In this paper,we consider an abstract third-order differential equation and deduce some results on the maximal regularity of its strict solution.We assume that the inhomogeneity appearing in the right-hand term of thi...In this paper,we consider an abstract third-order differential equation and deduce some results on the maximal regularity of its strict solution.We assume that the inhomogeneity appearing in the right-hand term of this equation belongs to some anistropic Holder spaces.We illustrate our results by a BVP involving a 3D Laplacian posed in a cusp domain of R^(4).展开更多
We find the exact forms of meromorphic solutions of the nonlinear differential equations■,n≥3,k≥1,where q,Q are nonzero polynomials,Q■Const.,and p_(1),p_(2),α_(1),α_(2)are nonzero constants withα_(1)≠α_(2).Co...We find the exact forms of meromorphic solutions of the nonlinear differential equations■,n≥3,k≥1,where q,Q are nonzero polynomials,Q■Const.,and p_(1),p_(2),α_(1),α_(2)are nonzero constants withα_(1)≠α_(2).Compared with previous results on the equation p(z)f^(3)+q(z)f"=-sinα(z)with polynomial coefficients,our results show that the coefficient of the term f^((k))perturbed by multiplying an exponential function will affect the structure of its solutions.展开更多
Channel prediction is critical to address the channel aging issue in mobile scenarios.Existing channel prediction techniques are mainly designed for discrete channel prediction,which can only predict the future channe...Channel prediction is critical to address the channel aging issue in mobile scenarios.Existing channel prediction techniques are mainly designed for discrete channel prediction,which can only predict the future channel in a fixed time slot per frame,while the other intra-frame channels are usually recovered by interpolation.However,these approaches suffer from a serious interpolation loss,especially for mobile millimeter-wave communications.To solve this challenging problem,we propose a tensor neural ordinary differential equation(TN-ODE)based continuous-time channel prediction scheme to realize the direct prediction of intra-frame channels.Specifically,inspired by the recently developed continuous mapping model named neural ODE in the field of machine learning,we first utilize the neural ODE model to predict future continuous-time channels.To improve the channel prediction accuracy and reduce computational complexity,we then propose the TN-ODE scheme to learn the structural characteristics of the high-dimensional channel by low-dimensional learnable transform.Simulation results show that the proposed scheme is able to achieve higher intra-frame channel prediction accuracy than existing schemes.展开更多
In this study,we aimto investigate certain triple integral transformand its application to a class of partial differentialequations.We discuss various properties of the new transformincluding inversion, linearity, exi...In this study,we aimto investigate certain triple integral transformand its application to a class of partial differentialequations.We discuss various properties of the new transformincluding inversion, linearity, existence, scaling andshifting, etc. Then,we derive several results enfolding partial derivatives and establish amulti-convolution theorem.Further, we apply the aforementioned transform to some classical functions and many types of partial differentialequations involving heat equations,wave equations, Laplace equations, and Poisson equations aswell.Moreover,wedraw some figures to illustrate 3-D contour plots for exact solutions of some selected examples involving differentvalues in their variables.展开更多
Using Euler’s first-order explicit(EE)method and the peridynamic differential operator(PDDO)to discretize the time and internal crystal-size derivatives,respectively,the Euler’s first-order explicit method–peridyna...Using Euler’s first-order explicit(EE)method and the peridynamic differential operator(PDDO)to discretize the time and internal crystal-size derivatives,respectively,the Euler’s first-order explicit method–peridynamic differential operator(EE–PDDO)was obtained for solving the one-dimensional population balance equation in crystallization.Four different conditions during crystallization were studied:size-independent growth,sizedependent growth in a batch process,nucleation and size-independent growth,and nucleation and size-dependent growth in a continuous process.The high accuracy of the EE–PDDO method was confirmed by comparing it with the numerical results obtained using the second-order upwind and HR-van methods.The method is characterized by non-oscillation and high accuracy,especially in the discontinuous and sharp crystal size distribution.The stability of the EE–PDDO method,choice of weight function in the PDDO method,and optimal time step are also discussed.展开更多
