Moving collocation methods for time fractional differential equations and simulation of blowup

A moving collocation method is proposed and implemented to solve time fractional differential equations. The method is derived by writing the fractional differential equation into a form of time difference equation. The method is stable and has a third-order convergence in space and first-order convergence in time for either linear or nonlinear equations. In addition, the method is used to simulate the blowup in the nonlinear equations.     

Complex Lie symmetries for scalar second-order ordinary differential equations

A scalar complex ordinary differential equation can be considered as two coupled real partial differential equations, along with the constraint of the Cauchy–Riemann equations, which constitute a system of four equations for two unknown real functions of two real variables. It is shown that the resulting system possesses those real Lie symmetries that are obtained by splitting each complex Lie symmetry of the given complex ordinary differential equation. Further, if we restrict the complex function to be of a single real variable, then the complex ordinary differential equation yields a coupled system of two ordinary differential equations and their invariance can be obtained in a non-trivial way from the invariance of the restricted complex differential equation. Also, the use of a complex Lie symmetry reduces the order of the complex ordinary differential equation (restricted complex ordinary differential equation) by one, which in turn yields a reduction in the order by one of the system of partial differential equations (system of ordinary differential equations). In this paper, for simplicity, we investigate the case of scalar second-order ordinary differential equations. As a consequence, we obtain an extension of the Lie table for second-order equations with two symmetries.     

Null controllability and global blowup controllability of ordinary differential equations with feedback controls

This paper concerns the problem of feedback null controllability and blowup controllability with feedback controls for ordinary differential equations. First, we study the feedback null controllability on a time-varying ordinary differential system by unbounded feedback operators. Then, the global exact blowup controllability with feedback controls is derived on a time-invariant ordinary differential system. Finally, we obtain the approximate null controllability by bounded feedback operators, and get the approximate blowup controllability with feedback controls for ordinary differential equations.     

Numerical diagnostics of solution blowup in differential equations

New simple and robust methods have been proposed for detecting poles, logarithmic poles, and mixed-type singularities in systems of ordinary differential equations. The methods produce characteristics of these singularities with a posteriori asymptotically precise error estimates. This approach is applicable to an arbitrary parametrization of integral curves, including the arc length parametrization, which is optimal for stiff and ill-conditioned problems. The method can be used to detect solution blowup for a broad class of important nonlinear partial differential equations, since they can be reduced to huge-order systems of ordinary differential equations by applying the method of lines. The method is superior in robustness and simplicity to previously known methods.     

New origins of hidden symmetries for partial differential equations

Hidden symmetries of differential equations are point symmetries that arise unexpectedly in the increase (equivalently decrease) of order, in the case of ordinary differential equations, and variables, in the case of partial differential equations. The origins of Type II hidden symmetries (obtained via reduction) for ordinary differential equations are understood to be either contact or nonlocal symmetries of the original equation while the origin for Type I hidden symmetries (obtained via increase of order) is understood to be nonlocal symmetries of the original equation. Thus far, it has been shown that the origin of hidden symmetries for partial differential equations is point symmetries of another partial differential equation of the same order as the original equation. Here we show that hidden symmetries can arise from contact and nonlocal/potential symmetries of the original equation, similar to the situation for ordinary differential equations.     

Numerical detection and study of singularities in solutions of differential equations

New simple and robust methods are proposed for detecting singularities, such as poles, logarithmic poles, and mixed singularities, in systems of ordinary differential equations. The methods produce characteristics of these singularities with an a posteriori asymptotically precise error estimate. They are applicable in the case of an arbitrary parametrization of integral curves, including one in terms of the arc length, which is optimal for stiff and ill-conditioned problems. Following this approach, blowup solutions can be detected for a broad class of important nonlinear partial differential equations, since they are reducible by the method of lines to systems of ordinary differential equations of huge orders. The simplicity and reliability of the approach are superior to those of previously known methods.     

