We present the finite difference/element method for a two-dimensional modified fractional diffusion equation. The analysis is carried out first for the time semi-discrete scheme, and then for the full discrete scheme. The time discretization is based on the L1-approximation for the fractional derivative terms and the second-order backward differentiation formula for the classical first order derivative term. We use finite element method for the spatial approximation in full discrete scheme. We show that both the semi-discrete and full discrete schemes are unconditionally stable and convergent. Moreover, the optimal convergence rate is obtained. Finally, some numerical examples are tested in the case of one and two space dimensions and the numerical results confirm our theoretical analysis.

In this paper, we propose a new two-level preconditioned C-G method which uses the quadratic smoothing and the linear correction in distorted but topo-logically structured grid. The CPU time of this method is less than that of the multigrid preconditioned C-G method (MGCG) using the quadratic element, but their accuracy is almost the same. Numerical experiments and eigenvalue analysis are given and the results show that the proposed two-level preconditioned method is efficient.

In this paper, we investigate the error estimates and superconvergence property of mixed finite element methods for elliptic optimal control problems. The state and co-state are approximated by the lowest order Raviart-Thomas mixed finite element spaces and the control variable is approximated by piecewise constant functions. We derive L2 and L∞-error estimates for the control variable. Moreover, using a recovery operator, we also derive some superconvergence results for the control variable. Finally, a numerical example is given to demonstrate the theoretical results.

In this paper, exact vibration frequencies of circular, annular and sector membranes with a radial power law density are presented for the first time. It is found that in general, the sequence of modes may not correspond to increasing az-imuthal mode number n. The normalized frequency increases with the absolute value of the power index |ν|. For a circular membrane, the fundamental frequency occurs at n = 0 where n is the number of nodal diameters. For an annular membrane, the frequency increases with respect to the inner radius b. When b is close to one, the width 1 – b is the dominant factor and the differences in frequencies are small. For a sector membrane, n – 1 is the number of internal radial nodes and the fundamental frequency occurs at n = 1. Increased opening angle β increases the frequency.

In this work, the improved (G′/G)-expansion method is proposed for constructing more general exact solutions of nonlinear evolution equation with the aid of symbolic computation. In order to illustrate the validity of the method we choose the RLW equation and SRLW equation. As a result, many new and more general exact solutions have been obtained for the equations. We will compare our solutions with those gained by the other authors.

Based on the theory of Lie group analysis, the full plastic torsion of rod with arbitrary shaped cross sections that consists in the equilibrium equation and the non-linear Saint Venant-Mises yield criterion is studied. Full symmetry group admitted by the equilibrium equation and the yield criterion is a finitely generated Lie group with ten parameters. Several subgroups of the full symmetry group are used to generate invariants and group invariant solutions. Moreover, physical explanations of each group invariant solution are discussed by all appropriate transformations. The methodology and solution techniques used belong to the analytical realm.

The digital image inpainting technology based on partial differential equations (PDEs) has become an intensive research topic over the last few years due to the mature theory and prolific numerical algorithms of PDEs. However, PDE based models are not effective when used to inpaint large missing areas of images, such as that produced by object removal. To overcome this problem, in this paper, a two-phase image inpainting method is proposed. First, some edges which cross the damaged regions are located and the missing parts of these edges are fitted by using the cubic spline interpolation. These fitted edges partition the damaged regions into some smaller damaged regions. Then these smaller regions may be inpainted by using classical PDE models. Experiment results show that the inpainting results by using the proposed method are better than those of BSCB model and TV model.

In this paper, operator splitting scheme for dynamic reservoir characterization by binary level set method is employed. For this problem, the absolute permeability of the two-phase porous medium flow can be simulated by the constrained augmented Lagrangian optimization method with well data and seismic time-lapse data. By transforming the constrained optimization problem in an unconstrained one, the saddle point problem can be solved by Uzawas algorithms with operator splitting scheme, which is based on the essence of binary level set method. Both the simple and complicated numerical examples demonstrate that the given algorithms are stable and efficient and the absolute permeability can be satisfactorily recovered.

A construction of multiple knot B-spline wavelets has been given in [C. K. Chui and E. Quak, Wavelet on a bounded interval, In: D. Braess and L. L. Schumaker, editors. Numerical methods of approximation theory. Basel: Birkhauser Verlag; (1992), pp. 57-76]. In this work, we first modify these wavelets to solve the elliptic (partially) Dirichlet boundary value problems by Galerkin and Petrov Galerkin methods. We generalize this construction to two dimensional case by Tensor product space. In addition, the solution of the system discretized by Galerkin method with modified multiple knot B-spline wavelets is discussed. We also consider a nonlinear partial differential equation for unsteady flows in an open channel called Saint-Venant. Since the solving of this problem by some methods such as finite difference and finite element produce unsuitable approximations specially in the ends of channel, it is solved by multiple knot B-spline wavelet method that yields a very well approximation. Finally, some numerical examples are given to support our theoretical results.

In this paper, we investigate the numerical performance of a family of P-stable two-step Maruyama schemes in mean-square sense for stochastic differential equations with time delay proposed in for a certain class of nonlinear stochastic delay differential equations with multiplicative white noises. We also test the convergence of one of the schemes for a time-delayed Burgers’ equation with an additive white noise. Numerical results show that this family of two-step Maruyama methods exhibit similar stability for nonlinear equations as that for linear equations.

In this paper, we consider the numerical stability of gravity-capillary waves generated by a localized pressure in water of finite depth based on the forced Korteweg-de Vries (FKdV) framework and the polynomial chaos. The stability studies are focused on the symmetric solitary wave for the subcritical flow with the Bond number greater than one third. When its steady symmetric solitary-wave-like solutions are randomly perturbed, the evolutions of some waves show stability in time regardless of the randomness while other waves produce unstable fluctuations. By representing the perturbation with a random variable, the governing FKdV equation is interpreted as a stochastic equation. The polynomial chaos expansion of the random solution has been used for the study of stability in two ways. First it allows us to identify the stable solution of the stochastic governing equation. Secondly it is used to construct upper and lower bounding surfaces for unstable solutions, which encompass the fluctuations of waves.

In this paper, a new numerical algorithm for solving the time fractional Fokker-Planck equation is proposed. The analysis of local truncation error and the stability of this method are investigated. Theoretical analysis and numerical experiments show that the proposed method has higher order of accuracy for solving the time fractional Fokker-Planck equation.