Uniformly exponentially stable approximation for the transmission line with variable coefficients and its application

We analyze an ideal transmission line, which is defined by the telegraph equation with variable coefficients, from the perspectives of numerical analysis and control theory in this note. Because the spatially semi-discrete scheme of the original system is insufficient for discussing uniform exponential stability, we apply a similar transform to the continuous system and produce an intermediate system that may be easily analyzed. To begin, we discuss uniform exponential stability for the intermediate system using an so called average central-difference semi-discrete scheme and the direct Lyapunov function approach. The proof is the same as in the continuous case. The Trotter-Kato Theorem is used to demonstrate the stability and consistency of numerical approximation scheme. Finally, we propose a semi-discrete strategy for the original system through an inverse transform. All results on intermediate system are then translated into the original system. The numerical state reconstruction problem is addressed as an essential application of the main results. Furthermore, several numerical simulations are used to validate the effectiveness of the numerical approximating algorithms.     

A finite element method for the Tricomi problem

Summary We consider the numerical solution of the Tricomi problem. Using a weak formulation based on different spaces of test and trial functions, we construct a new Galerkin procedure for the Tricomi problem. Existence, uniqueness, and uniform stability of the approximate solution is proven, and a priori error bounds are given.Research supported in part by the Department of Energy under contract DOE E(40-1)3443     

On adaptive mesh for the initial boundary value singularly perturbed delay Sobolev problems

A uniform finite difference method on a B-mesh is applied to solve the initial-boundary value problem for singularly perturbed delay Sobolev equations. To solve the foresold problem, finite difference scheme on a special nonuniform mesh, whose solution converges point-wise independently of the singular perturbation parameter is constructed and analyzed. The present paper also aims at discussing the stability and convergence analysis of the method. An error analysis shows that the method is of second order convergent in the discrete maximum norm independent of the perturbation parameter. A numerical example and the simulation results show the effectiveness of our theoretical results.     

Numerical analysis of an exponentially ill-conditioned boundary value problem with applications to metastable problems

Metastable behaviour, which refers to an asymptotically exponentiallyslow time dependent motion to the limiting steady-state solution,is often associated with certain exponentially ill-conditionedsingularly perturbed problems. As a result of this severe ill-conditioning,little is known concerning the convergence and stability ofthe numerical schemes that compute metastable behaviour. Inthis paper, a rigorous uniform convergence analysis is givenfor several finite difference schemes applied to a boundarylayer resonance problem, which is the simplest linear exponentiallyill-conditioned boundary value problem (BVP). It is found thatthe numerical computation of this problem does not cause anymore difficulties than other standard singular perturbationproblems, provided that we can use sufficiently high precisionarithmetic. The qualitative results from the detailed studyof this specific problem are shown numerically also to be validfor other exponentially ill-conditioned BVPs and their correspondingtime-dependent equations.     

A singular perturbation approach to solve Burgers–Huxley equation via monotone finite difference scheme on layer-adaptive mesh

This paper deals with a numerical method for solving one-dimensional unsteady Burgers–Huxley equation with the viscosity coefficient ε. The parameter ε takes any values from the half open interval (0, 1]. At small values of the parameter ε, an outflow boundary layer is produced in the neighborhood of right part of the lateral surface of the domain and the problem can be considered as a non-linear singularly perturbed problem with a singular perturbation parameter ε. Using singular perturbation analysis, asymptotic bounds for the derivatives of the solution are established by decomposing the solution into smooth and singular components. We construct a numerical scheme that comprises of implicit-Euler method to discretize in temporal direction on uniform mesh and a monotone hybrid finite difference operator to discretize the spatial variable with piecewise uniform Shishkin mesh. To obtain better accuracy, we use central finite difference scheme in the boundary layer region. Shishkin meshes are refined in the boundary layer region, therefore stability constraint is satisfied by proposed scheme. Quasilinearization process is used to tackle the non-linearity and it is shown that quasilinearization process converges quadratically. The method has been shown to be first order uniformly accurate in the temporal variable, and in the spatial direction it is first order parameter uniform convergent in the outside region of boundary layer, and almost second order parameter uniform convergent in the boundary layer region. Accuracy and uniform convergence of the proposed method is demonstrated by numerical examples and comparison of numerical results made with the other existing methods.     

Stability in the almost everywhere sense: A linear transfer operator approach

The problem of almost everywhere stability of a nonlinear autonomous ordinary differential equation is studied using a linear transfer operator framework. The infinitesimal generator of a linear transfer operator (Perron-Frobenius) is used to provide stability conditions of an autonomous ordinary differential equation. It is shown that almost everywhere uniform stability of a nonlinear differential equation, is equivalent to the existence of a non-negative solution for a steady state advection type linear partial differential equation. We refer to this non-negative solution, verifying almost everywhere global stability, as Lyapunov density. A numerical method using finite element techniques is used for the computation of Lyapunov density.     

