A new symmetry approach to solve space–time‐dependent KdV systems

In this paper, a new method to solve space–time‐dependent non‐linear equations is proposed. After considering the variable coefficient of a non‐linear equation as a new dependent variable, some special types of space–time‐dependent equations can be solved from corresponding space–time‐independent equations by using the general classical Lie approach. The rich soliton solutions of space–time‐dependent KdV equation and mKdV equation are given with the help of the approach. Copyright © 2004 John Wiley & Sons, Ltd.     

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.     

Three Dimensional Affine Hyperspheres Generated by Two Dimensional Partial Differential Equations

It is well‐known that locally strongly convex affine hyperspheres can be determinedas solutions of differential equations of Monge‐Ampère type. In this paper we study in particular the 3‐dimensional case and we assume that the hypersphere admits a Killing vector field (with respect to the affine metric) whose integral curves are geodesics with respect to both the induced affine connection and the Levi‐Civita connection of the affine metric. We show that besides the already known examples, such hyperspheres can be constructed starting from the 2‐dimensional Poisson equation, the 2‐dimensional sine‐Gordon equation or the 2‐dimensional cosh‐Gordon equation.     

Inverse problem for a space‐time fractional diffusion equation: Application of fractional Sturm‐Liouville operator

An inverse problem of determining a time‐dependent source term from the total energy measurement of the system (the over‐specified condition) for a space‐time fractional diffusion equation is considered. The space‐time fractional diffusion equation is obtained from classical diffusion equation by replacing time derivative with fractional‐order time derivative and Sturm‐Liouville operator by fractional‐order Sturm‐Liouville operator. The existence and uniqueness results are proved by using eigenfunction expansion method. Several special cases are discussed, and particular examples are provided.     

Modelling traffic flow with a time‐dependent fundamental diagram

We model traffic flow with a time‐dependent fundamental diagram. A time‐dependent fundamental diagram arises naturally from various factors such as weather conditions, traffic jam or modern traffic congestion managements, etc. The model is derived from a car‐following model which takes into account the situation changes over the time elapsed time. It is a system of non‐concave hyperbolic conservation laws with time‐dependent flux and the sources. The global existence and uniqueness of the solution to the Cauchy problem is established under the condition that the variation in time of the fundamental diagram is bounded. The zero relaxation limit of the solutions is found to be the unique entropy solution of the equilibrium equation. Copyright © 2004 John Wiley & Sons, Ltd.     

Backward heat equation with time dependent variable coefficient

Backward heat equation with time dependent variable coefficient is severely ill‐posed in the sense of Hadamard, so we need regularization. In this paper, we consider Backward heat equation with time dependent variable coefficient, and by small perturbing, we obtain an approximation problem. We show this approximation problem is well‐posed with small parameter. Also, we show this approximation system converges to the original problem when parameter goes to zero. Here, we use modified‐quasi boundary value method to regularize this problem. Copyright © 2016 John Wiley & Sons, Ltd.     

The well‐posedness of the electric field integral equation for transient scattering from a perfectly conducting body

We consider the scattering of a transient electromagnetic field incident on a body with a smooth, perfectly conducting surface. A standard numerical method for calculating the scattered field is to use a time dependent, surface integral equation (called the electric field integral equation) to calculate the surface currents and charges induced by the incident field—these currents and charges then yield the scattered fields by means of standard integral representations (vector and scalar potentials). In this paper we show that the time‐dependent electric field integral equation is well‐posed in a suitable function space setting. We also investigate the behaviour of the solutions at large time. Copyright © 1999 John Wiley & Sons, Ltd.     

Determination of a time‐ and space‐dependent heat flux relaxation function by means of a restricted Dirichlet‐to‐Neumann operator

We consider an inverse problem to recover a space‐ and time‐dependent relaxation function of heat flux in a three‐dimensional body on the basis of the restriction of the Dirichlet‐to‐Neumann operator of the related equation of heat flow onto a set of Dirichlet data of the form of a product of a fixed time‐dependent coefficient and a free space‐dependent function. Uniqueness of the solution of this inverse problem is proved. Copyright © 2004 John Wiley & Sons, Ltd.     

Integral transform approach to solving Klein–Gordon equation with variable coefficients

In this paper we describe the integral transform that allows to write solutions of the time‐dependent partial differential equation via solution of a simpler equation. This transform was suggested by the author in the case when the last equation is a wave equation, and then it was used to investigate several well‐known equations such as Tricomi‐type equation, the Klein–Gordon equation in the de Sitter and Einstein‐de Sitter spacetimes. A generalization given in this paper allows us to consider also the Klein–Gordon equations with coefficients depending on the spatial variables.     

Inverse problem with a time‐integral condition for a fractional diffusion equation

We find the conditions for the unique solvability of the inverse problem for a time‐fractional diffusion equation with Schwarz‐type distributions in the right‐hand sides. This problem is to find a generalized solution of the Cauchy problem and an unknown space‐dependent part of an equation's right‐hand side under a time‐integral overdetermination condition.     