Galerkin approximations with embedded boundary conditions for retarded delay differential equations

Finite-dimensional approximations are developed for retarded delay differential equations (DDEs). The DDE system is equivalently posed as an initial-boundary value problem consisting of hyperbolic partial differential equations (PDEs). By exploiting the equivalence of partial derivatives in space and time, we develop a new PDE representation for the DDEs that is devoid of boundary conditions. The resulting boundary condition-free PDEs are discretized using the Galerkin method with Legendre polynomials as the basis functions, whereupon we obtain a system of ordinary differential equations (ODEs) that is a finite-dimensional approximation of the original DDE system. We present several numerical examples comparing the solution obtained using the approximate ODEs to the direct numerical simulation of the original non-linear DDEs. Stability charts developed using our method are compared to existing results for linear DDEs. The presented results clearly demonstrate that the equivalent boundary condition-free PDE formulation accurately captures the dynamic behaviour of the original DDE system and facilitates the application of control theory developed for systems governed by ODEs.     

Difference methods for solving boundary value problems for fractional differential equations

Difference schemes for second-order ordinary and partial differential equations with a fractional time derivative are considered. Stationary and nonstationary problems for the diffusion equation in one-and multidimensional domains are examined separately. The stability and convergence of the difference schemes for these equations are proved.     

On a class of nonlocal parabolic equations

We consider a boundary value problem for parabolic equations with nonlocal nonlinearity of such a form that favorably differs from other equations in that it leads to partial differential equations that have important properties of ordinary differential equations. Local solvability and uniqueness theorems are proved, and an analog of the Painlevé singular nonfixed points theorem is proved. In this case, there is an alternative—either a solution exists for all t ≥ 0 or it goes to infinity in a finite time t = T (blowup mode). Sufficient conditions for the existence of a blowup mode are given.     

A note on gradient blowup rate of the inhomogeneous hamilton-jacobi equations

The gradient blowup of the equation u_t = Δu + a(x)|∇u|^p + h(x), where p > 2, is studied. It is shown that the gradient blowup rate will never match that of the self-similar variables. The exact blowup rate for radial solutions is established under the assumptions on the initial data so that the solution is monotonically increasing in time.     

Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations

The theory of stochastic averaging principle provides an effective approach for the qualitative analysis of stochastic systems with different time-scales and is relatively mature for stochastic ordinary differential equations. In this paper, we study the averaging principle for a class of stochastic partial differential equations with two separated time scales driven by scalar noises. Under suitable assumptions it is shown that the slow component strongly converges to the solution of the corresponding averaged equation.     

带非局部积分项常微分方程的讨论及其应用

研究带非局部积分项的二阶线性常微分方程及其在金融保险上的应用.首先讨论带非局部积分项的二阶常微分方程解的存在唯一性,通过变量代换和累次积分交换积分顺序将非局部项简化,将方程化为方程组,然后完成了对方程组解的存在唯一性的证明.接着分析了带非局部项的二阶常微分方程解的结构,给出了方程解的形式.最后通过推导,指出带非局部项的线性常微分方程在保险公司的破产概率研究中的应用,重点放在二阶方程的应用上,并且在某一特定情况下,举出了一个可以给出解析解的例子.     

Bounds of the blowup time in parabolic equations with weighted source under nonhomogeneous Neumann boundary condition

In this paper, we are concerned with the bounds for blowup time of the solution to parabolic equations with weighted nonlinear source subject to nonhomogeneous Neumann boundary condition. We obtain the lower and upper bounds for blowup time of the solution to the problem in . Copyright © 2013 John Wiley & Sons, Ltd.     

