Convergence of Linear Multistep Methods and One-Leg Methods for Index-2 Differential-Algebraic Equations with a Variable Delay

Linear multistep methods and one-leg methods are applied to a class of index-2 nonlinear differential-algebraic equations with a variable delay.The corresponding convergence results are obtained and successfully confirmed by some numerical examples.The results obtained in this work extend the corresponding ones in literature.

NUMERICAL SOLUTIONS OF NONAUTONOMOUS STOCHASTIC DELAY DIFFERENTIAL EQUATIONS BY DISCONTINUOUS GALERKIN METHODS

This paper considers a class of discontinuous Galerkin method,which is constructed by Wong-Zakai approximation with the orthonormal Fourier basis,for numerically solving nonautonomous Stratonovich stochastic delay differential equations.We prove that the discontinuous Galerkin scheme is strongly convergent:globally stable and analogously asymptotically stable in mean square sense.In addition,this method can be easily extended to solve nonautonomous Stratonovich stochastic pantograph differential equations.Numerical tests indicate that the method has first-order and half-order strong mean square convergence,when the diffusion term is without delay and with delay,respectively.

AN EFFICIENT NUMERICAL METHOD FOR FRACTIONAL DIFFERENTIAL EQUATIONS WITH TWO CAPUTO DERIVATIVES

In this paper, we study the Hermite cubic spline collocation method with two parame- ters for solving a initial value problem （IVP） of nonlinear fractional differential equations with two Caputo derivatives. The convergence and nonlinear stability of the method are established. Some illustrative examples are provided to verify our theoretical results. The numerical results also indicate that the convergence order is min{4 - α, 4 - β}, where 0 〈β〈 αa 〈 1 are two parameters associated with the fractional differential equations.

IMPLICIT-EXPLICIT RUNGE-KUTTA-ROSENBROCK METHODS WITH ERROR ANALYSIS FOR NONLINEAR STIFF DIFFERENTIAL EQUATIONS

Implicit-explicit Runge-Kutta-Rosenbrock methods are proposed to solve nonlinear sti ordinary di erential equations by combining linearly implicit Rosenbrock methods with explicit Runge-Kutta methods.First,the general order conditions up to order 3 are obtained.Then,for the nonlinear sti initial-value problems satisfying the one-sided Lipschitz condition and a class of singularly perturbed initial-value problems,the corresponding errors of the implicit-explicit methods are analysed.At last,some numerical examples are given to verify the validity of the obtained theoretical results and the e ectiveness of the methods.

A fast finite difference/finite element method for the two-dimensional distributed-order time-space fractional reaction-diffusion equation

In this work,we develop a finite difference/finite element method for the two-dimensional distributed-order time-space fractional reaction-diffusion equation(2D-DOTSFRDE)with low regularity solution at the initial time.A fast evaluation of the distributedorder time fractional derivative based on graded time mesh is obtained by substituting the weak singular kernel for the sum-of-exponentials.The stability and convergence of the developed semi-discrete scheme to 2D-DOTSFRDE are discussed.For the spatial approximation,the finite element method is employed.The convergence of the corresponding fully discrete scheme is investigated.Finally,some numerical tests are given to verify the obtained theoretical results and to demonstrate the effectiveness of the method.

The improved Hagedorn wavepacket method for semiclassical Schrödinger equation

The Hagedorn wavepacket method is an important numerical method for solving the semiclassical time-dependent Schrödinger equation.In this paper,a new semi-discretization in space is obtained by wavepacket operator.In a sense,such semi-discretization is equivalent to the Hagedorn wavepacket method,but this discretization is more intuitive to show the advantages of wavepacket methods.Moreover,we apply the multi-time-step method and the Magnus-expansion to obtain the improved algorithms in time-stepping computation.The improved algorithms are of the Gauss–Hermite spec-tral accuracy to approximate the analytical solution of the semiclassical Schrödinger equation.And for the given accuracy,the larger time stepsize can be used for the higher oscillation in the semiclassical Schrödinger equation.The superiority is shown by the error estimation and numerical experiments.

Generating Function Methods for Coefficient-Varying Generalized Hamiltonian Systems

The generating function methods have been applied successfully to generalized Hamiltonian systems with constant or invertible Poisson-structure matrices.In this paper,we extend these results and present the generating function methods preserving the Poisson structures for generalized Hamiltonian systems with general variable Poisson-structure matrices.In particular,some obtained Poisson schemes are applied efficiently to some dynamical systems which can be written into generalized Hamiltonian systems(such as generalized Lotka-Volterra systems,Robbins equations and so on).

Exact and numerical stability analysis of reaction-diffusion equations with distributed delays

This paper is concerned with the stability analysis of the exact and numerical solutions of the reaction-diffusion equations with distributed delays. This kind of partial integro-differential equations contains time memory term and delay parameter in the reaction term. Asymptotic stability and dissipativity of the equations with respect to perturbations of the initial condition are obtained. Moreover, the fully discrete approximation of the equations is given. We prove that the one-leg θ-method preserves stability and dissipativity of the underlying equations. Numerical example verifies the efficiency of the obtained method and the validity of the theoretical results.

Optimal Convergence Rate of q-Maruyama Method for StochasticVolterra Integro-Differential Equations with Riemann-Liouville Fractional Brownian Motion

This paper mainly considers the optimal convergence analysis of the q-Maruyama method for stochastic Volterra integro-differential equations(SVIDEs)driven by Riemann-Liouville fractional Brownian motion under the global Lipschitz and linear growth conditions.Firstly,based on the contraction mapping principle,we prove the well-posedness of the analytical solutions of the SVIDEs.Secondly,we show that the q-Maruyama method for the SVIDEs can achieve strong first-order convergence.In particular,when the q-Maruyama method degenerates to the explicit Euler-Maruyama method,our result improves the conclusion that the convergence rate is H+1/2,H∈(0,1/2)by Yang et al.,J.Comput.Appl.Math.,383(2021),113156.Finally,the numerical experiment verifies our theoretical results.

Dependence Analysis of the Solutions on the Parameters of Fractional Delay Differential Equations

In this paper,we investigate the dependence of the solutions on the parameters(order,initial function,right-hand function)of fractional delay differential equations(FDDEs)with the Caputo fractional derivative.Some results including an estimate of the solutions of FDDEs are given respectively.Theoretical results are verified by some numerical examples.