An algorithm for numerical solution of discrete Hamilton-Jacobi-Bellman equations is proposed. The method begins with a suitable initial guess value of the solution,then finds a suitable matrix to linearize the system...An algorithm for numerical solution of discrete Hamilton-Jacobi-Bellman equations is proposed. The method begins with a suitable initial guess value of the solution,then finds a suitable matrix to linearize the system and constructs an iteration algorithm to generate the monotone sequence. The convergence of the algorithm for nonlinear discrete Hamilton-Jacobi-Bellman equations is proved. Some numerical examples are presented to confirm the effciency of this algorithm.展开更多
Under consideration in this study is the discrete coupled modified Korteweg-de Vries(mKdV)equation with 4×4 Lax pair.Firstly,through using continuous limit technique,this discrete equation can be mapped to the co...Under consideration in this study is the discrete coupled modified Korteweg-de Vries(mKdV)equation with 4×4 Lax pair.Firstly,through using continuous limit technique,this discrete equation can be mapped to the coupled KdV and mKdV equations,which may depict the development of shallow water waves,the optical soliton propagation in cubic nonlinear media and the Alfven wave in a cold collision-free plasma.Secondly,the discrete generalized(r,N-r)-fold Darboux transformation is constructed and extended to solve this discrete coupled equation with the fourth-order linear spectral problem,from which diverse exact solutions including usual multi-soliton and semi-rational soliton solutions on the vanishing background,higher-order rational soliton and mixed hyperbolic-rational soliton solutions on the non-vanishing background are derived,and the limit states of some soliton and rational soliton solutions are analyzed by the asymptotic analysis technique.Finally,the numerical simulations are used to explore the dynamical behaviors of some exact soliton solutions.These results may be helpful for understanding some physical phenomena in fields of shallow water wave,optics,and plasma physics.展开更多
In order to study discrete nonconservative system,Hamilton's principle within fractional difference operators of Riemann-Liouville type is given. Discrete Lagrange equations of the nonconservative system as well a...In order to study discrete nonconservative system,Hamilton's principle within fractional difference operators of Riemann-Liouville type is given. Discrete Lagrange equations of the nonconservative system as well as the nonconservative system with dynamic constraint are established within fractional difference operators of Riemann-Liouville type from the view of time scales. Firstly,time scale calculus and fractional calculus are reviewed.Secondly,with the help of the properties of time scale calculus,discrete Lagrange equation of the nonconservative system within fractional difference operators of Riemann-Liouville type is presented. Thirdly,using the Lagrange multipliers,discrete Lagrange equation of the nonconservative system with dynamic constraint is also established.Then two special cases are discussed. Finally,two examples are devoted to illustrate the results.展开更多
In this article, the authors establish some new nonlinear difference inequalities in two independent variables, which generalize some existing results and can be used as handy tools in the study of qualitative as well...In this article, the authors establish some new nonlinear difference inequalities in two independent variables, which generalize some existing results and can be used as handy tools in the study of qualitative as well as quantitative properties of solutions of certain classes of difference equations.展开更多
By analogue with the methods and processes in continuous mechanics, a Lagrangian formulation and a Hamiltonian formulation of discrete mechanics are obtained. The dynamical equations including Euler Lagrange equations...By analogue with the methods and processes in continuous mechanics, a Lagrangian formulation and a Hamiltonian formulation of discrete mechanics are obtained. The dynamical equations including Euler Lagrange equations and Hamilton's canonical equations of the discrete nonconservative holonomic systems are derived on a discrete variational principle. Some illustrative examples are also given.展开更多
A new computational method for solving the fifth order Korteweg-de Vries (fKdV) equation is proposed. The nonlinear partial differential equation is discretized in space using the discrete singular convolution (DSC) s...A new computational method for solving the fifth order Korteweg-de Vries (fKdV) equation is proposed. The nonlinear partial differential equation is discretized in space using the discrete singular convolution (DSC) scheme and an exponential time integration scheme combined with the best rational approximations based on the Carathéodory-Fejér procedure for time discretization. We check several numerical results of our approach against available analytical solutions. In addition, we computed the conservation laws of the fKdV equation. We find that the DSC approach is a very accurate, efficient and reliable method for solving nonlinear partial differential equations.展开更多
In this paper, the improved Jacobian elliptic function expansion approach is extended and applied to constructing discrete solutions of the semi-discrete coupled modified Korteweg de Vries (mKdV) equations with the ...In this paper, the improved Jacobian elliptic function expansion approach is extended and applied to constructing discrete solutions of the semi-discrete coupled modified Korteweg de Vries (mKdV) equations with the aid of the symbolic computation system Maple. Some new discrete Jacobian doubly periodic solutions are obtained. When the modulus m →1, these doubly periodic solutions degenerate into the corresponding solitary wave solutions, including kink-type, bell-type and other types of excitations.展开更多
