Showing papers on "Partial differential equation published in 2006"

Exp-function method for nonlinear wave equations

Abstract: In this paper, a new method, called Exp-function method, is proposed to seek solitary solutions, periodic solutions and compacton-like solutions of nonlinear differential equations. The modified KdV equation and Dodd–Bullough–Mikhailov equation are chosen to illustrate the effectiveness and convenience of the suggested method.

Geometric numerical integration

Abstract: The subject of this workshop was numerical methods that preserve geometric properties of the flow of an ordinary or partial differential equation. This was complemented by the question as to how structure preservation affects the long-time behaviour of numerical methods.

Classification of solutions for an integral equation

Abstract: Let n be a positive integer and let 0 < α < n. Consider the integral equation We prove that every positive regular solution u(x) is radially symmetric and monotone about some point and therefore assumes the form with some constant c = c(n, α) and for some t > 0 and x0 ϵ ℝn. This solves an open problem posed by Lieb 12. The technique we use is the method of moving planes in an integral form, which is quite different from those for differential equations. From the point of view of general methodology, this is another interesting part of the paper. Moreover, we show that the family of well-known semilinear partial differential equations is equivalent to our integral equation (0.1), and we thus classify all the solutions of the PDEs. © 2005 Wiley Periodicals, Inc.

A new family of solvers for some classes of multidimensional partial differential equations encountered in kinetic theory modeling of complex fluids

Abstract: Kinetic theory models involving the Fokker-Planck equation can be accurately discretized using a mesh support (finite elements, finite differences, finite volumes, spectral techniques, etc.). However, these techniques involve a high number of approximation functions. In the finite element framework, widely used in complex flow simulations, each approximation function is related to a node that defines the associated degree of freedom. When the model involves high dimensional spaces (including physical and conformation spaces and time), standard discretization techniques fail due to an excessive computation time required to perform accurate numerical simulations. One appealing strategy that allows circumventing this limitation is based on the use of reduced approximation basis within an adaptive procedure making use of an efficient separation of variables. (c) 2006 Elsevier B.V. All rights reserved.

Stability and Instability Results of the Wave Equation with a Delay Term in the Boundary or Internal Feedbacks

Abstract: In this paper we consider, in a bounded and smooth domain, the wave equation with a delay term in the boundary condition. We also consider the wave equation with a delayed velocity term and mixed Dirichlet-Neumann boundary condition. In both cases, under suitable assumptions, we prove exponential stability of the solution. These results are obtained by introducing suitable energies and by using some observability inequalities. If one of the above assumptions is not satisfied, some instability results are also given by constructing some sequences of delays for which the energy of some solutions does not tend to zero.

Application of He’s variational iteration method to Helmholtz equation

Abstract: In this article, we implement a new analytical technique, He’s variational iteration method for solving the linear Helmholtz partial differential equation. In this method, general Lagrange multipliers are introduced to construct correction functionals for the problems. The multipliers in the functionals can be identified optimally via the variational theory. The initial approximations can be freely chosen with possible unknown constants, which can be determined by imposing the boundary/initial conditions. The results compare well with those obtained by the Adomian’s decomposition method.

Numerical solution of critical state in superconductivity by finite element software

Abstract: A numerical method is proposed to analyse the electromagnetic behaviour of systems including high-temperature superconductors (HTSCs) in time-varying external fields and superconducting cables carrying AC transport current. The E–J constitutive law together with an H-formulation is used to calculate the current distribution and electromagnetic fields in HTSCs, and the magnetization of HTSCs; then the forces in the interaction between the electromagnet and the superconductor and the AC loss of the superconducting cable can be obtained. This numerical method is based on solving the partial differential equations time dependently and is adapted to the commercial finite element software Comsol Multiphysics 3.2. The advantage of this method is to make the modelling of the superconductivity simple, flexible and extendable.

