Order h4 difference methods for a class of singular two space elliptic boundary value problems

In this article, we derive difference methods of O(h⁴) for solving the system of two space nonlinear elliptic partial differential equations with variable coefficients having mixed derivatives on a uniform square grid using nine grid points. We obtain two sets of fouth-order difference methods; one in the absence of mixed derivatives, second when the coefficients of u_xy are not equal to zero and the coefficients of u_xx and u_yy are equal. There do not exist fourth-order schemes involving nine grid points for the general case. The method having two variables has been tested on two-dimensional viscous, incompressible steady-state Navier-Stokes' model equations in polar coordinates. The proposed difference method for scalar equation is also applied to the Poisson's equation in polar coordinates. Some numerical examples are provided to illustrate the fourth-order convergence of the proposed methods.     

Fourth-order finite difference methods for three-dimensional general linear elliptic problems with variable coefficients

In this article, we give a simple method for deriving finite difference schemes on a uniform cubic grid. We consider a general, three-dimensional, second-order, linear, elliptic partial differential equation with variable coefficients. We derive two simple fourth-order schemes. When the coefficients of the second-order mixed derivatives are equal to zero, the fourth-order scheme requires only 19 grid points. When the coefficients of the mixed derivatives are not equal to zero and the coefficients of U_xx, U_yy, and U_zz are equal, we require the 27 points of the cubic grid. Numerical examples are given to demonstrate the performance of the two schemes derived. There does not exist a fourth-order scheme involving 27 grid points for the general case.     

Scalar differential invariants of symplectic Monge-Ampère equations

All second order scalar differential invariants of symplectic hyperbolic and elliptic Monge-Ampère equations with respect to symplectomorphisms are explicitly computed. In particular, it is shown that the number of independent second order invariants is equal to 7, in sharp contrast with general Monge-Ampère equations for which this number is equal to 2. We also introduce a series of invariant differential forms and vector fields which allow us to construct numerous scalar differential invariants of higher order. The introduced invariants give a solution of the symplectic equivalence of Monge-Ampère equations. As an example we study equations of the form u _xy + f(x, y, u _x , u _y ) = 0 and in particular find a simple linearization criterion.     

The Instability of Nonmonotonic Wave Solutions of Parabolic Equations

We consider the class of equations u_t=f(u_xx, u_x, u) under the restriction that for all a,b,c. We first consider this equation over the unbounded domain ? ∞ < x < + ∞, and we show that very nearly every bounded nonmonotonic solution of the form u(t, x)=?(x?ct) is unstable to all nonnegative and all nonpositive perturbations. We then extend these results to nonmonotonic plane wave solutions u(t, x, y)=?(x?ct) of u_t = F(u_xx, u_xy, u_x, u_y, u). Finally, we consider the class of equations u_t=f(u_xx, u_x, u) over the bounded domain 0 < x < 1 with the boundary conditions u(t, x)=A at x=0 and u(t, x)=B at x=1, and we find the stability of all steady solutions u(t, x)=?(x).     

Nonlocal Symmetries of Integrable Linearly Degenerate Equations: A Comparative Study

We continue the study of Lax integrable equations. We consider four three-dimensional equations: (1) the rdDym equation u_ty = u_xu_xy ? u_yu_xx, (2) the Pavlov equation u_yy = u_tx + u_yu_xx ? u_xu_xy, (3) the universal hierarchy equation u_yy = u_tu_xy ? u_yu_tx, and (4) the modified Veronese web equation u_ty = u_tu_xy ? u_yu_tx. For each equation, expanding the known Lax pairs in formal series in the spectral parameter, we construct two differential coverings and completely describe the nonlocal symmetry algebras associated with these coverings. For all four pairs of coverings, the obtained Lie algebras of symmetries manifest similar (but not identical) structures; they are (semi)direct sums of the Witt algebra, the algebra of vector fields on the line, and loop algebras, all of which contain a component of finite grading. We also discuss actions of recursion operators on shadows of nonlocal symmetries.     

A note on the position of the centre of flexure of a beam of isotropic material having a section bounded by a parabola and a straight line

Zusammenfassung Die vorliegende Notiz behandelt das Problem der Auffindung des Biegungszentrums eines aus isotropem Material bestehenden Balkens, der einen durch eine parabolische und eine geradlinige Kante begrenzten Querschnitt besitzt. Die Last ist parallel zur geradlinigen Kante angenommen. Der Verfasser benützt zur Lösung der Aufgabe dasselbe Verfahren, dasSokolnikoff [1] für die Auffindung des Biegungszentrums eines halbkreisförmigen Balkens verwendete.