Time based maintenance(TBM)and condition based maintenance(CBM)are widely applied in many large wind farms to optimize the maintenance issues of wind turbine gearboxes,however,these maintenance strategies do not take ...Time based maintenance(TBM)and condition based maintenance(CBM)are widely applied in many large wind farms to optimize the maintenance issues of wind turbine gearboxes,however,these maintenance strategies do not take into account environmental benefits during full life cycle such as carbon emissions issues.Hence,this article proposes a carbon emissions computing model for preventive maintenance activities of wind turbine gearboxes to solve the issue.Based on the change of the gearbox state during operation and the influence of external random factors on the gearbox state,a stochastic differential equation model(SDE)and corresponding carbon emission model are established,wherein SDE is applied to model the evolution of the device state,whereas carbon emission is used to implement carbon emissions computing.The simulation results indicate that the proposed preventive maintenance cannot ensure reliable operation of wind turbine gearboxes but reduce carbon emissions during their lifespan.Compared with TBM,CBM minimizes unit carbon emissions without influencing reliable operation,making it an effective maintenance method.展开更多
To solve the first-order differential equation derived from the problem of a free-falling object and the problem arising from Newton’s law of cooling, the study compares the numerical solutions obtained from Picard’...To solve the first-order differential equation derived from the problem of a free-falling object and the problem arising from Newton’s law of cooling, the study compares the numerical solutions obtained from Picard’s and Taylor’s series methods. We have carried out a descriptive analysis using the MATLAB software. Picard’s and Taylor’s techniques for deriving numerical solutions are both strong mathematical instruments that behave similarly. All first-order differential equations in standard form that have a constant function on the right-hand side share this similarity. As a result, we can conclude that Taylor’s approach is simpler to use, more effective, and more accurate. We will contrast Rung Kutta and Taylor’s methods in more detail in the following section.展开更多
The new independent solutions of the nonlinear differential equation with time-dependent coefficients (NDE-TC) are discussed, for the first time, by employing experimental device called a drinking bird whose simple ba...The new independent solutions of the nonlinear differential equation with time-dependent coefficients (NDE-TC) are discussed, for the first time, by employing experimental device called a drinking bird whose simple back-and-forth motion develops into water drinking motion. The solution to a drinking bird equation of motion manifests itself the transition from thermodynamic equilibrium to nonequilibrium irreversible states. The independent solution signifying a nonequilibrium thermal state seems to be constructed as if two independent bifurcation solutions are synthesized, and so, the solution is tentatively termed as the bifurcation-integration solution. The bifurcation-integration solution expresses the transition from mechanical and thermodynamic equilibrium to a nonequilibrium irreversible state, which is explicitly shown by the nonlinear differential equation with time-dependent coefficients (NDE-TC). The analysis established a new theoretical approach to nonequilibrium irreversible states, thermomechanical dynamics (TMD). The TMD method enables one to obtain thermodynamically consistent and time-dependent progresses of thermodynamic quantities, by employing the bifurcation-integration solutions of NDE-TC. We hope that the basic properties of bifurcation-integration solutions will be studied and investigated further in mathematics, physics, chemistry and nonlinear sciences in general.展开更多
We propose a new method for numerical solution of the third-order differential equations.The key idea is to use relaxation approximation to transform the nonlinear third-order differential equation to a semilinear sec...We propose a new method for numerical solution of the third-order differential equations.The key idea is to use relaxation approximation to transform the nonlinear third-order differential equation to a semilinear second-order differential system with a source term and a relaxation parameter.The relaxation system has linear characteristic variables and can be numerically solved without relying on Riemann problem solvers or linear iterations.A non-oscillatory finite volume method for the relaxation system is developed.The method is uniformly accurate for all relaxation rates.Numerical results are shown for some nonlinear problems such as the Korteweg-de Vires equation.Our method demonstrated the capability of accurately capturing soliton wave phenomena.展开更多
In this paper, we investigate a third-order differential equation. Based on the averaging theory, we obtain sufficient conditions for the existence of periodic solutions to the equation.
