In this paper a singularly perturbed linear second order hyperbolic problem with zeroth order reduced equation is discussed. Firstly, an energy inequality of the solution and an estimate of the remainder term of the a...In this paper a singularly perturbed linear second order hyperbolic problem with zeroth order reduced equation is discussed. Firstly, an energy inequality of the solution and an estimate of the remainder term of the asymptotic solution are given. Then an exponentially fitted difference scheme is developed in an equidistant mesh. Finally, uniform convergence in small parameter is proved in the sense of discrete energy norm.展开更多
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 confi...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.展开更多
By using the method developed in the paper [Georg. Inter. J. Sci. Tech., Volume 3, Issue 1 (2011), 107-129], it is obtained a representation in an explicit form of the weak solution of a linear partial differential...By using the method developed in the paper [Georg. Inter. J. Sci. Tech., Volume 3, Issue 1 (2011), 107-129], it is obtained a representation in an explicit form of the weak solution of a linear partial differential equation of the higher order in two variables with initial condition whose coefficients are real-valued simple step functions.展开更多
The goal of computational science is to develop models that predict phenomena observed in nature. However, these models are often based on parameters that are uncertain. In recent decades, main numerical methods for s...The goal of computational science is to develop models that predict phenomena observed in nature. However, these models are often based on parameters that are uncertain. In recent decades, main numerical methods for solving SPDEs have been used such as, finite difference and finite element schemes [1]-[5]. Also, some practical techniques like the method of lines for boundary value problems have been applied to the linear stochastic partial differential equations, and the outcomes of these approaches have been experimented numerically [7]. In [8]-[10], the author discussed mean square convergent finite difference method for solving some random partial differential equations. Random numerical techniques for both ordinary and partial random differential equations are treated in [4] [10]. As regards applications using explicit analytic solutions or numerical methods, a few results may be found in [5] [6] [11]. This article focuses on solving random heat equation by using Crank-Nicol- son technique under mean square sense and it is organized as follows. In Section 2, the mean square calculus preliminaries that will be required throughout the paper are presented. In Section 3, the Crank-Nicolson scheme for solving the random heat equation is presented. In Section 4, some case studies are showed. Short conclusions are cleared in the end section.展开更多
In this paper, a second order linear differential equation is considered, and an accurate estimate method of characteristic exponent for it is presented. Finally, we give some examples to verify the feasibility of our...In this paper, a second order linear differential equation is considered, and an accurate estimate method of characteristic exponent for it is presented. Finally, we give some examples to verify the feasibility of our result.展开更多
文摘In this paper a singularly perturbed linear second order hyperbolic problem with zeroth order reduced equation is discussed. Firstly, an energy inequality of the solution and an estimate of the remainder term of the asymptotic solution are given. Then an exponentially fitted difference scheme is developed in an equidistant mesh. Finally, uniform convergence in small parameter is proved in the sense of discrete energy norm.
基金This work is supported by NSF of China(10971175)Specialized Research Fund for the Doctoral Program of Higher Education of China(20094301110001)+2 种基金Program for Changjiang Scholars and Innovative Research Team in University of China(IRT1179)NSF of Hunan Province(10JJ7001)the Aid Program for Science and Technology Innovative Research Team in Higher Educational Institutions of Hunan Province,and Fund Project of Hunan Province Education Office(11C1220).
文摘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.
文摘By using the method developed in the paper [Georg. Inter. J. Sci. Tech., Volume 3, Issue 1 (2011), 107-129], it is obtained a representation in an explicit form of the weak solution of a linear partial differential equation of the higher order in two variables with initial condition whose coefficients are real-valued simple step functions.
文摘The goal of computational science is to develop models that predict phenomena observed in nature. However, these models are often based on parameters that are uncertain. In recent decades, main numerical methods for solving SPDEs have been used such as, finite difference and finite element schemes [1]-[5]. Also, some practical techniques like the method of lines for boundary value problems have been applied to the linear stochastic partial differential equations, and the outcomes of these approaches have been experimented numerically [7]. In [8]-[10], the author discussed mean square convergent finite difference method for solving some random partial differential equations. Random numerical techniques for both ordinary and partial random differential equations are treated in [4] [10]. As regards applications using explicit analytic solutions or numerical methods, a few results may be found in [5] [6] [11]. This article focuses on solving random heat equation by using Crank-Nicol- son technique under mean square sense and it is organized as follows. In Section 2, the mean square calculus preliminaries that will be required throughout the paper are presented. In Section 3, the Crank-Nicolson scheme for solving the random heat equation is presented. In Section 4, some case studies are showed. Short conclusions are cleared in the end section.
基金supported by Foundation of Fujian Education Committee (JA08012)
文摘In this paper, a second order linear differential equation is considered, and an accurate estimate method of characteristic exponent for it is presented. Finally, we give some examples to verify the feasibility of our result.