lower bounds of the solution in each iteration, and the sequence of iterations converges monotonically to a solution for both the time-dependent and the steady-state problems. An important consequence of this method is that it leads to a bifurcation point that determines the dynamic behavior of the time-dependent problem in relation to the corresponding steady-state problem. This bifurcation point also determines whether the steady-state problem has one or two non-negative solutions, and is explicitly given in terms of the physical parameters of the system and the type of boundary conditions. Numerical results are presented for both the time-dependent and the steady-state problems under various boundary conditions, including a test problem with known analytical solution. These numerical results exhibit the predicted dynamic behavior of the time-dependent solution given by the theoretical analysis. Also discussed are the numerical stability of the computational algorithm and the convergence of the finite difference solution to the corresponding continuous solution of the reaction–diffusion problem. © 1993 John Wiley & Sons, Inc.     

Finite difference reaction diffusion equations with nonlinear boundary conditions

This article is concerned with numerical solutions of finite difference systems of reaction diffusion equations with nonlinear internal and boundary reaction functions. The nonlinear reaction functions are of general form and the finite difference systems are for both time-dependent and steady-state problems. For each problem a unified system of nonlinear equations is treated by the method of upper and lower solutions and its associated monotone iterations. This method leads to a monotone iterative scheme for the computation of numerical solutions as well as an existence-comparison theorem for the corresponding finite difference system. Special attention is given to the dynamical property of the time-dependent solution in relation to the steady-state solutions. Application is given to a heat-conduction problem where a nonlinear radiation boundary condition obeying the Boltzmann law of cooling is considered. This application demonstrates a bifurcation property of two steady-state solutions, and determines the dynamic behavior of the time-dependent solution. Numerical results for the heat-conduction problem, including a test problem with known analytical solution, are presented to illustrate the various theoretical conclusions. © 1995 John Wiley & Sons, Inc.     

Finite difference reaction-diffusion systems with coupled boundary conditions and time delays

This paper is concerned with finite difference solutions of a coupled system of reaction-diffusion equations with nonlinear boundary conditions and time delays. The system is coupled through the reaction functions as well as the boundary conditions, and the time delays may appear in both the reaction functions and the boundary functions. The reaction-diffusion system is discretized by the finite difference method, and the investigation is devoted to the finite difference equations for both the time-dependent problem and its corresponding steady-state problem. This investigation includes the existence and uniqueness of a finite difference solution for nonquasimonotone functions, monotone convergence of the time-dependent solution to a maximal or a minimal steady-state solution for quasimonotone functions, and local and global attractors of the time-dependent system, including the convergence of the time-dependent solution to a unique steady-state solution. Also discussed are some computational algorithms for numerical solutions of the steady-state problem when the reaction function and the boundary function are quasimonotone. All the results for the coupled reaction-diffusion equations are directly applicable to systems of parabolic-ordinary equations and to reaction-diffusion systems without time delays.     

Time-Delayed finite difference reaction-diffusion systems with nonquasimonotone functions

Summary This paper is concerned with finite difference solutions of a system of reaction-diffusion equations with coupled nonlinear boundary conditions and time delays. The reaction functions and the boundary functions are not necessarily quasimonotone, and the time delays may appear in the reaction functions as well as in the boundary functions. The investigation is devoted to the finite difference system for both the time-dependent problem and its corresponding steady-state problem. Some monotone iteration processes for the finite difference systems are given, and the asymptotic behavior of the time-dependent solution in relation to the steady-state solution is discussed. The asymptotic behavior result leads to some local and global attractors of the time-dependent problem, including the convergence of the time-dependent solution to a unique steady-state solution. An application and some numerical results to an enzyme-substrate reaction-diffusion problem are given. All the results are directly applicable to parabolic-ordinary systems and to reaction-diffusion systems without time delays. The work of this author was supported in part by the National Natural Science Foundation of China No.10571059, E-Institutes of Shanghai Municipal Education Commission No. E03004, Shanghai Priority Academic Discipline, and the Scientific Research Foundation for the Returned Overseas Chinese Scholars, State Education Ministry.     

Asymptotic stability of reaction-diffusion systems in chemical reactor and combustion theory

Some coupled reaction-diffusion systems arising from chemical diffusion processes and combustion theory are analyzed. This analysis includes the existence and uniqueness of positive time-dependent solutions, upper and lower bounds of the solution, asymptotic behavior and invariant sets, and the stability of steady-state solutions, including an estimate of the stability region. Explicit conditions for the asymptotic behavior and the stability of a steady-state solution are given. These conditions establish some interrelationship among the physical parameters of the diffusion medium, the reaction mechanism, the initial function and the type of boundary condition. Under the same set of physical parameters and reaction function, a comparison between the Neumann type and Dirichlet or third type boundary condition exhibits quite different asymptotic behavior of the solution. For the general nonhomogeneous system, multiple steady-state solutions may exist and only local stability results are obtained. However, for certain models it is possible to obtain global stability of a steady-state solution by either increasing the diffusion coefficients or decreasing the size of the diffusion medium. This fact is demonstrated by a one-dimensional tubular reactor model commonly discussed in the literature.     

