Mixed boundary value problems of semilinear elliptic PDEs and BSDEs with singular coefficients

In this paper, we prove that there exists a unique weak (Sobolev) solution to the mixed boundary value problem for a general class of semilinear second order elliptic partial differential equations with singular coefficients. Our approach is probabilistic. The theory of Dirichlet forms and backward stochastic differential equations with singular coefficients and infinite horizon plays a crucial role.     

A RATIONAL SEPCTRAL METHOD FOR SINGULAR DIFFERENTIAL EQUATIONS

An orthogonal system of rational functions is derived from the mapped Laguerre polynomials, which is used for numerical solution of singular differential equations. A model problem is considered. A multiple-step algorithm is developed to implement this method. Numerical results show the efficiency of this new approach.     

An efficient numerical approach to solve a class of variable‐order fractional integro‐partial differential equations

The main purpose of this work is to investigate an initial boundary value problem related to a suitable class of variable order fractional integro‐partial differential equations with a weakly singular kernel. To discretize the problem in the time direction, a finite difference method will be used. Then, the Sinc‐collocation approach combined with the double exponential transformation is employed to solve the problem in each time level. The proposed numerical algorithm is completely described and the convergence analysis of the numerical solution is presented. Finally, some illustrative examples are given to demonstrate the pertinent features of the proposed algorithm.     

A truncated projected SVD method for linear discrete ill-posed problems

Truncated singular value decomposition is a popular solution method for linear discrete ill-posed problems. However, since the singular value decomposition of the matrix is independent of the right-hand side, there are linear discrete ill-posed problems for which this method fails to yield an accurate approximate solution. This paper describes a new approach to incorporating knowledge about properties of the desired solution into the solution process through an initial projection of the linear discrete ill-posed problem. The projected problem is solved by truncated singular value decomposition. Computed examples illustrate that suitably chosen projections can enhance the accuracy of the computed solution.     

A Twofold Spline Chebyshev Linearization Approach for a Class of Singular Second-Order Nonlinear Differential Equations

The aim of this paper is to present a twofold approach for the numerical solution of a class of singular second-order nonlinear differential equations. The first is based on a modified version of an adaptive spline collocation method (ASCM). The second is a patching approach (PASCM) that splits the problem domain into two subintervals: Chebyshev economization procedure is implemented in the vicinity of the singular point and outside this domain the resulting initial or boundary value problem is handled by the (ASCM). The second strategy is based on the linearization of the nonlinear term about the given initial condition at the singular point. The choice of either technique relies on the specified boundary or initial conditions. Performance of the approach is investigated numerically through a number of application examples that demonstrate the efficiency of the approach and that it has O(h ⁴) rate of convergence. Results confirm that the scheme yields highly accurate results when compared with the exact and/or numerical solutions that exist in the literature.     

高精度参数估计问题

对高精度参数的估计问题进行了研究.在观测数据无误差的情况下,将微分方程组转化为线性方程组,利用矩阵的奇异值分解给出了参数的最优解.在有观测数据误差的情况下,采用高斯-牛顿迭代法进行求解,给出了改进的高斯-牛顿法和阻尼最小二乘算法;通过灰色估计法给出了模型的初始解,通过微分方程数值解法计算模型迭代过程中误差和偏导数.最后,通过对迭代过程中的状态变量引入误差项,导出了基于总体最小二乘的高斯-牛顿迭代法,从系统的角度解决了观测时间有误差下的参数估计问题.     

Method of lines solutions of the parabolic inverse problem with an overspecification at a point

The present work is motivated by the desire to obtain numerical solution to a quasilinear parabolic inverse problem. The solution is presented by means of the method of lines. Method of lines is an alternative computational approach which involves making an approximation to the space derivatives and reducing the problem to a system of ordinary differential equations in the variable time, then a proper initial value problem solver can be used to solve this ordinary differential equations system. Some numerical examples and also comparison with finite difference methods will be investigated to confirm the efficiency of this procedure.     

Numerical analysis of a high order method for state-dependent delay integral equations

In this paper we study the piecewise collocation method for a class of functional integral equations with state-dependent delays that is, where the delays depend on the solution. It is well known that these equations typically have discontinuity in the solution or its derivatives at the initial point of integration domain. This discontinuity propagated along the integration interval giving rise to subsequent points, called ”singular points”, which can not be determined priori and the solution derivatives in these points are smoothed out along the interval. Most of the known numerical methods for this type of equations are generally very sensitive to the singular points and therefore must have a process that detects these points and insert them into the mesh to guarantee the required accuracy. Here, we present a numerical algorithm based on the piecewise collocation method and an approach for tracking the singular points relying on the recent strategy for implicit delay differential equations which has been proposed by Guglielmi and Hairer in 2008. The convergence analysis of the method is investigated and some numerical experiments are presented for clarifying the robustness of the method.     

