A Mickens-type monotone discretization for bounded travelling-wave solutions of a Burgers–Fisher partial differential equationa*

We present a nonlinear method to approximate solutions of a Burgers–Huxley equation with generalized advection factor and logistic reaction. The equation under investigation possesses travelling-wave solutions that are temporally and spatially monotone functions; the travelling-wave fronts considered are bounded and connect asymptotically the stationary solutions of the model. For the linear regime, the method is consistent of first order in time and second order in space. In the nonlinear scenario, we investigate conditions under which bounded initial profiles evolve into bounded new approximations. The main results report on parametric conditions that guarantee the boundedness, the positivity and the monotonicity preservation of the method. As a consequence, our recursive method is capable of preserving the temporal and the spatial monotonicity of the solutions. We provide simulations that show that, indeed, our technique preserves the positivity, the boundedness and the temporal and spatial monotonicity of solutions.     

On a new fractional-order Logistic model with feedback control

In this paper, we formulate and analyze a new fractional-order Logistic model with feedback control, which is different from a recognized mathematical model proposed in our very recent work. Asymptotic stability of the proposed model and its numerical solutions are studied rigorously. By using the Lyapunov direct method for fractional dynamical systems and a suitable Lyapunov function, we show that a unique positive equilibrium point of the new model is asymptotically stable. As an important consequence of this, we obtain a new mathematical model in which the feedback control variables only change the position of the unique positive equilibrium point of the original model but retain its asymptotic stability. Furthermore, we construct unconditionally positive nonstandard finite difference(NSFD) schemes for the proposed model using the Mickens' methodology. It is worth noting that the constructed NSFD schemes not only preserve the positivity but also provide reliable numerical solutions that correctly reflect the dynamics of the new fractional-order model. Finally, we report some numerical examples to support and illustrate the theoretical results. The results indicate that there is a good agreement between the theoretical results and numerical ones.     

On the convergence of a nonlinear finite-difference discretization of the generalized Burgers–Fisher equation

In this note, we establish analytically the convergence of a nonlinear finite-difference discretization of the generalized Burgers–Fisher equation. The existence and uniqueness of positive, bounded and monotone solutions for this scheme was recently established in [J. Diff. Eq. Appl. 19 (2014), pp. 1907–1920]. In the present work, we prove additionally that the method is convergent of order one in time, and of order two in space. Some numerical experiments are conducted in order to assess the validity of the analytical results. We conclude that the methodology under investigation is a fast, nonlinear, explicit, stable, convergent numerical technique that preserves the positivity, the boundedness and the monotonicity of approximations, making it an ideal tool in the study of some travelling-wave solutions of the mathematical model of interest. This note closes proposing new avenues of future research.     

A second‐order finite difference approximation for a mathematical model of erythropoiesis

We present a second‐order finite difference scheme for approximating solutions of a mathematical model of erythropoiesis, which consists of two nonlinear partial differential equations and one nonlinear ordinary differential equation. We show that the scheme achieves second‐order accuracy for smooth solutions. We compare this scheme to a previously developed first‐order method and show that the first order method requires significantly more computational time to provide solutions with similar accuracy. We also compare this numerical scheme with other well‐known second‐order methods and show that it has better capability in approximating discontinuous solutions. Finally, we present an application to recovery after blood loss. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Nonlinear stability of Runge-Kutta methods applied to infinite-delay-differential equations

In functional differential equations (FDEs), there is a class of infinite delay-differential equations (IDDEs) with proportional delays, which aries in many scientific fields such as electric mechanics, quantum mechanics, and optics. Ones have found that there exist very different mathematical challenges between FDEs with proportional delays and those with constant delays. Some research on the numerical solutions and the corresponding analysis for the linear FDEs with proportional delays have been presented by several authors. However, up to now, the research for nonlinear case still remains to be done. For this, in the present paper, we deal with nonlinear stability of the Runge-Kutta (RK) methods for a class of IDDEs with proportional delays. It is shown under the suitable conditions that a (k, l)-algebraically stable RK method for this kind of nonlinear IDDE is globally and asymptotically stable.     

深入研究模糊逻辑的必要性与紧迫性

因为"取大取小"不是数学计算,所以基于"取大取小"的模糊逻辑不能为数值转换提供算法支撑,使得模糊理论面临无合适模型可用的被动境地.指出,模糊逻辑是逻辑的一个新的近似推理研究方向,它的量化方法是数值计算;目的是支撑隶属度转换,使得由指标隶属度确定的目标隶属度是"真值"在当前条件下的最优近似.模糊逻辑是在隶属度转换条件下对人类近似推理本领规范的一种方法.而进行规范的依据是区分权滤波的冗余理论,实质性计算是由冗余理论导出的、实现隶属度转换的非线性去冗算法;相应的隶属度转换模型是非线性数学模型.     

