A wavelet operational method for solving fractional partial differential equations numerically

Fractional calculus is an extension of derivatives and integrals to non-integer orders, and a partial differential equation involving the fractional calculus operators is called the fractional PDE. They have many applications in science and engineering. However not only the analytical solution existed for a limited number of cases, but also the numerical methods are very complicated and difficult. In this paper, we newly establish the simulation method based on the operational matrices of the orthogonal functions. We formulate the operational matrix of integration in a unified framework. By using the operational matrix of integration, we propose a new numerical method for linear fractional partial differential equation solving. In the method, we (1) use the Haar wavelet; (2) establish a Lyapunov-type matrix equation; and (3) obtain the algebraic equations suitable for computer programming. Two examples are given to demonstrate the simplicity, clarity and powerfulness of the new method.     

Oscillation for a second-order neutral differential equation with impulses

We consider a certain type of second-order neutral delay differential systems and we establish two results concerning the oscillation of solutions after the system undergoes controlled abrupt perturbations (called impulses). As a matter of fact, some particular non-impulsive cases of the system are oscillatory already. Thus, we are interested in finding adequate impulse controls under which our system remains oscillatory.     

The generalization of the generalized Al-Oboudi differential operator

In this paper, firstly we define the generalization of the generalized Al-Oboudi differential operator. Then we also define new classes of analytic and p-valently starlike and convex functions with complex order by means of this new general differential operator. Our main purpose is to determine coefficient bounds for functions in certain subclasses of this classes, which are introduced here by means of a family of nonhomogeneous Cauchy-Euler differential equations. Relevant connections of some of the results obtained with those in earlier works are also provided.     

Solving integro-differential equations with Cauchy kernel

A simple method for solving the Fredholm singular integro-differential equations with Cauchy kernel is proposed based on a new reproducing kernel space. Using a transformation and modifying the traditional reproducing kernel method, the singular term is removed and the analytical representation of the exact solution is obtained in the form of series in the new reproducing kernel space. The advantage of the approach lies in the fact that, on the one hand, by improving the definition of traditional inner product, the representation of new reproducing kernel function becomes simple and requirement for image space of operator is weakened comparing with traditional reproducing kernel method; on the other hand, the approximate solution and its derivatives converge uniformly to the exact solution and its derivatives. Some examples are displayed to demonstrate the validity and applicability of the proposed method.     

Delay-dependent stability of symmetric schemes in Boundary Value Methods for DDEs

We consider the symmetric schemes in Boundary Value Methods (BVMs) applied to delay differential equations y^′(t)=ay(t)+by(t-τ) with real coefficients a and b. If the numerical solution tends to zero whenever the exact solution does, the symmetric scheme with (k₁+m,k₂)-boundary conditions is called τ_k1,k2(0)-stable. Three families of symmetric schemes, namely the Extended Trapezoidal Rules of first (ETRs) and second (ETR₂s) kind, and the Top Order Methods (TOMs), are considered in this paper.By using the boundary locus technology, the delay-dependent stability region of the symmetric schemes are analyzed and their boundaries are found. Then by using a necessary and sufficient condition, the considered symmetric schemes are proved to be τ_ν,ν-1(0)-stable.     

Approximate Controllability for Linear Stochastic Differential Equations in Infinite Dimensions

The objective of the paper is to investigate the approximate controllability property of a linear stochastic control system with values in a separable real Hilbert space. In a first step we prove the existence and uniqueness for the solution of the dual linear backward stochastic differential equation. This equation has the particularity that in addition to an unbounded operator acting on the Y-component of the solution there is still another one acting on the Z-component. With the help of this dual equation we then deduce the duality between approximate controllability and observability. Finally, under the assumption that the unbounded operator acting on the state process of the forward equation is an infinitesimal generator of an exponentially stable semigroup, we show that the generalized Hautus test provides a necessary condition for the approximate controllability. The paper generalizes former results by Buckdahn, Quincampoix and Tessitore (Stochastic Partial Differential Equations and Applications, Series of Lecture Notes in Pure and Appl. Math., vol. 245, pp. 253–260, Chapman and Hall, London, 2006) and Goreac (Applied Analysis and Differential Equations, pp. 153–164, World Scientific, Singapore, 2007) from the finite dimensional to the infinite dimensional case.     

二阶奇异微分方程组边值问题两个正解的存在性

利用锥拉伸和锥压缩不动点定理,给出了一类二阶微分方程组奇异边值问题两个正解的存在性.     

Quartic B-spline Galerkin approach to the numerical solution of the KdVB equation

The nonlinear Korteweg-de Vries–Burgers’ equation is solved numerically by method of Galerkin using quartic B-splines as both shape and weight functions over the finite intervals. Five test problems are studied to demonstrate the accuracy and efficiency of the proposed method. A comparison of numerical results of both algorithm and some published articles is done in computational section. The numerical results are found in good agreement with exact solutions.     

Symmetric boundary integral formulations for Helmholtz transmission problems

In this work we propose and analyze numerical methods for the approximation of the solution of Helmholtz transmission problems in two or three dimensions. This kind of problems arises in many applications related to scattering of acoustic, thermal and electromagnetic waves. Formulations based on boundary integral methods are powerful tools to deal with transmission problems in unbounded media. Different formulations using boundary integral equations can be found in the literature. We propose here new symmetric formulations based on a paper by Martin Costabel and Ernst P. Stephan (1985), that uses the Calderón projector for the interior and exterior problems to develop closed expressions for the interior and exterior Dirichlet-to-Neumann operators. These operators are then matched to obtain an integral system that is equivalent to the Helmholtz transmission problem and uses Cauchy data on the transmission boundary as unknowns. We show how to simplify the aspect and analysis of the method by employing an additional mortar unknown with respect to the ones used in the original paper, writing it in an appropriate way to devise Krylov type iterations based on the separate Dirichlet-to-Neumann operators.     

Spectral methods for weakly singular Volterra integral equations with smooth solutions

We propose and analyze a spectral Jacobi-collocation approximation for the linear Volterra integral equations (VIEs) of the second kind with weakly singular kernels. In this work, we consider the case when the underlying solutions of the VIEs are sufficiently smooth. In this case, we provide a rigorous error analysis for the proposed method, which shows that the numerical errors decay exponentially in the infinity norm and weighted Sobolev space norms. Numerical results are presented to confirm the theoretical prediction of the exponential rate of convergence.