Numerical solutions of nonlinear fractional Schrödinger equations using nonstandard discretizations

In this article, numerical study for both nonlinear space‐fractional Schrödinger equation and the coupled nonlinear space‐fractional Schrödinger system is presented. We offer here the weighted average nonstandard finite difference method (WANSFDM) as a novel numerical technique to study such kinds of partial differential equations. The space fractional derivative is described in the sense of the quantum Riesz‐Feller definition. Stability analysis of the proposed method is studied. To show that this method is reliable and computationally efficient different numerical examples are provided. We expect that the proposed schemes can be applicable to different systems of fractional partial differential equations. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1399–1419, 2017     

High‐order compact schemes for fractional differential equations with mixed derivatives

In this article, we consider two‐dimensional fractional subdiffusion equations with mixed derivatives. A high‐order compact scheme is proposed to solve the problem. We establish a sufficient condition and show that the scheme converges with fourth order in space and second order in time under this condition.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 2141–2158, 2017     

Convergence analysis of a DDFV scheme for a system describing miscible fluid flows in porous media

In this article, we prove the convergence of a discrete duality finite volume scheme for a system of partial differential equations describing miscible displacement in porous media. This system is made of two coupled equations: an anisotropic diffusion equation on the pressure and a convection‐diffusion‐dispersion equation on the concentration. We first establish some a priori estimates satisfied by the sequences of approximate solutions. Then, it yields the compactness of these sequences. Passing to the limit in the numerical scheme, we finally obtain that the limit of the sequence of approximate solutions is a weak solution to the problem under study. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 723–760, 2015     

A field scale model for the spread of fungal diseases in crops: the example of a powdery mildew epidemic over a large vineyard

The aim of this article is to derive an asymptotic two‐scale model for the propagation of a fungal disease over a large vineyard. The original model is based on a singularly perturbed system of two linear reaction‐diffusion equations coupled with a set of nonlinear ordinary differential equations in a highly heterogeneous medium. We prove the well‐posedness of the asymptotic model and obtain a convergence result confirmed by numerical simulations. Copyright © 2014 John Wiley & Sons, Ltd.     

Uniform convergence of a finite difference scheme for a system of coupledreaction‐diffusion equations

We study a system of coupled reaction‐diffusion equations. The equations have diffusion parameters of different magnitudes associated with them. Near each boundary, their solution exhibit two overlapping layers. A difference scheme on layer‐adapted piecewise uniform meshes is used to solve the system numerically. We show that the scheme is almost second‐order convergent, uniformly in both perturbation parameters, thus improving previous results [3].     

Homogenization of a three-phase flow model in porous media

We give homogenization results for an immiscible and incompressible three-phase flow model in a heterogeneous petroleum reservoir with periodic structure, including capillary effects. We consider a model which leads to a coupled system of partial differential equations which includes an elliptic equation and two nonlinear degenerate parabolic equations of convection–diffusion types. Using two-scale convergence, we get an homogenized model which governs the global behavior of the flow. The determination of effective properties require the numerical resolution of local problems in a standard cell.     

Global dynamics analysis of a nonlinear impulsive stochastic chemostat system in a polluted environment

This paper intends to develop a new method to obtain the threshold of an impulsive stochastic chemostat model with saturated growth rate in a polluted environment. By using the theory of impulsive differential equations and stochastic differential equations, we obtain conditions for the extinction and the permanence of the microorganisms of the deterministic chemostat model and the stochastic chemostat model. We develop a new numerical computation method for impulsive stochastic differential system to simulate and illustrate our theoretical conclusions. The biological results show that a small stochastic disturbance can cause the microorganism to die out, that is, a permanent deterministic system can go to extinction under the white noise stochastic disturbance. The theoretical method can also be used to explore the threshold of some impulsive stochastic differential equations.     

