Stochastic differential inclusions and diffusion processes

Connections between weak solutions of stochastic differential inclusions and solutions of partial differential inclusions, generated by given set-valued mappings are considered. The main results are based on some continuous approximation selection theorem and weak compactness of the set of all weak solutions to a given stochastic differential inclusion.     

A Note on the Numerical Solution of Quasi-linear Parabolic Partial Differential Equations with Error Estimates

A method is considered for the numerical solution of quasi-linearpartial differential equations. The partial differential equationis reduced to a set of ordinary differential equations usinga Chebyshev series expansion. The exact solution of this setof ordinary differential equations is shown to be the solutionof a perturbed form of the original equation. This enables errorestimates to be found for linear and mildly non-linear problems.     

An asymptotic solution to non-linear transmission lines

This paper explores an asymptotic approach to the solution of a non-linear transmission line model. The model is based on a set of non-linear partial differential equations without analytical solution. The perturbations method is used to reduce the system of non-linear equations to a single non-linear partial differential equation, the modified Korteweg–de Vries equation (KdV). By using the Laplace transform, the solution is represented in integral form in terms of Green's functions. The solution for the non-linear case is obtained by means of asymptotic methods. Thus, an approximate explicit analytical solution to the problem is obtained where the errors can be controlled. This allows us to analyze the non-linear behavior of the solution. This kind of information is difficult to obtain by means of numerical methods due to the fact that for large periods of time greater computational resources are required and also accumulated errors increase. For this reason, asymptotic methods have a great importance like a natural complement to numerical methods. Computer simulations support the developments presented.     

Finite-difference methods for solving the reaction-diffusion equations of a simple isothermal chemical system

Numerical methods are proposed for the numerical solution of a system of reaction-diffusion equations, which model chemical wave propagation. The reaction terms in this system of partial differential equations contain nonlinear expressions. Nevertheless, it is seen that the numerical solution is obtained by solving a linear algebraic system at each time step, as opposed to solving a nonlinear algebraic system, which is often required when integrating nonlinear partial differential equations. The development of each numerical method is made in the light of experience gained in solving the system of ordinary differential equations, which model the well-stirred analogue of the chemical system. The first-order numerical methods proposed for the solution of this initialvalue problem are characterized to be implicit. However, in each case it is seen that the numerical solution is obtained explicitly. In a series of numerical experiments, in which the ordinary differential equations are solved first of all, it is seen that the proposed methods have superior stability properties to those of the well-known, first-order, Euler method to which they are compared. Incorporating the proposed methods into the numerical solution of the partial differential equations is seen to lead to two economical and reliable methods, one sequential and one parallel, for solving the travelling-wave problem. © 1994 John Wiley & Sons, Inc.     

Numreical solutoin of a class of parabolic partial differential equation arising in optimal control problems with uncertainty

In this paper the optimal control of uncertain parabolic systems of partial differential equations is investigated. In order to search for controllers that are insensitive to uncertainties in these systems, an iterative optimization procedure is proposed. This procedure involves the solution of a set of operator valued parabolic partial differential equations. The existence and uniqueness of solutions to these operator equations is proved, and a stable numerical algorithm to approximate the uncertain optimal control problem is proposed. The viability of the proposed algorithm is demonstrated by applying it to the control of parabolic systems having two different types of uncertainty.     

Determination of a control parameter in a one-dimensional parabolic equation using the method of radial basis functions

In this work, the method of radial basis functions is used for finding the solution of an inverse problem with source control parameter. Because a much wider range of physical phenomena are modelled by nonclassical parabolic initial-boundary value problems, theoretical behavior and numerical approximation of these problems have been active areas of research. The radial basis functions (RBF) method is an efficient mesh free technique for the numerical solution of partial differential equations. The main advantage of numerical methods which use radial basis functions over traditional techniques is the meshless property of these methods. In a meshless method, a set of scattered nodes are used instead of meshing the domain of the problem. The results of numerical experiments are presented and some comparisons are made with several well-known finite difference schemes.     