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Nomenclature x, y, z rectangular co-ordinates - l, m, n direction cosines of outward drawn normal - _x , _y , _z normal components of stress parallel tox, y, z axes - _xy , _yz , _zx shearing stress components in rectangular co-ordinates - u, v, w components of displacement - T (x, y) stress function in rectangular coordinates - Poisson's ratio - shear modulus - _yz , _zx , _xy shearing strain components in rectangular coordinates     

A new highly accurate discretization for three‐dimensional singularly perturbed nonlinear elliptic partial differential equations

We employ a new fourth‐order compact finite difference formula based on arithmetic average discretization to solve the three‐dimensional nonlinear singularly perturbed elliptic partial differential equation ε(u_xx + u_yy + u_zz) = f(x, y, z, u, u_x, u_y, u_z), 0 < x, y, z < 1, subject to appropriate Dirichlet boundary conditions prescribed on the boundary, where ε > 0 is a small parameter. We also describe new fourth‐order methods for the estimates of (?u/?x), (?u/?y), and (?u/?z), which are quite often of interest in many physical problems. In all cases, we require only a single computational cell with 19 grid points. The proposed methods are directly applicable to solve singular problems without any modification. We solve three test problems numerically to validate the proposed derived fourth‐order methods. We compare the advantages and implementation of the proposed methods with the standard central difference approximations in the context of basic iterative methods. Numerical examples are given to verify the fourth‐order convergence rate of the methods. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2006     

Symmetric marching technique and elliptic equations with variable coefficient involving mixed partial deriavatives

The symmetric marching technique developed in [1,2] has been extended to the elliptic equations with variable coefficients involving mixed partial derivatives. The restricted class of such equations of the form u_xx+2B(x, y)u_xy+c(x,y)u_yy=0 have been considered. Numerical results of model problems solved are presented.     

Stokes and Navier–Stokes equations with nonhomogeneous boundary conditions

In this paper, we study the existence and regularity of solutions to the Stokes and Oseen equations with nonhomogeneous Dirichlet boundary conditions with low regularity. We consider boundary conditions for which the normal component is not equal to zero. We rewrite the Stokes and the Oseen equations in the form of a system of two equations. The first one is an evolution equation satisfied by Pu, the projection of the solution on the Stokes space – the space of divergence free vector fields with a normal trace equal to zero – and the second one is a quasi-stationary elliptic equation satisfied by (I−P)u, the projection of the solution on the orthogonal complement of the Stokes space. We establish optimal regularity results for Pu and (I−P)u. We also study the existence of weak solutions to the three-dimensional instationary Navier–Stokes equations for more regular data, but without any smallness assumption on the initial and boundary conditions.     

Single‐cell compact finite‐difference discretization of order two and four for multidimensional triharmonic problems

In this article, we discuss finite‐difference methods of order two and four for the solution of two‐and three‐dimensional triharmonic equations, where the values of u,(?²u/?n²) and (?⁴u/?n⁴) are prescribed on the boundary. For 2D case, we use 9‐ and for 3D case, we use 19‐ uniform grid points and a single computational cell. We introduce new ideas to handle the boundary conditions and do not require to discretize the boundary conditions at the boundary. The Laplacian and the biharmonic of the solution are obtained as byproduct of the methods. The resulting matrix system is solved by using the appropriate block iterative methods. Computational results are provided to demonstrate the fourth‐order accuracy of the proposed methods. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

Generalized three-point difference schemes of high-order accuracy for systems of second-order nonlinear ordinary differential equations

For systems of second-order nonlinear ordinary differential equations with the Dirichlet boundary conditions, we develop generalized three-point difference schemes of high-order accuracy on a nonuniform grid. The construction of the suggested schemes requires solving four auxiliary Cauchy problems (two problems for systems of nonlinear ordinary differential equations and two problems for matrix linear ordinary differential equations) on the intervals [x _j−1, x _j ] (forward) and [x _j , x _j+1] (backward) at each grid point; this is done at each step by any single-step method of accuracy order $ \bar m $ \bar m = 2[(m+1)/2]. (Here m is a given positive integer, and [·] is the integer part of a number.) We prove that such three-point difference schemes have the accuracy order $ \bar m $ \bar m for the approximation to both the solution u of the boundary value problem and the flux K(x)d u/dx at the grid points.     

Approximate Hermite quasi-interpolation

In this article, we derive approximate quasi-interpolants when the values of a function u and of some of its derivatives are prescribed at the points of a uniform grid. As a byproduct of these formulas we obtain very simple approximants, which provide high-order approximations for solutions to elliptic differential equations with constant coefficients.     

