Some efficient numerical schemes are proposed to solve one-dimensional and two-dimensional multi-term time fractional diffusion-wave equation, by combining the compact difference approach for the spatial discretisation and an L1 approximation for the multi-term time Caputo fractional derivatives. The unconditional stability and global convergence of these schemes are proved rigorously, and several applications testify to their efficiency and confirm the orders of convergence.

The h-p version of the continuous Petrov-Galerkin time stepping method is analyzed for nonlinear initial value problems. An L∞-error bound explicit with respect to the local discretization and regularity parameters is derived. Numerical examples are provided to illustrate the theoretical results.

Variational principles are derived in order to facilitate the investigation of the vibrations and stability of single and double-walled carbon nanotubes conveying a fluid, from a linear time-dependent partial differential equation governing their displacements. The nonlocal elastic theory of Euler-Bernoulli beams takes small-scale effects into account. Hamilton’s principle is obtained for double-walled nano-tubes conveying a fluid. The natural and geometric boundary conditions identified are seen to be coupled and time-dependent due to nonlocal effects.

An exact self-similar solution is used to investigate current sheet formation at a magnetic neutral line in incompressible Hall magnetohydrodynamics. The collapse to a current sheet is modelled as a finite-time singularity in the solution for electric current density at the neutral line. We establish that a finite-time collapse to the current sheet can occur in Hall magnetohydrodynamics, and we find a criterion for the finite-time singularity in terms of the initial conditions. We derive an asymptotic solution for the singularity formation and a formula for the singularity formation time. The analytical results are illustrated by numerical solutions, and we also investigate an alternative similarity reduction. Finally, we generalise our solution to incorporate resistive, viscous and electron inertia terms.

A finite difference scheme for the one-dimensional space fractional diffusion equation is presented and analysed. The scheme is constructed by modifying the shifted Grünwald approximation to the spatial fractional derivative and using an asymmetric discretisation technique. By calculating the unknowns in differential nodal point sequences at the odd and even time levels, the discrete solution of the scheme can be obtained explicitly. We prove that the scheme is uniformly stable. The error between the discrete solution and the analytical solution in the discrete l2 norm is optimal in some cases. Numerical results for several examples are consistent with the theoretical analysis.

We consider eigenvalue perturbation bounds for Hermitian matrices, which are associated with problems arising in various computational science and engineering applications. New bounds are discussed that are sharper than some existing ones, including the well-known Weyl bound. Two numerical examples are investigated, to illustrate our theoretical presentation.

A mathematical model to price convertible bonds involving mixed fractional Brownian motion with jumps is presented. We obtain a general pricing formula using the risk neutral pricing principle and quasi-conditional expectation. The sensitivity of the price to changing various parameters is discussed. Theoretical prices from our jump mixed fractional Brownian motion model are compared with the prices predicted by traditional models. An empirical study shows that our new model is more acceptable.

Conjugate symplectic eigenvalue problems arise in solving discrete linear-quadratic optimal control problems and discrete algebraic Riccati equations. In this article, backward errors of approximate pairs of conjugate symplectic matrices are obtained from their properties. Several numerical examples are given to illustrate the results.

We numerically study a thermal-diffusive model for smouldering combustion under microgravity with convective heat losses. In accordance with previous experimental observations, it is well known that porous materials burning against a gaseous oxidiser under microgravity exhibit various finger-like char patterns due to the destabilising effect of oxidiser transport. There is a close resemblance between the pattern-forming dynamics observed in the experiments with the mechanism of thermal-diffusive instability, similar to that occurring in low Lewis number premixtures. At large values of the Lewis number, the finger-like pattern coalesces and propagates as a stable front reminiscent of the pattern behaviour at large Péclet numbers in diffusion-limited systems. The significance of the order of the chemical kinetics for the coexistence of both upstream and downstream smoulder waves is also considered.

A weakly over-penalized symmetric interior penalty method is applied to solve elliptic eigenvalue problems. We derive a posteriori error estimator of residual type, which proves to be both reliable and efficient in the energy norm. Some numerical tests are provided to confirm our theoretical analysis.

Synchronisation is one of the most interesting collective motions observed in large-scale complex networks of interacting dynamical systems. We consider global synchronisation for networks of nonlinearly coupled identical cells with time delays, using an approach where the synchronisation problem is converted to solving an homogeneous linear system. This approach is extended to fit networks under more general coupling topologies, and we derive four delay-dependent and delay-independent criteria that ensure the coupled dynamical network is globally synchronised. Some examples show that the four criteria are not mutually inclusive, and numerical simulations also demonstrate our theoretical results.

An efficient numerical method is proposed for the valuation of American options via the Black-Scholes variational inequality. A far field boundary condition is employed to truncate the unbounded domain problem to produce the bounded domain problem with the associated variational inequality, to which our finite element method is applied. We prove that the matrix involved in the finite element method is symmetric and positive definite, and solve the discretized variational inequality by the projection and contraction method. Numerical experiments are conducted that demonstrate the superior performance of our method, in comparison with earlier methods.