An optimal‐order estimate for MMOC‐MFEM approximations to porous medium flow

Mathematical models used to describe porous medium flow lead to coupled systems of time‐dependent partial differential equations. Standard methods tend to generate numerical solutions with nonphysical oscillations or numerical dispersion along with spurious grid‐orientation effect. The MMOC‐MFEM time‐stepping procedure, in which the modified method of characteristics (MMOC) is used to solve the transport equation and a mixed finite element method (MFEM) is used for the pressure equation, simulates porous medium flow accurately even if large spatial grids and time steps are used. In this article we prove an optimal‐order error estimate for a family of MMOC‐MFEM approximations. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

A singularly perturbed problem of photon transport in a time‐dependent region

The paper is devoted to the numerical study of a singularly perturbed transport linear integro‐differential equation, in a time‐dependent domain with slab geometry. After a brief summary on existence and uniqueness results for such a model, we test the error between the exact solution and its quasi‐static approximation, which satisfies a simpler equation. Copyright © 2002 John Wiley & Sons, Ltd.     

Numerical approximation of the conservative Allen–Cahn equation by operator splitting method

In this paper, a second‐order fast explicit operator splitting method is proposed to solve the mass‐conserving Allen–Cahn equation with a space–time‐dependent Lagrange multiplier. The space–time‐dependent Lagrange multiplier can preserve the volume of the system and keep small features. Moreover, we analyze the discrete maximum principle and the convergence rate of the fast explicit operator splitting method. The proposed numerical scheme is of spectral accuracy in space and of second‐order accuracy in time, which greatly improves the computational efficiency. Numerical experiments are presented to confirm the accuracy, efficiency, mass conservation, and stability of the proposed method. Copyright © 2017 John Wiley & Sons, Ltd.     

Shock wave solution of the variable coefficient nonlinear partial differential equations

In this paper, we consider a variable coefficient Calogero–Degasperis equation, a variable coefficient potential Kadomstev–Petviashvili equation and the generalized (3+1)‐dimensional variable coefficient Kadomtsev–Petviashvili equation with time‐dependent coefficients. Shock wave solutions for the considered models are obtained by using ansatz method in the form of tanhp function. The physical parameters in the soliton solutions are obtained as functions of the dependent coefficients. Copyright © 2016 John Wiley & Sons, Ltd.     

Comparison of the performance of a time‐dependent short‐interest rate model with time‐independent models

The coefficients in the stochastic differential equation that the short interest rate follows are of vital importance in the subsequent modelling of bond prices and other interest rate products. Empirical tests have previously been performed by various authors who compare a variety of popular short‐rate models. Most recently, Ahn and Gao compared their model with affine‐drift models and showed that their model with a non‐linear drift function outperforms the others. This paper compares the model developed by Goard, which is a time‐dependent generalization of the Ahn–Gao model, with the Ahn–Gao model itself. It is found that the time‐dependent model using a second‐order Fourier series in time, outperforms the Ahn–Gao model for all data sets considered.     

On the Cauchy problem for the nonlinear Schrodinger equations including fractional dissipation with variable coefficient

This paper is devoted to the Cauchy problem for the nonlinear Schrodinger equation with time‐dependent fractional damping term. We prove the local existence result, and we study the global existence and blow‐up solutions.     

Homoclinic orbits for the perturbed sine‐Gordon equation

In this work, we study the persistence of a homoclinic orbit of the sine‐Gordon equation under diffusive and driven perturbations. An analytic perturbation method based on time‐dependent scattering theory, together with Fredholm theory, is used to establish persistence. The estimates are given in space‐time function spaces, with a certain time decay required for the existence of a homoclinic orbit. © 2000 John Wiley & Sons, Inc.     

Stability of a combined finite element ‐ finite volume discretization of convection‐diffusion equations

We consider a time‐dependent and a stationary convection‐diffusion equation. These equations are approximated by a combined finite element – finite volume method: the diffusion term is discretized by Crouzeix‐Raviart piecewise linear finite elements on a triangular grid, and the convection term by upwind barycentric finite volumes. In the nonstationary case, we use an implicit Euler approach for time discretization. This scheme is shown to be L²‐stable uniformly with respect to the diffusion coefficient. In addition, it turns out that stability is unconditional in the time‐dependent case. These results hold if the underlying grid satisfies a condition that is fulfilled, for example, by some structured meshes. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 402–424, 2012     

Modified iteration method for solving fractional gas dynamics equation

This paper is devoted to the time‐fractional gas dynamics equation with Caputo derivative. Fractional operators are very natural tools to model memory‐dependent phenomena. Modified iteration method is proposed to obtain the approximate and analytical solution of the fractional gas dynamics equation. This method is a combined form of the new iteration method and Laplace transform. Modified iteration method really is powerful and simple method compared with other methods. Existence and uniqueness of solution are proven. Numerical results for different cases of the equation are obtained. Copyright © 2016 John Wiley & Sons, Ltd.     

An inverse problem for a family of two parameters time fractional diffusion equations with nonlocal boundary conditions

The determination of a space‐dependent source term along with the solution for a 1‐dimensional time fractional diffusion equation with nonlocal boundary conditions involving a parameter β>0 is considered. The fractional derivative is generalization of the Riemann‐Liouville and Caputo fractional derivatives usually known as Hilfer fractional derivative. We proved existence and uniqueness results for the solution of the inverse problem while over‐specified datum at 2 different time is given. The over‐specified datum at 2 time allows us to avoid initial condition in terms of fractional integral associated with Hilfer fractional derivative.