A Computational Technique for Solving Singularly Perturbed Delay Partial Differential Equations

In this work, a matrix method based on Laguerre series to solve singularly perturbed second order delay parabolic convection-diffusion and reaction-diffusion type problems involving boundary and initial conditions is introduced. The approximate solution of the problem is obtained by truncated Laguerre series. Moreover convergence analysis is introduced and stability is explained. Besides, a test case is given and the error analysis is considered by the different norms in order to show the applicability of the method.

Fitted Numerical Scheme for Solving Singularly Perturbed Parabolic Delay Partial Differential Equations

In this paper, exponentially fitted finite difference scheme is developed for solving singularly perturbed parabolic delay partial differential equations having small delay on the spatial variable. The term with the delay is approximated using Taylor series approximation. The resulting singularly perturbed parabolic partial differential equation is treated using im- plicit Euler method in the temporal discretization with exponentially fitted operator finite difference method in the spatial discretization. The parameter uniform convergence analysis has been carried out with the order of convergence one. Test examples and numerical results are considered to validate the theoretical analysis of the scheme.

On the Absolute Stable Difference Scheme for Third Order Delay Partial Differential Equations

The initial value problem for the third order delay differential equation in a Hilbert space with an unbounded operator is investigated. The absolute stable three-step difference scheme of a first order of accuracy is constructed and analyzed. This difference scheme is built on the Taylor’s decomposition method on three and two points. The theorem on the stability of the presented difference scheme is proven. In practice, stability estimates for the solutions of three-step difference schemes for different types of delay partial differential equations are obtained. Finally, in order to ensure the coincidence between experimental and theoretical results and to clarify how efficient the proposed scheme is, some numerical experiments are tested.

Controllability for impulsive neutral stochastic delay partial differential equations driven by fBm and Lévy noise

This paper aims to investigate the controllability for impulsive neutral stochastic delay partial differential equations (PDEs) driven by fractional Brownian motion (fBm) with Hurst index [Formula: see text] and Lévy noise in Hilbert spaces. By using a fixed point approach without imposing a severe compactness condition on the semigroup, a new set of sufficient conditions is derived. The results in this paper are generalization and continuation of the recent results on this issue. At the end, an application to the stochastic nonlinear heat equation with delays driven by a fBm and Lévy noise is given.

Numerical Gradient Schemes for Heat Equations Based on the Collocation Polynomial and Hermite Interpolation

As is well-known, the advantage of the high-order compact difference scheme (H-OCD) is that it is unconditionally stable and convergent on the order O ( τ 2 + h 4 ) (where τ is the time step size and h is the mesh size), under the maximum norm for a class of nonlinear delay partial differential equations with initial and Dirichlet boundary conditions. In this article, a new numerical gradient scheme based on the collocation polynomial and Hermite interpolation is presented. The convergence order of this kind of method is also O ( τ 2 + h 4 ) under the discrete maximum norm when the spatial step size is twice the one of H-OCD, which accelerates the computational process. In addition, some corresponding analyses are made and the Richardson extrapolation technique is also considered in the time direction. The results of numerical experiments are consistent with the theoretical analysis.