A direct way to construct integrable couplings for discrete systems is presented by use of two semi-direct sum Lie algebras. As their applications, the discrete integrable couplings associated with modified Korteweg-d...A direct way to construct integrable couplings for discrete systems is presented by use of two semi-direct sum Lie algebras. As their applications, the discrete integrable couplings associated with modified Korteweg-de Vries (m-KdV) lattice and two hierarchies of discrete soliton equations are developed. It is also indicated that the study of integrable couplings using semi-direct sums of Lie algebras is an important step towards the complete classification of integrable couplings.展开更多
In this article, we develop a fully Discrete Galerkin(DG) method for solving ini- tial value fractional integro-differential equations(FIDEs). We consider Generalized Jacobi polynomials(CJPs) with indexes corres...In this article, we develop a fully Discrete Galerkin(DG) method for solving ini- tial value fractional integro-differential equations(FIDEs). We consider Generalized Jacobi polynomials(CJPs) with indexes corresponding to the number of homogeneous initial conditions as natural basis functions for the approximate solution. The fractional derivatives are used in the Caputo sense. The numerical solvability of algebraic system obtained from implementation of proposed method for a special case of FIDEs is investigated. We also provide a suitable convergence analysis to approximate solutions under a more general regularity assumption on the exact solution. Numerical results are presented to demonstrate the effectiveness of the proposed method.展开更多
Based on Krasnoselskii's fixed point theorem,matrix measure and functional analysis methods,some new sufficient conditions for the existence of periodic solutions of neutral functional differential equations with ...Based on Krasnoselskii's fixed point theorem,matrix measure and functional analysis methods,some new sufficient conditions for the existence of periodic solutions of neutral functional differential equations with distributed and discrete delays are obtained. Moreover,we construct an example to illustrate the feasibility of our results.展开更多
We present two methods to reduce the discrete compound KdV-Burgers equation, which are reductions of the independent and dependent variables: the translational invariant method has been applied in order to reduce the...We present two methods to reduce the discrete compound KdV-Burgers equation, which are reductions of the independent and dependent variables: the translational invariant method has been applied in order to reduce the independent variables; and a discrete spectral matrix has been introduced to reduce the number of dependent variables. Based on the invariance of a discrete compound KdV-Burgers equation under infinitesimal transformation with respect to its dependent and independent variables, we present the determining equations of transformation Lie groups for the KdV-Burgers equation and use the characteristic equations to obtain new forms of invariants.展开更多
In this paper, a nearly analytic discretization method for one-dimensional linear unsteady convection-dominated diffusion equations and viscous Burgers’ equation as one of the nonlinear equation is considered. In the...In this paper, a nearly analytic discretization method for one-dimensional linear unsteady convection-dominated diffusion equations and viscous Burgers’ equation as one of the nonlinear equation is considered. In the case of linear equations, we find the local truncation error of the scheme is O(τ 2 + h4) and consider the stability analysis of the method on the basis of the classical von Neumann’s theory. In addition, the nearly analytic discretization method for the one-dimensional viscous Burgers’ equation is also constructed. The numerical experiments are performed for several benchmark problems presented in some literatures to illustrate the theoretical results. Theoretical and numerical results show that our method is to be higher accurate and nonoscillatory and might be helpful particularly in computations for the unsteady convection-dominated diffusion problems.展开更多
The vapor deposition chemical reaction processes, which are of extremely extensive applications, can be classified as a mathematical model by the following governing nonlinear partial differential equations containing...The vapor deposition chemical reaction processes, which are of extremely extensive applications, can be classified as a mathematical model by the following governing nonlinear partial differential equations containing velocity vector, temperature field, pressure field, and gas mass field. The mixed finite element (MFE) method is employed to study the system of equations for the vapor deposition chemical reaction processes. The semidiscrete and fully discrete MFE formulations are derived. And the existence and convergence (error estimate) of the semidiscrete and fully discrete MFE solutions are demonstrated. By employing MFE method to treat the system of equations for the vapor deposition chemical reaction processes, the numerical solutions of the velocity vector, the temperature field, the pressure field, and the gas mass field can be found out simultaneously. Thus, these researches are not only of important theoretical means, but also of extremely extensive applied vistas.展开更多
A fully discrete Jacobi-spherical harmonic spectral method is provided for the Navier-Stokes equations in a ball. Its stability and convergence are proved. Numerical results show efficiency of this approach. The propo...A fully discrete Jacobi-spherical harmonic spectral method is provided for the Navier-Stokes equations in a ball. Its stability and convergence are proved. Numerical results show efficiency of this approach. The proposed method is also applicable to other problems in spherical geometry.展开更多
