On the numerical approximation of p‐biharmonic and ∞‐biharmonic functions

The ∞ ‐Bilaplacian is a third‐order fully nonlinear PDE given by (1) In this work, we build a numerical method aimed at quantifying the nature of solutions to this problem, which we call ∞ ‐biharmonic functions. For fixed p we design a mixed finite element scheme for the prelimiting equation, the p‐Bilaplacian (2) We prove convergence of the numerical solution to the weak solution of and show that we are able to pass to the limit p → ∞ . We perform various tests aimed at understanding the nature of solutions of and we prove convergence of our discretization to an appropriate weak solution concept of this problem that of ‐solutions.     

L∞‐solutions for the ultra‐slow reaction‐diffusion equation

The existence and uniqueness of solutions for a reaction‐diffusion ultra‐slow equation are proved. We also show that they can be extended up a maximal time and are stable as long as they exist. Symmetric and positive solutions are also proved to exist.     

Lie group symmetry analysis of transport in porous media with variable transmissivity

We determine the Lie group symmetries of the coupled partial differential equations governing a novel problem for the transient flow of a fluid containing a solidifiable gel, through a hydraulically isotropic porous medium. Assuming that the permeability (K^∗) of the porous medium is a function of the gel concentration (c^∗), we determine a number of exact solutions corresponding to the cases where the concentration-dependent permeability is either arbitrary or has a power law variation or is a constant. Each case admits a number of distinct Lie symmetries and the solutions corresponding to the optimal systems are determined. Some typical concentration and pressure profiles are illustrated and a specific moving boundary problem is solved and the concentration and pressure profiles are displayed.     

Characterization of g∞,σ‐integral operators

The application of the general tensor norms theory of Defant and Floret to the ideal of (p, σ)‐absolutely continuous operators of Matter, 0 < σ < 1, 1 ≤ p < ∞ leads to the study of g_p′,σ‐nuclear and g_p′,σ‐integral operators. Characterizations of such operators has been obtained previously in the case p > 1. In this paper we characterize the g_∞,σ‐nuclear and g_∞,σ‐integral operators by the existence of factorizations of some special kinds. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Exact solutions of a generalized (3 + 1)-dimensional Kadomtsev-Petviashvili equation using Lie symmetry analysis

In this paper, Lie group analysis is employed to derive some exact solutions of a generalized (3 + 1)-dimensional Kadomtsev-Petviashvili equation which describes the dynamics of solitons and nonlinear waves in plasmas and superfluids.     

Design of observers for nonlinear systems with H ∞ performance analysis

This paper investigates the problem of observer design for nonlinear systems. By using differential mean value theorem, which allows transforming a nonlinear error dynamics into a linear parameter varying system, and based on Lyapunov stability theory, an approach of observer design for a class of nonlinear systems with time‐delay is proposed. The sufficient conditions, which guarantee the estimation error to asymptotically converge to zero, are given. Furthermore, an adaptive observer design for a class of nonlinear system with unknown parameter is considered. A method of H _∞ adaptive observer design is presented for this class of nonlinear systems; the sufficient conditions that guarantee the convergence of estimation error and the computing method for observer gain matrix are given. Finally, an example is given to show the effectiveness of our proposed approaches. Copyright © 2013 John Wiley & Sons, Ltd.     

Classical Lie point symmetry analysis of nonlinear diffusion equations describing thermal energy storage

In this paper, we employed the linear transformation group approach to time dependent nonlinear diffusion equations describing thermal energy storage problem. Symmetry analysis of the governing equation resulted in admitted large Lie symmetry algebras for some special cases of the arbitrary constants and the source term. Some transformations that lead to equations with fewer arbitrary parameters are applied and classical Lie point symmetry methods are employed to analyze the transformed equations. Some symmetry reductions are performed and wherever possible the reduced ordinary differential equations are completely solved subject to realistic boundary conditions.     