Verified bounds for singular values,in particular for the spectral norm of a matrix and its inverse

The singular value decomposition and spectral norm of a matrix are ubiquitous in numerical analysis. They are extensively used in proofs, but usually it is not necessary to compute them. However, there are some important applications in the realm of verified error bounds for the solution of ordinary and partial differential equations where reasonably tight error bounds for the spectral norm of a matrix are mandatory. We present various approaches to this together with some auxiliary useful estimates.     

关于耦合型对流-扩散方程组的奇异摄动边值问题

本文考虑下述耦合型对流-扩散方程组的奇异摄动边值问题:本文提出两种方法:一种是初值化解法,用这种方法,原始问题转化成一系列没有扰动的一阶微分方程或方程组的初值问题,从而得到一个渐近展开式;第二种是边值化解法,用这种方法,原始问题转化成一组没有边界层现象的边值问题,从而可以得到精确解和使用经典的数值方法去得到具有关于摄动参数ε一致的高精度数值解.     

Computing Viscous Flow in an Elastic Tube

We have developed a numerical method for simulating viscous flow through a compliant closed tube, driven by a pair of fluid source and sink. As is natural for tubular flow simulations, the problem is formulated in axisymmetric cylindrical coordinates, with fluid flow described by the Navier-Stokes equations. Because the tubular walls are assumed to be elastic, when stretched or compressed they exert forces on the fluid. Since these forces are singularly supported along the boundaries, the fluid velocity and pressure fields become unsmooth. To accurately compute the solution, we use the velocity decomposition approach, according to which pressure and velocity are decomposed into a singular part and a remainder part. The singular part satisfies the Stokes equations with singular boundary forces. Because the Stokes solution is unsmooth, it is computed to second-order accuracy using the immersed interface method, which incorporates known jump discontinuities in the solution and derivatives into the finite difference stencils. The remainder part, which satisfies the Navier-Stokes equations with a continuous body force, is regular. The equations describing the remainder part are discretized in time using the semi-Lagrangian approach, and then solved using a pressure-free projection method. Numerical results indicate that the computed overall solution is second-order accurate in space, and the velocity is second-order accurate in time.     

Regularity of mixed boundary value problems in ℝ3 and boundary element methods on graded meshes

The solution of the three-dimensional mixed boundary value problem for the Laplacian in a polyhedral domain has special singular forms at corners and edges. A ‘tensor-product’ decomposition of those singular forms along the edges is derived. We present a strongly elliptic system of boundary integral equations which is equivalent to the mixed boundary value problem. Regularity results for the solution of this system of integral equations are given which allow us to analyse the influence of graded meshes on the rate of convergence of the corresponding boundary element Galerkin solutions. We show that it suffices to refine the mesh only towards the edges of the surfaces to regain the optimal rate of convergence.     

Recovering a tsunami source and designing an observational system based on an <Emphasis Type="Italic">r</Emphasis>-solution method

A theoretical approach to recovering the initial tsunami waveform proposed by the author is applied to a real tsunami event. The approach is based on least squares and truncated singular value decomposition techniques. The problem of recovering a tsunami source from available measurements of the incomingwave is considered as an inverse problem ofmathematical physics. To avoid potential instability of the numerical solution, an r-solution method is used. An observation system for retrieving the initial tsunami waveform is optimally configured by using this approach. Several numerical simulations with real tsunami data are presented.     

A new Tikhonov regularization method

The numerical solution of linear discrete ill-posed problems typically requires regularization, i.e., replacement of the available ill-conditioned problem by a nearby better conditioned one. The most popular regularization methods for problems of small to moderate size, which allow evaluation of the singular value decomposition of the matrix defining the problem, are the truncated singular value decomposition and Tikhonov regularization. The present paper proposes a novel choice of regularization matrix for Tikhonov regularization that bridges the gap between Tikhonov regularization and truncated singular value decomposition. Computed examples illustrate the benefit of the proposed method.     

