Classical solvability of a parabolic system of two nonlinear equations

We study the complete regularity of solutions of a nondiagonal parabolic system of quasilinear second-order differential equations in divergence form assuming that the coefficients are sufficiently slowly varying functions of their arguments and the off-diagonal terms in the coefficient matrix are sufficiently small. To this end, we use a method based on the successive approximation to the solution by smooth functions with the use of Schauder estimates at each step.     

Hyers–Ulam stability of delay differential equations of first order

In this paper, we establish the Hyers–Ulam stability of delay differential equations in the form of with a Lipschitz condition on a bounded and closed interval by using successive approximation method.     

On numerical approximation using differential equations with piecewise-constant arguments

In this paper we give a brief overview of the application of delay differential equations with piecewise constant arguments (EPCAs) for obtaining numerical approximation of delay differential equations, and we show that this method can be used for numerical approximation in a class of age-dependent population models. We also formulate an open problem for stability and oscillation of a class of linear delay equations with continuous and piecewise constant arguments. This research was partially supported by Hungarian NFSR Grant No. T046929.     

A New Approach for Solving a Class of Delay Fractional Partial Differential Equations

In this article, a new numerical approach has been proposed for solving a class of delay time-fractional partial differential equations. The approximate solutions of these equations are considered as linear combinations of Müntz–Legendre polynomials with unknown coefficients. Operational matrix of fractional differentiation is provided to accelerate computations of the proposed method. Using Padé approximation and two-sided Laplace transformations, the mentioned delay fractional partial differential equations will be transformed to a sequence of fractional partial differential equations without delay. The localization process is based on the space-time collocation in some appropriate points to reduce the fractional partial differential equations into the associated system of algebraic equations which can be solved by some robust iterative solvers. Some numerical examples are also given to confirm the accuracy of the presented numerical scheme. Our results approved decisive preference of the Müntz–Legendre polynomials with respect to the Legendre polynomials.     

Approximate Solutions to the Time-Invariant Hamilton–Jacobi–Bellman Equation

In this paper, we develop a new method to approximate the solution to the Hamilton–Jacobi–Bellman (HJB) equation which arises in optimal control when the plant is modeled by nonlinear dynamics. The approximation is comprised of two steps. First, successive approximation is used to reduce the HJB equation to a sequence of linear partial differential equations. These equations are then approximated via the Galerkin spectral method. The resulting algorithm has several important advantages over previously reported methods. Namely, the resulting control is in feedback form and its associated region of attraction is well defined. In addition, all computations are performed off-line and the control can be made arbitrarily close to optimal. Accordingly, this paper presents a new tool for designing nonlinear control systems that adhere to a prescribed integral performance criterion.     

Hopf bifurcation in numerical approximation for delay differential equations

In this paper we investigate the qualitative behaviour of numerical approximation to a class delay differential equation. We consider the numerical solution of the delay differential equations undergoing a Hopf bifurcation. We prove the numerical approximation of delay differential equation had a Hopf bifurcation point if the true solution does.     

Regularizing properties of explicit approximating splines

A method is proposed for the solution of some operator equations of the first kind by successive smoothing of the righthand side using an explicit spline approximation and by numerical inversion of the operator. For the relevant class of problems, the regularizing properties of the method are reduced on the whole to the regularizing properties of explicit spline approximation, which are studied under certain assumptions about errors in input data and the discretization step.Translated from Metody Matematicheskogo Modelirovaniya, Avtomatizatsiya Obrabotki Nablyudenii i Ikh Primeneniya, pp. 39–46, 1986.     

Numerical Approximation of Neutral Differential Equations on Infinite Interval

In this paper we study numerical approximation of linear neutral differential equations on infinite interval using equations with piecewise constant arguments. As an application of our approximation results, we obtain stability theorems for some classes of linear delay and neutral difference equations.     