On the computation of the infimum in H∞‐optimization

In this paper, a new method for the computation of the infimum for a large class of continuous‐time H_∞ optimal control problem by state feedback is presented. The main ingredients of the new method include three generalized eigenvalue problems whose coefficient matrices are from a condensed form of the given system. This condensed form is computed using only orthogonal transformations which can be implemented via a numerically stable way. The superiority of the new method over the existing one given in Chen (H_∞ Control and its Applications, Chapter 5. Springer: Berlin, 1997) is verified by some numerical examples. Copyright © 2004 John Wiley & Sons, Ltd.     

Invariant characterization of scalar third‐order ODEs that admit the maximal point symmetry Lie algebra

The Cartan equivalence method is used to deduce an invariant characterization of the scalar third‐order ordinary differential equation , which admits the maximal 7‐dimensional point symmetry Lie algebra. The method provides auxiliary functions that can be used to efficiently obtain the point transformation that does the reduction to the simplest linear equation . Moreover, examples are given to illustrate the method.     

Symmetry analysis of the nonlinear two‐dimensional Klein–Gordon equation with a time‐varying delay

The group analysis method is applied to the two‐dimensional nonlinear Klein–Gordon equation with time‐varying delay. Determining equations for equations with a time‐varying delay are derived. A complete group classification of the studied equation with respect to the function involved into the equation is obtained. All admitted Lie algebras are classified. By using the classifications, representations of all invariant solutions are found. Copyright © 2017 John Wiley & Sons, Ltd.     

Semi‐active ℋ∞ damping optimization by adaptive interpolation

In this work we consider the problem of semi‐active damping optimization of mechanical systems with fixed damper positions. Our goal is to compute a damping that is locally optimal with respect to the ${?}_{\infty }$‐norm of the transfer function from the exogenous inputs to the performance outputs. We make use of a new greedy method for computing the ${?}_{\infty }$‐norm of a transfer function based on rational interpolation. In this paper, this approach is adapted to parameter‐dependent transfer functions. The interpolation leads to parametric reduced‐order models that can be optimized more efficiently. At the optimizers we then take new interpolation points to refine the reduced‐order model and to obtain updated optimizers. In our numerical examples we show that this approach normally converges fast and thus can highly accelerate the optimization procedure. Another contribution of this work is heuristics for choosing initial interpolation points.     

(3+1)维短波方程的不变子空间和精确解

利用不变子空间方法研究了(3+1)维短波方程的不变子空间和精确解.在(2+1)维短波方程增加一维的情形下,构造了更加广泛的精确解,同时也得到了超曲面的爆破解.主要结果不仅推广了不变子空间理论在高维非线性偏微分方程中的应用,而且对研究高维方程的动力系统有重要意义.     

Traveling-Wave Solutions of the Schwarz–Korteweg–de Vries Equation in 2+1 Dimensions and the Ablowitz–Kaup–Newell–Segur Equation Through Symmetry Reductions

One of the more interesting solutions of the (2+1)-dimensional integrable Schwarz–Korteweg–de Vries (SKdV) equation is the soliton solutions. We previously derived a complete group classification for the SKdV equation in 2+1 dimensions. Using classical Lie symmetries, we now consider traveling-wave reductions with a variable velocity depending on the form of an arbitrary function. The corresponding solutions of the (2+1)-dimensional equation involve up to three arbitrary smooth functions. Consequently, the solutions exhibit a rich variety of qualitative behaviors. In particular, we show the interaction of a Wadati soliton with a line soliton. Moreover, via a Miura transformation, the SKdV is closely related to the Ablowitz–Kaup–Newell–Segur (AKNS) equation in 2+1 dimensions. Using classical Lie symmetries, we consider traveling-wave reductions for the AKNS equation in 2+1 dimensions. It is interesting that neither of the (2+1)-dimensional integrable systems considered admit Virasoro-type subalgebras.     

Exact solutions via invariant approach for Black‐Scholes model with time‐dependent parameters

We analyze the Black‐Scholes model with time‐dependent parameters, and it is governed by a parabolic partial differential equation (PDE). First, we compute the Lie symmetries of the Black‐Scholes model with time‐dependent parameters. It admits 6 plus infinite many Lie symmetries, and thus, it can be reduced to the classical heat equation. We use the invariant criteria for a scalar linear (1+1) parabolic PDE and obtain 2 sets of equivalence transformations. With the aid of these equivalence transformations, the Black‐Scholes model with time‐dependent parameters transforms to the classical heat equation. Moreover, the functional forms of the time‐dependent parameters in the PDE are determined via this method. Then we use the equivalence transformations and known solutions of the heat equation to establish a number of exact solutions for the Black‐Scholes model with time‐dependent parameters.     

