A new technique of using homotopy analysis method for solving high‐order nonlinear differential equations

In this paper, a new technique of homotopy analysis method (HAM) is proposed for solving high‐order nonlinear initial value problems. This method improves the convergence of the series solution, eliminates the unneeded terms and reduces time consuming in the standard homotopy analysis method (HAM) by transform the nth‐order nonlinear differential equation to a system of n first‐order equations. Second‐ and third‐ order problems are solved as illustration examples of the proposed method. Copyright © 2010 John Wiley & Sons, Ltd.     

Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem

This paper concerns optimal investment problem with proportional transaction costs and finite time horizon based on exponential utility function. Using a partial differential equation approach, we reveal that the problem is equivalent to a parabolic double obstacle problem involving two free boundaries that correspond to the optimal buying and selling policies. Numerical examples are obtained by the binomial method.     

带P-Laplacian算子的四点四阶奇异边值问题的对称正解

本文主要利用上下解方法和Schauder不动点定理,在更广泛的条件下研究了一类带PLaplacian算子的四点四阶奇异边值问题的对称正解的存在性.克服了对非线性微分算子[φp(u″)]″Fredholm抉择定理和极大值原理不能使用的困难,改进并推广了最近的一些已知结果.     

反Banach空间内涉及广义混合似臣分不等式问题的双水平广义混合平衡问题

在自反Banach空间内,引入和研究了一类新的涉及广义混合似变分不等式问题的双水平广义混合平衡问题(BGMEP).首先,为了计算BGMEP的近似解,引入了一类辅助广义混合平衡问题(AGMEP).由使用一极小极大不等式,在没有任何强制条件的相当温和假设下,证明了AGMEP解的存在性和唯一性.利用辅助原理技巧,建议和分析了一类计算BGMEP的近似解的新迭代算法.在没有任何强制条件的相当温和假设下,证明了由算法生成的迭代序列的强收敛性.这些结果是新的并且推广了这一领域内某些最近结果.     

Finite volume method for solving a one-dimensional parabolic inverse problem

In this paper, finite volume method is used to solve a one-dimensional parabolic inverse problem with source term and Neumann boundary conditions for the first time. Some advantages of this approach are developing difference schemes and maintaining certain properties of the physics of the problems, especially for the treatment of the source term and the unknown boundary conditions. Numerical results show that our method is more effective.     

A modified integral equation method of the semilinear backward heat problem

The paper is concerned with the non-linear backward heat equation in the rectangle domain. The problem is severely ill-posed. We shall use a modified integral equation method to regularize the nonlinear problem. The error estimates of Hölder type of the regularized solutions are obtained. Numerical results are presented to illustrate the accuracy and efficiency of the method. This work is a generalization of many earlier papers, including the recent paper [D.D. Trong, N.H. Tuan, Regularization and error estimate for the nonlinear backward heat problem using a method of integral equation, Nonlinear Anal. 71 (9) (2009) 4167-4176].     

Hybrid approximation of solutions of nonlinear operator equations and application to equation of Hammerstein-type

In this paper we study hybrid iterative scheme for finding a common element of set of solutions of generalized mixed equilibrium problem, set of common fixed points of finite family of weak relatively nonexpansive mapping and null spaces of finite family of γ-inverse strongly monotone mappings in a 2-uniformly convex and uniformly smooth real Banach space. Our results extend, improve and generalize the results of several authors which are announced recently. Application of our theorem to solution of equations of Hammerstein-type is of independent interest.     

Passivity-based control for Hopfield neural networks using convex representation

This paper considers the problem of passivity-based controller design for Hopfield neural networks. By making use of a convex representation of nonlinearities, a feedback control scheme based on passivity and Lyapunov theory is presented. A criterion for existence of the controller is given in terms of linear matrix inequality (LMI), which can be easily solved by a convex optimization problem. An example and its numerical simulation are given to show the effectiveness of the proposed method.     

Superconvergent Nyström and degenerate kernel methods for eigenvalue problems

The Nyström and degenerate kernel methods, based on projections at Gauss points onto the space of (discontinuous) piecewise polynomials of degree ?r-1, for the approximate solution of eigenvalue problems for an integral operator with a smooth kernel, exhibit order 2r. We propose new superconvergent Nyström and degenerate kernel methods that improve this convergence order to 4r for eigenvalue approximation and to 3r for spectral subspace approximation in the case where the kernel is sufficiently smooth. Moreover for a simple eigenvalue, we show that by using an iteration technique, an eigenvector approximation of order 4r can be obtained. The methods introduced here are similar to that studied by Kulkarni in [10] and exhibit the same convergence orders, so a comparison with these methods is worked out in detail. Also, the error terms are analyzed and the obtained methods are numerically tested. Finally, these methods are extended to the case of discontinuous kernel along the diagonal and superconvergence results are also obtained.     

Piecewise homotopy perturbation method for solving linear and nonlinear weakly singular VIE of second kind

The purpose of this paper is to obtain the approximation solution of linear and strong nonlinear weakly singular Volterra integral equation of the second kind, especially for such a situation that the equation is of nonsmooth solution and the situation that the problem is a strong nonlinear problem. For this purpose, we firstly make a transform to the equation such that the solution of the new equation is as smooth as we like. Through modifying homotopy perturbation method, an algorithm is successfully established to solve the linear and nonlinear weakly singular Volterra integral equation of the second kind. And the convergence of the algorithm is proved strictly. Comparisons are made between our method and other methods, and the results reveal that the modified homotopy perturbation is effective.