A stabilized multigrid solver for hyperelastic image registration

Image registration is a central problem in a variety of areas involving imaging techniques and is known to be challenging and ill‐posed. Regularization functionals based on hyperelasticity provide a powerful mechanism for limiting the ill‐posedness. A key feature of hyperelastic image registration approaches is their ability to model large deformations while guaranteeing their invertibility, which is crucial in many applications. To ensure that numerical solutions satisfy this requirement, we discretize the variational problem using piecewise linear finite elements, and then solve the discrete optimization problem using the Gauss–Newton method. In this work, we focus on computational challenges arising in approximately solving the Hessian system. We show that the Hessian is a discretization of a strongly coupled system of partial differential equations whose coefficients can be severely inhomogeneous. Motivated by a local Fourier analysis, we stabilize the system by thresholding the coefficients. We propose a Galerkin‐multigrid scheme with a collective pointwise smoother. We demonstrate the accuracy and effectiveness of the proposed scheme, first on a two‐dimensional problem of a moderate size and then on a large‐scale real‐world application with almost 9 million degrees of freedom.     

Spike patterns in a reaction–diffusion ODE model with Turing instability

We explore a mechanism of pattern formation arising in processes described by a system of a single reaction–diffusion equation coupled with ordinary differential equations. Such systems of equations arise from the modeling of interactions between cellular processes and diffusing growth factors. We focus on the model of early carcinogenesis proposed by Marciniak‐Czochra and Kimmel, which is an example of a wider class of pattern formation models with an autocatalytic non‐diffusing component. We present a numerical study showing emergence of periodic and irregular spike patterns because of diffusion‐driven instability. To control the accuracy of simulations, we develop a numerical code on the basis of the finite‐element method and adaptive mesh grid. Simulations, supplemented by numerical analysis, indicate a novel pattern formation phenomenon on the basis of the emergence of nonstationary structures tending asymptotically to a sum of Dirac deltas. Copyright © 2013 John Wiley & Sons, Ltd.     

On coupled transversal and axial motions of two beams with a joint

In this paper we develop and analyze a mathematical model for combined axial and transverse motions of two Euler-Bernoulli beams coupled through a joint composed of two rigid bodies. The motivation for this problem comes from the need to accurately model damping and joints for the next generation of inflatable/rigidizable space structures. We assume Kelvin-Voigt damping in the two beams whose motions are coupled through a joint which includes an internal moment. The resulting equations of motion consist of four, second-order in time, partial differential equations, four second-order ordinary differential equations, and certain compatibility boundary conditions. The system is re-cast as an abstract second-order differential equation in an appropriate Hilbert space, consisting of function spaces describing the distributed beam deflections, and a finite-dimensional space that projects important features at the joint boundary. Semigroup theory is used to prove the system is well posed, and that with positive damping parameters the resulting semigroup is analytic and exponentially stable. The spectrum of the infinitesimal generator is characterized.     

Pressure‐based adaption indicator for compressible euler equations

We consider the Euler equations of gas dynamics and develop a new adaption indicator, which is based on the weak local residual measured for the nonconservative pressure variable. We demonstrate that the proposed indicator is capable of automatically detecting discontinuities and distinguishing between the shock and contact waves when they are isolated from each other. We then use the developed indicator to design a scheme adaption algorithm, according to which nonlinear limiters are used only in the vicinity of shocks. The new adaption algorithm is realized using a second‐order limited and a high‐order nonlimited central‐upwind scheme. We demonstrate robustness and high resolution of the designed method on a number of one‐ and two‐dimensional numerical examples. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1844–1874, 2015     

Convergence of coercive approximations for a model of gradient type in poroplasticity

We study the existence theory to the quasi‐static initial‐boundary‐value problem of poroplasticity. In this article the classical quasi‐static Biot model is considered for soil consolidation coupled with a nonlinear system of differential equations. This work, for the poroplasticity model of monotone‐gradient type, presents a convergence result of the coercive approximation to the solution of the original noncoercive problem. Copyright © 2008 John Wiley & Sons, Ltd.     