Painlevé Classification of All Semilinear Partial Differential Equations of the Second Order. II. Parabolic and Higher Dimensional Equations

This paper extends the work of the previous paper (I) on the Painlevé classification of second-order semilinear partial differential equations to the case of parabolic equations in two independent variables, u_xx = F(x, y, u, u_x, u_y), and irreducible equations in three or more independent variables of the form, Σ_ijR_ij (x₁,…, x_n)u,_ij = F(x₁,…, x_n; u,₁,…, u,_n). In each case, F is assumed to be rational in u and its first derivatives and no other simplifying assumptions are made. In addition to the 22 hyperbolic equations found in paper I, we find 10 equivalence classes of parabolic equations with the Painlevé property, denoted PS-I, PS-I1,…, PS-X, equation PS-II being a generalization of Burgers' equation denoted the Forsyth-Burgers equation, and 13 higher-dimensional Painlevé equations, denoted GS-I, GS-II,…, GS-XIII. The lists are complete up to the equivalence relation of Möbius transformations in u and arbitrary changes of the independent variables. In order to avoid repetition, the proofs are sketched very briefly in cases where they closely resemble those for the corresponding hyperbolic problem. Every equation is solved by transforming to a linear partial differential equation, from which it follows that there are no non trivial soliton equations among the two classes of Painlevé equations treated in this paper.     

Saddle solutions of the balanced bistable diffusion equation

We prove that Δu + f(u) = 0 has a unique entire solution u(x, y) on ?² which has the same sign as the function xy, where f is a balanced bistable function like f(u) = u ? u³. But we neither assume f is odd nor assume the monotonicity properties of f(u)/u. Our result generalizes a previous result by Dang, Fife, and Peletier [12]. Our approach combines bifurcation methods and recent results on the qualitative properties for elliptic equations in unbounded domains by Berestycki, Caffarelli and Nirenberg [5, 6]. © 2002 Wiley Periodicals, Inc.     

Solution of two-dimensional boundary value problems corresponding to initial-boundary value problems of diffusion on a right cylinder

We consider boundary value problems for the differential equations Δ₂ u + B u = 0 with operator coefficients B corresponding to initial-boundary value problems for the diffusion equation Δ₃ u − pu = ∂ _t u (p > 0) on a right cylinder with inhomogeneous boundary conditions on the lateral surface of the cylinder with zero boundary conditions on the bases of the cylinder and with zero initial condition. For their solution, we derive specific boundary integral equations in which the space integration is performed only over the lateral surface of the cylinder and the kernels are expressed via the fundamental solution of the two-dimensional heat equation and the Green function of corresponding one-dimensional initial-boundary value problems of diffusion. We prove uniqueness theorems and obtain sufficient existence conditions for such solutions in the class of functions with continuous L ₂-norm.     

Group Classification of Generalized Eikonal Equations

By using a new approach to a group classification, we perform a symmetry analysis of equations of the form u _a u _a = F(t, u, u _t) that generalize the well-known eikonal and Hamilton–Jacobi equations.     

Semiprimality and Nilpotency of Nonassociative Rings Satisfying x(yz) = y(zx)

In this article we study nonassociative rings satisfying the polynomial identity x(yz) = y(zx), which we call “cyclic rings.” We prove that every semiprime cyclic ring is associative and commutative and that every cyclic right-nilring is solvable. Moreover, we find sufficient conditions for the nilpotency of cyclic right-nilrings and apply these results to obtain sufficient conditions for the nilpotency of cyclic right-nilalgebras.     

The generalized BBM-Burger equations with non-linear dissipative term: existence and convergence results

We study the global existence of solutions for certain equations of the form u _t + f(u) _x = γB(u _x ) _x + δu _xxt ? αu _xxxx , as γ > 0, δ > 0 and α > 0 aproach zero, and f and B are sufficiently smooth functions satisfying certain appropriate assumptions. We consider solutions of hyperbolic conservation laws regularized of this equations. Following a pioneering work by Schonbek and a work by LeFloch and Natalini, we establish the convergence of the regularized solutions towards discontinuous solutions of the hyperbolic conservation law.     

On solutions of hyperbolic differential inclusions with nonconvex right-hand side

The existence of a generalized solution with continuous derivativesu _x ,u _y is proved for the differential inclusionu _xy F(x, y, u) with a nonconvex right-hand side satisfying the Lipschitz conditioninx, y, andu.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 4, pp. 531–534, April, 1995.