A reduced-order model for distributed feedback control of the Benjamin-Bona-Mahony-Burgers (BBMB) equation is discussed. To retain more information in our model, we first calculate the functional gain in the full-order case, and then invoke the proper orthogonal decomposition (POD) method to design a low-order controller and thereby reduce the order of the model. Numerical experiments demonstrate that a solution of the reduced-order model performs well in comparison with a solution for the full-order description.

Much attention has been given to constructing Lie and Lie superalgebra for integrable systems in soliton theory, which often have significant scientific applications. However, this has mostly been confined to (1+1)-dimensional integrable systems, and there has been very little work on (2+1)-dimensional integrable systems. In this article, we construct a class of generalised Lie superalgebra that differs from more common Lie superalgebra to generate a (2+1)-dimensional super modified Korteweg-de Vries (mKdV) hierarchy, via a generalised Tu scheme based on the Lax pair method where the Hamiltonian structure derives from a generalised supertrace identity. We also obtain some solutions of the (2+1)-dimensional mKdV equation using the G′/G2 method.

An inverse diffraction problem is considered. Both classical Tikhonov regularisation and a slow-evolution-from-the-continuation-boundary (SECB) method are used to solve the ill-posed problem. Regularisation error estimates for the two methods are compared, and the SECB method is seen to be an improvement on the classical Tikhonov method. Two numerical examples demonstrate their feasibility and efficiency.

We consider a theoretical model for the spread of avian influenza in a poultry population. An avian influenza epidemic model incorporating spatial spread as a diffusive process is discussed, where the infected individuals are restricted from moving to prevent spatial transmission but infection occurs when susceptible individuals come into contact with infected individuals or the virus is contracted from the contaminated environment (e.g. through water or food). The infection is assumed to spread radially and isotropically. After a stability and phase plane analysis of the equivalent system of ordinary differential equations, it is shown that an analytical solution can be obtained in the form of a travelling wave. We outline the methodology for finding such analytical solutions using a travelling wave coordinate when the wave is assumed to move at constant speed. Numerical simulations also produce the travelling wave solution, and a comparison is made with some predictions based on empirical data reported in the literature.

The Yang-Baxter-like matrix equation AXA = XAX is reconsidered, where A is any complex square matrix. A collection of spectral solutions for the unknown square matrix X were previously found. When A is diagonalisable, by applying the mean ergodic theorem we propose numerical methods to calculate those solutions.

The inverse problem of identifying the time-independent source term and initial value simultaneously for a time-fractional diffusion equation is investigated. This inverse problem is reformulated into an operator equation based on the Fourier method. Under a certain smoothness assumption, conditional stability is established. A standard Tikhonov regularisation method is proposed to solve the inverse problem. Furthermore, the convergence rate is given for an a priori and a posteriori regularisation parameter choice rule, respectively. Several numerical examples, including one-dimensional and two-dimensional cases, show the efficiency of our proposed method.

The shift-and-invert Arnoldi method is a most effective approach to compute a few eigenpairs of a large non-Hermitian Toeplitz matrix pencil, where the Gohberg-Semencul formula can be used to obtain the Toeplitz inverse. However, two large non-Hermitian Toeplitz systems must be solved in the first step of this method, and the cost becomes prohibitive if the desired accuracy for this step is high — especially for some ill-conditioned problems. To overcome this difficulty, we establish a relationship between the errors in solving these systems and the residual of the Toeplitz eigenproblem. We consequently present a practical stopping criterion for their numerical solution, and propose an inexact shift-and-invert Arnoldi algorithm for the generalised Toeplitz eigenproblem. Numerical experiments illustrate our theoretical results and demonstrate the efficiency of the new algorithm.

Image registration is an ill-posed problem that has been studied widely in recent years. The so-called curvature-based image registration method is one of the most effective and well-known approaches, as it produces smooth solutions and allows an automatic rigid alignment. An important outstanding issue is the accurate and efficient numerical solution of the Euler-Lagrange system of two coupled nonlinear biharmonic equations, addressed in this article. We propose a fourth-order compact (FOC) finite difference scheme using a splitting operator on a 9-point stencil, and discuss how the resulting nonlinear discrete system can be solved efficiently by a nonlinear multi-grid (NMG) method. Thus after measuring the h-ellipticity of the nonlinear discrete operator involved by a local Fourier analysis (LFA), we show that our FOC finite difference method is amenable to multi-grid (MG) methods and an appropriate point-wise smoothing procedure. A high potential point-wise smoother using an outer-inner iteration method is shown to be effective by the LFA and numerical experiments. Real medical images are used to compare the accuracy and efficiency of our approach and the standard second-order central (SSOC) finite difference scheme in the same NMG framework. As expected for a higher-order finite difference scheme, the images generated by our FOC finite difference scheme prove significantly more accurate than those computed using the SSOC finite difference scheme. Our numerical results are consistent with the LFA analysis, and also demonstrate that the NMG method converges within a few steps.