Monotone iterations for numerical solutions of reaction-diffusion-convection equations with time delay

In this article we use the monotone method for the computation of numerical solutions of a nonlinear reaction-diffusion-convection problem with time delay. Three monotone iteration processes for a suitably formulated finite-difference system of the problem are presented. It is shown that the sequence of iteration from each of these iterative schemes converges from either above or below to a unique solution of the finite-difference system without any monotone condition on the nonlinear reaction function. An analytical comparison result among the three processes of iterations is given. Also given is the application of the iterative schemes to some model problems in population dynamics, including numerical results of a model problem with known analytical solution. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 339–351, 1998     

Reaction diffusion equation with spatio-temporal delay

We investigate reaction–diffusion equation with spatio-temporal delays, the global existence, uniqueness and asymptotic behavior of solutions for which in relation to constant steady-state solution, included in the region of attraction of a stable steady solution. It is shown that if the delay reaction function satisfies some conditions and the system possesses a pair of upper and lower solutions then there exists a unique global solution. In terms of the maximal and minimal constant solutions of the corresponding steady-state problem, we get the asymptotic stability of reaction–diffusion equation with spatio-temporal delay. Applying this theory to Lotka–Volterra model with spatio-temporal delay, we get the global solution asymptotically tend to the steady-state problem’s steady-state solution.     

Analytical expressions for the concentrations of substrate,oxygen and mediator in an amperometric enzyme electrode

The theoretical model of Martens and Hall [N. Martens, E.A.H. Hall, Model for an immobilized oxidase enzyme electrode in the presence of two oxidants, Anal. Chem. 66 (1994) 2763–2770] in an immobilized oxidase enzyme electrodes is discussed. This model contains a non-linear term related to enzyme reaction system. In this paper, we obtain approximate analytical solutions for the non-linear equations under steady-state condition by using the homotopy perturbation method (HPM) and homotopy analysis method (HAM). Simple and approximate polynomial expressions for the concentration of substrate, oxygen, reduced mediator and current were obtained in terms of Thiele moduli and the normalized surface concentrations of species. Furthermore, in this work the numerical simulation of the problem is also reported using Scilab/Matlab program. An agreement between analytical and numerical results is noted.     

The impact of finite precision arithmetic and sensitivity on the numerical solution of partial differential equations

In this paper, we address some fundamental issues concerning “time marching” numerical schemes for computing steady state solutions of boundary value problems for nonlinear partial differential equations. Simple examples are used to illustrate that even theoretically convergent schemes can produce numerical steady state solutions that do not correspond to steady state solutions of the boundary value problem. This phenomenon must be considered in any computational study of nonunique solutions to partial differential equations that govern physical systems such as fluid flows. In particular, numerical calculations have been used to “suggest” that certain Euler equations do not have a unique solution. For Burgers' equation on a finite spatial interval with Neumann boundary conditions the only steady state solutions are constant (in space) functions. Moreover, according to recent theoretical results, for any initial condition the corresponding solution to Burgers' equation must converge to a constant as t → ∞. However, we present a convergent finite difference scheme that produces false nonconstant numerical steady state “solutions.” These erroneous solutions arise out of the necessary finite floating point arithmetic inherent in every digital computer. We suggest the resulting numerical steady state solution may be viewed as a solution to a “nearby” boundary value problem with high sensitivity to changes in the boundary conditions. Finally, we close with some comments on the relevance of this paper to some recent “numerical based proofs” of the existence of nonunique solutions to Euler equations and to aerodynamic design.     

A new analytical solution branch for the Blasius equation with a shrinking sheet

A similarity equation of the momentum boundary layer is analytically studied for a moving flat plate with mass transfer in a stationary fluid by a newly developed technique namely homotopy analysis method (HAM). The equation shows its significance for the practical problem of a shrinking sheet with a constant velocity, and only admits the existence of the solution with mass suction at the wall surface. The present work provides analytically new solution branch of the Blasius equation with a shrinking sheet in different solution areas, including both multiple solutions and unique solution with the aid of an introduced auxiliary function. The analytical results show that quite complicated behavior with three different solution areas controlled by two critical mass transfer parameters exists, which agrees well with the numerical techniques and greatly differs from the continuously stretching surface problem and the Blasius problem with a free stream. The new analytical solution branch of the Blasius equation with a shrinking sheet enriches the solution family of the Blasius equation, and helps to deeply understand the Blasius equation.     

