A Numerical Method for Computing Time‐Periodic Solutions in Dissipative Wave Systems

A numerical method is proposed for computing time‐periodic and relative time‐periodic solutions in dissipative wave systems. In such solutions, the temporal period, and possibly other additional internal parameters such as the propagation constant, are unknown priori and need to be determined along with the solution itself. The main idea of the method is to first express those unknown parameters in terms of the solution through quasi‐Rayleigh quotients, so that the resulting integrodifferential equation is for the time‐periodic solution only. Then this equation is computed in the combined spatiotemporal domain as a boundary value problem by Newton‐conjugate‐gradient iterations. The proposed method applies to both stable and unstable time‐periodic solutions; its numerical accuracy is spectral; it is fast‐converging; its memory use is minimal; and its coding is short and simple. As numerical examples, this method is applied to the Kuramoto–Sivashinsky equation and the cubic‐quintic Ginzburg–Landau equation, whose time‐periodic or relative time‐periodic solutions with spatially periodic or spatially localized profiles are computed. This method also applies to systems of ordinary differential equations, as is illustrated by its simple computation of periodic orbits in the Lorenz equations. MATLAB codes for all numerical examples are provided in the Appendices to illustrate the simple implementation of the proposed method.     

New unconditionally stable scheme for telegraph equation based on weighted Laguerre polynomials

This article proposes a new unconditionally stable scheme to solve one‐dimensional telegraph equation using weighted Laguerre polynomials. Unlike other numerical schemes, the time derivatives in the equation can be expanded analytically based on the Laguerre polynomials and basis functions. By applying a Galerkin temporal testing procedure and using the orthogonal property of weighted Laguerre polynomials, the time variable can be eliminated from computations, which results in an implicit equation. After solving the equation recursively one can obtain the numerical results of telegraph equation by using the expanded coefficients. Some numerical examples are considered to validate the accuracy and stability of this proposed scheme, and the results are compared with some existing numerical schemes.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1603–1615, 2017     

Non‐stationary iterated Tikhonov–Morozov method and third‐order differential equations for the evaluation of unbounded operators

In this paper we analyse the non‐stationary iterative Tikhonov–Morozov method analytically and numerically for the stable evaluation of differential operators and for denoizing images. A relationship between non‐stationary iterative Tikhonov–Morozov regularization and a filtering technique based on a differential equation of third order is established and both methods are shown to be effective for denoizing images and for the stable evaluation of differential operators. The theoretical results are verified numerically on model problems in ultrasound imaging and numerical differentiation. Copyright © 2000 John Wiley & Sons, Ltd.     

Block Pulse算子矩阵法求解变系数时间分数阶对流扩散方程（英文）

The numerical technique based on two-dimensional block pulse functions(2D-BPFs) is proposed for solving the time fractional convection diffusion equations with variable coeficients(FCDEs).We introduce the block pulse operational matrices of the fractional order differentiation.Furthermore,we translate the original equation into a Sylvester equation by the proposed method.Finally,some numerical examples are given and numerical results are shown to demonstrate the accuracy and reliability of the above-mentioned algorithm.     

Recovering the local volatility in Black–Scholes model by numerical differentiation

In this article, a numerical method for recovering the local volatility in Black–Scholes model is proposed based on the Dupire formula in which the numerical derivatives are used. By Tikhonov regularization, a new numerical differentiation method in two-dimensional (2-D) case is presented. The convergent analysis and numerical examples are also given. It shows that our method is efficient and stable.     

Parametric spline functions for the solution of the one time fractional Burgers’ equation

This paper aims to present a general framework of the cubic parametric spline functions to develop a numerical method for obtaining an approximate solution for the time fractional Burgers’ equation. The truncation error of the method is theoretically analyzed. Using Von Neumann method, the proposed method is also shown to be conditionally stable. Two numerical examples are then included to illustrate the practical implementation of the proposed method. The obtained results reveal that the proposed technique is very effective, convenient and quite accurate to such considered problems.     