A modification of the invariant imbedding method for a singular boundary value problem

We consider a dynamically-consistent analytical model of a 3D topographic vortex. The model is governed by equations derived from the classical problem of the axisymmetric Taylor–Couette flow. Using linear expansions, these equations can be reduced to a differential sixth-order equation with variable coefficients. For this differential equation, we formulate a boundary value problem, which has a number of issues for numerical solving. To avoid these issues and find the eigenvalues and eigenfunctions of the boundary value problem, we suggest a modification of the invariant imbedding method (the Riccati equation method). In this paper, we show that such a modification is necessary since the boundary conditions possess singular matrices, which sufficiently complicate the derivation of the Riccati equation. We suggest algebraic manipulations, which permit the initial problem to be reduced to a problem with regular boundary conditions. Also, we propose a method for obtaining a numerical solution of the matrix Riccati equation by means of recurrence relations, which allow us to obtain a matrizer converging to the required eigenfunction. The suggested method is tested by calculating the corresponding eigenvalues and eigenfunctions, and then, by constructing fluid particle trajectories on the basis of the eigenfunctions.     

SINGULAR PERTURBATION OF THREE-POINT BOUNDARY VALUE PROBLEM FOR THIRD ORDER DIFFERENTIAL EQUATIONS

In this paper, by the theory of differential inequalities, we study the existence and uniqueness of the solution to the three-point boundary value problem for third order differential equations. Furthermore we study the singular perturbation of three-point boundary value problem to third order quasilinear differential equations, construct the higher order asymptotic solution and get the error estimate of asymptotic solution and perturbed solution.     

Discharge of gas into vacuum with temperature at the boundary subject to exponential law

A two-dimensional self-similar problem of discharge of a heat conducting gas Into vacuum is analyzed. The temperature at the boundary of gas and vacuum is assumed to change as an exponential function of time. The coefficient of thermal conductivity depends exponentially on temperature and density. The initial gas density is assumed to be finite and constant. With definite values of exponents this problem is self-similar i.e. the system of partial differential equations can be reduced to the solution of a system of ordinary equations.

The self-modeling properties of solutions of this kind of problems has been noted earlier in [1 and 2]. The problem analyzed here is a particular case of the problem of piston motion considered in [3]. In this problem, however, there appears at the boundary of gas and vacuum a new singular point which does not occur in the piston problem.

A numerical solution of the boundary value problem defined by a system of ordinary equations is made difficult by the presence in the latter of singular points, and of discontinuities in the sought solution. These difficulties have been overcome by a qualitative analysis of the behavior of integral curves, and by the selection of a suitable method of numerical integration.

It is shown in this work that, depending on the initial parameters of the problem, there may exist two kinds of solutions. This had been noted earlier in [1, 3 and 4]. Examples of these are presented here. The degeneration of the solution into a trivial one, when the thermal conductivity coefficient is either invariant of density, or increases with increasing density, is pointed out.     

Finite difference scheme based on proper orthogonal decomposition for the nonstationary Navier-Stokes equations

The proper orthogonal decomposition(POD)and the singular value decomposition(SVD) are used to study the finite difference scheme(FDS)for the nonstationary Navier-Stokes equations. Ensembles of data are compiled from the transient solutions computed from the discrete equation system derived from the FDS for the nonstationary Navier-Stokes equations.The optimal orthogonal bases are reconstructed by the elements of the ensemble with POD and SVD.Combining the above procedures with a Galerkin projection approach yields a new optimizing FDS model with lower dimensions and a high accuracy for the nonstationary Navier-Stokes equations.The errors between POD approximate solutions and FDS solutions are analyzed.It is shown by considering the results obtained for numerical simulations of cavity flows that the error between POD approximate solution and FDS solution is consistent with theoretical results.Moreover,it is also shown that this validates the feasibility and efficiency of POD method.     

On an approach to the study of the solvability of boundary value problems for the system of differential equations of the 3D theory of elasticity

We study the solvability of a boundary value problem for a system of second-order linear partial differential equations. A theorem on the existence of a solution of the problem is proved. The method used in the study is to reduce the original system of equations to a system of 3D singular integral equations, whose solvability can be proved with the use of the notion of symbol of a singular operator.     

EXISTENCE AND UNIQUENESS OF POSITIVE SOLUTION FOR NONLINEAR SINGULAR 2mth-ORDER CONTINUOUS AND DISCRETE LIDSTONE BOUNDARY VALUE PROBLEMS

By fixed point theorem of a mixed monotone operators, we study Lidstone boundary value problems to nonlinear singular 2mth-order differential and difference equations, and provide sufficient conditions for the existence and uniqueness of positive solution to Lidstone boundary value problem for 2mth-order ordinary differential equations and 2mth-order difference equations. The nonlinear term in the differential and difference equation may be singular.