Optimal system of Lie group invariant solutions for the Asian option PDE

Asian options are useful financial products as they guard against large price manipulations near the termination date of the contract. In addition, they are often cheaper than their vanilla European counterparts. Previous analyses of the Asian option partial differential equation (PDE) have obtained analytical solutions for the fixed strike (arithmetically averaged) Asian option (and then only with certain assumptions on the boundary conditions). Using Lie symmetry analysis we obtain an optimal system of Lie point symmetries and demonstrate that many (usually ad hoc) reductions of the Asian option PDE are contained in this minimal set. We analyse each reduction member and the feasibility of its resulting invariant solution with the boundary conditions. We show that the numerical simulations on a reduced equation are more efficient than on the original specified problem. In addition, we have found new analytical solutions in terms of Fourier transforms for the floating strike Asian option as well as the fixed strike Asian option without the simplification of the domain. Copyright © 2011 John Wiley & Sons, Ltd.     

The homotopy analysis method for explicit analytical solutions of Jaulent–Miodek equations

In this work, the homotopy analysis method (HAM) is applied to obtain the explicit analytical solutions for system of the Jaulent–Miodek equations. The validity of the method is verified by comparing the approximation series solutions with the exact solutions. Unlike perturbation methods, the HAM does not depend on any small physical parameters at all. Thus, it is valid for both weakly and strongly nonlinear problems. Besides, different from all other analytic techniques, the HAM provides us a simple way to adjust and control the convergence region of the series solution by means of an auxiliary parameter ?. Briefly speaking, this work verifies the validity and the potential of the HAM for the study of nonlinear systems. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Exact solutions of some systems of fractional differential‐difference equations

In this paper, the ‐expansion method is proposed to establish hyperbolic and trigonometric function solutions for fractional differential‐difference equations with the modified Riemann–Liouville derivative. The fractional complex transform is proposed to convert a fractional partial differential‐difference equation into its differential‐difference equation of integer order. We obtain the hyperbolic and periodic function solutions of the nonlinear time‐fractional Toda lattice equations and relativistic Toda lattice system. The proposed method is more effective and powerful for obtaining exact solutions for nonlinear fractional differential–difference equations and systems. Copyright © 2014 John Wiley & Sons, Ltd.     

An application of exp‐function method to approximate general and explicit solutions for nonlinear Schrödinger equations

In this work, we implement a relatively new analytical technique, the exp‐function method, for solving nonlinear equations and absolutely a special form of generalized nonlinear Schrödinger equations, which may contain high‐nonlinear terms. This method can be used as an alternative to obtain analytical and approximate solutions of different types of fractional differential equations, which is applied in engineering mathematics. Some numerical examples are presented to illustrate the efficiency and the reliability of exp‐function method. It is predicted that exp‐function method can be found widely applicable in engineering. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1016–1025, 2011     

Local conservation laws,symmetries, and exact solutions for a Kudryashov‐Sinelshchikov equation

In this paper, we consider a Kudryashov‐Sinelshchikov equation that describes pressure waves in a mixture of a liquid and gas bubbles taking into consideration the viscosity of liquid and the heat transfer between liquid and gas bubbles. We show that this equation is rich in conservation laws. These conservation laws have been found by using the direct method of the multipliers. We apply the Lie group method to derive the symmetries of this equation. Then, by using the optimal system of 1‐dimensional subalgebras we reduce the equation to ordinary differential equations. Finally, some exact wave solutions are obtained by applying the simplest equation method.     

Asymptotic behaviour for a two‐dimensional thermoelastic model

In this paper we study a thermoelastic material with an internal structure which binds the materials fibres to a quadratic behaviour. Moreover, a hereditary constitutive law for heat flux is supposed. We prove results of asymptotic stability and exponential decay for the evolution problem in two‐dimensional space domain. Copyright © 2006 John Wiley & Sons, Ltd.