By means of continuation theorem of the coincidence degree theory, sufficient conditions are obtained for the existence of periodic solutions of a kind of third-order neutral delay functional differential equation wit...By means of continuation theorem of the coincidence degree theory, sufficient conditions are obtained for the existence of periodic solutions of a kind of third-order neutral delay functional differential equation with deviating arguments.展开更多
The sufficient condition for the existence of2 π- periodic solutions of the following third- order functional differential equations with variable coefficients a(t) x (t) +bx″2 k- 1(t) +cx′2 k- 1(t) + 2 k- 1 i=1...The sufficient condition for the existence of2 π- periodic solutions of the following third- order functional differential equations with variable coefficients a(t) x (t) +bx″2 k- 1(t) +cx′2 k- 1(t) + 2 k- 1 i=1 cixi(t) +g(x(t-τ) ) =p(t) =p(t+2π) is obtained.The approach is based on the abstract continuation theorem from Mawhin and the a- priori estimate of periodic solutions展开更多
This paper extends Hojman's conservation law to the third-order differential equation. A new conserved quantity is constructed based on the Lie group of transformation generators of the equations of motion. The gener...This paper extends Hojman's conservation law to the third-order differential equation. A new conserved quantity is constructed based on the Lie group of transformation generators of the equations of motion. The generators contain variations of the time and generalized coordinates. Two independent non-trivial conserved quantities of the third-order ordinary differential equation are obtained. A simple example is presented to illustrate the applications of the results.展开更多
There are given sufficient conditions for the ultimate boundedness of solutions and for the existence of periodic solutions of a certain vector differential equation of third-order.
Lyapunov direct method is employed to investigate the asymptotic behaviour and the boundedness of solutions to a certain third-order differential equation with delay and some new results are obtained. Our results impr...Lyapunov direct method is employed to investigate the asymptotic behaviour and the boundedness of solutions to a certain third-order differential equation with delay and some new results are obtained. Our results improve and complement some earlier results. Two examples are given to illustrate the importance of the topic and the main results obtained.展开更多
Boundary value problem; for third-order ordinary differential equations with turning points are studied as follows : epsilon gamma ' ' + f(x ; epsilon) gamma ' + g(x ; epsilon) gamma ' +h(x ; epsilon) ...Boundary value problem; for third-order ordinary differential equations with turning points are studied as follows : epsilon gamma ' ' + f(x ; epsilon) gamma ' + g(x ; epsilon) gamma ' +h(x ; epsilon) gamma = 0 (- a < x < b, 0 epsilon 1), where f(x ; 0) has several multiple zero points in ( - n, b). the necessary conditions for exhibiting resonance is given, and the uniformly valid asymptotic solutions and the estimations of remainder terms are obtained.展开更多
By looking at the situation when the coefficients Pj(z)(j=1,2,…,n-1)(or most of them) are exponential polynomials,we investigate the fact that all nontrivial solutions to higher order differential equations f((n))+Pn...By looking at the situation when the coefficients Pj(z)(j=1,2,…,n-1)(or most of them) are exponential polynomials,we investigate the fact that all nontrivial solutions to higher order differential equations f((n))+Pn-1(z)f((n-1))+…+P0(z)f=0 are of infinite order.An exponential polynomial coefficient plays a key role in these results.展开更多
This paper is aimed at solving the nonlinear time-fractional partial differential equation with two small parameters arising from option pricing model in financial economics.The traditional reproducing kernel(RK)metho...This paper is aimed at solving the nonlinear time-fractional partial differential equation with two small parameters arising from option pricing model in financial economics.The traditional reproducing kernel(RK)method which deals with this problem is very troublesome.This paper proposes a new method by adaptive multi-step piecewise interpolation reproducing kernel(AMPIRK)method for the first time.This method has three obvious advantages which are as follows.Firstly,the piecewise number is reduced.Secondly,the calculation accuracy is improved.Finally,the waste time caused by too many fragments is avoided.Then four numerical examples show that this new method has a higher precision and it is a more timesaving numerical method than the others.The research in this paper provides a powerful mathematical tool for solving time-fractional option pricing model which will play an important role in financial economics.展开更多