A mixed-finite volume element coupled with the method of characteristic fractional step difference for simulating transient behavior of semiconductor device of heat conductor and its numerical analysis

The mathematical system is formulated by four partial differential equations combined with initialboundary value conditions to describe transient behavior of three-dimensional semiconductor device with heat conduction. The first equation of an elliptic type is defined with respect to the electric potential, the successive two equations of convection dominated diffusion type are given to define the electron concentration and the hole concentration, and the fourth equation of heat conductor is for the temperature. The electric potential appears in the equations of electron concentration, hole concentration and the temperature in the formation of the intensity. A mass conservative numerical approximation of the electric potential is presented by using the mixed finite volume element, and the accuracy of computation of the electric intensity is improved one order. The method of characteristic fractional step difference is applied to discretize the other three equations, where the hyperbolic terms are approximated by a difference quotient in the characteristics and the diffusion terms are discretized by the method of fractional step difference. The computation of three-dimensional problem works efficiently by dividing it into three one-dimensional subproblems and every subproblem is solved by the method of speedup in parallel. Using a pair of different grids (coarse partition and refined partition), piecewise threefold quadratic interpolation, variation theory, multiplicative commutation rule of differential operators, mathematical induction and priori estimates theory and special technique of differential equations, we derive an optimal second order estimate in L²-norm. This numerical method is valuable in the simulation of semiconductor device theoretically and actually, and gives a powerful tool to solve the international problem presented by J. Douglas, Jr.     

Second-order Neutral Stochastic Evolution Equations with Infinite Delay under Carathéodory Conditions

In this paper, we study a class of second-order neutral stochastic evolution equations with infinite delay, in which the initial value belongs to the abstract space ℬ. We establish the existence and uniqueness of mild solutions for SNSEEIs under global and local Carathéodory conditions by means of the successive approximation. An application to the stochastic nonlinear wave equations with infinite delay is given to illustrate the theory.     

Wavelet compression of integral operators arising from boudary-domain integral method

The boundary-domain integral method uses Green's functions to write integral representations of partial differential equations. Since Green's functions are non-local, the systems of linear equations arising from the discretization of integral representations are fully populated. Several algorithms have been proposed, which yield a data-sparse approximation of these systems, such as the fast multipole method, adaptive cross approximation and among others, wavelet compression. In the framework of solving the Navier-Stokes equations in velocity-vorticity form one may utilize the boundary-domain integral method for the solution of the kinematics equation to calculate the boundary vorticity values. Since the kinematics equation is a Poisson type equation, usually its integral representation is written with the Green's function for the Laplace operator. In this work, we introduce a false time into the equation and parabolize its nature. Thus, a time-dependent Green's function may be used. This provides a new parameter, the time step, which can be set to control the Green's function. The time-dependent Green's function is a global function, but by carefully choosing the time step, its behaviour is almost local. This makes it a good candidate for wavelet compression, yielding much better compression ratios at a given accuracy than when using the Green's function for the Laplace operator. However, as false time is introduced, several time steps must be solved in order to reach a converged solution. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Stochastic differential delay equations with jumps,under nonlinear growth condition

In this paper, we investigate the existence and uniqueness of solutions to stochastic differential delay equations under a local Lipschitz condition but without linear growth condition on its coefficients. Moreover, we prove convergence in probability of the Euler–Maruyama approximation as well as of the stochastic theta method approximation to the exact solution.     

抽象泛函微分方程—整体解的存在性与稳定性

本文在一次近似方程的解具有指数衰减性质的条件下,采用逐步逼近方法得到了原方程整体解的存在唯一性和稳定性结果.     

On a method of approximation of solutions to delay differential equations

Connections between solutions to a class of systems of ordinary differential equations of a large dimension and delay equations are studied. A new method is justified for approximation of solutions to delay equations.     

A hybrid approximation method for solving Hutchinson’s equation

The hybrid function approximation method for solving Hutchinson’s equation which is a nonlinear delay partial differential equation, is investigated. The properties of hybrid of block-pulse functions and Lagrange interpolating polynomials based on Legendre-Gauss-type points are presented and are utilized to replace the system of nonlinear delay differential equations resulting from the application of Legendre pseudospectral method, by a system of nonlinear algebraic equations. The validity and applicability of the proposed method are demonstrated through two illustrative examples on Hutchinson’s equation.     

