Unbounded Spatial Domain Research Articles

Learning unbounded-domain spatiotemporal differential equations using adaptive spectral methods

AbstractRapidly developing machine learning methods have stimulated research interest in computationally reconstructing differential equations (DEs) from observational data, providing insight into the underlying mechanistic models. In this paper, we propose a new neural-ODE-based method that spectrally expands the spatial dependence of solutions to learn the spatiotemporal DEs they obey. Our spectral spatiotemporal DE learning method has the advantage of not explicitly relying on spatial discretization (e.g., meshes or grids), thus allowing reconstruction of DEs that may be defined on unbounded spatial domains and that may contain long-ranged, nonlocal spatial interactions. By combining spectral methods with the neural ODE framework, our proposed spectral DE method addresses the inverse-type problem of reconstructing spatiotemporal equations in unbounded domains. Even for bounded domain problems, our spectral approach is as accurate as some of the latest machine learning approaches for learning or numerically solving partial differential equations (PDEs). By developing a spectral framework for reconstructing both PDEs and partial integro-differential equations (PIDEs), we extend dynamical reconstruction approaches to a wider range of problems, including those in unbounded domains.

Analytical approach to solving linear diffusion–advection–reaction equations with local and nonlocal boundary conditions

Initial–boundary value problems for a linear diffusion–advection–reaction equation are considered, with general nonhomogeneous linear boundary conditions and general linear nonlocal boundary conditions. Analytical solutions are obtained using an embedding method. The solutions are expressed in terms of time‐varying functions that satisfy coupled linear Volterra integral equations of the first kind. A boundary element method is applied to numerically solve the integral equations. Three examples are given to demonstrate the accuracy of the numerical solutions when compared with the analytical solutions. The embedding method is applicable to problems with bounded and unbounded spatial domains.

Regularity of the law of solutions to the stochastic heat equation with non-Lipschitz reaction term

We prove the existence of a density for the solution to the multiplicative semilinear stochastic heat equation on an unbounded spatial domain, with drift term satisfying a half-Lipschitz type condition. The methodology is based on a careful analysis of differentiability for a map defined on weighted functional spaces.

Forced Traveling Waves in a Reaction-Diffusion Equation with Strong Allee Effect and Shifting Habitat.

We study a reaction-diffusion equation that describes the growth of a population with a strong Allee effect in a bounded habitat which shifts at a speed [Formula: see text]. We demonstrate that the existence of forced positive traveling waves depends on habitat size L, and [Formula: see text], the speed of traveling wave for the corresponding reaction-diffusion equation with the same growth function all over the entire unbounded spatial domain. It is shown that for [Formula: see text] there exists a positive number [Formula: see text] such that for [Formula: see text] there are two positive traveling waves and for [Formula: see text] there is no positive traveling wave. It is also shown if [Formula: see text] for any [Formula: see text] there is no positive traveling wave. The dynamics of the equation are further explored through numerical simulations.

Stability and convergence analysis of high-order numerical schemes with DtN-type absorbing boundary conditions for nonlocal wave equations

Abstract The stability and convergence analysis of high-order numerical approximations for the one- and two-dimensional nonlocal wave equations on unbounded spatial domains are considered. We first use the quadrature-based finite difference schemes to discretize the spatially nonlocal operator, and apply the explicit difference scheme to approximate the temporal derivative to achieve a fully discrete infinity system. After that, we construct the Dirichlet-to-Neumann (DtN)-type absorbing boundary conditions (ABCs), to reduce the infinite discrete system into a finite discrete system. To do so, we first adopt the idea in Du et al. (2018, Commun. Comput. Phys., 24, 1049–1072) and Du et al. (2018, SIAM J. Sci. Comp., 40, A1430–A1445) to derive the Dirichlet-to-Dirichlet (DtD)-type mappings for one- and two-dimensional cases, respectively. We then use the discrete nonlocal Green’s first identity to achieve the discrete DtN-type mappings from the DtD-type mappings. The resulting DtN-type mappings make it possible to perform the stability and convergence analysis of the reduced problem. Numerical experiments are provided to demonstrate the accuracy and effectiveness of the proposed approach.

Determinism, well-posedness, and applications of the ultrahyperbolic wave equation in spacekime.