We extend LeVeque's wave propagation algorithm,a widely used finite volume method for hyperbolic partial differential equations,to a third-order accurate method.The resulting scheme shares main properties with the...We extend LeVeque's wave propagation algorithm,a widely used finite volume method for hyperbolic partial differential equations,to a third-order accurate method.The resulting scheme shares main properties with the original method,i.e.,it is based on a wave decomposition at grid cell interfaces,it can be used to approximate hyperbolic problems in divergence form as well as in quasilinear form and limiting is introduced in the form of a wave limiter.展开更多
<span style="font-family:Verdana;">In the present paper, we introduce a non-polynomial quadratic spline method for solving </span><span style="font-family:Verdana;"><span style...<span style="font-family:Verdana;">In the present paper, we introduce a non-polynomial quadratic spline method for solving </span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">third-order</span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;"> boundary value problems. </span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">Third-order</span></span></span><span><span><span style="font-family:;" "=""><span style="font-family:Verdana;"> singularly perturbed boundary value problems occur frequently in many areas of applied sciences such as solid mechanics, quantum mechanics, chemical reactor </span><span style="font-family:Verdana;">theory, Newtonian fluid mechanics, optimal control, convection</span></span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">-</span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">diffusion</span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;"> processes, hydrodynamics, aerodynamics, etc. These problems have various important applications in fluid dynamics. The procedure involves a reduction of a </span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">third-order</span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;"> partial differential equation to a first</span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">-</span></span></span><span><span><span style="font-family:;" "=""><span style="font-family:Verdana;">order ordinary differential </span><span style="font-family:Verdana;">equation. Truncation errors are given. The unconditional stability of the method</span> <span style="font-family:Verdana;">is analysed by the Von-Neumann stability analysis. The developed method is </span><span style="font-family:Verdana;">tested with an illustrated example, and the results are compared with other methods from the literature, which shows the applicability and </span><span style="font-family:Verdana;">feasibility of </span><span style="font-family:Verdana;">the presented method. Furthermore, </span></span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">a </span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">graphical comparison between analyt</span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">ical and approximate solution</span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">s</span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;"> is also shown for the illustrated example.</span></span></span>展开更多
文摘In this paper,we consider an abstract third-order differential equation and deduce some results on the maximal regularity of its strict solution.We assume that the inhomogeneity appearing in the right-hand term of this equation belongs to some anistropic Holder spaces.We illustrate our results by a BVP involving a 3D Laplacian posed in a cusp domain of R^(4).
基金supported by the NSFC(12261044)the STP of Education Department of Jiangxi Province of China(GJJ210302)。
文摘We find the exact forms of meromorphic solutions of the nonlinear differential equations■,n≥3,k≥1,where q,Q are nonzero polynomials,Q■Const.,and p_(1),p_(2),α_(1),α_(2)are nonzero constants withα_(1)≠α_(2).Compared with previous results on the equation p(z)f^(3)+q(z)f"=-sinα(z)with polynomial coefficients,our results show that the coefficient of the term f^((k))perturbed by multiplying an exponential function will affect the structure of its solutions.
