Numerical algorithms for time-fractional subdiffusion equation with second-order accuracy

This article aims to fill in the gap of the second-order accurate schemes for the time-fractional subdiffusion equation with unconditional stability. Two fully discrete schemes are first proposed for the time-fractional subdiffusion equation with space discretized by finite element and time discretized by the fractional linear multistep methods. These two methods are unconditionally stable with maximum global convergence order of $O(\tau+h^{r+1})$ in the $L^2$ norm, where $\tau$ and $h$ are the step sizes in time and space, respectively, and $r$ is the degree of the piecewise polynomial space. The average convergence rates for the two methods in time are also investigated, which shows that the average convergence rates of the two methods are $O(\tau^{1.5}+h^{r+1})$. Furthermore, two improved algorithms are constrcted, they are also unconditionally stable and convergent of order $O(\tau^2+h^{r+1})$. Numerical examples are provided to verify the theoretical analysis. The comparisons between the present algorithms and the existing ones are included, which show that our numerical algorithms exhibit better performances than the known ones.

A fast semi-implicit difference method for a nonlinear two-sided space-fractional diffusion equation with variable diffusivity coefficients

In this paper, we derive a new nonlinear two-sided space-fractional diffusion equation with variable coefficients from the fractional Fick’s law. A semi-implicit difference method (SIDM) for this equation is proposed. The stability and convergence of the SIDM are discussed. For the implementation, we develop a fast accurate iterative method for the SIDM by decomposing the dense coefficient matrix into a combination of Toeplitz-like matrices. This fast iterative method significantly reduces the storage requirement of O(n2)O(n2) and computational cost of O(n3)O(n3) down to n and O(nlogn)O(nlogn), where n is the number of grid points. The method retains the same accuracy as the underlying SIDM solved with Gaussian elimination. Finally, some numerical results are shown to verify the accuracy and efficiency of the new method.

Stochastic differential games with multiple modes

We have studied two person stochastic differential games with multiple modes. For the zero-sum game we have established the existence of optimal strategies for both players. For the nonzero-sum case we have proved the existence of a Nash equilibrium.

Solution of singular integral equations with logarithmic and Cauchy kernels

A direct method of solution is presented for singular integral equations of the first kind, involving the combination of a logarithmic and a Cauchy type singularity. Two typical cages are considered, in one of which the range of integration is a Single finite interval and, in the other, the range of integration is a union of disjoint finite intervals. More such general equations associated with a finite number (greater than two) of finite, disjoint, intervals can also be handled by the technique employed here.

Unsteady Attachment Line Flow On A Flat-Plate With Attached Cylinder

The unsteady laminar incompressible boundary-layer attachment-line flow on a flat plate with attached cylinder with heat and mass transfer has been studied when the free stream velocity, mass transfer and surface wall temperature vary arbitrarily with time. The governing partial differential equations with three independent variables have been solved numerically using an implicit finite-difference scheme. The heat transfer was found to be strongly dependent on the Prandtl number, variation of wall temperature with time and dissipation parameter (for large times). However, the free stream velocity distribution and mass transfer affect both the heat transfer and skin friction.

Estimating equations with nonignorably missing response data

Troxel, Lipsitz, and Brennan (1997, Biometrics 53, 857-869) considered parameter estimation from survey data with nonignorable nonresponse and proposed weighted estimating equations to remove the biases in the complete-case analysis that ignores missing observations. This paper suggests two alternative modifications for unbiased estimation of regression parameters when a binary outcome is potentially observed at successive time points. The weighting approach of Robins, Rotnitzky, and Zhao (1995, Journal of the American Statistical Association 90, 106-121) is also modified to obtain unbiased estimating functions. The suggested estimating functions are unbiased only when the missingness probability is correctly specified, and misspecification of the missingness model will result in biases in the estimates. Simulation studies are carried out to assess the performance of different methods when the covariate is binary or normal. For the simulation models used, the relative efficiency of the two new methods to the weighting methods is about 3.0 for the slope parameter and about 2.0 for the intercept parameter when the covariate is continuous and the missingness probability is correctly specified. All methods produce substantial biases in the estimates when the missingness model is misspecified or underspecified. Analysis of data from a medical survey illustrates the use and possible differences of these estimating functions.