In this paper, we extend a (2+2)-dimensional continuous zero curvature equation to (2+2)-dimensional discrete zero curvature equation, then a new (2+2)-dimensional cubic Volterra lattice hierarchy is obtained...In this paper, we extend a (2+2)-dimensional continuous zero curvature equation to (2+2)-dimensional discrete zero curvature equation, then a new (2+2)-dimensional cubic Volterra lattice hierarchy is obtained. Fhrthermore, the integrable coupling systems of the (2+2)-dimensional cubic Volterra lattice hierarchy and the generalized Toda lattice soliton equations are presented by using a Lie algebraic system sl(4).展开更多
With the help of skew-symmetric differential forms, the hidden properties of the mathematical physics equations that describe discrete quantum transitions and emergence the physical structures are investigated. It is ...With the help of skew-symmetric differential forms, the hidden properties of the mathematical physics equations that describe discrete quantum transitions and emergence the physical structures are investigated. It is shown that the mathematical physics equations possess a unique property. They can describe discrete quantum transitions, emergence of physical structures and occurrence observed formations. However, such a property possesses only equations on which no additional conditions, namely, the conditions of integrability, are imposed. The intergrability conditions are realized from the equations themselves. Just under realization of integrability conditions double solutions to the mathematical physics equations, which describe discrete transitions and so on, are obtained. The peculiarity consists in the fact that the integrability conditions do not directly follow from the mathematical physics equations;they are realized under the description of evolutionary process. The hidden properties of differential equations were discovered when studying the integrability of differential equations of mathematical physics that depends on the consistence between the derivatives in differential equations along different directions and on the consistence of equations in the set of equations. The results of this work were obtained with the help of skew-symmetric differential forms that possess a nontraditional mathematical apparatus such as nonidentical relations, degenerate transformations and the transition from nonintegrable manifolds to integrable structures. Such results show that mathematical physics equations can describe quantum processes.展开更多
This paper deals with the inertial manifold and the approximate inertialmanifold concepts of the Navier-Stokes equations with nonhomogeneous boundary conditions and inertial algorithm. Furtheremore,we provide the erro...This paper deals with the inertial manifold and the approximate inertialmanifold concepts of the Navier-Stokes equations with nonhomogeneous boundary conditions and inertial algorithm. Furtheremore,we provide the error estimates of the approximate solutions of the Navier-Stokes Equations.展开更多
On the stability analysis of large-scale systems by Lyapunov functions, it is necessary to determine the stability of vector comparison equations. For discrete systems, only the stability of linear autonomous comparis...On the stability analysis of large-scale systems by Lyapunov functions, it is necessary to determine the stability of vector comparison equations. For discrete systems, only the stability of linear autonomous comparison equations was studied in the past. In this paper, various criteria of stability for discrete nonlinear autonomous comparison equations are completely established. Among them, a criterion for asymptotic stability is not only sufficient, but also necessary, from which a criterion on the function class C, is derived. Both of them can be used to determine the unexponential stability, even in the large, for discrete nonlinear (autonomous or nonautonomous) systems. All the criteria are of simple algebraic forms and can be readily used.展开更多
In order to study discrete fractional Birkhoff equations for Birkhoffian systems,the method of isochronous variational principle is used in this paper. Discrete fractional Pfaff-Birkhoff principle in terms of time sca...In order to study discrete fractional Birkhoff equations for Birkhoffian systems,the method of isochronous variational principle is used in this paper. Discrete fractional Pfaff-Birkhoff principle in terms of time scales is presented. Discrete fractional Birkhoff equations with left and right discrete operators of Riemann-Liouville type are established and some special cases including classical discrete Birkhoff equations,discrete fractional Hamilton equations and discrete fractional Lagrange equations are discussed. Finally,an example is devoted to illustrate the results.展开更多
This paper presents a modified domain decomposition method for the numerical solution of discrete Hamilton-Jacobi-Bellman equations arising from a class of optimal control problems using diffusion models. A convergenc...This paper presents a modified domain decomposition method for the numerical solution of discrete Hamilton-Jacobi-Bellman equations arising from a class of optimal control problems using diffusion models. A convergence theorem is established. Numerical results indicate the effectiveness and accuracy of the method.展开更多
文摘An algorithm for numerical solution of discrete Hamilton-Jacobi-Bellman equations is proposed. The method begins with a suitable initial guess value of the solution,then finds a suitable matrix to linearize the system and constructs an iteration algorithm to generate the monotone sequence. The convergence of the algorithm for nonlinear discrete Hamilton-Jacobi-Bellman equations is proved. Some numerical examples are presented to confirm the effciency of this algorithm.