Spatiotemporal dynamics of many natural processes, such as elasticity, heat propagation, sound waves, and fluid flows are often modeled using partial differential equations (PDEs). Certain types of PDEs have closed-form analytical solutions, some permit only numerical solutions, some require appropriate initial and boundary conditions, and others may not have stable, global, or even well-posed solutions. In this paper, we focus on one-specific type of second-order PDE - the ultrahyperbolic wave equation in multiple time dimensions. We demonstrate the wave equation solutions in complex time (kime) and show examples of the Cauchy initial value problem in space-kime. We extend the classical formulation of the dynamics of the wave equation with respect to positive real longitudinal time. The solutions to the Cauchy boundary value problem in multiple time dimensions are derived in Cartesian, polar, and spherical coordinates. These include both bounded and unbounded spatial domains. Some example solutions are shown in the main text with additional web-based dynamic illustrations of the wave equation solutions in space-kime shown in the appendix. Solving PDEs in complex time has direct connections to data science, where solving under-determined linear modeling problems or specifying the initial conditions on limited spatial dimensions may be insufficient to forecast, classify, or predict a prospective value of a parameter or a statistical model. This approach extends the notion of data observations, anchored at ordered longitudinal events, to complex time, where observables need not follow a strict positive-real structural arrangement, but instead could traverse the entire kime plane.

Existence and uniqueness of global solutions to the stochastic heat equation with superlinear drift on an unbounded spatial domain

We prove the existence and uniqueness of global solutions to the semilinear stochastic heat equation on an unbounded spatial domain with forcing terms that grow superlinearly and satisfy an Osgood condition [Formula: see text] along with additional restrictions. For example, consider the forcing [Formula: see text]. A new dynamic weighting procedure is introduced to control the solutions, which are unbounded in space.

Vanishing viscosity limit for the compressible Navier\u2013Stokes system via measure-valued solutions

We identify a class of measure-valued solutions of the barotropic Euler system on a general (unbounded) spatial domain as a vanishing viscosity limit for the compressible Navier–Stokes system. Then we establish the weak (measure-valued)–strong uniqueness principle, and, as a corollary, we obtain strong convergence to the Euler system on the lifespan of the strong solution.

Existence and uniqueness for the mild solution of the stochastic heat equation with non-Lipschitz drift on an unbounded spatial domain

We prove the existence and uniqueness of the mild solution for a nonlinear stochastic heat equation defined on an unbounded spatial domain. The nonlinearity is not assumed to be globally, or even locally, Lipschitz continuous. Instead the nonlinearity is assumed to satisfy a one-sided Lipschitz condition. First, a strengthened version of the Kolmogorov continuity theorem is introduced to prove that the stochastic convolutions of the fundamental solution of the heat equation and a spatially homogeneous noise grow no faster than polynomially. Second, a deterministic mapping that maps the stochastic convolution to the solution of the stochastic heat equation is proven to be Lipschitz continuous on polynomially weighted spaces of continuous functions. These two ingredients enable the formulation of a Picard iteration scheme to prove the existence and uniqueness of the mild solution.

Global dynamics and travelling waves for a periodic and diffusive chemostat model with two nutrients and one microorganism

We consider a classical chemostat model with two nutrients and one microorganism, which incorporates spatial diffusion, temporal heterogeneity, and spatial heterogeneity. We study the basic reproduction number R0 and the asymptotic behaviours, which provide us some new findings in chemostat models. Global dynamics in terms of R0 is investigated in a bounded spatial domain. In the general situation where the growth rate and the loss rate of microorganisms depend on the spatiotemporal heterogeneity, we observe that microorganisms will be persistent if either the domain is of fast-growth type or there exists at least one fast-growth site and the diffusion of microorganisms is sufficiently slow. Asymptotic behaviours of the microorganism-existent steady state are discussed for the large diffusion rates, and the existence of periodic travelling wave is established by analysing a fixed point problem of a nonlinear operator in an unbounded spatial domain.

