High Order IMEX Stochastic Galerkin Schemes for Linear Transport Equation with Random Inputs and Diffusive Scalings

In this paper,we consider the high order method for solving the linear transport equations under diffusive scaling and with random inputs.To tackle the randomness in the problem,the stochastic Galerkin method of the generalized polynomial chaos approach has been employed.Besides,the high order implicit-explicit scheme under the micro-macro decomposition framework and the discontinuous Galerkin method have been employed.We provide several numerical experiments to validate the accuracy and the stochastic asymptotic-preserving property.

Stability and Time-Step Constraints of Implicit-Explicit Runge-Kutta Methods for the Linearized Korteweg-de Vries Equation

This paper provides a study on the stability and time-step constraints of solving the linearized Korteweg-de Vries(KdV)equation,using implicit-explicit(IMEX)Runge-Kutta(RK)time integration methods combined with either finite difference(FD)or local discontinuous Galerkin(DG)spatial discretization.We analyze the stability of the fully discrete scheme,on a uniform mesh with periodic boundary conditions,using the Fourier method.For the linearized KdV equation,the IMEX schemes are stable under the standard Courant-Friedrichs-Lewy(CFL)conditionτ≤λh.Here,λis the CFL number,τis the time-step size,and h is the spatial mesh size.We study several IMEX schemes and characterize their CFL number as a function ofθ=d/h^(2)with d being the dispersion coefficient,which leads to several interesting observations.We also investigate the asymptotic behaviors of the CFL number for sufficiently refined meshes and derive the necessary conditions for the asymptotic stability of the IMEX-RK methods.Some numerical experiments are provided in the paper to illustrate the performance of IMEX methods under different time-step constraints.

The Existence of Meromorphic Solutions to Non-Linear Delay Differential Equations

In this paper, we study the existence of the transcendental meromorphic solution of the delay differential equations , where a(z) is a rational function, and are polynomials in w(z) with rational coefficients, k is a positive integer. Under the assumption when above equations own transcendental meromorphic solutions with minimal hyper-type, we derive the concrete conditions on the degree of the right side of them. Specially, when w(z)=0 is a root of , its multiplicity is at most k. Some examples are given here to illustrate that our results are accurate.

ZEROS OF ENTIRE SOLUTIONS TO COMPLEX LINEAR DIFFERENCE EQUATIONS

In this article, we study the complex oscillation problems of entire solutions to homogeneous and nonhomogeneous linear difference equations, and obtain some relations of the exponent of convergence of zeros and the order of growth of entire solutions to complex linear difference equations.

THE STABILITY OF LINEAR MULTISTEP METHODS FOR SYSTEMS OF DELAY DIFFERENTIAL EQUATIONS

This paper deals with the numerical solution of initial value problems for systems of differential equations with a delay argument. The numerical stability of a linear multistep method is investigated by analysing the solution of the lest equation y’(t)=Ay(t) + By(1-t),where A,B denote constant complex N×N-matrices,and t】0.We investigate carefully the characterization of the stability region.

ASYNCHRONOUS RELAXED ITERATIVE METHODS FOR SOLVING LINEAR SYSTEMS OF EQUATIONS

In this paper, the asynchronous versions of classical iterative methods for solving linear systems of equations are considered. Sufficient conditions for convergence of asynchronous relaxed processes are given for H-matrix by which nor only the requirements of [3] on coefficient matrix are lowered, but also a larger region of convergence than that in [3] is obtained.

ESTIMATES FOR THE HYPER-ORDER OF SOLUTIONS OF CERTAIN LINEAR DIFFERENTIAL EQUATIONS

In this article, the authors study the growth of certain second order linear differential equation f″＋A（z）f′＋B（z）f=0 and give precise estimates for the hyperorder of solutions of infinite order. Under similar conditions, higher order differential equations will be considered.

PROPER SPLITTINGS FOR RESTRICTED LINEAR EQUATIONS AND THE GENERALIZED INVERSE A_(T,S)~2

This paper presents a proper splitting iterative method for comparing the general restricted linear euqations Ax=b, x ∈T （where, b ∈AT, and T is an arbitrary but fixed subspace of Cm） and the generalized in AT,S For the special case when b ∈AT and dim（T）=dim（AT）, this splitting iterative methverse AT,S hod converges to AT,Sb （the unique solution of the general restricted system Ax=bx ∈T）.

