DIFFERENCE SCHEME FOR AN INITIAL-BOUNDARY VALUE PROBLEM FOR LINEAR COEFFICIENT-VARIED PARABOLIC DIFFERENTIAL EQUATION WITH A NONSMOOTH BOUNDARY LAYER FUNCTION

In this paper, using nonuniform mesh and exponentially fitted difference method, a uniformly convergent difference scheme for an initial-boundary value problem of linear parabolic differential equation with the nonsmooth boundary layer function with respect to small parameter e is given, and error estimate and numerical result are also given.

THE NUMERICAL SOLUTION OF A SINGULARLY PERTURBED PROBLEM FOR SEMILINEAR PARABOLIC DIFFERENTIAL EQUATION

The numerical solution of a singularly perturbed problem for the semilinear parabolic differential equation with parabolic boundary layers is discussed. A nonlinear two-level difference scheme is constructed on the special non-uniform grids. The uniform con vergence of this scheme is proved and some numerical examples are given.

Oscillation of Systems of Parabolic Differential Equations with Deviating Arguments

To study a class of boundary value problems of parabolic differential equations with deviating arguments, averaging technique, Green’s formula and symbol function sign(·) are used. The multi dimensional problem was reduced to a one dimensional oscillation problem for ordinary differential equations or inequalities. Two oscillatory criteria of solutions for systems of parabolic differential equations with deviating arguments are obtained.

OSCILLATION OF NONLINEAR IMPULSIVE PARABOLIC DIFFERENTIAL EQUATIONS WITH SEVERAL DELAYS

In this paper, oscillatory properties for solutions of certain nonlinear impulsive parabolic equations with several delays are investigated and a series of new sufficient conditions for oscillations of the equation are established.

OSCILLATION OF THE SOLUTION TO NONLINEAR PARABOLIC DIFFERENTIAL EQUATIONS OF NEUTRAL TYPE

Sufficient conditions are obtained for the oscillation of the solutions to nonlinear parabolic differential equations of neutral type in the form of where Ω is a bounded domain in Rn with a piecewise smooth boundary.

Decomposition method for solving parabolic equations in finite domains

This paper presents a comparison among Adomian decomposition method (ADM), Wavelet-Galerkin method (WGM), the fully explicit (1,7) finite difference technique (FTCS), the fully implicit (7,1) finite difference method (BTCS), (7,7) Crank-Nicholson type finite difference formula (C-N), the fully explicit method (1,13) and 9-point finite difference method, for solving parabolic differential equations with arbitrary boundary conditions and based on weak form functionals in finite domains. The problem is solved rapidly, easily and elegantly by ADM. The numerical results on a 2D transient heat conducting problem and 3D diffusion problem are used to validate the proposed ADM as an effective numerical method for solving finite domain parabolic equations. The numerical results showed that our present method is less time consuming and is easier to use than other methods. In addition, we prove the convergence of this method when it is applied to the nonlinear parabolic equation.

THE HIGH ACCURACY EXPLICIT DIFFERENCE SCHEME FOR SOLVING PARABOLIC EQUATIONS 3-DIMENSION

In this paper, an explicit three_level symmetrical differencing scheme with parameters for solving parabolic partial differential equation of three_dimension will be considered. The stability condition and local truncation error for the scheme are r<1/2 and O( Δ t 2+ Δ x 4+ Δ y 4+ Δ z 4) ,respectively.

A POSTERIORI ERROR ESTIMATE FOR BOUNDARY CONTROL PROBLEMS GOVERNED BY THE PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS

In this paper, we discuss the a posteriori error estimate of the finite element approximation for the boundary control problems governed by the parabolic partial differential equations. Three different a posteriori error estimators are provided for the parabolic boundary control problems with the observations of the distributed state, the boundary state and the final state. It is proven that these estimators are reliable bounds of the finite element approximation errors, which can be used as the indicators of the mesh refinement in adaptive finite element methods.

OSCILLATION THEOREM TO SYSTEMS OF IMPULSIVE NEUTRAL DELAY PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS

In this paper, we study the oscillation of solutions to the systems of impulsive neutral delay parabolic partial differential equations. Under two different boundary conditions, we obtain some sufficient conditions for oscillation of all solutions to the systems.

A Fitted Numerov Method for Singularly Perturbed Parabolic Partial Differential Equation with a Small Negative Shift Arising in Control Theory

In this paper,a fitted Numerov method is constructed for a class of singularly perturbed one-dimensional parabolic partial differential equations with a small negative shift in the temporal variable.Similar boundary value problems are associated with a furnace used to process a metal sheet in control theory.Here,the study focuses on the effect of shift on the boundary layer behavior of the solution via finite difference approach.When the shift parameter is smaller than the perturbation parameter,the shifted term is expanded in Taylor series and an exponentially fitted tridiagonal finite difference scheme is developed.The proposed finite difference scheme is unconditionally stable.When the shift parameter is larger than the perturbation parameter,a special type of mesh is used for the temporal variable so that the shift lies on the nodal points and an exponentially fitted scheme is developed.This scheme is also unconditionally stable.The applicability of the proposed methods is demonstrated by means of two examples.

OSCILLATION OF SYSTEMS OF IMPULSIVE DELAY PARABOLIC EQUATIONS ABOUT BOUNDARY VALUE PROBLEMS

In this paper, oscillation of solutions to a class of impulsive delay parabolic partial differential equations system with higher order Laplace operator is studied. Under two different boundary value conditions, we establish some sufficient criteria with respect to the oscillations of such systems, employing first-order impulsive delay differential inequalities. The results fully reflect the influence action of impulsive and delay in oscillation.