混合广义Jacobi和Chebyshev谱配置法求解时间分数阶对流扩散方程

研究时间Caputo分数阶对流扩散方程的高效高阶数值方法.对于给定的时间分数阶偏微分方程,在时间和空间方向分别采用基于移位广义Jacobi函数为基底和移位Chebyshev多项式运算矩阵的谱配置法进行数值求解.这样得到的数值解可以很好地逼近一类在时间方向非光滑的方程解.最后利用一些数值例子来说明该数值方法的有效性和准确性.     

Homogenization in the Theory of Viscoplasticity

We study the homogenization of the quasistatic initial boundary value problem with internal variables which models the deformation behavior of viscoplastic bodies with a periodic microstructure. This problem is represented through a system of linear partial differential equations coupled with a nonlinear system of differential equations or inclusions. Recently it was shown by Alber [2] that the formally derived homogenized initial boundary value problem has a solution. From this solution we construct an asymptotic solution for the original problem and prove that the difference of the exact solution and the asymptotic solution tends to zero if the lengthscale of the microstructure goes to zero. The work is based on monotonicity properties of the differential equations or inclusions. (© 2005 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

The existence of solutions for dynamic inclusions on time scales via duality

The problem of the existence of solutions to nabla differential equations and nabla differential inclusions on time scales is considered. Under a special form of the set-valued constraint map, sufficient conditions for the existence of at least one solution, that stays in the constraint set, are derived.     

A Gauss–Galerkin finite-difference method for singular partial differential equations in two space variables

A Gauss–Galerkin finite-difference method is proposed for the numerical solution of a class of linear, singular parabolic partial differential equations in two space dimensions. The method generalizes a Gauss–Galerkin method previously used for treating similar singular parabolic partial differential equations in one space dimension. Two test problems are studied and the numerical results are presented. These numerical results are encouraging and suggest that the proposed method is efficient in treating singular parabolic partial differential equations of the type considered here. © 1997 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 13 : 331–355, 1997     

Optimal Thickness of a Cylindrical Shell Under a Time-Dependent Force

We discuss thickness optimization problems for cylindrical tubes that are loaded by time-dependent applied force. This is a problem of shape optimization that leads to optimal control in linear elasticity theory. We determine the optimal thickness of a cylindrical tube by minimizing the deformation of the tube under the influence of an external force. The main difficulty is that the state equation is a hyperbolic partial differential equation of the fourth order. The first order necessary conditions for the optimal solution are derived. Based on them, a numerical method is set up and numerical examples are presented.     

Continuous Selectors of Fixed Point Sets of Multifunctions with Decomposable Values

Existence theorems of continuous selectors whose values are fixed points of multivalued contractions are proved. As an application, the existence of continuous selectors to generalized solution sets of partial differential inclusions, depending on a parameter, is obtained.     

The operational matrices of Bernstein polynomials for solving the parabolic equation subject to specification of the mass

Some physical problems in science and engineering are modelled by the parabolic partial differential equations with nonlocal boundary specifications. In this paper, a numerical method which employs the Bernstein polynomials basis is implemented to give the approximate solution of a parabolic partial differential equation with boundary integral conditions. The properties of Bernstein polynomials, and the operational matrices for integration, differentiation and the product are introduced and are utilized to reduce the solution of the given parabolic partial differential equation to the solution of algebraic equations. Illustrative examples are included to demonstrate the validity and applicability of the new technique.     

On the cibstryctuib of discretizations of elliptic partial differential equations

Algorithmic aspects of a class of finite element collocation methods for the approximate numerical solution of elliptic partial differential equations are described Locall for each finite element the approximate solution is a polynomial. polynomials corresponding toadjacent finite elements need not match continuously but their values and noumal derivatives match at a discrete set of points on the common boundary.High order accuracy can be attained by increasing the number of mathching points and the number of colloction points for each finite element.Forlinear equations the collocation methods can be equivalently definde as generlized finite difference methods. The linear (or linearzed )equations that arise from the discretization lend themselves well to solution by the methods of the methods nested dissection.An implememtation is described and some numerical results are givevn.     