Convergence of the mixed finite element method for Maxwell's equations with nonlinear conductivity

In this paper, we study a numerical scheme to solve coupled Maxwell's equations with a nonlinear conductivity. This model plays an important role in the study of type‐II superconductors. The approximation scheme is based on backward Euler discretization in time and mixed conforming finite elements in space. We will prove convergence of this scheme to the unique weak solution of the problem and develop the corresponding error estimates. As a next step, we study the stability of the scheme in the quasi‐static limit ? → 0 and present the corresponding convergence rate. Finally, we support the theory by several numerical experiments. Copyright © 2012 John Wiley & Sons, Ltd.     

An analysis of the fourth‐order PDEs – ‘patterns’ and ‘di‐block polymers’

We analyze some fourth‐order partial differential equations that model the ‘propagation of hexagonal patterns’ and the ‘microphase separation of di‐block copolymers’. The underlying invariance properties and conservation laws of the models and related partial differential equations are studied. Copyright © 2017 John Wiley & Sons, Ltd.     

Global weak solution for a multistage physiologically structured population model with resource interaction

We construct a multistage kinetic model of a physiologically structured insect population whose life history consists of fourth stages of development termed eggs, larval, pupal and adult moth (male and female). The model is a system of weakly coupled hyperbolic partial differential equations with nonlocal boundary conditions. The vital rates depend on the resource which satisfy an ordinary differential equation. We discretize the physiological space and formulate an implicit scheme and we prove the existence and uniqueness of the solution. The numerical simulation provides an analytical tool to improve the understanding of the moth’s biology.     

Error estimate for a symmetric scheme of the projection-difference method for an abstract hyperbolic-parabolic system of the type of systems of thermoelasticity equations

We study the convergence of the projection-difference method for a system of abstract differential equations in Hilbert spaces generalizing a number of linear systems of coupled thermoelasticity equations. We consider a computational scheme that combines a scheme of the Galerkin method with respect to space and a symmetric three-layer difference scheme with weights in time. We impose no special conditions on the projection subspaces of the Galerkin method. For the error, we obtain an energy estimate of second order in time.     

Parallel multilevel solvers for the cardiac electro-mechanical coupling

We develop a parallel solver for the cardiac electro-mechanical coupling. The electric model consists of two non-linear parabolic partial differential equations (PDEs), the so-called Bidomain model, which describes the spread of the electric impulse in the heart muscle. The two PDEs are coupled with a non-linear elastic model, where the myocardium is considered as a nearly-incompressible transversely isotropic hyperelastic material. The discretization of the whole electro-mechanical model is performed by Q1 finite elements in space and a semi-implicit finite difference scheme in time. This approximation strategy yields at each time step the solution of a large scale ill-conditioned linear system deriving from the discretization of the Bidomain model and a non-linear system deriving from the discretization of the finite elasticity model. The parallel solver developed consists of solving the linear system with the Conjugate Gradient method, preconditioned by a Multilevel Schwarz preconditioner, and the non-linear system with a Newton–Krylov-Algebraic Multigrid solver. Three-dimensional parallel numerical tests on a Linux cluster show that the parallel solver proposed is scalable and robust with respect to the domain deformations induced by the cardiac contraction.     

A new modified Adomian decomposition method and its multistage form for solving nonlinear boundary value problems with Robin boundary conditions

In this paper we propose a new modified recursion scheme for the resolution of boundary value problems (BVPs) for second-order nonlinear ordinary differential equations with Robin boundary conditions by the Adomian decomposition method (ADM). Our modified recursion scheme does not incorporate any undetermined coefficients. We also develop the multistage ADM for BVPs encompassing more general boundary conditions, including Neumann boundary conditions.     

Crank-Nicolson拟合有限体积法定价机制转换下的欧式期权（英文）

This paper develops and analyses a novel numerical scheme to price European options under regime switching model which is governed by a system of partial differential equations(PDEs).To numerically solve these PDEs,we introduce a fitted finite volume method for the spatial discretization,coupled with the Crank-Nicolson time stepping scheme.We show that this scheme is consistent,stable and monotone,and hence the convergence of the numerical solution to the viscosity solution of the continuous problem is guaranteed.Numerical experiments are presented to demonstrate the accuracy,efficiency and robustness of the new numerical method.