Integration of vector Sobolev-type PDE over octonions

Vector mixed Sobolev-type partial differential equations (PDE) are studied. The technique of their integration over the octonion algebra is developed. Theorems about integration of vector mixed Sobolev-type PDE over octonions are proved.     

A multilevel univariate cubic spline quasi‐interpolation and application to numerical integration

Quasi‐interpolation is very important in the study of the approximation theory and applications. In this paper, a multilevel univariate quasi‐interpolation scheme with better smoothness using cubic spline basis on uniform partition of bounded interval is proposed. Moreover, its application to numerical integration is presented. Furthermore, some examples are given and show that the presented method is easy and valid. Copyright © 2010 John Wiley & Sons, Ltd.     

A geometric approach to the canonical reformulation of quantum mechanics

The measure of distinguishability between two neighboring preparations of a physical system by a measurement device naturally defines a line element on the preparation space of the system. We show that quantum mechanics can be derived from the invariance of this line element in the canonical formulation. We also discuss the canonical formulation of quantum statistical mechanics. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 147, No. 3, pp. 479–486, June, 2006.     

An application of bilinear integration to quantum scattering

Scattering theory has its origin in Quantum Mechanics. From the mathematical point of view it can be considered as a part of perturbation theory of self-adjoint operators on the absolutely continuous spectrum. In this work we deal with the passage from the time-dependent formalism to the stationary state scattering theory. This problem involves applying Fubini's Theorem to a spectral measure integral and a Lebesgue integral of functions that take values in spaces of operators. In our approach, we use bilinear integration in a tensor product of spaces of operators with suitable topologies and generalize the results previously stated in the literature.     

An application of exp‐function method to approximate general and explicit solutions for nonlinear Schrödinger equations

In this work, we implement a relatively new analytical technique, the exp‐function method, for solving nonlinear equations and absolutely a special form of generalized nonlinear Schrödinger equations, which may contain high‐nonlinear terms. This method can be used as an alternative to obtain analytical and approximate solutions of different types of fractional differential equations, which is applied in engineering mathematics. Some numerical examples are presented to illustrate the efficiency and the reliability of exp‐function method. It is predicted that exp‐function method can be found widely applicable in engineering. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1016–1025, 2011     

One-dimensional stochastic heat equation with discontinuous conductance

We introduce a new stochastic partial differential equation with second-order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by a space–time white noise. Such equation could be used in mathematical modeling of diffusion phenomena in medium consisting of two kinds of materials and undergoing stochastic perturbations. We prove the existence of the solution and we present explicit expressions of its covariance and variance functions. Some regularity properties of the solution sample paths are also analyzed.     

Backward Doubly Stochastic Differential Equations with Jumps and Stochastic Partial Differential-Integral Equations

Backward doubly stochastic differential equations driven by Brownian motions and Poisson process(BDSDEP) with non-Lipschitz coeffcients on random time interval are studied.The probabilistic interpretation for the solutions to a class of quasilinear stochastic partial differential-integral equations(SPDIEs) is treated with BDSDEP.Under non-Lipschitz conditions,the existence and uniqueness results for measurable solutions to BDSDEP are established via the smoothing technique.Then,the continuous dependence for solutions to BDSDEP is derived.Finally,the probabilistic interpretation for the solutions to a class of quasilinear SPDIEs is given.     

Multiquadric quasi‐interpolation methods for solving partial differential algebraic equations

In this article, we propose two meshless collocation approaches for solving time dependent partial differential algebraic equations (PDAEs) in terms of the multiquadric quasi‐interpolation schemes. In presenting the process of the solution, the error is estimated. Furthermore, the comparisons on condition numbers of the collocation matrices using different methods and the sensitivity of the shape parameter c are given. With the use of the appropriate collocation points, the method for PDAEs with index‐2 is improved. The results show that the methods have some advantages over some known methods, such as the smaller condition numbers or more accurate solutions for PDAEs which has an modal index‐2 or an impulse solution with index‐2. Copyright © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 95–119, 2014     

One more square root law for Brownian motion and its application to SPDEs

It is proved that there is a function p(c)0 such that p(c)>0 if c is large enough, and (a.s.) for any t[0,1], the trajectory of Brownian motion after time t is contained in a parallel shift of the box [0,2^{– k} ]×[0,c2^{– k /2}] for all k belonging to a set with lower density p(c). This law of square root helps show that solutions of one-dimensional SPDEs are Hölder continuous up to the boundary.The work was partially supported by NSF Grant DMS-0140405 Mathematics Subject Classification (2000): 60G17, 35K05, 60H15     

Zero Mach number limit to compressible quantum magnetohydrodynamic equations with vanishing viscosity coefficients

The connection between the compressible viscous quantum magnetohydrodynamic model with low Mach number and the ideal incompressible magnetohydrodynamic equations is studied in a periodic domain. More precisely, for well‐prepared initial data, we prove the convergence of classical solutions of the compressible viscous quantum magnetohydrodynamic model to the classical solutions of the incompressible ideal magnetohydrodynamic equations with a convergence rate when the Mach number, viscosity coefficient, and magnetic diffusion coefficient simultaneously tend to zero.     