Positive solutions of quasilinear parabolic systems with nonlinear boundary conditions

The aim of this paper is to investigate the existence, uniqueness, and asymptotic behavior of solutions for a coupled system of quasilinear parabolic equations under nonlinear boundary conditions, including a system of quasilinear parabolic and ordinary differential equations. Also investigated is the existence of positive maximal and minimal solutions of the corresponding quasilinear elliptic system as well as the uniqueness of a positive steady-state solution. The elliptic operators in both systems are allowed to be degenerate in the sense that the density-dependent diffusion coefficients Di(ui) may have the property Di(0)=0 for some or all i. Our approach to the problem is by the method of upper and lower solutions and its associated monotone iterations. It is shown that the time-dependent solution converges to the maximal solution for one class of initial functions and it converges to the minimal solution for another class of initial functions; and if the maximal and minimal solutions coincide then the steady-state solution is unique and the time-dependent solution converges to the unique solution. Applications of these results are given to three model problems, including a porous medium type of problem, a heat-transfer problem, and a two-component competition model in ecology. These applications illustrate some very interesting distinctive behavior of the time-dependent solutions between density-independent and density-dependent diffusions.     

一类时滞反应扩散方程的周期解和概周期解

通过构造上、下控制函数，结合上、下解方法及相应的单调迭代方法研究了一类时滞反应扩散方程，证明了在反应项非单调时，如果一雏边值问题存在一对周期（或概周期）上、下解，则方程一定存在唯一的周期（或概周期）解．并给出了二维边值问题周期（或概周期）解存在唯一性的充分条件．推广了已有的一些结果。     

Stability and instability of the energy dependent diffusion system in reactor dynamics

The purpose of this paper is to give a systematic analysis for the linear energy dependent diffusion system in reactor dynamics, taking into consideration of delayed neutrons. This analysis includes the existence of a unique positive solution for the time dependent system, the asymptotic behaviour of the solution as t → ∞, the stability and instability of steady-state solutions, and the existence and uniqueness of a steady-state solution for the time-independent system. Using the notion of upper and lower solution, we establish some threshold conditions for insuring the asymptotic behaviour of the solution and the stability and the instability of any given unperturbed solution, including steady-state solution. In fact, these conditions characterize the stability and the instability property of the solution, and yield a bifurcation result in terms of either the size of the diffusion domain or the physical parameters of the diffusion medium. We also discuss the case without the effect of delayed neutrons.     

Coexistence and stability of a competition—diffusion system in population dynamics

The coexistence and stability of the population densities of two competing species in a bounded habitat are investigated in the present paper, where the effect of dispersion (transportation) is taken into consideration. The mathematical problem involves a coupled system of Lotka-Volterra-type reaction-diffusion equations together with some initial and boundary conditions, including the Dirichlet, Neumann and third type. Necessary and sufficient conditions for the coexistence and competitive exclusion are established and the effect of diffusion is explicitly given. For the stability problem, general criteria for the stability and instability of a steady-state solution are established and then applied to various situations depending on the relative magnitude among the physical parameters. Also given are necessary and sufficient conditions for the existence of multiple steady-state solutions and the stability or instability of each of these solutions. Special attention is given to the Neumann boundary condition with respect to which some threshold results for the coexistence and stability or instability of the four uniform steady states are characterized. It is shown in this situation that only one of the four constant steady states is asymptotically stable while the remaining three are unstable. The stability or instability of these states depends solely on the relative magnitude among the various rate constants and is independent of the diffusion coefficients.     

Dynamic properties of the oregonator model with delay

Delayed feedbacks are quite common in many physical and biological systems and in particular many physiological systems. Delay can cause a stable system to become unstable and vice versa. One of the well-studied non-biological chemical oscillators is the Belousov-Zhabotinsky(BZ) reaction. This paper presents an investigation of stability and Hopf bifurcation of the Oregonator model with delay. We analyze the stability of the equilibrium by using linear stability method. When the eigenvalues of the characteristic equation associated with the linear part are pure imaginary, we obtain the corresponding delay value. We find that stability of the steady state changes when the delay passes through the critical value. Then, we calculate the explicit formulae for determining the direction of the Hopf bifurcation and the stability of these periodic solutions bifurcating from the steady states, by using the normal form theory and the center manifold theorem. Finally, numerical simulations results are given to support the theoretical predictions by using Matlab and DDE-Biftool.     