A mathematical approach to HIV infection dynamics

In order to obtain a comprehensive form of mathematical models describing nonlinear phenomena such as HIV infection process and AIDS disease progression, it is efficient to introduce a general class of time-dependent evolution equations in such a way that the associated nonlinear operator is decomposed into the sum of a differential operator and a perturbation which is nonlinear in general and also satisfies no global continuity condition. An attempt is then made to combine the implicit approach (usually adapted for convective diffusion operators) and explicit approach (more suited to treat continuous-type operators representing various physiological interactions), resulting in a semi-implicit product formula. Decomposing the operators in this way and considering their individual properties, it is seen that approximation–solvability of the original model is verified under suitable conditions. Once appropriate terms are formulated to describe treatment by antiretroviral therapy, the time-dependence of the reaction terms appears, and such product formula is useful for generating approximate numerical solutions to the governing equations. With this knowledge, a continuous model for HIV disease progression is formulated and physiological interpretations are provided. The abstract theory is then applied to show existence of unique solutions to the continuous model describing the behavior of the HIV virus in the human body and its reaction to treatment by antiretroviral therapy. The product formula suggests appropriate discrete models describing the dynamics of host pathogen interactions with HIV1 and is applied to perform numerical simulations based on the model of the HIV infection process and disease progression. Finally, the results of our numerical simulations are visualized and it is observed that our results agree with medical and physiological aspects.     

Numerical Solutions for Option Pricing Models Including Transaction Costs and Stochastic Volatility

The option pricing problem when the asset is driven by a stochastic volatility process and in the presence of transaction costs leads to solving a nonlinear partial differential equation. The nonlinear term in the PDE reflects the presence of transaction costs. Under a particular market completion assumption we derive the nonlinear PDE whose solution may be used to find the price of options. In this paper under suitable conditions, we give an algorithmic scheme to obtain the solution of the problem by an iterative method and provide numerical solutions using the finite difference method.     

On the preservation of invariants in the simulation of solitary waves in some nonlinear dispersive equations

In this paper we generalize some results in the literature concerning the structure of numerical approximations to solitary wave solutions of some nonlinear, dispersive equations is studied. We prove that those time discretizations with the property of preserving, exactly or approximately up to certain order, some invariants of the problems, have a better propagation of the error and provide a more suitable simulation of the solitary waves. The generalization involves the treatment of nonlocal operators and two different kinds of equations.     

Nonlinear PDE Model for Image Restoration Using Second-Order Hyperbolic Equations

In this article we consider a novel nonlinear PDE-based image denoising technique. The proposed restoration model uses second-order hyperbolic diffusion equations. It represents an improved nonlinear version of a linear hyperbolic PDE model developed recently by the author, providing more effective noise removal results while preserving the edges and other image features. A rigorous mathematical investigation is performed on this new differential model and its well-posedness is treated. Next, a consistent finite-difference numerical approximation scheme is proposed for this nonlinear diffusion-based approach. Our successful image denoising experiments and method comparisons are also described.     

Existence and exact controllability of fractional evolution inclusions with damping

The aim of this paper is to deal with the existence of mild solutions and exact controllability for a class of fractional evolution inclusions with damping (FEID, for short) in Banach spaces. Firstly, we provide the representation of mild solutions for FEID by applying the method of Laplace transform and the theory of (α,κ)‐regularized families of operators. Next, we are concerned with the existence and exact controllability of FEID under some suitable sufficient conditions by using the method of measure of noncompactness and an appropraite fixed point theorem. Finally, an application to nonlinear partial differential equations with temporal fractional derivatives is presented to illustrate the effectiveness of our main results. Copyright © 2017 John Wiley & Sons, Ltd.     

Asymptotic stability analysis of Runge-Kutta methods for nonlinear systems of delay differential equations

Summary. We consider systems of delay differential equations (DDEs) of the form with the initial condition . Recently, Torelli [10] introduced a concept of stability for numerical methods applied to dissipative nonlinear systems of DDEs (in some inner product norm), namely RN-stability, which is the straighforward generalization of the wellknown concept of BN-stability of numerical methods with respect to dissipative systems of ODEs. Dissipativity means that the solutions and corresponding to different initial functions and , respectively, satisfy the inequality , and is guaranteed by suitable conditions on the Lipschitz constants of the right-hand side function . A numerical method is said to be RN-stable if it preserves this contractivity property. After showing that, under slightly more stringent hypotheses on the Lipschitz constants and on the delay function , the solutions and are such that , in this paper we prove that RN-stable continuous Runge-Kutta methods preserve also this asymptotic stability property. Received March 29, 1996 / Revised version received August 12, 1996     

Existence and uniqueness of monotone and bounded solutions for a finite-difference discretization à la Mickens of the generalized Burgers–Huxley equation

Departing from a generalized Burgers–Huxley partial differential equation, we provide a Mickens-type, nonlinear, finite-difference discretization of this model. The continuous system is a nonlinear regime for which the existence of travelling-wave solutions has been established previously in the literature. We prove that the method proposed also preserves many of the relevant characteristics of these solutions, such as the positivity, the boundedness and the spatial and the temporal monotonicity. The main results provide conditions that guarantee the existence and the uniqueness of monotone and bounded solutions of our scheme. The technique was implemented and tested computationally, and the results confirm both a good agreement with respect to the travelling-wave solutions reported in the literature and the preservation of the mathematical features of interest.     