Regularized numerical integration of multibody dynamics with the generalized method

This paper discusses the consistent regularization property of the generalized α method when applied as an integrator to an initial value high index and singular differential-algebraic equation model of a multibody system. The regularization comes from within the discretization itself and the discretization remains consistent over the range of values the regularization parameter may take. The regularization involves increase of the smallest singular values of the ill-conditioned Jacobian of the discretization and is different from Baumgarte and similar techniques which tend to be inconsistent for poor choice of regularization parameter. This regularization also helps where pre-conditioning the Jacobian by scaling is of limited effect, for example, when the scleronomic constraints contain multiple closed loops or singular configuration or when high index path constraints are present. The feed-forward control in Kane’s equation models is additionally considered in the numerical examples to illustrate the effect of regularization. The discretization presented in this work is adopted to the first order DAE system (unlike the original method which is intended for second order systems) for its A-stability and same order of accuracy for positions and velocities.     

Optimal uniform error estimates for moving least‐squares collocation with application to option pricing under jump‐diffusion processes

In this study, we derive optimal uniform error bounds for moving least‐squares (MLS) mesh‐free point collocation (also called finite point method) when applied to solve second‐order elliptic partial integro‐differential equations (PIDEs). In the special case of elliptic partial differential equations (PDEs), we show that our estimate improves the results of Cheng and Cheng (Appl. Numer. Math. 58 (2008), no. 6, 884–898) both in terms of the used error norm (here the uniform norm and there the discrete vector norm) and the obtained order of convergence. We then present optimal convergence rate estimates for second‐order elliptic PIDEs. We proceed by some numerical experiments dealing with elliptic PDEs that confirm the obtained theoretical results. The article concludes with numerical approximation of the linear parabolic PIDE arising from European option pricing problem under Merton's and Kou's jump‐diffusion models. The presented computational results (including the computation of option Greeks) and comparisons with other competing approaches suggest that the MLS collocation scheme is an efficient and reliable numerical method to solve elliptic and parabolic PIDEs arising from applied areas such as financial engineering.     

Numerical solution of the three‐dimensional parabolic equation with an integral condition

Developement of numerical methods for obtaining approximate solutions to the three dimensional diffusion equation with an integral condition will be carried out. The numerical techniques discussed are based on the fully explicit (1,7) finite difference technique and the fully implicit (7,1) finite difference method and the (7,7) Crank‐Nicolson type finite difference formula. The new developed methods are tested on a problem. Truncation error analysis and numerical examples are used to illustrate the accuracy of the new algorithms. The results of numerical testing show that the numerical methods based on the finite difference techniques discussed in the present article produce good results. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 193–202, 2002; DOI 10.1002/num.1040     

Analysis of segregated boundary‐domain integral equations for variable‐coefficient problems with cracks

Segregated direct boundary‐domain integral equation (BDIE) systems associated with mixed, Dirichlet and Neumann boundary value problems (BVPs) for a scalar “Laplace” PDE with variable coefficient are formulated and analyzed for domains with interior cuts (cracks). The main results established in the paper are the BDIE equivalence to the original BVPs and invertibility of the BDIE operators in the corresponding Sobolev spaces. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

The application of iterated defect correction to theLod method for parabolic equations

The paper is concerned with the numerical solution of the initial boundary value problem for a class of multi-dimensional parabolic partial differential equations. In particular the time-integration of semi-discrete equations is investigated. An attempt is made to develop integration formulas being computationally attractive and of high accuracy, while possessing unconditional stability properties. To that end iterated defect correction is applied to the LOD method. The convergence properties of this process are investigated. Numerical experiments are reported.     

Stability in terms of two measures of solutions to stochastic partial differential delay equations with switching

In this paper, the problem of stability in terms of two measures is considered for a class of stochastic partial differential delay equations with switching. Sufficient conditions for stability in terms of two measures are obtained based on the technique of constructing a proper approximating strong solution system and conducting a limiting type of argument to pass on stability of strong solutions to mild ones. In particular, the stochastic stability under the fixed‐index sequence monotonicity condition and under the average dwell‐time switching are considered.