Positive solutions of quasilinear parabolic systems with Dirichlet boundary condition

Coupled systems for a class of quasilinear parabolic equations and the corresponding elliptic systems, including systems of parabolic and ordinary differential equations are investigated. The aim of this paper is to show the existence, uniqueness, and asymptotic behavior of time-dependent solutions. Also investigated is the existence of positive maximal and minimal solutions of the corresponding quasilinear elliptic system. The elliptic operators in both systems are allowed to be degenerate in the sense that the density-dependent diffusion coefficients Di(ui) may have the property Di(0)=0 for some or all i=1,…,N, and the boundary condition is ui=0. Using the method of upper and lower solutions, we show that a unique global classical time-dependent solution exists and converges to the maximal solution for one class of initial functions and it converges to the minimal solution for another class of initial functions; and if the maximal and minimal solutions coincide then the steady-state solution is unique and the time-dependent solution converges to the unique solution. Applications of these results are given to three model problems, including a scalar polynomial growth problem, a coupled system of polynomial growth problem, and a two component competition model in ecology.     

Quasilinear parabolic and elliptic equations with nonlinear boundary conditions

This paper is concerned with a class of quasilinear parabolic and elliptic equations in a bounded domain with both Dirichlet and nonlinear Neumann boundary conditions. The equation under consideration may be degenerate or singular depending on the property of the diffusion coefficient. The consideration of the class of equations is motivated by some heat-transfer problems where the heat capacity and thermal conductivity are both temperature dependent. The aim of the paper is to show the existence and uniqueness of a global time-dependent solution of the parabolic problem, existence of maximal and minimal steady-state solutions of the elliptic problem, including conditions for the uniqueness of a solution, and the asymptotic behavior of the time-dependent solution in relation to the steady-state solutions. Applications are given to some heat-transfer problems and an extended logistic reaction–diffusion equation.     

A modified accelerated monotone iterative method for finite difference reaction-diffusion-convection equations

This paper is concerned with monotone algorithms for the finite difference solutions of a class of nonlinear reaction-diffusion-convection equations with nonlinear boundary conditions. A modified accelerated monotone iterative method is presented to solve the finite difference systems for both the time-dependent problem and its corresponding steady-state problem. This method leads to a simple and yet efficient linear iterative algorithm. It yields two sequences of iterations that converge monotonically from above and below, respectively, to a unique solution of the system. The monotone property of the iterations gives concurrently improving upper and lower bounds for the solution. It is shown that the rate of convergence for the sum of the two sequences is quadratic. Under an additional requirement, quadratic convergence is attained for one of these two sequences. In contrast with the existing accelerated monotone iterative methods, our new method avoids computing local maxima in the construction of these sequences. An application using a model problem gives numerical results that illustrate the effectiveness of the proposed method.     

Explicit analytical formulation and exact inversion of decomposable fuzzy systems with singleton consequents

This paper is devoted to the inversion of fuzzy systems expressed by fuzzy rules with singleton consequents if input variables are described using strong triangular partitions. As pointed out in recent works, such fuzzy systems can be decomposed into collections of multi-linear subsystems. In this paper, an analytical formulation of the system output is explicitly developed and directly used in order to determine solutions to the inversion problem. Based on this analytical methodology, an algorithm is proposed for computing inverse solutions. As the inversion is handled analytically, the exactness of the obtained solutions is guaranteed. Furthermore, according to the decomposability of the studied fuzzy systems, all inverse solutions are found. Finally, whatever the fuzzy system under consideration, there is no need to study its invertibility beforehand since the algorithm is able to handle all possible situations (no solution, one unique solution, multiple solutions, an infinity of solutions).The proposed approach can be easily extended to other types of fuzzy systems provided that decomposability is preserved. In other words, with regard to exact inversion which often plays a key role in engineering applications such as control or diagnosis, decomposability is probably the first criterion that should be considered when choosing a specific fuzzy system structure.     

On nonlinear reaction-diffusion systems

This paper presents a qualitative analysis for a coupled system of two reaction-diffusion equations under various boundary conditions which arises from a number of physical problems. The nonlinear reaction functions are classified into three basic types according to their relative quasi-monotone property. For each type of reaction functions, an existence-comparison theorem, in terms of upper and lower solutions, is established for the time-dependent system as well as some boundary value problems. Three concrete physical systems arising from epidemics, biochemistry and engineering are taken as representatives of the basic types of reacting problems. Through suitable construction of upper and lower solutions, various qualitative properties of the solution for each system are obtained. These include the existence and bounds of time-dependent solutions, asymptotic behavior of the solution, stability and instability of nontrivial steady-state solutions, estimates of stability regions, and finally the blowing-up property of the solution. Special attention is given to the homogeneous Neumann boundary condition.