A Finite Difference formula of Explicit Type for Pure Initial Value Problem of Heat Equation

Author(s):  
Dhruti B. Joshi ◽  
A. K. Desai
Author(s):  
W. D. Collins

SynopsisDual extremum principles characterising the solution of initial value problems for the heat equation are obtained by imbedding the problem in a two-point boundary-value problem for a system in which the original equation is coupled with its adjoint. Bounds on quantities of interest in the original initial value problem are obtained. Such principles are examples of ones which can be obtained for a general class of linear operators on a Hilbert space.


2021 ◽  
Vol 26 (4) ◽  
pp. 66
Author(s):  
Dominic Clemence-Mkhope ◽  
Belinda Clemence-Mkhope

A method recently advanced as the conformable Euler method (CEM) for the finite difference discretization of fractional initial value problem Dtαyt = ft;yt, yt0 = y0, a≤t≤b, and used to describe hyperchaos in a financial market model, is shown to be valid only for α=1. The property of the conformable fractional derivative (CFD) used to show this limitation of the method is used, together with the integer definition of the derivative, to derive a modified conformable Euler method for the initial value problem considered. A method of constructing generalized derivatives from the solution of the non-integer relaxation equation is used to motivate an alternate definition of the CFD and justify alternative generalizations of the Euler method to the CFD. The conformable relaxation equation is used in numerical experiments to assess the performance of the CEM in comparison to that of the alternative methods.


2019 ◽  
Vol 26 (1/2) ◽  
pp. 127-152
Author(s):  
Tarek Saanouni

The initial value problem for a semi-linear high-order heat equation is investigated. In the focusing case, global well-posedness and exponential decay are obtained. In the focusing sign, global and non global existence of solutions are discussed via the potential well method.


2007 ◽  
Vol 14 (4) ◽  
pp. 793-805
Author(s):  
Piotr Zwierkowski

Abstract We consider a generalized von Foerster equation in one dimensional spatial variable and construct finite difference schemes for the initial value problem. The stability of finite difference schemes on irregular meshes generated by characteristics is studied.


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