基金supported in part by the National Key Research and Development Program of China(Grant No.2020YFB1805005)in part by the National Natural Science Foundation of China(Grant No.62031019)in part by the European Commission through the H2020-MSCA-ITN META WIRELESS Research Project under Grant 956256。
文摘Channel prediction is critical to address the channel aging issue in mobile scenarios.Existing channel prediction techniques are mainly designed for discrete channel prediction,which can only predict the future channel in a fixed time slot per frame,while the other intra-frame channels are usually recovered by interpolation.However,these approaches suffer from a serious interpolation loss,especially for mobile millimeter-wave communications.To solve this challenging problem,we propose a tensor neural ordinary differential equation(TN-ODE)based continuous-time channel prediction scheme to realize the direct prediction of intra-frame channels.Specifically,inspired by the recently developed continuous mapping model named neural ODE in the field of machine learning,we first utilize the neural ODE model to predict future continuous-time channels.To improve the channel prediction accuracy and reduce computational complexity,we then propose the TN-ODE scheme to learn the structural characteristics of the high-dimensional channel by low-dimensional learnable transform.Simulation results show that the proposed scheme is able to achieve higher intra-frame channel prediction accuracy than existing schemes.
文摘In this study,we aimto investigate certain triple integral transformand its application to a class of partial differentialequations.We discuss various properties of the new transformincluding inversion, linearity, existence, scaling andshifting, etc. Then,we derive several results enfolding partial derivatives and establish amulti-convolution theorem.Further, we apply the aforementioned transform to some classical functions and many types of partial differentialequations involving heat equations,wave equations, Laplace equations, and Poisson equations aswell.Moreover,wedraw some figures to illustrate 3-D contour plots for exact solutions of some selected examples involving differentvalues in their variables.
文摘Using Euler’s first-order explicit(EE)method and the peridynamic differential operator(PDDO)to discretize the time and internal crystal-size derivatives,respectively,the Euler’s first-order explicit method–peridynamic differential operator(EE–PDDO)was obtained for solving the one-dimensional population balance equation in crystallization.Four different conditions during crystallization were studied:size-independent growth,sizedependent growth in a batch process,nucleation and size-independent growth,and nucleation and size-dependent growth in a continuous process.The high accuracy of the EE–PDDO method was confirmed by comparing it with the numerical results obtained using the second-order upwind and HR-van methods.The method is characterized by non-oscillation and high accuracy,especially in the discontinuous and sharp crystal size distribution.The stability of the EE–PDDO method,choice of weight function in the PDDO method,and optimal time step are also discussed.
基金supported by Basic Science Research Program through the National Natural Science Foundation of China(Grant No.61867003)Key Project of Science and Technology Research and Development Plan of China Railway Co.,Ltd.(N2022X009).
文摘Time based maintenance(TBM)and condition based maintenance(CBM)are widely applied in many large wind farms to optimize the maintenance issues of wind turbine gearboxes,however,these maintenance strategies do not take into account environmental benefits during full life cycle such as carbon emissions issues.Hence,this article proposes a carbon emissions computing model for preventive maintenance activities of wind turbine gearboxes to solve the issue.Based on the change of the gearbox state during operation and the influence of external random factors on the gearbox state,a stochastic differential equation model(SDE)and corresponding carbon emission model are established,wherein SDE is applied to model the evolution of the device state,whereas carbon emission is used to implement carbon emissions computing.The simulation results indicate that the proposed preventive maintenance cannot ensure reliable operation of wind turbine gearboxes but reduce carbon emissions during their lifespan.Compared with TBM,CBM minimizes unit carbon emissions without influencing reliable operation,making it an effective maintenance method.
文摘To solve the first-order differential equation derived from the problem of a free-falling object and the problem arising from Newton’s law of cooling, the study compares the numerical solutions obtained from Picard’s and Taylor’s series methods. We have carried out a descriptive analysis using the MATLAB software. Picard’s and Taylor’s techniques for deriving numerical solutions are both strong mathematical instruments that behave similarly. All first-order differential equations in standard form that have a constant function on the right-hand side share this similarity. As a result, we can conclude that Taylor’s approach is simpler to use, more effective, and more accurate. We will contrast Rung Kutta and Taylor’s methods in more detail in the following section.
