Difference equations associated with fully nonlinear boundary value problems for second order ordinary differential equations

We study the continuous problem y"=f(x,y,y'), xc[0,1], 0=G((y(0),y(1)),(y'(0), y'(1))), and its discrete approximation (y(k+1)-2y(k)+y(k-1))/h(2) =f(t(k), y(k), v(k)), k = 1,..., n-1, 0 = G((y(0), y(n)), (v(1), v(n))), where f and G = (g(0), g(1)) are continuous and fully nonlinear, h = 1/n, v(k) = (y(k) - y(k-1))/h, for k =1,..., n, and t(k) = kh, for k = 0,...,n. We assume there exist strict lower and strict upper solutions and impose additional conditions on f and G which are known to yield a priori bounds on, and to guarantee the existence of solutions of the continuous problem. We show that the discrete approximation also has solutions which approximate solutions of the continuous problem and converge to the solution of the continuous problem when it is unique, as the grid size goes to 0. Homotopy methods can be used to compute the solution of the discrete approximation. Our results were motivated by those of Gaines.

Supersymmetric t-J Gaudin models and KZ equations

Supersymmetric t-J Gaudin models with open boundary conditions are investigated by means of the algebraic Bethe ansatz method. Off-shell Bethe ansatz equations of the boundary Gaudin systems are derived, and used to construct and solve the KZ equations associated with sl (2\1)((1)) superalgebra.

Predictor-corrector methods of Runge-Kutta type for stochastic differential equations

In this paper we construct predictor-corrector (PC) methods based on the trivial predictor and stochastic implicit Runge-Kutta (RK) correctors for solving stochastic differential equations. Using the colored rooted tree theory and stochastic B-series, the order condition theorem is derived for constructing stochastic RK methods based on PC implementations. We also present detailed order conditions of the PC methods using stochastic implicit RK correctors with strong global order 1.0 and 1.5. A two-stage implicit RK method with strong global order 1.0 and a four-stage implicit RK method with strong global order 1.5 used as the correctors are constructed in this paper. The mean-square stability properties and numerical results of the PC methods based on these two implicit RK correctors are reported.

A variable stepsize implementation for stochastic differential equations

Stochastic differential equations (SDEs) arise from physical systems where the parameters describing the system can only be estimated or are subject to noise. Much work has been done recently on developing higher order Runge-Kutta methods for solving SDEs numerically. Fixed stepsize implementations of numerical methods have limitations when, for example, the SDE being solved is stiff as this forces the stepsize to be very small. This paper presents a completely general variable stepsize implementation of an embedded Runge Kutta pair for solving SDEs numerically; in this implementation, there is no restriction on the value used for the stepsize, and it is demonstrated that the integration remains on the correct Brownian path.

Difference equations in Banach spaces

Difference equations which discretely approximate boundary value problems for second-order ordinary differential equations are analysed. It is well known that the existence of solutions to the continuous problem does not necessarily imply existence of solutions to the discrete problem and, even if solutions to the discrete problem are guaranteed, they may be unrelated and inapplicable to the continuous problem. Analogues to theorems for the continuous problem regarding a priori bounds and existence of solutions are formulated for the discrete problem. Solutions to the discrete problem are shown to converge to solutions of the continuous problem in an aggregate sense. An example which arises in the study of the finite deflections of an elastic string under a transverse load is investigated. The earlier results are applied to show the existence of a solution; the sufficient estimates on the step size are presented. (C) 2003 Elsevier Science Ltd. All rights reserved.

Selecting methods to solve multi-well master equations

There are several competing methods commonly used to solve energy grained master equations describing gas-phase reactive systems. When it comes to selecting an appropriate method for any particular problem, there is little guidance in the literature. In this paper we directly compare several variants of spectral and numerical integration methods from the point of view of computer time required to calculate the solution and the range of temperature and pressure conditions under which the methods are successful. The test case used in the comparison is an important reaction in combustion chemistry and incorporates reversible and irreversible bimolecular reaction steps as well as isomerizations between multiple unimolecular species. While the numerical integration of the ODE with a stiff ODE integrator is not the fastest method overall, it is the fastest method applicable to all conditions.