Stability and Error Analysis for a Second-Order Fast Approximation of the Local and Nonlocal Diffusion Equations on the Real Line

The stability and error analysis of a second-order fast approximation are considered for the one-dimensional local and nonlocal diffusion equations in the unbounded spatial domain. We first use the conventional central difference scheme to discretize the local second-order spatial derivative operator and use an asymptotically compatible difference scheme to discretize the spatial nonlocal diffusion operator, and apply second-order backward differentiation formula (BDF2) to approximate the temporal derivative to achieve a fully discrete infinity system. To solve the resulting fully discrete systems, we develop a unified framework that is applicable to the discretization of both local and nonlocal problems. A key ingredient is to derive Dirichlet-to-Neumann (DtN)-type absorbing boundary conditions (ABCs). To do so, we apply the $z$-transform and solve an exterior problem using an iteration technique to derive a Dirichlet-to-Dirichlet (DtD)-type mapping as exact ABCs. After that, we use the Green formula to reformulate the DtD-type mapping equivalently as the DtN-type mapping. The resulting DtN-type mapping allows us to reduce the infinity discrete system into a finite discrete system in a truncated computational domain of interest, and also make it possible to present the stability and convergence analysis of the reduced problem under some open but reasonable assumptions. To efficiently implement the exact ABCs, we further develop a fast convolution algorithm based on approximation of the contour integral induced by the inverse $z$-transform. The stability and error analysis of the reduced finite discrete system based on the fast algorithm for exact ABCs are also established, and numerical examples are provided to demonstrate the effectiveness of our proposed approach.

Probabilistic Interpretation of Solutions of Linear Ultraparabolic Equations

We demonstrate the existence, uniqueness and Galerkin approximatation of linear ultraparabolic terminal value/infinite-horizon problems on unbounded spatial domains. Furthermore, we provide a probabilistic interpretation of the solution in terms of the expectation of an associated ultradiffusion process.

Stochastic Burgers' equation on the real line: regularity and moment estimates

ABSTRACTIn this project, we investigate the stochastic Burgers' equation with multiplicative space-time white noise on an unbounded spatial domain. We give a random field solution to this equation by defining a process via a kind of Feynman–Kac representation which solves a stochastic partial differential equation such that its Hopf–Cole transformation solves Burgers' equation. Finally, we obtain Hölder regularity and moment estimates for the solution to Burgers' equation.

Hepatitis C virus infection is blocked by HMGB1: A new nonlocal and time-delayed reaction–diffusion model

This paper is devoted to developing a nonlocal and time-delayed reaction–diffusion model which makes contributions to understanding the mechanism of block effect on HCV by high-mobility group box 1 (HMGB1). Then basic reproduction number R0 is established. The existence of HMGB1 can make R0<1, that is, can induce the extinction of virus. Further, threshold dynamics are investigated in terms of R0 in a bounded spatial domain. From the biological perspective, threshold-type result can predict whether the disease will die out or persist. To investigate the invasion speed of the infectious disease, the existence of traveling waves is investigated in an unbounded spatial domain. Our results imply that the nonlocal time delay cannot change threshold dynamics, while it can slow down the wave speed of virus.

A spatial echinococcosis transmission model with time delays: Stability and traveling waves

In this paper, we derive a time-delayed and diffusive echinococcosis transmission model. We first address the well-posedness to the initial-value problem for the model and give the basic reproduction number [Formula: see text]. In the case of a bounded spatial domain, we establish the local stability as well as the global stability of the disease-free and disease equilibria of the model. The methods to prove the local and the global stability are to analyze the corresponding characteristic equations and construct Lyapunov functionals, respectively. In the case of an unbounded spatial domain, by applying Schauder’s fixed point theorem and the limiting arguments, we show that when [Formula: see text], there exists a constant [Formula: see text] such that the model admits positive traveling wave solutions connecting the disease-free and endemic equilibrium for [Formula: see text], and when [Formula: see text] and [Formula: see text], the model has no positive traveling wave solutions connecting them.

GLOBAL DYNAMICS OF A REACTION AND DIFFUSION MODEL FOR AN HTLV-I INFECTION WITH MITOTIC DIVISION OF ACTIVELY INFECTED CELLS

This paper is concerned with the global dynamics of a reaction and diffusion model for an HTLV-I infection with mitotic division of actively infected cells and CTL immune response. The well posedness of the proposed model is investigated. In the case of a bounded spatial domain, we establish the threshold dynamics in terms of the basic reproduction number R0 for the spatially heterogeneous model. Also, by means of different Lyapunov functions, the global asymptotic properties of the steady states for the spatially homogeneous model are studied. In the case of an unbounded spatial domain, there are no travelling wave solutions connecting the infection-free steady state with itself when R0<1. Finally, numerical simulations and conclusions are given.