基金Project supported by the National Natural Science Foundation of China (Grant No.12071042)Beijing Natural Science Foundation (Grant No.1202006)。
文摘Under consideration in this study is the discrete coupled modified Korteweg-de Vries(mKdV)equation with 4×4 Lax pair.Firstly,through using continuous limit technique,this discrete equation can be mapped to the coupled KdV and mKdV equations,which may depict the development of shallow water waves,the optical soliton propagation in cubic nonlinear media and the Alfven wave in a cold collision-free plasma.Secondly,the discrete generalized(r,N-r)-fold Darboux transformation is constructed and extended to solve this discrete coupled equation with the fourth-order linear spectral problem,from which diverse exact solutions including usual multi-soliton and semi-rational soliton solutions on the vanishing background,higher-order rational soliton and mixed hyperbolic-rational soliton solutions on the non-vanishing background are derived,and the limit states of some soliton and rational soliton solutions are analyzed by the asymptotic analysis technique.Finally,the numerical simulations are used to explore the dynamical behaviors of some exact soliton solutions.These results may be helpful for understanding some physical phenomena in fields of shallow water wave,optics,and plasma physics.
基金supported by the National Natural Science Foundation of China(Nos.11802193, 11572212,11272227)the Natural Science Foundation of the Jiangsu Higher Education Institutions of China (18KJB130005)+1 种基金the Science Research Foundation of Suzhou University of Science and Technology(331812137)Natural Science Foundation of Suzhou University of Science and Technology
文摘In order to study discrete nonconservative system,Hamilton's principle within fractional difference operators of Riemann-Liouville type is given. Discrete Lagrange equations of the nonconservative system as well as the nonconservative system with dynamic constraint are established within fractional difference operators of Riemann-Liouville type from the view of time scales. Firstly,time scale calculus and fractional calculus are reviewed.Secondly,with the help of the properties of time scale calculus,discrete Lagrange equation of the nonconservative system within fractional difference operators of Riemann-Liouville type is presented. Thirdly,using the Lagrange multipliers,discrete Lagrange equation of the nonconservative system with dynamic constraint is also established.Then two special cases are discussed. Finally,two examples are devoted to illustrate the results.
基金a HKU Seed grant the Research Grants Council of the Hong Kong SAR(HKU7016/07P)
文摘In this article, the authors establish some new nonlinear difference inequalities in two independent variables, which generalize some existing results and can be used as handy tools in the study of qualitative as well as quantitative properties of solutions of certain classes of difference equations.
基金Project supported by the National Natural Science Foundation of China (Grant No 19572018).
文摘By analogue with the methods and processes in continuous mechanics, a Lagrangian formulation and a Hamiltonian formulation of discrete mechanics are obtained. The dynamical equations including Euler Lagrange equations and Hamilton's canonical equations of the discrete nonconservative holonomic systems are derived on a discrete variational principle. Some illustrative examples are also given.
