Almost automorphic solutions for semilinear boundary differential equations

In this work, we use the extrapolation methods to study the existence and uniqueness of almost automorphic solutions to the semilinear boundary differential equation

where generates a hyperbolic -semigroup on a Banach space and are almost automorphic functions which take values in and a ``boundary space' , respectively. These equations are an abstract formulation of partial differential equations with semilinear terms at the boundary, such as population equations, retarded differential equations and boundary control systems. An application to retarded differential equations is given.

     

Blow-up for Joseph–Egri equation: Theoretical approach and numerical analysis

This work develops the theory of the blow-up phenomena for Joseph–Egri equation. The existence of the nonextendable solution of two initial-boundary value problems (on a segment and a half-line) is demonstrated. Sufficient conditions of the finite-time blow-up of these solutions, as well as the analytical estimates of the blow-up time, are obtained. A numerical method that allows to precise the blow-up moment for specified initial data is proposed.     

A higher order uniformly convergent method for singularly perturbed parabolic turning point problems

In this article, we study numerical approximation for a class of singularly perturbed parabolic (SPP) convection-diffusion turning point problems. The considered SPP problem exhibits a parabolic boundary layer in the neighborhood of one of the sides of the domain. Some a priori bounds are given on the exact solution and its derivatives, which are necessary for the error analysis. A numerical scheme comprising of implicit finite difference method for time discretization on a uniform mesh and a hybrid scheme for spatial discretization on a generalized Shishkin mesh is proposed. Then Richardson extrapolation method is applied to increase the order of convergence in time direction. The resulting scheme has second-order convergence up to a logarithmic factor in space and second-order convergence in time. Numerical experiments are conducted to demonstrate the theoretical results and the comparative study is done with the existing schemes in literature to show better accuracy of the proposed schemes.     

A higher order difference method for singularly perturbed parabolic partial differential equations

This paper studies a higher order numerical method for the singularly perturbed parabolic convection-diffusion problems where the diffusion term is multiplied by a small perturbation parameter. In general, the solutions of these type of problems have a boundary layer. Here, we generate a spatial adaptive mesh based on the equidistribution of a positive monitor function. Implicit Euler method is used to discretize the time variable and an upwind scheme is considered in space direction. A higher order convergent solution with respect to space and time is obtained using the postprocessing based extrapolation approach. It is observed that the convergence is independent of perturbation parameter. This technique enhances the order of accuracy from first order uniform convergence to second order uniform convergence in space as well as in time. Comparative study with the existed meshes show the highly effective behavior of the present method.     

A new inertial-type hybrid projection-proximal algorithm for monotone inclusions

This paper investigates an enhanced proximal algorithm with interesting practical features and convergence properties for solving non-smooth convex minimization problems, or approximating zeroes of maximal monotone operators, in Hilbert spaces. The considered algorithm involves a recent inertial-type extrapolation technique, the use of enlargement of operators and also a recently proposed hybrid strategy, which combines inexact computation of the proximal iteration with a projection. Compared to other existing related methods, the resulting algorithm inherits the good convergence properties of the inertial-type extrapolation and the relaxed projection strategy. It also inherits the relative error tolerance of the hybrid proximal-projection method. As a special result, an update of inexact Newton-proximal method is derived and global convergence results are established.     

EQ 1 rot nonconforming finite element method for nonlinear dual phase lagging heat conduction equations

EQ rot 1 nonconforming finite element approximation to a class of nonlinear dual phase lagging heat conduction equations is discussed for semi-discrete and fully-discrete schemes. By use of a special property, that is, the consistency error of this element is of order O(h2 ) one order higher than its interpolation error O(h), the superclose results of order O(h2 ) in broken H1 -norm are obtained. At the same time, the global superconvergence in broken H1 -norm is deduced by interpolation postprocessing technique. Moreover, the extrapolation result with order O(h4 ) is derived by constructing a new interpolation postprocessing operator and extrapolation scheme based on the known asymptotic expansion formulas of EQ rot 1 element. Finally, optimal error estimate is gained for a proposed fully-discrete scheme by different approaches from the previous literature.     