An approach to verifying and debugging simulation models governed by ordinary differential equations: Part 1. Methodology for residual generation

For dynamic simulations to be credible, verification of the computer code must be an integral part of the modelling process. This two-part paper describes a novel approach to verification through program testing and debugging. In Part 1, a methodology is presented for detecting and isolating coding errors using back-to-back testing. Residuals are generated by comparing the output of two independent implementations, in response to identical inputs. The key feature of the methodology is that a specially modified observer is created using one of the implementations, so as to impose an error-dependent structure on these residuals. Each error can be associated with a fixed and known subspace, permitting errors to be isolated to specific equations in the code. It is shown that the geometric properties extend to multiple errors in either one of the two implementations. Copyright (C) 2003 John Wiley Sons, Ltd.

An approach to verifying and debugging simulation models governed by ordinary differential equations: Part 2. Residuals analysis and a case study

In Part 1 of this paper a methodology for back-to-back testing of simulation software was described. Residuals with error-dependent geometric properties were generated. A set of potential coding errors was enumerated, along with a corresponding set of feature matrices, which describe the geometric properties imposed on the residuals by each of the errors. In this part of the paper, an algorithm is developed to isolate the coding errors present by analysing the residuals. A set of errors is isolated when the subspace spanned by their combined feature matrices corresponds to that of the residuals. Individual feature matrices are compared to the residuals and classified as 'definite', 'possible' or 'impossible'. The status of 'possible' errors is resolved using a dynamic subset testing algorithm. To demonstrate and validate the testing methodology presented in Part 1 and the isolation algorithm presented in Part 2, a case study is presented using a model for biological wastewater treatment. Both single and simultaneous errors that are deliberately introduced into the simulation code are correctly detected and isolated. Copyright (C) 2003 John Wiley Sons, Ltd.

A new wavelet-based adaptive method for solving population balance equations

A new wavelet-based adaptive framework for solving population balance equations (PBEs) is proposed in this work. The technique is general, powerful and efficient without the need for prior assumptions about the characteristics of the processes. Because there are steeply varying number densities across a size range, a new strategy is developed to select the optimal order of resolution and the collocation points based on an interpolating wavelet transform (IWT). The proposed technique has been tested for size-independent agglomeration, agglomeration with a linear summation kernel and agglomeration with a nonlinear kernel. In all cases, the predicted and analytical particle size distributions (PSDs) are in excellent agreement. Further work on the solution of the general population balance equations with nucleation, growth and agglomeration and the solution of steady-state population balance equations will be presented in this framework. (C) 2002 Elsevier Science B.V. All rights reserved.

A class of singular first order differential equations with applications in reaction-diffusion

Agências Financiadoras: FCT e MIUR

Systems of Navier-Stokes equations on cantor sets

We present systems of Navier-Stokes equations on Cantor sets, which are described by the local fractional vector calculus. It is shown that the results for Navier-Stokes equations in a fractal bounded domain are efficient and accurate for describing fluid flow in fractal media.

Controllability results for impulsive mixed type functional integro-differential evolution equations with nonlocal conditions

In this paper, we establish the controllability for a class of abstract impulsive mixed-type functional integro-differential equations with finite delay in a Banach space. Some sufficient conditions for controllability are obtained by using the Mönch fixed point theorem via measures of noncompactness and semigroup theory. Particularly, we do not assume the compactness of the evolution system. An example is given to illustrate the effectiveness of our results.

Combined mutation differential evolution to solve systems of nonlinear equations

This paper presents a differential evolution heuristic to compute a solution of a system of nonlinear equations through the global optimization of an appropriate merit function. Three different mutation strategies are combined to generate mutant points. Preliminary numerical results show the effectiveness of the presented heuristic.