A multi-microprocessor architecture for solving partial differential equations

This paper presents the architecture of a fault-tolerant, special-purpose multi-microprocessor system for solving Partial Differential Equations (PDEs). The modular nature of the architecture allows the use of hundreds of Processing Elements (PEs) for high throughput. Its performance is evaluated by both analytical and simulation methods. The results indicate that the system can achieve high operation rates and is not sensitive to inter-processor communication delay.

Vibrations of a Beam in Variable Contact With a Flat Surface

We study small vibrations of cantilever beams contacting a rigid surface. We study two cases: the first is a beam that sags onto the ground due to gravity, and the second is a beam that sticks to the ground through reversible adhesion. In both cases, the noncontacting length varies dynamically. We first obtain the governing equations and boundary conditions, including a transversality condition involving an end moment, using Hamilton's principle. Rescaling the variable length to a constant value, we obtain partial differential equations with time varying coefficients, which, upon linearization, give the natural frequencies of vibration. The natural frequencies for the first case (gravity without adhesion) match that of a clamped-clamped beam of the same nominal length; frequencies for the second case, however, show no such match. We develop simple, if atypical, single degree of freedom approximations for the first modes of these two systems, which provide insights into the role of the static deflection profile, as well as the end moment condition, in determining the first natural frequencies of these systems. Finally, we consider small transverse sinusoidal forcing of the first case and find that the governing equation contains both parametric and external forcing terms. For forcing at resonance, w find that either the internal or the external forcing may dominate.

Unsteady three-dimensional boundary layer flow over a flat plate with attached cylinder

The unsteady laminar incompressible three-dimensional boundary layer flow and heat transfer on a flat plate with an attached cylinder have been studied when the free stream velocity components and wall temperature vary inversely as linear and quadratic functions of time, respectively. The governing semisimilar partial differential equations with three independent variables have been solved numerically using a quasilinear finite-difference scheme. The results indicate that the skin friction increases with parameter λ which characterizes the unsteadiness in the free stream velocity and the streamwise distance Image , but the heat transfer decreases. However, the skin friction and heat transfer are found to change little along Image . The effect of the Prandtl number on the heat transfer is found to be more pronounced when λ is small, whereas the effect of the dissipation parameter is more pronounced when λ is comparatively large.

Oscillation criteria for differential equations of second order

In this article, we give sufficient condition in the form of integral inequalities to establish the oscillatory nature of non linear homogeneous differential equations of the form where r, q, p, f and g are given data. We do this by separating the two cases f is monotonous and non monotonous.

Inverse Problem for Fractional Brownian Motion with Discrete Data

The problem of recovering information from measurement data has already been studied for a long time. In the beginning, the methods were mostly empirical, but already towards the end of the sixties Backus and Gilbert started the development of mathematical methods for the interpretation of geophysical data. The problem of recovering information about a physical phenomenon from measurement data is an inverse problem. Throughout this work, the statistical inversion method is used to obtain a solution. Assuming that the measurement vector is a realization of fractional Brownian motion, the goal is to retrieve the amplitude and the Hurst parameter. We prove that under some conditions, the solution of the discretized problem coincides with the solution of the corresponding continuous problem as the number of observations tends to infinity. The measurement data is usually noisy, and we assume the data to be the sum of two vectors: the trend and the noise. Both vectors are supposed to be realizations of fractional Brownian motions, and the goal is to retrieve their parameters using the statistical inversion method. We prove a partial uniqueness of the solution. Moreover, with the support of numerical simulations, we show that in certain cases the solution is reliable and the reconstruction of the trend vector is quite accurate.