Renormalization group second‐order approximation for singularly perturbed nonlinear ordinary differential equations

We consider a 2 time scale nonlinear system of ordinary differential equations. The small parameter of the system is the ratio ϵ of the time scales. We search for an approximation involving only the slow time unknowns and valid uniformly for all times at order O(ϵ²). A classical approach to study these problems is Tikhonov's singular perturbation theorem. We develop an approach leading to a higher order approximation using the renormalization group (RG) method. We apply it in 2 steps. In the first step, we show that the RG method allows for approximation of the fast time variables by their RG expansion taken at the slow time unknowns. Next, we study the slow time equations, where the fast time unknowns are replaced by their RG expansion. This allows to rigorously show the second order uniform error estimate. Our result is a higher order extension of Hoppensteadt's work on the Tikhonov singular perturbation theorem for infinite times. The proposed procedure is suitable for problems from applications, and it is computationally less demanding than the classical Vasil'eva‐O'Malley expansion. We apply the developed method to a mathematical model of stem cell dynamics.     

Runge–Kutta–collocation methods for systems of functional–differential and functional equations

Systems of functional–differential and functional equations occur in many biological, control and physics problems. They also include functional–differential equations of neutral type as special cases. Based on the continuous extension of the Runge–Kutta method for delay differential equations and the collocation method for functional equations, numerical methods for solving the initial value problems of systems of functional–differential and functional equations are formulated. Comprehensive analysis of the order of approximation and the numerical stability are presented.     

非线性积分微分方程组奇摄动边值问题

本文讨论含积分算子的非线性微分方程组Ｒｏｂｉｎ边值问题的奇摄动,在适当假设条件下通过对角化技巧,利用逐步逼近法证明了解的存在,并得到直到Ｏ（ε＾Ｎ＋１）的按范数界限的一致有效估计。     

Numerical method of mixed finite volume-modified upwind fractional step difference for three-dimensional semiconductor device transient behavior problems

Transient behavior of three-dimensional semiconductor device with heat conduction is described by a coupled mathematical system of four quasi-linear partial differential equations with initial-boundary value conditions. The electric potential is defined by an elliptic equation and it appears in the following three equations via the electric field intensity. The electron concentration and the hole concentration are determined by convection-dominated diffusion equations and the temperature is interpreted by a heat conduction equation. A mixed finite volume element approximation, keeping physical conservation law, is used to get numerical values of the electric potential and the accuracy is improved one order. Two concentrations and the heat conduction are computed by a fractional step method combined with second-order upwind differences. This method can overcome numerical oscillation, dispersion and decreases computational complexity. Then a three-dimensional problem is solved by computing three successive one-dimensional problems where the method of speedup is used and the computational work is greatly shortened. An optimal second-order error estimate in L² norm is derived by using prior estimate theory and other special techniques of partial differential equations. This type of mass-conservative parallel method is important and is most valuable in numerical analysis and application of semiconductor device.     

Method of successive approximations for three-dimensional laminar boundary layer problems (locally self-similar case) : PMM vol. 37, n6, 1973, pp. 974–983

We present an analytical method for the computation of problems of incompressible boundary layer theory based on an application of the method of successive approximations. The system of equations is reduced to a form suitable for integration. Parameters characterizing the external flow and the body geometry are contained only in the coefficients of the system and do not enter into the boundary conditions. The transformed momentum equations are integrated across the boundary layer from a current value to infinity with the boundary conditions taken into account. If the integration is made from zero to infinity, then the equations pass over into the Kármán relations. Integrating the system of equations a second time, using the boundary conditions at the wall, we obtain a system of nonlinear integro-differential equations. To solve this system of equations we apply the method of successive approximations. To satisfy the boundary Conditions at infinity we introduce, at each step of the iterations, unknown “governing” functions. From the conditions at the outer side of the boundary layer we obtain additional equations for their determination. With the iterational algorithm formulated in this way, the boundary conditions, both on the body and at the outer side of the boundary layer; are satisfied automatically.We consider a locally self-similar approximation. In this case, relative to the “governing” functions, we obtain an algebraic system of equations. We write out the solution in the first approximation. The results obtained in the first approximation are compared with the results of finite-difference computations for a wide range of problems. The results obtained in this paper are compared with those obtained in [1] for the flow in the neighborhood of a stagnation point. An indication is given of the nonuniqueness of the solutions of the three-dimensional boundary layer equations.