文摘The new independent solutions of the nonlinear differential equation with time-dependent coefficients (NDE-TC) are discussed, for the first time, by employing experimental device called a drinking bird whose simple back-and-forth motion develops into water drinking motion. The solution to a drinking bird equation of motion manifests itself the transition from thermodynamic equilibrium to nonequilibrium irreversible states. The independent solution signifying a nonequilibrium thermal state seems to be constructed as if two independent bifurcation solutions are synthesized, and so, the solution is tentatively termed as the bifurcation-integration solution. The bifurcation-integration solution expresses the transition from mechanical and thermodynamic equilibrium to a nonequilibrium irreversible state, which is explicitly shown by the nonlinear differential equation with time-dependent coefficients (NDE-TC). The analysis established a new theoretical approach to nonequilibrium irreversible states, thermomechanical dynamics (TMD). The TMD method enables one to obtain thermodynamically consistent and time-dependent progresses of thermodynamic quantities, by employing the bifurcation-integration solutions of NDE-TC. We hope that the basic properties of bifurcation-integration solutions will be studied and investigated further in mathematics, physics, chemistry and nonlinear sciences in general.
文摘We propose a new method for numerical solution of the third-order differential equations.The key idea is to use relaxation approximation to transform the nonlinear third-order differential equation to a semilinear second-order differential system with a source term and a relaxation parameter.The relaxation system has linear characteristic variables and can be numerically solved without relying on Riemann problem solvers or linear iterations.A non-oscillatory finite volume method for the relaxation system is developed.The method is uniformly accurate for all relaxation rates.Numerical results are shown for some nonlinear problems such as the Korteweg-de Vires equation.Our method demonstrated the capability of accurately capturing soliton wave phenomena.
文摘In this paper, we investigate a third-order differential equation. Based on the averaging theory, we obtain sufficient conditions for the existence of periodic solutions to the equation.
文摘By means of continuation theorem of the coincidence degree theory, sufficient conditions are obtained for the existence of periodic solutions of a kind of third-order neutral delay functional differential equation with deviating arguments.
基金Supported by the National Natural Science Foundation of China(1 9971 0 2 6 )
文摘The sufficient condition for the existence of2 π- periodic solutions of the following third- order functional differential equations with variable coefficients a(t) x (t) +bx″2 k- 1(t) +cx′2 k- 1(t) + 2 k- 1 i=1 cixi(t) +g(x(t-τ) ) =p(t) =p(t+2π) is obtained.The approach is based on the abstract continuation theorem from Mawhin and the a- priori estimate of periodic solutions
基金supported by the National Natural Science Foundation of China (Grant No 10872037)the Natural Science Foundation of Anhui Province of China (Grant No 070416226)
文摘This paper extends Hojman's conservation law to the third-order differential equation. A new conserved quantity is constructed based on the Lie group of transformation generators of the equations of motion. The generators contain variations of the time and generalized coordinates. Two independent non-trivial conserved quantities of the third-order ordinary differential equation are obtained. A simple example is presented to illustrate the applications of the results.
文摘There are given sufficient conditions for the ultimate boundedness of solutions and for the existence of periodic solutions of a certain vector differential equation of third-order.
文摘Lyapunov direct method is employed to investigate the asymptotic behaviour and the boundedness of solutions to a certain third-order differential equation with delay and some new results are obtained. Our results improve and complement some earlier results. Two examples are given to illustrate the importance of the topic and the main results obtained.
文摘Boundary value problem; for third-order ordinary differential equations with turning points are studied as follows : epsilon gamma ' ' + f(x ; epsilon) gamma ' + g(x ; epsilon) gamma ' +h(x ; epsilon) gamma = 0 (- a < x < b, 0 epsilon 1), where f(x ; 0) has several multiple zero points in ( - n, b). the necessary conditions for exhibiting resonance is given, and the uniformly valid asymptotic solutions and the estimations of remainder terms are obtained.
