Nonlinear Partial Integro-differential Equation Research Articles

Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models

AbstractIn this paper, we consider the stochastic optimal control problem for jump-diffusion models with state constraints. In general, the value function of such problems is the discontinuous viscosity solution of the associated Hamilton-Jacobi-Bellman (HJB) equation since the regularity cannot be guaranteed at the boundary of the state constraint. By adapting the stochastic target theory, we obtain an equivalent representation of the original value function by means of the backward reachable set. We then show that this backward reachable can be characterized by the zero-level set of the auxiliary value function for the unconstrained stochastic control problem, which includes two additional unbounded controls as a consequence of the martingale representation theorem. We prove that the auxiliary value function is the unique continuous viscosity solution of the associated HJB equation, which is the second-order nonlinear partial integro-differential equation (PIDE). Our paper provides an explicit way to characterize the original (possibly discontinuous) value function as a zero-level set of the continuous solution of the auxiliary HJB equation. The proof of the existence and uniqueness requires a new technique due to the unbounded control sets and the presence of the singularity of the corresponding Lévy measure in the nonlocal operator of the HJB equation.

Advanced shifted first-kind Chebyshev collocation approach for solving the nonlinear time-fractional partial integro-differential equation with a weakly singular kernel

This research apparatuses an approximate spectral method for the nonlinear time-fractional partial integro-differential equation with a weakly singular kernel (TFPIDE). The main idea of this approach is to set up a new Hilbert space that satisfies the initial and boundary conditions. The new spectral collocation approach is applied to obtain precise numerical approximation using new basis functions based on shifted first-kind Chebyshev polynomials (SCP1K). Furthermore, we support our study by a careful error analysis of the suggested shifted first-kind Chebyshev expansion. The results show that the new approach is very accurate and effective.

On Some Generalizations of Integral Inequalities in n Independent Variables and Their Applications

Throughout this article, generalizations of some Grónwall–Bellman integral inequalities for two real-valued unknown functions in n independent variables are introduced. We are looking at some novel explicit bounds of a particular class of Young and Pachpatte integral inequalities. The results in this paper can be utilized as a useful way to investigate the uniqueness, boundedness, continuousness, dependence and stability of nonlinear hyperbolic partial integro-differential equations. To highlight our research advantages, several implementations of these findings will be presented. Young’s method, which depends on a Riemann method, will follow to prove the key results. Symmetry plays an essential role in determining the correct methods for solving dynamic inequalities.

Approximate controllability results in α-norm for some partial functional integrodifferential equations with nonlocal initial conditions in Banach spaces

Abstract In this work, we discuss the approximate controllability of some nonlinear partial functional integrodifferential equations with nonlocal initial condition in Hilbert spaces. We assume that the corresponding linear part is approximately controllable. The results are obtained by using fractional power theory and α-norm, the measure of noncompactness and the Mönch fixed-point theorem, and the theory of analytic resolvent operators for integral equations. As a result, we obtain a generalization of the work of Mahmudov [N. I. Mahmudov, Approximate controllability of evolution systems with nonlocal conditions, Nonlinear Anal. 68 2008, 3, 536–546], without assuming the compactness of the resolvent operator. Our results extend and complement many other important results in the literature. Finally, a concrete example is given to illustrate the application of the main results.

A second-order accurate Crank–Nicolson finite difference method on uniform meshes for nonlinear partial integro-differential equations with weakly singular kernels

A second-order accurate Crank–Nicolson finite difference method on uniform meshes is proposed and analyzed for a class of nonlinear partial integro-differential equations with weakly singular kernels. The first-order time derivative is approximated by using a Crank–Nicolson time-stepping technique, and the singular integral term is treated by a product averaged integration rule, which preserves the positive semi-definite property of the singular integral operator. In order to obtain a fully discrete method, the standard central finite difference approximation is used to discretize the second-order spatial derivative, and a suitable second-order discretization is adopted for the nonlinear convection term. The solvability, stability and convergence of the method are rigorously proved by the discrete energy method, the positive semi-definite property of the associated quadratic form of the method and a perturbation technique. The error estimation shows that the method has the optimal second-order convergence in time and space for non-smooth solutions. Newton’s iterative method and its algorithm implementation are presented to solve the resulting nonlinear system. Numerical results confirm the theoretical convergence result and show the effectiveness of the method.