An arbitrary high-order discontinuous Galerkin method for elastic waves on unstructured meshes - I. The two-dimensional isotropic case with external source terms

Abstract: SUMMARY We present a new numerical approach to solve the elastic wave equation in heterogeneous media in the presence of externally given source terms with arbitrary high-order accuracy in space and time on unstructured triangular meshes. We combine a discontinuous Galerkin (DG) method with the ideas of the ADER time integration approach using Arbitrary high-order DERivatives. The time integration is performed via the so-called Cauchy-Kovalewski procedure using repeatedly the governing partial differential equation itself. In contrast to classical finite element methods we allow for discontinuities of the piecewise polynomial approximation of the solution at element interfaces. This way, we can use the well-established theory of fluxes across element interfaces based on the solution of Riemann problems as developed in the finite volume framework. In particular, we replace time derivatives in the Taylor expansion of the time integration procedure by space derivatives to obtain a numerical scheme of the same high order in space and time using only one single explicit step to evolve the solution from one time level to another. The method is specially suited for linear hyperbolic systems such as the heterogeneous elastic wave equations and allows an efficient implementation. We consider continuous sources in space and time and point sources characterized by a Delta distribution in space and some continuous source time function. Hereby, the method is able to deal with point sources at any position in the computational domain that does not necessarily need to coincide with a mesh point. Interpolation is automatically performed by evaluation of test functions at the source locations. The convergence analysis demonstrates that very high accuracy is retained even on strongly irregular meshes and by increasing the order of the ADER‐DG schemes computational time and storage space can be reduced remarkably. Applications of the proposed method to Lamb’s Problem, a problem of strong material heterogeneities and to an example of global seismic wave propagation finally confirm its accuracy, robustness and high flexibility.

A new integrable equation with cuspons and W/M-shape-peaks solitons

Abstract: In this paper, we propose a new completely integrable wave equation: mt+mx(u2−ux2)+2m2ux=0, m=u−uxx. The equation is derived from the two dimensional Euler equation and is proven to have Lax pair and bi-Hamiltonian structures. This equation possesses new cusp solitons—cuspons, instead of regular peakons ce−∣x−ct∣ with speed c. Through investigating the equation, we develop a new kind of soliton solutions—“W/M”-shape-peaks solitons. There exist no smooth solitons for this integrable water wave equation.

The Navier-Stokes equations : a classification of flows and exact solutions

Abstract: The Navier-Stokes equations were firmly established in the 19th Century as the system of nonlinear partial differential equations which describe the motion of most commonly occurring fluids in air and water, and since that time exact solutions have been sought by scientists. Collectively these solutions allow a clear insight into the behavior of fluids, providing a vehicle for novel mathematical methods and a useful check for computations in fluid dynamics, a field in which theoretical research is now dominated by computational methods. This 2006 book draws together exact solutions from widely differing sources and presents them in a coherent manner, in part by classifying solutions via their temporal and geometric constraints. It will prove to be a valuable resource to all who have an interest in the subject of fluid mechanics, and in particular to those who are learning or teaching the subject at the senior undergraduate and graduate levels.

Encyclopedia of nonlinear science

Abstract: Algorithmic complexity Ball lightning Biological evolution Boundary value problems Butterfly effect Cardiac arrhythmias and electrocardiogram Cellular automata Chaos vs. turbulence Controlling chaos Determinism Emergence Fractals Game of life Laboratory models of nonlinear waves Monte-Carlo methods Multidimensional solitons Neural network models Nonequilibrium statistical mechanics Nonlinear optics Nonlinear Schrodinger equations Nonlinear toys Numerical methods Order from chaos Partial differential equations, nonlinear Period doubling Perturbation theory Population dynamics Quantum chaos Random matrix theory Reaction diffusion systems Sandpile model Spatio-temporal chaos Sine--Gordon (SG) equation Stochastic analyses of neural systems Symmetry groups Tacoma Narrows Bridge collapse Threshold phenomena Universality Vortex dominated flows Wave stability and instability

Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach

Abstract: The world of quantitative finance (QF) is one of the fastest growing areas of research and its practical applications to derivatives pricing problem. Since the discovery of the famous Black-Scholes equation in the 1970's we have seen a surge in the number of models for a wide range of products such as plain and exotic options, interest rate derivatives, real options and many others. Gone are the days when it was possible to price these derivatives analytically. For most problems we must resort to some kind of approximate method.

