Analytic and numerical solution of coupled implicit semi-infinite diffusion problems

This paper deals with singular coupled implicit semi-infinite mixed diffusion problems. By application of the sine Fourier transform, existence conditions and an analytic closed form solution is first obtained. Given an admissible error and a rectangular bounded closed domain, analytic-numerical approximations whose error with respect to the exact solution is less than the admissible error in the bounded domain are constructed. An algorithm and an illustrative example are included.     

Analytic-numerical solutions with a priori error bounds for time-dependent mixed partial differential problems

The aim of this paper is double. First, we point out that the hypothesis D(t₁)D(t₂) = D(t₂)D(t₁) imposed in [1] can be removed. Second, a constructive method for obtaining analytic-numerical solutions with a prefixed accuracy in a bounded domain Ω(t₀,t₁) = [0,p] × [t₀,t₁], for mixed problems of the type u_t(x,t) − D(t)u_xx(x,t) = 0, 0 < x < p, t> 0, subject to u(0,t) = u(p,t) = 0 and u(x,0) = F(x) is proposed. Here, u(x,t) and F(x) are r-component vectors, D(t) is a C^{r × r} valued analytic function and there exists a positive number δ such that every eigenvalue z of (1/2) (D(t) + D(t)^H) is bigger than δ. An illustrative example is included.     

Stable discrete solution of coupled singular mixed partial differential problems

This paper deals with the construction of stable discrete numerical solutions of strongly coupled singular diffusion mixed partial differential problems. After discretization, using a matrix difference scheme, the resulting coupled mixed partial difference problem is treated using a discrete separation of variables method which avoids solving algebraic systems. Existence, stability of solutions, its construction, algorithm and example are given.     

A discontinuous finite difference streamline diffusion method for time-dependent hyperbolic problems

In this article, a new finite element method, discontinuous finite difference streamline diffusion method (DFDSD), is constructed and studied for first-order linear hyperbolic problems. This method combines the benefit of the discontinuous Galerkin method and the streamline diffusion finite element method. Two fully discrete DFDSD schemes (Euler DFDSD and Crank–Nicolson (CN) DFDSD) are constructed by making use of the difference discrete method for time variables and the discontinuous streamline diffusion method for space variables. The stability and optimal L² norm error estimates are established for the constructed schemes. This method makes contributions to the discontinuous methods. Finally, a numerical example is provided to show the benefit of high efficiency and simple implementation of the schemes.     

Higher order dispersive and dissipative hybrid method for the numerical solution of oscillatory problems

In this paper, an improved explicit two-step hybrid method with fifth algebraic order is derived. The new method possesses dispersion of order 10 and dissipation of order seven, which is first of its kind in the literature. Numerical experiment reveals the superiority of the new method for solving oscillatory or periodic problems over several methods of the same algebraic order.     

A composite numerical scheme for the numerical simulation of coupled Burgers’ equation

In this work, a composite numerical scheme based on finite difference and Haar wavelets is proposed to solve time dependent coupled Burgers’ equation with appropriate initial and boundary conditions. Time derivative is discretized by forward difference and then quasilinearization technique is used to linearize the coupled Burgers’ equation. Space derivatives discretization with Haar wavelets leads to a system of linear equations and is solved using Matlab7.0. Convergence analysis of proposed scheme exhibits that the error bound is inversely proportional to the resolution level of the Haar wavelet. Finally, the adaptability of proposed scheme is demonstrated by numerical experiments and shows that the present composite scheme offers better accuracy in comparison with other existing numerical methods.     

Efficient difference scheme for numerical solution of a convective diffusion problem

Problems of modeling of atmospheric circulation are investigated. A new method for solution of a one-dimensional nonstationary inhomogeneous initial-boundary-value problem of convective diffusion is considered. The problem is solved using a new unconditionally stable and efficient difference scheme. The results of a theoretical analysis of the scheme are presented. __________ Translated from Kibernetika i Sistemnyi Analiz, No. 3, pp. 64–74, May–June 2007. An erratum to this article is available at .     

The numerical solution of some elliptic problems with nonlinear discontinuities using exact regularization

We illustrate with numerical experiments the behavior of certain algorithms based on exact regularization. First, we consider an elliptic PDE with a nonlinear discontinuity. Then, we deal with a semilinear elliptic problem which can be used to model the equilibrium of a confined plasma.     

On the solution of coupled Stokes/Darcy model with Beavers–Joseph interface condition

In this paper, we first get the uniqueness result of the possible solution to the steady-state coupled Stokes/Darcy model with Beavers–Joseph interface condition for any physical parameters, especially for any $\alpha >0$. Then we show the existence of solutions for any $\alpha >0$ by using Galerkin method. Furthermore, we analyze the error of the corresponding coupled finite element scheme and derive the optimal error estimates.     