EXISTENCE AND UNIQUENESS OF WEAK SOLUTIONS FOR A NONLINEAR PARABOLIC EQUATION RELATED TO IMAGE ANALYSIS

In this paper we establish the existence and uniqueness of weak solutions for the initial-boundary value problem of a nonlinear parabolic partial differential equation, which is related to the Malik-Perona model in image analysis.

IMPROVEMENT ON STABILITY AND CONVERGENCE OF A. D. I. SCHEMES

Alternating direction implicit (A.D.I.) schemes have been proved valuable in the approximation of the solutions of parabolic partial differential equations in multi-dimensional space. Consider equations in the form partial derivative u/partial derivative t - partial derivative/partial derivative x(a(x,y,t) partial derivative u/partial derivative x) - partial derivative/partial derivative y(b(x,y,t) partial derivative u partial derivative y) = f Two A.D.I. schemes, Peaceman-Rachford scheme and Douglas scheme will be studied. In the literature, stability and convergence have been analysed with Fourier Method, which cannot be extended beyond the model problem with constant coefficients. Additionally, L-2 energy method has been introduced to analyse the case of non-constant coefficients, however, the conclusions are too weak and incomplete because of the so-called 'equivalence between L-2 norm and H-1 semi-norm'. In this paper, we try to improve these conclusions by H-1 energy estimating method. The principal results are that both of the two A.D.I. schemes are absolutely stable and converge to the exact solution with error estimations O(Delta t(2) + h(2)) in discrete H-1 norm. This implies essential improvement of existing conclusions.

On the Rayleigh-Plateau instability

In this paper,we study the surface instability of a cylindrical pore in the absence of stress.This instability is called the Rayleigh-Plateau instabilty.We consider the model developed by Spencer et al.[18],Kirill et al.[10]and Boutat et al.[2]in the case without stress.We obtain a nonlinear parabolic PDE of order four.We show the local existence and uniqueness of the solution of this problem by using Faedo-Galerkin method.The main results are the global existence of the solution and the convergence to the mean value of the initial data for long time.Numerical tests are also presented in this study.

ODE-Based Multistep Schemes for Backward Stochastic Differential Equations

In this paper,we explore a new approach to design and analyze numerical schemes for backward stochastic differential equations(BSDEs).By the nonlinear Feynman-Kac formula,we reformulate the BSDE into a pair of reference ordinary differential equations(ODEs),which can be directly discretized by many standard ODE solvers,yielding the corresponding numerical schemes for BSDEs.In particular,by applying strong stability preserving(SSP)time discretizations to the reference ODEs,we can propose new SSP multistep schemes for BSDEs.Theoretical analyses are rigorously performed to prove the consistency,stability and convergency of the proposed SSP multistep schemes.Numerical experiments are further carried out to verify our theoretical results and the capacity of the proposed SSP multistep schemes for solving complex associated problems.

On the speed of convergence of Picard iterations of backward stochastic differential equations

It is a well-established fact in the scientific literature that Picard iterations of backward stochastic differential equations with globally Lipschitz continuous nonlinearities converge at least exponentially fast to the solution.In this paper we prove that this convergence is in fact at least square-root factorially fast.We show for one example that no higher convergence speed is possible in general.Moreover,if the nonlinearity is zindependent,then the convergence is even factorially fast.Thus we reveal a phase transition in the speed of convergence of Picard iterations of backward stochastic differential equations.

A QUASI-NEWTON METHOD IN INFINITE-DIMENSIONAL SPACES AND ITS APPLICATION FOR SOLVING A PARABOLIC INVERSE PROBLEM

A Quasi-Newton method in Infinite-dimensional Spaces (QNIS) for solving operator equations is presellted and the convergence of a sequence generated by QNIS is also proved in the paper. Next, we suggest a finite-dimensional implementation of QNIS and prove that the sequence defined by the finite-dimensional algorithm converges to the root of the original operator equation providing that the later exists and that the Frechet derivative of the governing operator is invertible. Finally, we apply QNIS to an inverse problem for a parabolic differential equation to illustrate the efficiency of the finite-dimensional algorithm.

On a Perturbation Method for Stochastic Parabolic PDE

In this article,we address two issues related to the perturbation method introduced by Zhang and Lu(J Comput Phys 194:773-794,2004),and applied to solving linear stochastic parabolic PDE.Those issues are the construction of the perturbation series,and its convergence.

WELL-POSEDNESS OF A PARABOLIC INVERSE PROBLEM

In this paper the inverse problem of determining the source term, which is independent of the time variable, of a linear, uniformly-parabolic equation is investigated. The uniqueness of the inverse problem is proved under mild assumptions by using the orthogonality method and an elimination method. The existence of the inverse problem is proved by means of the theory of solvable operators between Banach spaces; moreover, the continuous dependence on measurement of the solution to the inverse problem is also proved.

Multigrid Solution of a Lavrentiev-Regularized State-Constrained Parabolic Control Problem

A mesh-independent,robust,and accurate multigrid scheme to solve a linear state-constrained parabolic optimal control problem is presented.We first consider a Lavrentiev regularization of the state-constrained optimization problem.Then,a multigrid scheme is designed for the numerical solution of the regularized optimality system.Central to this scheme is the construction of an iterative pointwise smoother which can be formulated as a local semismooth Newton iteration.Results of numerical experiments and theoretical twogrid local Fourier analysis estimates demonstrate that the proposed scheme is able to solve parabolic state-constrained optimality systems with textbook multigrid efficiency.