Convergence of Extrapolated BDF2 Finite Element Schemes for Unsteady Penetrative Convection Model

Extrapolated two-step backward difference (BDF2) in time and finite element in space discretization for the unsteady penetrative convection model is analyzed. Penetrative convection model employs a nonlinear equation of state making the problem more nonlinear. Optimal order error estimates are derived for the semi-discrete finite element spatial discretization. Two time discretization schemes based on linear extrapolation are proposed and analyzed, namely a coupled and a decoupled scheme. In particular, we show that although both schemes are unconditionally nonlinearly stable, the decoupled scheme converges unconditionally whereas coupled scheme requires that the time step be sufficiently small for convergence. These time discretization schemes can be implemented efficiently in practice, saving computational memory. Numerical computations and numerical convergence checks are presented to demonstrate the efficiency and the accuracy of the schemes.     

适用于循环平稳声场的基于波叠加法的近场声全息技术

在原有的平面循环平稳近场声全息基础上,提出一种基于波叠加法的循环平稳近场声全息技术,可以对具有复杂表面的声源进行全息重建,重建的声源表面声压谱相关密度函数能反映出调制信号的信息.声源表面声压谱相关密度函数全息图形象地反映了调制信号在表面的强弱分布情况,可由此确定调制信号源的产生位置.仿真分析和实验验证表明,基于波叠加法的循环平稳近场声全息技术可以更准确地反映循环平稳声场的调制特性.该方法继承了波叠加法的优点,无需计算边界奇异积分,计算效率高、精度好. 关键词： 近场声全息 循环平稳信号 波叠加     

Iterative process acceleration of calculation of unsteady,viscous, compressible,and heat‐conductive gas flows

In this paper, extrapolation technique is introduced in the Semi‐Implicit Method for Pressure‐Linked Equations ‐ Time Step (SIMPLE‐TS) finite volume iterative algorithm for calculation of compressible Navier–Stokes–Fourier equations subject of slip and jump boundary conditions. The initial state, required by the iterative solver in simulation of unsteady flow problems, is approximated in time by Lagrange polynomial extrapolation in each node. The approach is applicable to a parallel code in a straightforward way due to algorithmic independence of the neighboring nodes in the computational grid. A criterion is proposed to determine the order of extrapolation polynomial and stop the extrapolation execution, when the local steady state is reached. The approach is tested on different microflow problems: Couette flow, flow past a square in a microchannel at subsonic and supersonic speeds, and convective Rayleigh–Bénard flow of a rarefied gas. The acceleration varies from 1.14‐fold to 2.8‐fold. Copyright © 2014 John Wiley & Sons, Ltd.     

Novel numerical techniques for the finite moment log stable computational model for European call option

Option pricing models are often used to describe the dynamic characteristics of prices in financial markets. Unlike the classical Black–Scholes (BS) model, the finite moment log stable (FMLS) model can explain large movements of prices during small time steps. In the FMLS, the second-order spatial derivative of the BS model is replaced by a fractional operator of order α which generates an α-stable Lévy process. In this paper, we consider the finite difference method to approximate the FMLS model. We present two numerical schemes for this approximation: the implicit numerical scheme and the Crank–Nicolson scheme. We carry out convergence and stability analyses for the proposed schemes. Since the fractional operator routinely generates dense matrices which often require high computational cost and storage memory, we explore three methods for solving the approximation schemes: the Gaussian elimination method, the bi-conjugate gradient stabilized method (Bi-CGSTAB) and the fast Bi-CGSTAB (FBi-CGSTAB) in order to compare the cost of calculations. Finally, two numerical examples with exact solutions are presented where we also use extrapolation techniques to achieve higher-order convergence. The results suggest that the proposed schemes are unconditionally stable and convergent, and the FMLS model is useful for pricing options.