Using finite difference and differential transformation method to analyze of large deflections of orthotropic rectangular plate problem

This paper analyses the large deflections of an orthotropic rectangular clamped and simply supported thin plate. A hybrid method which combines the finite difference method and the differential transformation method is employed to reduce the partial differential equations describing the large deflections of the orthotropic plate to a set of algebraic equations. The simulation results indicate that significant errors are present in the numerical results obtained for the deflections of the orthotropic plate in the transient state when a step force is applied. The magnitude of the numerical error is found to reduce, and the deflection of the orthotropic plate to converge, as the number of sub-domains considered in the solution procedure increases. The deflection of the simply supported orthotropic plate is great than the clamped orthotropic plate. The current modeling results confirm the applicability of the proposed hybrid method to the solution of the large deflections of a rectangular orthotropic plate.     

Multicriteria optimization of convex dynamical systems

We suggest an approach to the solution of multicriteria optimization problems for dynamical systems described by differential inclusions. The investigation is restricted to dynamical systems with concave differential inclusion, for which the trajectory tube is convex. Such systems are typical of economic models. We assume that the criteria for the choice of the solution depend on the system state at a given terminal time and are related to it by sufficiently arbitrary functions. The approach is based on the interactive visualization of the Pareto frontier, which is carried out by approximating the reachable set of the dynamical system and the Edgeworth-Pareto set of feasible criteria vectors.     

The use of Chebyshev cardinal functions for the solution of a partial differential equation with an unknown time-dependent coefficient subject to an extra measurement

A numerical technique is presented for the solution of a parabolic partial differential equation with a time-dependent coefficient subject to an extra measurement. The method is derived by expanding the required approximate solution as the elements of Chebyshev cardinal functions. Using the operational matrix of derivative, the problem can be reduced to a set of algebraic equations. From the computational point of view, the solution obtained by this method is in excellent agreement with those obtained by previous works and also it is efficient to use.     

On certain classes of functional inclusions with causal operators in Banach spaces

We introduce the notion of a multivalued causal operator and consider an abstract Cauchy problem in a Banach space for various classes of functional inclusions with causal operators. The methods of the topological degree theory for condensing maps are applied to obtain local and global existence results for this problem and to study the continuous dependence of a solution set on initial data. As application we generalize some existence results for semilinear functional differential inclusions and Volterra integro-differential inclusions with delay.     

A Class of differential inverse variational inequalities in finite dimensional spaces

In this paper, we study a class of differential inverse variational inequality (for short, DIVI) in finite dimensional Euclidean spaces. Firstly, under some suitable assumptions, we obtain linear growth of the solution set for the inverse variational inequalities. Secondly, we prove existence theorems for weak solutions of the DIVI in the weak sense of Carath\"{e}odory by using measurable selection lemma. Thirdly, by employing the results from differential inclusions we establish a convergence result on Euler time dependent procedure for solving the DIVI. Finally, we give a numerical experiment to verify the validity of the algorithm.     

Unresolved computation and optimal predictions

We present methods for predicting the solution of time‐dependent partial differential equations when that solution is so complex that it cannot be properly resolved numerically, but when prior statistical information can be found. The sparse numerical data are viewed as constraints on the solution, and the gist of our proposal is a set of methods for advancing the constraints in time so that regression methods can be used to reconstruct the mean future. For linear equations we offer general recipes for advancing the constraints; the methods are generalized to certain classes of nonlinear problems, and the conditions under which strongly nonlinear problems and partial statistical information can be handled are briefly discussed. Our methods are related to certain data acquisition schemes in oceanography and meteorology. © John Wiley & Sons, Inc.