Exponential averaging for Hamiltonian evolution equations

We derive estimates on the magnitude of non-adiabatic interaction between a Hamiltonian partial differential equation and a high-frequency nonlinear oscillator. Assuming spatial analyticity of the initial conditions, we show that the dynamics can be transformed to the uncoupled dynamics of an infinite-dimensional Hamiltonian system and an anharmonic oscillator, up to coupling terms which are exponentially small in a certain power of the frequency of the oscillator. The result is derived from an abstract averaging theorem for infinite-dimensional analytic evolution equations in Gevrey spaces. Refining upon a similar result by Neishtadt for analytic ordinary differential equations, the temporal estimate crucially depends on the spatial regularity of the initial condition. The result shows to what extent the strong resonances between rapid forcing and highly oscillatory spatial modes can be suppressed by the choice of sufficiently smooth initial data. An application is provided by a system of nonlinear Schrödinger equations, coupled to a rapidly forcing single mode, representing small-scale oscillations. We provide an example showing that the estimates for partial differential equations we derive here are necessarily different from those in the context of ordinary differential equations.

     

On the concept of solution for fractional differential equations with uncertainty

We consider a differential equation of fractional order with uncertainty and present the concept of solution. It extends, for example, the cases of first order ordinary differential equations and of differential equations with uncertainty. Some examples are presented.     

On blowup for gain‐term‐only classical and relativistic Boltzmann equations

We show that deletion of the loss part of the collision term in all physically relevant versions of the Boltzmann equation, including the relativistic case, will in general lead to blowup in finite time of a solution and hence prevent global existence. Our result corrects an error in the proof given (Math. Meth. Appl. Sci. 1987; 9 :251–259), where the result was announced for the classical hard sphere case; here we give a simpler proof which applies much more generally. Copyright © 2004 John Wiley & Sons, Ltd.     

Approximated solutions in rational form for systems of differential equations

In this paper we present a technique to study the existence of rational solutions for systems of differential equations — for an ordinary differential equation, in particular. The method is relatively straightforward; it is based on a rationality characterisation that involves matrix Padé approximants. It is important to note that, when the solution is rational, we use formal power series “without taking into account” their circle of convergence; at the end of this paper we justify this. We expound the theory for systems of linear first-order ordinary differential equations in the general case. However, the main ideas are applied in numerical resolution of partial differential equations. This revised version was published online in June 2006 with corrections to the Cover Date.     

Negative energy blowup results for the focusing Hartree hierarchy via identities of virial and localized virial type

Abstract

We establish virial and localized virial identities for solutions to the Hartree hierarchy, an infinite system of partial differential equations which arises in mathematical modeling of many body quantum systems. As an application, we use arguments originally developed in the study of the nonlinear Schrödinger equation (see work of Zakharov, Glassey, and Ogawa–Tsutsumi) to show that certain classes of negative energy solutions must blowup in finite time. The most delicate case of this analysis is the proof of negative energy blowup without the assumption of finite variance; in this case, we make use of the localized virial estimates, combined with the quantum de Finetti theorem of Hudson and Moody and several algebraic identities adapted to our particular setting. Application of a carefully chosen truncation lemma then allows for the additional terms produced in the localization argument to be controlled.     

A diagonal splitting method for solving semidiscretized parabolic partial differential equations

In this work, a diagonal splitting idea is presented for solving linear systems of ordinary differential equations. The resulting methods are specially efficient for solving systems which have arisen from semidiscretization of parabolic partial differential equations (PDEs). Unconditional stability of methods for heat equation and advection–diffusion equation is shown in maximum norm. Generalization of the methods in higher dimensions is discussed. Some illustrative examples are presented to show efficiency of the new methods.     

Mean-field backward stochastic differential equations driven by G-Brownian motion and related partial differential equations

In this paper, we study mean-field backward stochastic differential equations driven by G-Brownian motion (G-BSDEs). We first obtain the existence and uniqueness theorem of these equations. In fact, we can obtain local solutions by constructing Picard contraction mapping for Y term on small interval, and the global solution can be obtained through backward iteration of local solutions. Then, a comparison theorem for this type of mean-field G-BSDE is derived. Furthermore, we establish the connection of this mean-field G-BSDE and a nonlocal partial differential equation. Finally, we give an application of mean-field G-BSDE in stochastic differential utility model.