Analysis of Numerical Differentiation Formulas in a Boundary Layer on a Shishkin Grid

A problem of numerical differentiation of functions with large gradients in a boundary layer is investigated. The problem is that for functions with large gradients and a uniform grid the relative error of the classical difference formulas for derivatives may be considerable. It is proposed to use a Shishkin grid to obtain a relative error of the formulas that is independent of a small parameter. Error estimates that depend on the number of nodes of the difference formulas for a derivative of a given order are obtained. It is proved that the error estimate is uniform with respect to the small parameter. In the case of a uniform grid, a boundary layer region is indicated outside of which the numerical differentiation formulas have an error that is uniform with respect to the small parameter. The results of numerical experiments are presented.     

Conditional uniform time stable numerical solutions of coupled hyperbolic systems

This work deals with the uniform time stability of discrete numerical solutions of strongly coupled hyperbolic mixed problems. Using the Crank–Nicholson scheme and a Fourier discrete method the uniform time stability of the solution constructed is based on the spectral analysis of roots of the underlying algebraic matrix equation.     

A GA based penalty function technique for solving constrained redundancy allocation problem of series system with interval valued reliability of components

In this paper, we have considered the problem of constrained redundancy allocation of series system with interval valued reliability of components. For maximizing the overall system reliability under limited resource constraints, the problem is formulated as an unconstrained integer programming problem with interval coefficients by penalty function technique and solved by an advanced GA for integer variables with interval fitness function, tournament selection, uniform crossover, uniform mutation and elitism. As a special case, considering the lower and upper bounds of the interval valued reliabilities of the components to be the same, the corresponding problem has been solved. The model has been illustrated with some numerical examples and the results of the series redundancy allocation problem with fixed value of reliability of the components have been compared with the existing results available in the literature. Finally, sensitivity analyses have been shown graphically to study the stability of our developed GA with respect to the different GA parameters.     

Stability of Conical Shells of Metal Composites Beyond the Elastic Limit

The equations for integral instantaneous characteristics of composite materials consisting of elastoplastic fibers and matrix are derived based on the known hypotheses of uniform strain or stress fields. The constitutive relations for a layered shell are obtained. The numerical algorithm elaborated is used to solve the stability problem for conical boron-aluminum shells under external pressure and axial compression. It is shown that the shells of medium thickness lose their stability under loads whose magnitude depends on the plasticity of the binder. The plasticity has a decisive influence on the choice of the optimum directions of reinforcement. If the parameters of a shell are such that the buckling occurs beyond the elastic limit, the shell must be reinforced in the direction of precritical stresses. However, this is possible only upon separate action of loads.     

Finite-time uniform stability of functional differential equations with applications in network synchronization control

In this paper, we investigate finite-time uniform stability of functional differential equations with applications in network synchronization control. First, a Razumikhin-type theorem is derived to ensure finite-time uniform stability of functional differential equations. Based on the theoretical results, finite-time uniform synchronization is proposed for a class of delayed neural networks and delayed complex dynamical networks by designing nontrivial and simple control strategies and some novel criteria are established. Especially, a feasible region of the control parameters for each neuron is derived for the realization of finite-time uniform synchronization of the addressed neural networks, which provide a great convenience for the application of the theoretical results. Finally, two numerical examples with numerical simulations are provided to show the effectiveness and feasibility of the theoretical results.     

Uniform stability of switched nonlinear systems

In this paper, we investigate the stability properties of a general class of nonautonomous switched nonlinear systems. Sufficient conditions for uniform stability, uniform asymptotic stability and uniform exponential stability are derived via multiple Lyapunov functions. Our results provide stability criteria for switched systems with both stable and unstable subsystems. Particularly, our results include some existing results as special cases or improve those in the literature. Several numerical examples are worked out to illustrate our results.     

Numerical solution of the nonlinear Klein-Gordon equation

A numerical method is developed to solve the nonlinear one-dimensional Klein-Gordon equation by using the cubic B-spline collocation method on the uniform mesh points. We solve the problem for both Dirichlet and Neumann boundary conditions. The convergence and stability of the method are proved. The method is applied on some test examples, and the numerical results have been compared with the exact solutions. The L₂, L_∞ and Root-Mean-Square errors (RMS) in the solutions show the efficiency of the method computationally.     