Steady-state solutions in a three-dimensional nonlinear pool-boiling heat-transfer model

We consider a relatively simple model for pool-boiling processes. This model involves only the temperature distribution within the heater and describes the heat exchange with the boiling medium via a nonlinear boundary condition imposed on the fluid-heater interface. This results in a standard heat-transfer problem with a nonlinear Neumann boundary condition on part of the boundary. In a recent paper [Speetjens M, Reusken A, Marquardt W. Steady-state solutions in a nonlinear pool-boiling model. IGPM report 256, RWTH Aachen. Commun Nonlinear Sci Numer Simul, in press, doi:10.1016/j.cnsns.2006.11.002] we analysed this nonlinear heat-transfer problem for the case of two space dimensions and in particular studied the qualitative structure of steady-state solutions. The study revealed that, depending on system parameters, the model allows both multiple homogeneous and multiple heterogeneous temperature distributions on the fluid-heater interface. In the present paper we show that the analysis from Speetjens et al. (doi:10.1016/j.cnsns.2006.11.002) can be generalised to the physically more realistic case of three space dimensions. A fundamental shift-invariance property is derived that implies multiplicity of heterogeneous solutions. We present a numerical bifurcation analysis that demonstrates the multiple solution structure in this mathematical model by way of a representative case study.     

Exact solutions of nonlinear Schrödinger equation by using symbolic computation

The (G′/G,1/G)‐expansion method and (1/G′)‐expansion method are interesting approaches to find new and more general exact solutions to the nonlinear evolution equations. In this paper, these methods are applied to construct new exact travelling wave solutions of nonlinear Schrödinger equation. The travelling wave solutions are expressed by hyperbolic functions, trigonometric functions and rational functions. It is shown that the proposed methods provide a powerful mathematical tool for solving nonlinear wave equations in mathematical physics and engineering. Copyright © 2015 John Wiley & Sons, Ltd.     

Solving nonlinear principal-agent problems using bilevel programming

While significant progress has been made, analytic research on principal-agent problems that seek closed-form solutions faces limitations due to tractability issues that arise because of the mathematical complexity of the problem. The principal must maximize expected utility subject to the agent’s participation and incentive compatibility constraints. Linearity of performance measures is often assumed and the Linear, Exponential, Normal (LEN) model is often used to deal with this complexity. These assumptions may be too restrictive for researchers to explore the variety of relationships between compensation contracts offered by the principal and the effort of the agent. In this paper we show how to numerically solve principal-agent problems with nonlinear contracts. In our procedure, we deal directly with the agent’s incentive compatibility constraint. We illustrate our solution procedure with numerical examples and use optimization methods to make the problem tractable without using the simplifying assumptions of a LEN model. We also show that using linear contracts to approximate nonlinear contracts leads to solutions that are far from the optimal solutions obtained using nonlinear contracts. A principal-agent problem is a special instance of a bilevel nonlinear programming problem. We show how to solve principal-agent problems by solving bilevel programming problems using the ellipsoid algorithm. The approach we present can give researchers new insights into the relationships between nonlinear compensation schemes and employee effort.     

The representation of meromorphic solutions for a class of odd order algebraic differential equations and its applications

In this paper, we employ the Nevanlinna's value distribution theory to investigate the existence of meromorphic solutions of algebraic differential equations. We obtain the representations of all meromorphic solutions for a class of odd order algebraic differential equations with the weak ?p,q?and dominant conditions. Moreover, we give the complex method to find all traveling wave exact solutions of corresponding partial differential equations. As an example, we obtain all meromorphic solutions of the Kuramoto–Sivashinsky equation by using our complex method. Our results show that the complex method provides a powerful mathematical tool for solving great many nonlinear partial differential equations in mathematical physics. Copyright © 2014 John Wiley & Sons, Ltd.     

A positive finite-difference model in the computational simulation of complex biological film models

In this work, we design a linear, two-step, finite-difference method to approximate the solutions of a biological system that describes the interaction between a microbial colony and a surrounding substrate. The model is a system of four partial differential equations with nonlinear diffusion and reaction, and the colony is formed by an active portion, an inert component and the contribution of extracellular polymeric substances. In this work, we extend the computational approach proposed by Eberl and Demaret [A finite difference scheme for a degenerated diffusion equation arising in microbial ecology, Electr. J. Differ. Equ. 15 (2007) pp. 77–95], in order to design a numerical technique to approximate the solutions of a more complicated model proposed in the literature. As we will see in this work, this approach guarantees that positive and bounded initial solutions will evolve uniquely into positive and bounded, new approximations. We provide numerical simulations to evince the preservation of the positive character of solutions.