Many-body excitations in trapped Bose gas: A non-Hermitian approach

We study a physically motivated model for a trapped dilute gas of Bosons with repulsive pairwise atomic interactions at zero temperature. Our goal is to describe aspects of the excited many-body quantum states of this system by accounting for the scattering of atoms in pairs from the macroscopic state. We start with an approximate many-body Hamiltonian, H a p p \mathcal {H}_{\mathrm {app}} , in the Bosonic Fock space. This H a p p \mathcal {H}_{\mathrm {app}} conserves the total number of atoms. Inspired by Wu [J. Math. Phys. 2 (1961), 105–123], we apply a non-unitary transformation to H a p p \mathcal {H}_{\mathrm {app}} . Key in this procedure is the pair-excitation kernel, which obeys a nonlinear integro-partial differential equation. In the stationary case, we develop an existence theory for solutions to this equation by a variational principle. We connect this theory to a system of partial differential equations for one-particle excitation (“quasiparticle”-) wave functions derived by Fetter [Ann. Phys. 70 (1972), 67–101], and prove existence of solutions for this system. These wave functions solve an eigenvalue problem for a J J -self-adjoint operator. From the non-Hermitian Hamiltonian, we derive a one-particle nonlocal equation for low-lying excitations, describe its solutions, and recover Fetter’s energy spectrum. We also analytically provide an explicit construction of the excited eigenstates of the reduced Hamiltonian in the N N -particle sector of Fock space.

Parametrically excited axially accelerating viscoelastic beam subjected to time-varying axial speed, longitudinally varying axial tension and internal resonance

The present work investigates the nonlinear characteristics of an axially moving viscoelastic beam of the Kelvin–Voigt model on a pulley mounting system. The equation of motion is developed by including the terms like external and internal damping, geometric cubic nonlinearity, Coriolis, time-dependent axial speed, and longitudinally varying axial tension. The direct perturbation method of multiple time scales (MMS) is adopted to get an approximate solution for the nonlinear integro-partial differential equation of motion which leads to a set of complex variable modulation equations. These modulated equations are solved numerically to study the trivial state stability plot considering the effect of the support stiffness parameter for the first time. In addition to this, the impact of material, and viscous damping parameters on stability boundary is also studied. Continuation algorithm is implemented to analyse the influence of the support stiffness parameter, internal and parametric detuning parameters, fluctuating velocity component, and longitudinal stiffness parameter on the stability and bifurcation of the steady state solutions. Variation in internal frequency detuning parameter and variable axial speed component reveals different kinds of equilibrium solution curves in the nonlinear travelling system. The stability and bifurcation features observed in the present nonlinear system with change in the above control parameters are interesting and also not available in the existing literature.

Solutions of Nonlinear Integro-Partial Differential Equations by the Method of G ′ / G , 1 / G

In this article, a special expansion method is implemented in solving nonlinear integro-partial differential equations of 2 + 1 -dimensional using a special expansion method of G ′ / G , 1 / G . We obtained the solutions for 2 + 1 -dimensional nonlinear integro-differential equations in real physical phenomena. The method is applied on 2 + 1 -dimensional space time and solved in three different cases: hyperbolic, trigonometric, and rational functions. The obtained solutions for each result were illustrated by graphical plots using Wolfram Mathematica 9.0 software packages. Furthermore, the obtained results are exactly fit with exact solutions which solves the complicity of finding the solution for nonlinear integro-partial differential equations. Finally, the method is powerful and effective to solve partial differential equations of nonlinear integro form.