Reconstruction of a time-dependent coefficient in nonlinear Klein–Gordon equation using Bernstein spectral method

In this work, we present a spectral method for recovering an unknown time-dependent lower-order coefficient and unknown wave displacement in a nonlinear Klein–Gordon equation with overdetermination at a boundary condition. We apply the initial and boundary conditions to construct the satisfier function and use this function in a transformation to convert the main problem to a nonclassical hyperbolic equation with homogeneous initial and boundary conditions. Then, we utilize the orthonormal Bernstein basis functions to approximate the solution of the reformulated problem and use a direct technique based on the operational matrices of integration and differentiation of these basis functions together with the collocation technique to reduce the problem to a system of nonlinear algebraic equations. Regarding the perturbed measurements, the method takes advantage of the mollification method in order to derive stable numerical derivatives. Numerical simulations for solving several test examples are presented to show the applicability of the proposed method for obtaining accurate and stable results.     

空间四阶的时间亚扩散方程的有限差分方法

提出了两个求解空间四阶的时间亚扩散方程的数值方法,其误差阶分别为O（τ＋h2）和O（τ2＋h2）.通过Fourier方法,发现两个差分格式均为无条件稳定的.最后,通过数值例子,验证了两个算法的有效性.     

时间分数阶扩散方程的一个新的高阶有限差分/谱逼近

研究时间分数阶扩散方程,结合时间方向的有限差分格式和空间方向的Legendre Collocation谱方法,构造了一个高阶稳定数值格式.数值算例表明该格式是无条件稳定和长时间稳定的,其收敛阶为O(Δt^3-α+N^-m),其中Δt,N和m分别是时间步长,空间多项式阶数以及精确解的正则度.     

Impulsive synchronization of time-varying dynamical network

Synchronization of time-varying dynamical network is investigated via impulsive control. Based on the Lyapunov function method and stability theory of impulsive differential equation, a synchronization criterion with respect to the system parameters and the impulsive gains and intervals is analytically derived. Further, an adaptive strategy is introduced for designing unified impulsive controllers, with a corresponding synchronization criterion derived. In this proposed adaptive control scheme, the impulsive instants adjust themselves to the needed values as time goes on, and an algorithm for determining the impulsive instants is provided and evaluated. The derived theoretical results are illustrated to be effective by several numerical examples.     

Determination of minimum required damping in stochastic following seas modeled by using Gaussian white noise

The aim of this study is to present an analytical method to determine the minimum required damping moment for a stable ship in stochastic following seas modeled by using Gaussian white noise. Stochastic differential equation is used as a mathematical model to represent rolling motion of a ship. First, the minimum required damping is obtained analytically by using Lyapunov function. Second, analytically obtained damping values are verified by integrating the nonlinear stochastic rolling motion equation by stochastic Euler method (Euler–Maruyama Schema) to deduce whether rolling motion is stable or not. It can be seen from the results of numerical computation that the ship is sufficiently stable for the minimum required damping value obtained by the use of Lyapunov function and the minimum required damping is highly dependent on natural frequency of roll, diffusion constant and maximum variation of initial metacentric height.     

A wavelet-Galerkin method for high order numerical differentiation

Numerical differentiation is a classical ill-posed problem. In this paper, we propose a wavelet-Galerkin method for high order numerical differentiation. By an appropriate choice of the regularization parameter an order optimal stability estimate of Hölder type is obtained. Some numerical examples show that the method is effective and stable.     

A new method for numerical differentiation based on direct and inverse problems of partial differential equations

In this paper, we mainly study a numerical differentiation problem which aims to approximate the second order derivative of a single variable function from its noise data. By transforming the problem into a combination of direct and inverse problems of partial differential equations (heat conduction equations), a new method that we call the PDEs-based numerical differentiation method is proposed. By means of the finite element method and the Tikhonov regularization, implementations of the proposed PDEs-based method are presented with a posterior strategy for choosing regularization parameters. Numerical results show that the PDEs-based numerical differentiation method is highly feasible and stable with respect to data noise.     