Localized states in the generalized Swift-Hohenberg equation.

Abstract: The Swift-Hohenberg equation with quadratic and cubic nonlinearities exhibits a remarkable wealth of stable spatially localized states. The presence of these states is related to a phenomenon called homoclinic snaking. Numerical computations are used to illustrate the changes in the localized solution as it grows in spatial extent and to determine the stability properties of the resulting states. The evolution of the localized states once they lose stability is illustrated using direct simulations in time. I. INTRODUCTION Ever since the observation that the subcritical complex Ginzburg-Landau equation exhibits stable spatially localized states 1 there has been considerable interest in the properties of these states. The presence of these states has important consequences for other systems described by partial differential equations on the line since the Ginzburg-Landau equation describes the behavior of such systems near bifurcation from the trivial state of the system. Specifically, the complex Ginzburg-Landau equation describes the evolution of a long wavelength oscillatory instability, as well as oscillatory instabilities at finite wavelength in systems with broken reflection symmetry. In contrast, near a steady state bifurcation with finite wavelength the evolution of the instability is described by the real Ginzburg-Landau equation, and this equation possesses only unstable spatially localized states. It is of interest therefore to examine what happens to these unstable states at larger amplitude, where the real Ginzburg-Landau equation no longer provides an adequate description of the system. In this paper we show that the localized states can become stable at such amplitudes, and indeed that there is a large multiplicity of coexisting stable localized states under very general conditions. We are able to relate the existence of these states to a phenomenon sometimes called homoclinic snaking that is well known from the theory of reversible systems with 1:1 resonance, and use this theory to construct a large number of such states. The stability properties of these states are also determined, and the evolution of nonstationary localized states is studied by numerical integration in time. It is an interesting fact that closely related phenomena have already been described in several areas involving pattern formation. The theory was originally developed in the context of water waves, where localized states have been studied by moving into a reference frame of the waves and converting the problem into an ordinary differential equation ODE. The resulting localized states are called solitary waves, and in some cases turn out to be solitons. Kirchgassner 2 has pioneered a successful approach to this type of problem that led to a number of advances in this area. Specifically, the ODE is viewed as a dynamical system in space, and localized states are sought as homoclinic orbits connecting the trivial state to itself. Whether such orbits are possible depends in part on the stability properties of the trivial state: eigenvalues with positive real part indicate that a nontrivial state can grow from x=, while eigenvalues with negative real part indicate that such a state may return, under appropriate conditions, back to the trivial state as x →. The spectrum of the linearization about the trivial state is influenced by spatial symmetries of the system. In many cases, and in particular in the case considered here, the ODE is reversible. As a result the bifurcations that are encountered as a parameter is increased are nongeneric. In the present case the spatial dynamics of the system near the trivial state turn out to be described by the reversible 1:1 resonance. The unfolding of this resonance has been worked out in detail by Iooss and Peroueme 3, and can be used to understand the appearance of a variety of homoclinic orbits in this system, and hence of localized states with different spatial structure.

Fast Anisotropic Smoothing of Multi-Valued Images using Curvature-Preserving PDE's

Abstract: We are interested in PDE's (Partial Differential Equations) in order to smooth multi-valued images in an anisotropic manner. Starting from a review of existing anisotropic regularization schemes based on diffusion PDE's, we point out the pros and cons of the different equations proposed in the literature. Then, we introduce a new tensor-driven PDE, regularizing images while taking the curvatures of specific integral curves into account. We show that this constraint is particularly well suited for the preservation of thin structures in an image restoration process. A direct link is made between our proposed equation and a continuous formulation of the LIC's (Line Integral Convolutions by Cabral and Leedom (1993). It leads to the design of a very fast and stable algorithm that implements our regularization method, by successive integrations of pixel values along curved integral lines. Besides, the scheme numerically performs with a sub-pixel accuracy and preserves then thin image structures better than classical finite-differences discretizations. Finally, we illustrate the efficiency of our generic curvature-preserving approach --- in terms of speed and visual quality --- with different comparisons and various applications requiring image smoothing : color images denoising, inpainting and image resizing by nonlinear interpolation.