Roughness of Exponential Estimates for Linear Functional Differential Equations

Assume that the fundamental solution matrix U (t, s ) of x’(t)=L(t, x,) satisfies |U(t,s)|≤Ke-e(t-s) for t≥s.If|(t,φ)|≤δ|φ(0)|with δ【a/K, then the fundamental solution matrix of the perturbed equation x’(t)=L(t,x,)+(t ,x,) also possesses similar exponential estimate. For α=0, a similar result is given.

Geometric interpretation of several classical iterative methods for linear system of equations and diverse relaxation parameter of the SOR method

Two kinds of iterative methods are designed to solve the linear system of equations, we obtain a new interpretation in terms of a geometric concept. Therefore, we have a better insight into the essence of the iterative methods and provide a reference for further study and design. Finally, a new iterative method is designed named as the diverse relaxation parameter of the SOR method which, in particular, demonstrates the geometric characteristics. Many examples prove that the method is quite effective.

THE ANALYTIC SMOOTHING EFFECT OF LINEAR LANDAU EQUATION WITH SOFT POTENTIALS

In this work,we study the linearized Landau equation with soft potentials and show that the smooth solution to the Cauchy problem with initial datum in L^(2)(ℝ^(3))enjoys an analytic regularization effect,and that the evolution of the analytic radius is the same as the heat equations.

GRADIENT ESTIMATES AND LIOUVILLE THEOREMS FOR LINEAR AND NONLINEAR PARABOLIC EQUATIONS ON RIEMANNIAN MANIFOLDS

In this article, we will derive local elliptic type gradient estimates for positive solutions of linear parabolic equations （△-e/et）u（x,t）＋q（x,t）u^p（x,t）=0 and nonlinear parabolic equations （△-e/et）u（x,t）＋h（x,t）u^p（x,t）=0（p 〉 1） on Riemannian manifolds.As applications, we obtain some theorems of Liouville type for positive ancient solutions of such equations. Our results generalize that of Souplet-Zhang （[1], Bull. London Math. Soc. 38（2006）, 1045-1053） and the author （[2], Nonlinear Anal. 74 （2011）, 5141-5146）.

Equivalent method for accurate solution to linear interval equations

Based on linear interval equations, an accurate interval finite element method for solving structural static problems with uncertain parameters in terms of optimization is discussed. On the premise of ensuring the consistency of solution sets, the original interval equations are equivalently transformed into some deterministic inequations. On this basis, calculating the structural displacement response with interval parameters is predigested to a number of deterministic linear optimization problems. The results are proved to be accurate to the interval governing equations. Finally, a numerical example is given to demonstrate the feasibility and efficiency of the proposed method.

HIGH PERFORMANCE SPARSE SOLVER FOR UNSYMMETRICAL LINEAR EQUATIONS WITH OUT-OF-CORE STRATEGIES AND ITS APPLICATION ON MESHLESS METHODS

A new direct method for solving unsymmetrical sparse linear systems（USLS） arising from meshless methods was introduced. Computation of certain meshless methods such as meshless local Petrov-Galerkin （MLPG） method need to solve large USLS. The proposed solution method for unsymmetrical case performs factorization processes symmetrically on the upper and lower triangular portion of matrix, which differs from previous work based on general unsymmetrical process, and attains higher performance. It is shown that the solution algorithm for USLS can be simply derived from the existing approaches for the symmetrical case. The new matrix factorization algorithm in our method can be implemented easily by modifying a standard JKI symmetrical matrix factorization code. Multi-blocked out-of-core strategies were also developed to expand the solution scale. The approach convincingly increases the speed of the solution process, which is demonstrated with the numerical tests.