On the Numerical Solution of the Initial-Boundary Value Problem with Neumann Condition for the Wave Equation by the Use of the Laguerre Transform and Boundary Elements Method

AbstractWe consider a numerical solution of the initial-boundary value problem for the homogeneous wave equation with the Neumann condition using the retarded double layer potential. For solving an equivalent time-dependent integral equation we combine the Laguerre transform (LT) in the time domain with the boundary elements method. After LT we obtain a sequence of boundary integral equations with the same integral operator and functions in right-hand side which are determined recurrently. An error analysis for the numerical solution in accordance with the parameter of boundary discretization is performed. The proposed approach is demonstrated on the numerical solution of the model problem in unbounded three-dimensional spatial domain.

Asymptotic expansion of solutions to the Black–Scholes equation arising from American option pricing near the expiry

Our aim in this paper is to approximate the price of an American call option written on a dividend-paying stock close to expiry using an asymptotic analytic approach. We use the heat equation equivalent of the Black–Scholes partial differential equation defined on an unbounded spatial domain and decompose it into inner and outer problems. We extend the idea presented in [H. Han and X. Wu, A fast numerical method for the Black-Scholes equation of American options, SIAM Journal on Numerical Analysis 41 (6) (2003) 2081-2095.] in which a weakly singular memory-type transparent boundary condition (TBC) is obtained for the special case that the initial condition is equal to zero. We first derive this TBC in the general case and then focus on the outer problem in conjunction with an equivalent non-singular version of the TBC (dubbed ETBC) which is more tractable for analytical purposes. We then obtain the general solution of the outer problem in series form based on “the repeated integrals of the complementary error function” which also satisfies the introduced ETBC. As the next step, using the machinery of Poincaré asymptotic expansion and taking “time-to-expiry” as the expansion parameter, we find the general term of this series in closed form when the risk-free interest rate (r) is less than the dividend yield (δ). We also obtain the first five terms in the opposite case (r>δ) in a systematic manner. We also prove the convergence properties of the obtained series rigorously under some general conditions. Our numerical experiments based on the obtained asymptotic series, demonstrate the applicability and effectiveness of the results in valuation of a wide range of American option problems.

Efficient implementation to numerically solve the nonlinear time fractional parabolic problems on unbounded spatial domain

Anomalous diffusion behavior in many practical problems can be described by the nonlinear time-fractional parabolic problems on unbounded domain. The numerical simulation is a challenging problem due to the dependence of global information from time fractional operators, the nonlinearity of the problem and the unboundedness of the spacial domain. To overcome the unboundedness, conventional computational methods lead to extremely expensive costs, especially in high dimensions with a simple treatment of boundary conditions by making the computational domain large enough. In this paper, based on unified approach proposed in [25], we derive the efficient nonlinear absorbing boundary conditions (ABCs), which reformulates the problem on unbounded domain to an initial boundary value problem on bounded domain. To overcome nonlinearity, we construct a linearized finite difference scheme to solve the reduced nonlinear problem such that iterative methods become dispensable. And the stability and convergence of our linearized scheme are proved. Most important, we prove that the numerical solutions are bounded by the initial values with a constant coefficient, i.e., the constant coefficient is independent of the time. Overall, the computational cost can be significantly reduced comparing with the usual implicit schemes and a simple treatment of boundary conditions. Finally, numerical examples are given to demonstrate the efficiency of the artificial boundary conditions and theoretical results of the schemes.

The porous media equation in an infinite cylinder, between two infinite parallel plates, and like spatial domains

The porous media equation has played a prominent role in the current development of the mathematical theory of interfaces and free boundaries. One occurs whenever the equation is solved in an unbounded spatial domain with initial data that have bounded support, and its appearance is of relevance to the physical and biological phenomena that the equation models. For a number of commonly studied spatial domains, the large-time behaviour of a solution of the porous media equation and of the solution’s free boundary is known. The present paper is concerned with this topic for a class of spatial domains which includes an infinite and a semi-infinite strip in two-dimensional space, an infinite and a semi-infinite cylinder of arbitrary cross-section in three-dimensional space, certain subdomains of these domains, and, their higher dimensional analogues. The homogeneous Cauchy–Dirichlet problem with initial data that are locally integrable is considered. Dependent upon the dimensionality, it is shown that there is a universal pattern of convergence to a self-similar solution. Moreover, the large-time behaviour of the free boundary in every solution mimics that of the self-similar one. The results rely on the establishment of an invariance principle for solutions of the problem.