A dissipative exponentially-fitted method for the numerical solution of the Schrödinger equation and related problems

In this paper a dissipative exponentially-fitted method for the numerical integration of the Schrödinger equation and related problems is developed. The method is called dissipative since is a nonsymmetric multistep method. An application to the the resonance problem of the radial Schrödinger equation and to other well known related problems indicates that the new method is more efficient than the corresponding classical dissipative method and other well known methods. Based on the new method and the method of Raptis and Cash a new variable-step method is obtained. The application of the new variable-step method to the coupled differential equations arising from the Schrödinger equation indicates the power of the new approach.     

Uniqueness and numerical scheme for the Robin coefficient identification of the time-fractional diffusion equation

We study an inverse problem of determining the Robin coefficient of fractional diffusion equation from a nonlocal boundary condition. Based on the property of Caputo fractional derivative, the uniqueness is proved. The numerical schemes for the direct problem and the inverse problem are developed. Three examples are given to show the effectiveness of the presented methods.     

Upper solution bounds of the continuous and discrete coupled algebraic Riccati equations

In this paper, we propose upper bounds for the sum of the maximal eigenvalues of the solutions of the continuous coupled algebraic Riccati equation (CCARE) and the discrete coupled algebraic Riccati equation (DCARE), which are then used to infer upper bounds for the maximal eigenvalues of the solutions of each Riccati equation. By utilizing the upper bounds for the maximal eigenvalues of each equation, we then derive upper matrix bounds for the solutions of the CCARE and DCARE. Following the development of each bound, an iterative algorithm is proposed which can be used to derive tighter upper matrix bounds. Finally, we give numerical examples to demonstrate the effectiveness of the proposed results, making comparisons with existing results.     

On the numerical solution of space–time fractional diffusion models

A flexible numerical scheme for the discretization of the space–time fractional diffusion equation is presented. The model solution is discretized in time with a pseudo-spectral expansion of Mittag–Leffler functions. For the space discretization, the proposed scheme can accommodate either low-order finite-difference and finite-element discretizations or high-order pseudo-spectral discretizations. A number of examples of numerical solutions of the space–time fractional diffusion equation are presented with various combinations of the time and space derivatives. The proposed numerical scheme is shown to be both efficient and flexible.     

Superconvergence of least-squares methods for a coupled system of elliptic equations

We present a numerical method for solving a coupled system of elliptic partial differential equations (PDEs). Our method is based on the least-squares (LS) approach. We develop ellipticity estimates and error bounds for the method. The main idea of the error estimates is the establishment of supercloseness of the LS solutions, and solutions of the mixed finite element methods and Ritz projections. Using the supercloseness property, we obtain $L_2$-norm error estimates, and the error estimates for each quantity of interest show different convergence behaviors depending on the choice of the approximation spaces. Moreover, we present maximum norm error estimates and construct asymptotically exact a posteriori error estimators under mild conditions. Application to optimal control problems is briefly considered.     

On the numerical solution of initial value problems for nonlinear trapezoidal formulas with different types

In this paper, the local truncation errors of the trapezoidal formulas such as arithmetic mean (AM), geometric mean (GM), heronian mean (HeM), harmonic mean (HaM), contraharmonic mean (CoM), root mean square (RMS), logarithmic mean (LM) and centroidal mean (CeM) are investigated and the stability analysis of these formulas are found. Finally, it is applied to various initial value problems.     

A semi-discrete tailored finite point method for a class of anisotropic diffusion problems

This work proposes a tailored finite point method (TFPM) for the numerical solution of an anisotropic diffusion problem, which has much smaller diffusion coefficient along one direction than the other on a rectangular domain. The paper includes analysis on the differentiability of the solution to the given problem under some compatibility conditions. It has detailed derivation for a semi-discrete TFPM for the given problem. This work also proves a uniform error estimate on the approximate solution. Numerical results show that the TFPM is accurate as well as efficient for the strongly anisotropic diffusion problem. Examples include those that do not satisfy compatibility and regularity conditions. For the incompatible problems, numerical experiments indicate that the method proposed can still offer good numerical approximations.     

Finite-difference technique based on exponential splines for the solution of obstacle problems

In this paper, we introduce a new technique based on cubic exponential spline functions for computing approximations to the solution of a system of fourth-order boundary value problems associated with obstacle, unilateral and contact problems. It is shown that the present method is of order two and four and gives approximations which are better than those produced by other collocation, finite difference and spline methods. Numerical evidence is presented to illustrate the applicability of the new methods.     

Matrix bounds of the discrete ARE solution

This paper provides new lower and upper matrix bounds of the solution to the discrete algebraic Riccati equation. The lower bound always works if the solution exists. The upper bounds are presented in terms of the solution of the discrete Lyapunov equation and its upper matrix bound. The upper bounds are always calculated if the solution of the Lyapunov equation exists. A numerical example shows that the new bounds are tighter than previous results in many cases.     

Stability of diffusion stochastic functional differential equations with Markov parameters

The paper justifies the second Lyapunov method for diffusion stochastic functional differential equations with Markov parameters, which generalize stochastic diffusion equations without aftereffect. Analogs of Lyapunov stability theorems, which generalize the results for systems with finite aftereffect, are proved. __________ Translated from Kibernetika i Sistemnyi Analiz, No. 1, pp. 74–88, January–February 2008.