文摘A new computational method for solving the fifth order Korteweg-de Vries (fKdV) equation is proposed. The nonlinear partial differential equation is discretized in space using the discrete singular convolution (DSC) scheme and an exponential time integration scheme combined with the best rational approximations based on the Carathéodory-Fejér procedure for time discretization. We check several numerical results of our approach against available analytical solutions. In addition, we computed the conservation laws of the fKdV equation. We find that the DSC approach is a very accurate, efficient and reliable method for solving nonlinear partial differential equations.
基金Project supported by the National Natural Science Foundation of China (Grant No 10272071) and the Natural Science Foundation of Zhejiang Lishui University of China (Grant Nos KZ05004 and KY06024).
文摘In this paper, the improved Jacobian elliptic function expansion approach is extended and applied to constructing discrete solutions of the semi-discrete coupled modified Korteweg de Vries (mKdV) equations with the aid of the symbolic computation system Maple. Some new discrete Jacobian doubly periodic solutions are obtained. When the modulus m →1, these doubly periodic solutions degenerate into the corresponding solitary wave solutions, including kink-type, bell-type and other types of excitations.
文摘A direct way to construct integrable couplings for discrete systems is presented by use of two semi-direct sum Lie algebras. As their applications, the discrete integrable couplings associated with modified Korteweg-de Vries (m-KdV) lattice and two hierarchies of discrete soliton equations are developed. It is also indicated that the study of integrable couplings using semi-direct sums of Lie algebras is an important step towards the complete classification of integrable couplings.
文摘In this article, we develop a fully Discrete Galerkin(DG) method for solving ini- tial value fractional integro-differential equations(FIDEs). We consider Generalized Jacobi polynomials(CJPs) with indexes corresponding to the number of homogeneous initial conditions as natural basis functions for the approximate solution. The fractional derivatives are used in the Caputo sense. The numerical solvability of algebraic system obtained from implementation of proposed method for a special case of FIDEs is investigated. We also provide a suitable convergence analysis to approximate solutions under a more general regularity assumption on the exact solution. Numerical results are presented to demonstrate the effectiveness of the proposed method.
基金Supported by the National Natural Science Foundation of China(11071001)Supported by the NSF of Education Bureau of Anhui Province(KJ2009A005Z,KJ2010ZD02,2010SQRL159)+1 种基金Supported by the 211 Project of Anhui University(KJTD002B)Supported by the Natural Science Foundation of Anhui Province(1208085MA13)
文摘Based on Krasnoselskii's fixed point theorem,matrix measure and functional analysis methods,some new sufficient conditions for the existence of periodic solutions of neutral functional differential equations with distributed and discrete delays are obtained. Moreover,we construct an example to illustrate the feasibility of our results.
基金Project supported by the National Natural Science Foundation of China(Grant Nos.11072218and10672143)
文摘We present two methods to reduce the discrete compound KdV-Burgers equation, which are reductions of the independent and dependent variables: the translational invariant method has been applied in order to reduce the independent variables; and a discrete spectral matrix has been introduced to reduce the number of dependent variables. Based on the invariance of a discrete compound KdV-Burgers equation under infinitesimal transformation with respect to its dependent and independent variables, we present the determining equations of transformation Lie groups for the KdV-Burgers equation and use the characteristic equations to obtain new forms of invariants.
文摘In this paper, a nearly analytic discretization method for one-dimensional linear unsteady convection-dominated diffusion equations and viscous Burgers’ equation as one of the nonlinear equation is considered. In the case of linear equations, we find the local truncation error of the scheme is O(τ 2 + h4) and consider the stability analysis of the method on the basis of the classical von Neumann’s theory. In addition, the nearly analytic discretization method for the one-dimensional viscous Burgers’ equation is also constructed. The numerical experiments are performed for several benchmark problems presented in some literatures to illustrate the theoretical results. Theoretical and numerical results show that our method is to be higher accurate and nonoscillatory and might be helpful particularly in computations for the unsteady convection-dominated diffusion problems.
基金Project supported by the National Natural Science Foundation of China (Nos.10471100 and 40437017)the Science and Technology Foundation of Beijing Jiaotong University
文摘The vapor deposition chemical reaction processes, which are of extremely extensive applications, can be classified as a mathematical model by the following governing nonlinear partial differential equations containing velocity vector, temperature field, pressure field, and gas mass field. The mixed finite element (MFE) method is employed to study the system of equations for the vapor deposition chemical reaction processes. The semidiscrete and fully discrete MFE formulations are derived. And the existence and convergence (error estimate) of the semidiscrete and fully discrete MFE solutions are demonstrated. By employing MFE method to treat the system of equations for the vapor deposition chemical reaction processes, the numerical solutions of the velocity vector, the temperature field, the pressure field, and the gas mass field can be found out simultaneously. Thus, these researches are not only of important theoretical means, but also of extremely extensive applied vistas.