Numerical solution to a one‐dimensional thermoplastic problem with unilateral constraint

In this article, we present a numerical simulation of one‐dimensional problem of quasi‐static contact with an elastic obstacle. A finite difference scheme is derived by the method of reduction of order on uniform meshes. The stability and convergence are proved. The convergence order is of O(τ² + h²), where τ and h are the time step size and the space step size, respectively. Some numerical examples demonstrate the theoretical results. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

On the uniform convergence of a finite difference scheme for time dependent singularly perturbed reaction-diffusion problems

In this work we are interested in the numerical approximation of 1D parabolic singularly perturbed problems of reaction-diffusion type. To approximate the multiscale solution of this problem we use a numerical scheme combining the classical backward Euler method and central differencing. The scheme is defined on some special meshes which are the tensor product of a uniform mesh in time and a special mesh in space, condensing the mesh points in the boundary layer regions. In this paper three different meshes of Shishkin, Bahkvalov and Vulanovic type are used, proving the uniform convergence with respect to the diffusion parameter. The analysis of the uniform convergence is based on a new study of the asymptotic behavior of the solution of the semidiscrete problems, which are obtained after the time discretization by the Euler method. Some numerical results are showed corroborating in practice the theoretical results on the uniform convergence and the order of the method.     

控制棒下落与流体流动的耦合状态方程及其保辛算法

针对核反应堆内控制棒下落问题,提出了描述控制棒下落与流体流动的耦合非线性状态方程。该状态方程对于落棒过程内不同的流体状态,具有统一的表达形式,可以很方便地处理不同工况下的落棒问题。为高效分析落棒过程,准确捕捉落棒过程内流动状态的突变,并保证时程积分的数值稳定,提出了一种基于时间步长自适应的保辛算法。数值算例表明,提出的数值模型可以采用较大的时间步长精确计算控制棒在下落过程中的位移、速度、加速度、落棒时间等关键数据,计算结果与商业软件所得结果高度吻合。     

On Exponential Stability of Systems with Point,Distributed and Volterra-type Delayed Dynamics

The global uniform exponential stability independent of delay (g.u.e.s.i.d.) is investigated for a wide class of time-delay systems that may involve both point and distributed delays on finite intervals as well as infinitely distributed Volterra integro-differential dynamics. The stability problem is considered as a robust stability one with respect to an auxiliary system which may be defined very freely. The proposed method allows a very important generalisation related to the usual problem statement in the literature when the auxiliary system is defined by deleting the whole delayed dynamics. Conditions are established that ensure that the Laplace operator characterising the system has a bounded inverse on the closed complex right-half plane. The analysis is slightly modified for investigating uniform stability dependent of delay.     

High order approximations using spline-based differential quadrature method: Implementation to the multi-dimensional PDEs

A new differential quadrature method based on cubic B-spline is developed for the numerical solution of differential equations. In order to develop the new approach, the B-spline basis functions are used on the grid and midpoints of a uniform partition. Some error bounds are obtained by help of cubic spline collocation, which show that the method in its classic form is second order convergent. In order to derive higher accuracy, high order perturbations of the problem are generated and applied to construct the numerical algorithm. A new fourth order method is developed for the numerical solution of systems of second order ordinary differential equations. By solving some test problems, the performance of the proposed methods is examined. Also the implementation of the method for multi-dimensional time dependent partial differential equations is presented. The stability of the proposed methods is examined via matrix analysis. To demonstrate the applicability of the algorithms, we solve the 2D and 3D coupled Burgers’ equations and 2D sine-Gordon equation as test problems. Also the coefficient matrix of the methods for multi-dimensional problems is described to analyze the stability.     

拟线性抛物型方程奇异摄动问题的数值解法

本文讨论拟线性抛物型方程奇异摄动问题的差分解法,在非均匀网格上建立了线性三层差分格式,并证明了在离散的L₂范数意义下格式的一致收敛性,最后给出了一些数值例子.     

Numerical treatment of a mathematical model arising from a model of neuronal variability

In this paper, we describe a numerical approach based on finite difference method to solve a mathematical model arising from a model of neuronal variability. The mathematical modelling of the determination of the expected time for generation of action potentials in nerve cells by random synaptic inputs in dendrites includes a general boundary-value problem for singularly perturbed differential-difference equation with small shifts. In the numerical treatment for such type of boundary-value problems, first we use Taylor approximation to tackle the terms containing small shifts which converts it to a boundary-value problem for singularly perturbed differential equation. A rigorous analysis is carried out to obtain priori estimates on the solution of the problem and its derivatives up to third order. Then a parameter uniform difference scheme is constructed to solve the boundary-value problem so obtained. A parameter uniform error estimate for the numerical scheme so constructed is established. Though the convergence of the difference scheme is almost linear but its beauty is that it converges independently of the singular perturbation parameter, i.e., the numerical scheme converges for each value of the singular perturbation parameter (however small it may be but remains positive). Several test examples are solved to demonstrate the efficiency of the numerical scheme presented in the paper and to show the effect of the small shift on the solution behavior.