Analytic Computation Schemes for the Discrete-Time Bulk Service Queue

In commonly used root-finding approaches for the discrete-time bulk service queue, the stationary queue length distribution follows from the roots inside or outside the unit circle of a characteristic equation. We present analytic representations of these roots in the form of sample values of periodic functions with analytically given Fourier series coefficients, making these approaches more transparent and explicit. The resulting computational scheme is easy to implement and numerically stable. We also discuss a method to determine the roots by applying successive substitutions to a fixed point equation. We outline under which conditions this method works, and compare these conditions with those needed for the Fourier series representation. Finally, we present a solution for the stationary queue length distribution that does not depend on roots. This solution is explicit and well-suited for determining tail probabilities up to a high accuracy, as demonstrated by some numerical examples.AMS subject classification: 42B05, 60K25, 68M20     

Modelling dispersion in laminar and turbulent flows in an open channel based on centre manifolds using 1D-IRBFN method

Centre manifold method is an accurate approach for analytically constructing an advection–diffusion equation (and even more accurate equations involving higher-order derivatives) for the depth-averaged concentration of substances in channels. This paper presents a direct numerical verification of this method with examples of the dispersion in laminar and turbulent flows in an open channel with a smooth bottom. The one-dimensional integrated radial basis function network (1D-IRBFN) method is used as a numerical approach to obtain a numerical solution for the original two-dimensional (2-D) advection–diffusion equation. The 2-D solution is depth-averaged and compared with the solution of the 1-D equation derived using the centre manifolds. The numerical results show that the 2-D and 1-D solutions are in good agreement both for the laminar flow and turbulent flow. The maximum depth-averaged concentrations for the 1-D and 2-D models gradually converge to each other, with their velocities becoming practically equal. The obtained numerical results also demonstrate that the longitudinal diffusion can be neglected compared to the advection.     

A Haar wavelets based approximation for nonlinear inverse problems influenced by unknown heat source

In this discussion, a new numerical algorithm focused on the Haar wavelet is used to solve linear and nonlinear inverse problems with unknown heat source. The heat source is dependent on time and space variables. These types of inverse problems are ill-posed and are challenging to solve accurately. The linearization technique converted the nonlinear problem into simple nonhomogeneous partial differential equation. In this Haar wavelet collocation method (HWCM), the time part is discretized by using finite difference approximation, and space variables are handled by Haar series approximation. The main contribution of the proposed method is transforming this ill-posed problem into well-conditioned algebraic equation with the help of Haar functions, and hence, there is no need to implement any sort of regularization technique. The results of numerical method are efficient and stable for this ill-posed problems containing different noisy levels. We have utilized the proposed method on several numerical examples and have valuable efficiency and accuracy.     

Numerical solution of nonlinear two-dimensional Fredholm integral equations of the second kind using Gauss product quadrature rules

The Gauss product quadrature rules and collocation method are applied to reduce the second-kind nonlinear two-dimensional Fredholm integral equations (FIE) to a nonlinear system of equations. The convergence of the proposed numerical method is proved under certain conditions on the kernel of the integral equation. An iterative method for approximating the solution of the obtained nonlinear system is provided and its convergence is proved. Also, some numerical examples are presented to show the efficiency and accuracy of the proposed method.     

Improved 3D Surface Reconstruction via the Method of Fundamental Solutions

A new mathematical model of the modified bi-Helmholtz equation is proposed for the reconstruction of 3D implicit surfaces using the method of fundamental solutions. In the algorithm, we also show how to properly determine the parameter so that the spurious surface can be avoided. The main attraction of the proposed method is its simplicity. Four examples for the surface reconstruction are presented to validate the proposed numerical model.     

An approach to numerical solution of multipoint boundary-value problems

An approach is proposed to solving multipoint boundary-value problems for linear differential equation of w-th order, based on reduction to two-point boundary-value problems. The two-point problems are solved by the stable discrete orthogonalization method. Some numerical examples are considered.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 58, pp. 36–45, 1986.     

IMPLICIT DIFFERENCE APPROXIMATION FOR A TIME FRACTIONAL ADVECTION-DISPERSION EQUATION

In this paper, a time fractional advection-dispersion equation is considered. From the relationship between the Caputo derivative and the Grunwald derivative, the Caputo derivative is approximated by using the Griinwald derivative. An implicit difference approximation for this equation is proposed. We prove that this approximation is unconditionally stable and convergent. Finally, numerical examples are given.