Quantitative Concentration Inequalities for Empirical Measures on Non-compact Spaces

Abstract: We establish quantitative concentration estimates for the empirical measure of many independent variables, in transportation distances. As an application, we provide some error bounds for particle simulations in a model mean field problem. The tools include coupling arguments, as well as regularity and moment estimates for solutions of certain diffusive partial differential equations.

Homotopy–perturbation method for pure nonlinear differential equation

Abstract: In this paper, the homotopy–perturbation method proposed by J.-H. He is adopted for solving pure strong nonlinear second-order differential equation. For the oscillatory differential equation the initial approximate solution is assumed in the form of Jacobi elliptic function and the forementioned method is used for obtaining of the approximate analytic solution. Two types of differential equations are considered: with strong cubic and strong quadratic nonlinearity. The obtained solution is compared with exact numerical one. The difference between these solutions is negligible for a long time period. The method is found to work extremely well in the examples, but the theoretical reasons are not yet clear.

Convolution quadrature time discretization of fractional diffusion-wave equations

Abstract: We propose and study a numerical method for time discretization of linear and semilinear integro-partial differential equations that are intermediate between diffusion and wave equations, or are subdiffusive. The method uses convolution quadrature based on the second-order backward differentiation formula. Second-order error bounds of the time discretization and regularity estimates for the solution are shown in a unified way under weak assumptions on the data in a Banach space framework. Numerical experiments illustrate the theoretical results.

Multidimensional hyperbolic partial differential equations : first-order systems and applications

Abstract: Preface Introduction Notations THE LINEAR CAUCHY PROBLEM 1. Linear Cauchy problem with constant coefficients 2. Linear Cauchy problem with variable coefficients THE LINEAR INITIAL BOUNDARY VALUE PROBLEM 3. Friedrichs symmetric dissipative IBVPs 4. Initial boundary value problem in a half-space with constant coefficients 5. Construction of a symmetrizer under (UKL) 6. The characteristic IBVP 7. The homogeneous IBVP 8. A classification of linear IBVPs 9. Variable coefficients initial boundary value problems NONLINEAR PROBLEMS 10. The Cauchy problem for quasilinear systems 11. The mixed problem for quasilinear systems 12. Persistence of multidimensional shocks APPLICATIONS TO GAS DYNAMICS 13. The Euler equations for real fluids 14. Boundary conditions for Euler equations 15. Shock stability in gas dynamics APPENDIX A. Basic calculus results B. Fourier and Laplace analysis C. Pseudo/para-differential calculus Bibliography Index

Numerical methods for Hamiltonian PDEs

Abstract: The paper provides an introduction and survey of conservative discretization methods for Hamiltonian partial differential equations. The emphasis is on variational, symplectic and multi-symplectic methods. The derivation of methods as well as some of their fundamental geometric properties are discussed. Basic principles are illustrated by means of examples from wave and fluid dynamics.

Implicit Difference Approximation for the Time Fractional Diffusion Equation

Abstract: In this paper, we consider a time fractional diffusion equation on a finite domain. The equation is obtained from the standard diffusion equation by replacing the first-order time derivative by a fractional derivative (of order $0<\alpha<1$ ). We propose a computationally effective implicit difference approximation to solve the time fractional diffusion equation. Stability and convergence of the method are discussed. We prove that the implicit difference approximation (IDA) is unconditionally stable, and the IDA is convergent with $O(\tau+h^2)$, where $\tau$ and $h$ are time and space steps, respectively. Some numerical examples are presented to show the application of the present technique.