ONE LINEAR ANALYTIC APPROXIMATION FOR STOCHASTIC INTEGRODIFFERENTIAL EQUATIONS

This article concerns the construction of approximate solutions for a general stochastic integrodifferential equation which is not explicitly solvable and whose coeffcients functionally depend on Lebesgue integrals and stochastic integrals with respect to martingales. The approximate equations are linear ordinary stochastic differential equations, the solutions of which are defined on sub-intervals of an arbitrary partition of the time interval and connected at successive division points. The closeness of the initial and approximate solutions is measured in the L^p-th norm, uniformly on the time interval. The convergence with probability one is also given.

ON GLOBAL MEROMORPHIC SOLUTIONS OF SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS WITH MEROMORPHIC COEFFICIENTS

The main purpose of this article is to study the existence theories of global meromorphic solutions for some second-order linear differential equations with meromorphic coefficients, which perfect the solution theory of such equations.

Novel method based on ant colony opti mization for solving ill-conditioned linear systems of equations

A novel method based on ant colony optimization （ACO）, algorithm for solving the ill-conditioned linear systems of equations is proposed. ACO is a parallelized bionic optimization algorithm which is inspired from the behavior of real ants. ACO algorithm is first introduced, a kind of positive feedback mechanism is adopted in ACO. Then, the solu- tion problem of linear systems of equations was reformulated as an unconstrained optimization problem for solution by an ACID algorithm. Finally, the ACID with other traditional methods is applied to solve a kind of multi-dimensional Hilbert ill-conditioned linear equations. The numerical results demonstrate that ACO is effective, robust and recommendable in solving ill-conditioned linear systems of equations.

Balancing Chemical Equations by Systems of Linear Equations

In this paper, a formal and systematic method for balancing chemical reaction equations was presented. The results satisfy the law of conservation of matter, and confirm that there is no contradiction to the existing way(s) of balancing chemical equations. A chemical reaction which possesses atoms with fractional oxidation numbers that have unique coefficients was studied. In this paper, the chemical equations were balanced by representing the chemical equation into systems of linear equations. Particularly, the Gauss elimination method was used to solve the mathematical problem with this method, it was possible to handle any chemical reaction with given reactants and products.

Equation governing the probability density evolution of multi-dimensional linear fractional differential systems subject to Gaussian white noise

Stochastic fractional differential systems are important and useful in the mathematics,physics,and engineering fields.However,the determination of their probabilistic responses is difficult due to their non-Markovian property.The recently developed globally-evolving-based generalized density evolution equation(GE-GDEE),which is a unified partial differential equation(PDE)governing the transient probability density function(PDF)of a generic path-continuous process,including non-Markovian ones,provides a feasible tool to solve this problem.In the paper,the GE-GDEE for multi-dimensional linear fractional differential systems subject to Gaussian white noise is established.In particular,it is proved that in the GE-GDEE corresponding to the state-quantities of interest,the intrinsic drift coefficient is a time-varying linear function,and can be analytically determined.In this sense,an alternative low-dimensional equivalent linear integer-order differential system with exact closed-form coefficients for the original highdimensional linear fractional differential system can be constructed such that their transient PDFs are identical.Specifically,for a multi-dimensional linear fractional differential system,if only one or two quantities are of interest,GE-GDEE is only in one or two dimensions,and the surrogate system would be a one-or two-dimensional linear integer-order system.Several examples are studied to assess the merit of the proposed method.Though presently the closed-form intrinsic drift coefficient is only available for linear stochastic fractional differential systems,the findings in the present paper provide a remarkable demonstration on the existence and eligibility of GE-GDEE for the case that the original high-dimensional system itself is non-Markovian,and provide insights for the physical-mechanism-informed determination of intrinsic drift and diffusion coefficients of GE-GDEE of more generic complex nonlinear systems.

A streamline diffusion nonconforming finite element method for the time-dependent linearized Navier-Stokes equations

A nonconforming finite element method of finite difference streamline diffusion type is proposed to solve the time-dependent linearized Navier-Stokes equations. The backward Euler scheme is used for time discretization. Crouzeix-Raviart nonconforming finite element approximation, namely, nonconforming （P1）2 - P0 element, is used for the velocity and pressure fields with the streamline diffusion technique to cope with usual instabilities caused by the convection and time terms. Stability and error estimates are derived with suitable norms.