Second-order accurate numerical scheme with graded meshes for the nonlinear partial integrodifferential equation arising from viscoelasticity

This paper establishes and analyzes a second-order accurate numerical scheme for the nonlinear partial integrodifferential equation with a weakly singular kernel. In the time direction, we apply the Crank–Nicolson method for the time derivative, and the product-integration (PI) rule is employed to deal with Riemann–Liouville fractional integral term. From which, the non-uniform meshes are utilized to compensate for the singular behavior of the exact solution at t=0 so that our method can reach second-order convergence for time. In order to formulate a fully discrete implicit difference scheme, we employ a standard centered difference formula for the second-order spatial derivative, and the Galerkin method based on piecewise linear test functions is used to approximate the nonlinear convection term. Then we derive the existence and uniqueness of numerical solutions for the proposed implicit difference scheme. Meanwhile, the stability and convergence are proved by means of the energy argument. Furthermore, to demonstrate the effectiveness of the proposed method, we utilize a fixed point iterative algorithm to calculate the discrete scheme. Finally, numerical experiments illustrate the feasibility and efficiency of the proposed scheme, in which numerical results are consistent with our theoretical analysis.

Optimal boundary control problems for a hierarchical age-structured two-species model

This paper discusses the optimal control problems for a nonlinear age-structured two-species model, where elder individuals are more competitive than younger ones, and each species is described by a nonlinear integropartial differential equation with a global feedback boundary condition. First, we establish the existence of a unique nonnegative bounded solution by means of frozen coefficients and the fixed-point theorem. More importantly, we discuss the least deviation-cost problem and the most benefit-cost problem. For the least deviation-cost problem, the existence of an optimal strategy is established by means of Ekeland’s variational principle, and the minimum principle is obtained via an adjoint system. Meanwhile, the corresponding results for the most benefit-cost problem are given. In addition, some numerical experiment results are presented to examine the effects of parameters on the optimal policies and indexes.

Solitary Wave Solutions of Nonlinear Integro-Partial Differential Equations of 2 + 1 -Dimensional and Its Models

The findings indicate an application of a new method of expansion of the forms Z ′ / Z and 1 / Z to determine the solutions for wave of the solitary nature in the 2 + 1 -dimensional modified form for nonlinear integro-partial differential equations. By using this strategy, we acquired solutions of wave which has a solitary nature that have been solved for three different kinds: hyperbolic, trigonometric, and rational functions. As a result, we obtained different forms of solutions which are new, effective, and powerful to illustrate the solitary nature of waves. The physical and geometrical interpretations have been shown using software in 2 and 3-dimensional surfaces. The obtained results have applications in mathematical and applied sciences. It can also solve different nonlinear integro-partial differential equations which have different applications in physical phenomena using this new method. It has many applications to solve the nonlinear nature of the physical world.

Simulation of the crystallization processes by population balance model using a linear separation method

Abstract Crystallization problem is one of the popular problems in wide area of science. The first principles are not used to design a crystallizer in which complicated processes include nucleation, crystal growth, attrition and agglomeration of crystals. It is modeled by the population balance model, which is one of the important models of mathematical biology and engineering, is a nonlinear partial integro-differential equation and examines the exchange of particles and the production of new particles in a system of particles. For the crystallization problem, one-dimensional and multi-dimensional models are considered and semi-analytical solutions are obtained via the linear separation method.

Numerical Method for a Filtration Model Involving a Nonlinear Partial Integro-Differential Equation

In this paper, we propose an efficient numerical method for solving an initial boundary value problem for a coupled system of equations consisting of a nonlinear parabolic partial integro-differential equation and an elliptic equation with a nonlinear term. This problem has an important applied significance in petroleum engineering and finds application in modeling two-phase nonequilibrium fluid flows in a porous medium with a generalized nonequilibrium law. The construction of the numerical method is based on employing the finite element method in the spatial direction and the finite difference approximation to the time derivative. Newton’s method and the second-order approximation formula are applied for the treatment of nonlinear terms. The stability and convergence of the discrete scheme as well as the convergence of the iterative process is rigorously proven. Numerical tests are conducted to confirm the theoretical analysis. The constructed method is applied to study the two-phase nonequilibrium flow of an incompressible fluid in a porous medium. In addition, we present two examples of models allowing for prediction of the behavior of a fluid flow in a porous medium that are reduced to solving the nonlinear integro-differential equations studied in the paper.