基金supported partly by the National Natural Science Foundation of China(12171050,11871260)National Science Foundation of Guangdong Province(2018A030313508)。
文摘By looking at the situation when the coefficients Pj(z)(j=1,2,…,n-1)(or most of them) are exponential polynomials,we investigate the fact that all nontrivial solutions to higher order differential equations f((n))+Pn-1(z)f((n-1))+…+P0(z)f=0 are of infinite order.An exponential polynomial coefficient plays a key role in these results.
基金the National Natural Science Foundation of China(Grant Nos.71961022,11902163,12265020,and 12262024)the Natural Science Foundation of Inner Mongolia Autonomous Region of China(Grant Nos.2019BS01011 and 2022MS01003)+5 种基金2022 Inner Mongolia Autonomous Region Grassland Talents Project-Young Innovative and Entrepreneurial Talents(Mingjing Du)2022 Talent Development Foundation of Inner Mongolia Autonomous Region of China(Ming-Jing Du)the Young Talents of Science and Technology in Universities of Inner Mongolia Autonomous Region Program(Grant No.NJYT-20-B18)the Key Project of High-quality Economic Development Research Base of Yellow River Basin in 2022(Grant No.21HZD03)2022 Inner Mongolia Autonomous Region International Science and Technology Cooperation High-end Foreign Experts Introduction Project(Ge Kai)MOE(Ministry of Education in China)Humanities and Social Sciences Foundation(Grants No.20YJC860005).
文摘This paper is aimed at solving the nonlinear time-fractional partial differential equation with two small parameters arising from option pricing model in financial economics.The traditional reproducing kernel(RK)method which deals with this problem is very troublesome.This paper proposes a new method by adaptive multi-step piecewise interpolation reproducing kernel(AMPIRK)method for the first time.This method has three obvious advantages which are as follows.Firstly,the piecewise number is reduced.Secondly,the calculation accuracy is improved.Finally,the waste time caused by too many fragments is avoided.Then four numerical examples show that this new method has a higher precision and it is a more timesaving numerical method than the others.The research in this paper provides a powerful mathematical tool for solving time-fractional option pricing model which will play an important role in financial economics.
基金This work was supported by the DFG through HE 4858/4-1
文摘We extend LeVeque's wave propagation algorithm,a widely used finite volume method for hyperbolic partial differential equations,to a third-order accurate method.The resulting scheme shares main properties with the original method,i.e.,it is based on a wave decomposition at grid cell interfaces,it can be used to approximate hyperbolic problems in divergence form as well as in quasilinear form and limiting is introduced in the form of a wave limiter.
文摘<span style="font-family:Verdana;">In the present paper, we introduce a non-polynomial quadratic spline method for solving </span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">third-order</span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;"> boundary value problems. </span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">Third-order</span></span></span><span><span><span style="font-family:;" "=""><span style="font-family:Verdana;"> singularly perturbed boundary value problems occur frequently in many areas of applied sciences such as solid mechanics, quantum mechanics, chemical reactor </span><span style="font-family:Verdana;">theory, Newtonian fluid mechanics, optimal control, convection</span></span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">-</span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">diffusion</span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;"> processes, hydrodynamics, aerodynamics, etc. These problems have various important applications in fluid dynamics. The procedure involves a reduction of a </span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">third-order</span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;"> partial differential equation to a first</span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">-</span></span></span><span><span><span style="font-family:;" "=""><span style="font-family:Verdana;">order ordinary differential </span><span style="font-family:Verdana;">equation. Truncation errors are given. The unconditional stability of the method</span> <span style="font-family:Verdana;">is analysed by the Von-Neumann stability analysis. The developed method is </span><span style="font-family:Verdana;">tested with an illustrated example, and the results are compared with other methods from the literature, which shows the applicability and </span><span style="font-family:Verdana;">feasibility of </span><span style="font-family:Verdana;">the presented method. Furthermore, </span></span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">a </span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">graphical comparison between analyt</span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">ical and approximate solution</span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">s</span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;"> is also shown for the illustrated example.</span></span></span>