基金Project supported by the National Natural Science Foundation of China(No.10771142)Science and Technology Commission of Shanghai Municipality(No.75105118)+2 种基金Shanghai Leading Academic Discipline Projects(Nos.T0401 and J50101)Fund for E-institutes of Universities in Shanghai(No.E03004)and Innovative Foundation of Shanghai University(No.A.10-0101-07-408)
文摘A fully discrete Jacobi-spherical harmonic spectral method is provided for the Navier-Stokes equations in a ball. Its stability and convergence are proved. Numerical results show efficiency of this approach. The proposed method is also applicable to other problems in spherical geometry.
基金Supported by the Research Work of Liaoning Provincial Development of Education under Grant No. 2008670
文摘In this paper, we extend a (2+2)-dimensional continuous zero curvature equation to (2+2)-dimensional discrete zero curvature equation, then a new (2+2)-dimensional cubic Volterra lattice hierarchy is obtained. Fhrthermore, the integrable coupling systems of the (2+2)-dimensional cubic Volterra lattice hierarchy and the generalized Toda lattice soliton equations are presented by using a Lie algebraic system sl(4).
文摘With the help of skew-symmetric differential forms, the hidden properties of the mathematical physics equations that describe discrete quantum transitions and emergence the physical structures are investigated. It is shown that the mathematical physics equations possess a unique property. They can describe discrete quantum transitions, emergence of physical structures and occurrence observed formations. However, such a property possesses only equations on which no additional conditions, namely, the conditions of integrability, are imposed. The intergrability conditions are realized from the equations themselves. Just under realization of integrability conditions double solutions to the mathematical physics equations, which describe discrete transitions and so on, are obtained. The peculiarity consists in the fact that the integrability conditions do not directly follow from the mathematical physics equations;they are realized under the description of evolutionary process. The hidden properties of differential equations were discovered when studying the integrability of differential equations of mathematical physics that depends on the consistence between the derivatives in differential equations along different directions and on the consistence of equations in the set of equations. The results of this work were obtained with the help of skew-symmetric differential forms that possess a nontraditional mathematical apparatus such as nonidentical relations, degenerate transformations and the transition from nonintegrable manifolds to integrable structures. Such results show that mathematical physics equations can describe quantum processes.
文摘This paper deals with the inertial manifold and the approximate inertialmanifold concepts of the Navier-Stokes equations with nonhomogeneous boundary conditions and inertial algorithm. Furtheremore,we provide the error estimates of the approximate solutions of the Navier-Stokes Equations.
文摘On the stability analysis of large-scale systems by Lyapunov functions, it is necessary to determine the stability of vector comparison equations. For discrete systems, only the stability of linear autonomous comparison equations was studied in the past. In this paper, various criteria of stability for discrete nonlinear autonomous comparison equations are completely established. Among them, a criterion for asymptotic stability is not only sufficient, but also necessary, from which a criterion on the function class C, is derived. Both of them can be used to determine the unexponential stability, even in the large, for discrete nonlinear (autonomous or nonautonomous) systems. All the criteria are of simple algebraic forms and can be readily used.
基金National Natural Science Foundations of China(Nos.11272227,11572212)the Innovation Program for Postgraduate in Higher Education Institutions of Jiangsu Province,China(No.KYLX15_0405)
文摘In order to study discrete fractional Birkhoff equations for Birkhoffian systems,the method of isochronous variational principle is used in this paper. Discrete fractional Pfaff-Birkhoff principle in terms of time scales is presented. Discrete fractional Birkhoff equations with left and right discrete operators of Riemann-Liouville type are established and some special cases including classical discrete Birkhoff equations,discrete fractional Hamilton equations and discrete fractional Lagrange equations are discussed. Finally,an example is devoted to illustrate the results.
文摘This paper presents a modified domain decomposition method for the numerical solution of discrete Hamilton-Jacobi-Bellman equations arising from a class of optimal control problems using diffusion models. A convergence theorem is established. Numerical results indicate the effectiveness and accuracy of the method.