A time two-grid algorithm for the two dimensional nonlinear fractional PIDE with a weakly singular kernel

The main aim of this paper is to solve the two-dimensional nonlinear fractional partial integro-differential equation (PIDE) with a weakly singular kernel by using the time two-grid finite difference (FD) algorithm. The second-order backward difference formula (BDF) and L1 scheme are used in time. The time two-grid algorithm is constructed to improve the solving efficiency of nonlinear systems. The Newton iteration is used to solve nonlinear discrete system on the coarse grid, and then we apply Lagrangian linear interpolation to attain the function value used in constructing the difference scheme on the fine grid. The second-order finite difference method (FDM) is used in space. The unconditional stability and convergence are attained for the two-grid fully discrete system. Numerical experiments show that the used CPU time for the presented two-grid numerical algorithm is lower than the general finite difference method for solving the nonlinear system.

Comparison of Two Hybrid Functions for Numerical Solution of Nonlinear Mixed Partial Integro-Differential Equations

Comparison of Two Hybrid Functions for Numerical Solution of Nonlinear Mixed Partial Integro-Differential Equations

The Solution of the Nonlinear Mixed Partial Integro-differential Equation via Two-Dimensional Hybrid Functions

The Solution of the Nonlinear Mixed Partial Integro-differential Equation via Two-Dimensional Hybrid Functions

Boubaker polynomials and their applications for solving fractional two-dimensional nonlinear partial integro-differential Volterra integral equations

Boubaker polynomials and their applications for solving fractional two-dimensional nonlinear partial integro-differential Volterra integral equations

DYNAMIC UTILITY AND RELATED NONLINEAR SPDES DRIVEN BY LÉVY NOISE

In this work, we study a class of consistent dynamic utilities in a incomplete financial market including jumps. First, we show that the dynamic utility is solution of a non-linear second-order stochastic partial integro-differential equation (SPIDE). Second, a complete study of the primal and the dual problems, allows us, firstly, to establish a connection between the utility-SPIDE and two SDEs satisfied by the optimal processes. Based on this connection, stochastic flow technics for SDEs and characteristic method, the SPIDE is completely solved and monotony and concavity properties of the solution are proved.

An implicit difference scheme for the fourth-order nonlinear partial integro-differential equations

In this paper, an implicit difference scheme is constructed and analyzed for the fourth-order nonlinear partial integro-differential equations. The backward Euler scheme and convolution quadrature are combined for time derivative and Riemann–Liouville (R–L) fractional integral terms. A fully discrete difference scheme is established with the space discretization by the standard central difference approximation. For nonlinear convection term , by the Galerkin method based on piecewise linear test functions, we can handle nonlinear term implicitly and attain a system of nonlinear algebraic equations. The stability and convergence are derived by the energy method. Especially, the existence and uniqueness of the numerical solutions are strictly proved for the nonlinear system. Also, we introduce three methods for solving the nonlinear systems, where two existing methods and a new linearized iterative algorithm are given to show the efficiency of our scheme. Numerical results are consistent with the theoretical analysis.

Design of a vaccination law for an age-dependent epidemic model using state feedback

An age-dependent epidemic model is studied with the goal of designing a state feedback stabilizing vaccination law to eradicate a disease. This model consists of a set of three nonlinear partial-integro differential equations (PIDE). A salient feature of the dynamical analysis is the fact that, if the basic reproduction number is greater than one, then the disease-free equilibrium is unstable. In view of this, we provide a linearizing state feedback vaccination law that is deduced from the one obtained for the PIDE model discretisation with respect to the age. Conditions guaranteeing stability of the closed-loop system and positivity of the feedback control are obtained using Isidori's theory and semigroup theory. Numerical simulations complete the analysis.