Approximation errors and model reduction with an application in optical diffusion tomography

Abstract: Model reduction is often required in several applications, typically due to limited available time, computer memory or other restrictions. In problems that are related to partial differential equations, this often means that we are bound to use sparse meshes in the model for the forward problem. Conversely, if we are given more and more accurate measurements, we have to employ increasingly accurate forward problem solvers in order to exploit the information in the measurements. Optical diffusion tomography (ODT) is an example in which the typical required accuracy for the forward problem solver leads to computational times that may be unacceptable both in biomedical and industrial end applications. In this paper we review the approximation error theory and investigate the interplay between the mesh density and measurement accuracy in the case of optical diffusion tomography. We show that if the approximation errors are estimated and employed, it is possible to use mesh densities that would be unacceptable with a conventional measurement model.

Multimaterial structural topology optimization with a generalized Cahn–Hilliard model of multiphase transition

Abstract: This paper describes a phase field method for the optimization of multimaterial structural topology with a generalized Cahn–Hilliard model. Similar to the well-known simple isotropic material with penalization method, the mass concentration of each material phase is considered as design variable. However, a variational approach is taken with the Cahn–Hilliard theory to define a thermodynamic model, taking into account of the bulk energy and interface energy of the phases and the elastic strain energy of the structure. As a result, the structural optimization problem is transformed into a phase transition problem defined by a set of nonlinear parabolic partial differential equations. The generalized Cahn–Hilliard model regularizes the original ill-posed topology optimization problem and provides flexibility of topology changes with interface coalescence and break-up due to phase separation and coarsening. We employ a powerful multigrid algorithm and extend it to include four material phases for numerical solution of the Cahn–Hilliard equations. We demonstrate our approach through several 2-D and 3-D examples to minimize mean compliance of the multimaterial structures.

Dispersive and Dissipative Properties of Discontinuous Galerkin Finite Element Methods for the Second-Order Wave Equation

Abstract: Discontinuous Galerkin finite element methods (DGFEM) offer certain advantages over standard continuous finite element methods when applied to the spatial discretisation of the acoustic wave equation. For instance, the mass matrix has a block diagonal structure which, used in conjunction with an explicit time stepping scheme, gives an extremely economical scheme for time domain simulation. This feature is ubiquitous and extends to other time-dependent wave problems such as Maxwell's equations. An important consideration in computational wave propagation is the dispersive and dissipative properties of the discretisation scheme in comparison with those of the original system. We investigate these properties for two popular DGFEM schemes: the interior penalty discontinuous Galerkin finite element method applied to the second-order wave equation and a more general family of schemes applied to the corresponding first order system. We show how the analysis of the multi-dimensional case may be reduced to consideration of one-dimensional problems. We derive the dispersion error for various schemes and conjecture on the generalisation to higher order approximation in space

Birkhoff normal form for partial differential equations with tame modulus

Abstract: We prove an abstract Birkhoff normal form theorem for Hamiltonian partial differential equations (PDEs). The theorem applies to semilinear equations with nonlinearity satisfying a property that we call tame modulus. Such a property is related to the classical tame inequality by Moser. In the nonresonant case we deduce that any small amplitude solution remains very close to a torus for very long times. We also develop a general scheme to apply the abstract theory to PDEs in one space dimensions, and we use it to study some concrete equations (nonlinear wave (NLW) equation, nonlinear Schrodinger (NLS) equation) with different boundary conditions. An application to an NLS equation on the d-dimensional torus is also given. In all cases we deduce bounds on the growth of high Sobolev norms. In particular, we get lower bounds on the existence time of solutions

Explicit Solutions of Helmholtz Equation and Fifth-order KdV Equation using Homotopy Perturbation Method

Abstract: In this article, He's homotopy perturbation method (HPM), which does not need small parameter in the equation, is implemented to solve the linear Helmholtz partial differential equation and some nonlinear fifth-order Korteweg-de Vries (FKdV) partial differential equations with specified initial conditions. The initial approximations can be freely chosen with possible unknown constants which can be determined by imposing the boundary or initial conditions after few iterations. Comparison of the results with those obtained by Adomian's decomposition method reveals that HPM is very effective, convenient and quite accurate to both linear and nonlinear problems. It is predicted that HPM can be widely applied in engineering.