The numerical solution of the time-fractional sub-diffusion equation on an unbounded domain in two-dimensional space is considered, where a circular artificial boundary is introduced to divide the unbounded domain into a bounded computational domain and an unbounded exterior domain. The local artificial boundary conditions for the fractional sub-diffusion equation are designed on the circular artificial boundary by a joint Laplace transform and Fourier series expansion, and some auxiliary variables are introduced to circumvent high-order derivatives in the artificial boundary conditions. The original problem defined on the unbounded domain is thus reduced to an initial boundary value problem on a bounded computational domain. A finite difference and L1 approximation are applied for the space variables and the Caputo time-fractional derivative, respectively. Two numerical examples demonstrate the performance of the proposed method.

A nonlinear mathematical model for innovation diffusion is proposed. The system of ordinary differential equations incorporates variable external influences (the cumulative density of marketing efforts), variable internal influences (the cumulative density of word of mouth) and a logistically growing human population (the variable potential consumers). The change in population density is due to various demographic processes such as intrinsic growth rate, emigration, death rate etc. Thus the problem involves two dynamic variables viz. a non-adopter population density and an adopter population density. The model is analysed qualitatively using the stability theory of differential equations, with the help of the corresponding characteristic equation of the system. The interior equilibrium point can be stable for all time delays to a critical value, beyond which the system becomes unstable and a Hopf bifurcation occurs at a second critical value. Employing normal form theory and a centre manifold theorem applicable to functional differential equations, we derive some explicit formulas determining the stability, the direction and other properties of the bifurcating periodic solutions. Our numerical simulations show that the system behaviour can become extremely complicated as the time delay increases, with a stable interior equilibrium point leading to a limit cycle with one local maximum and minimum per cycle (Hopf bifurcation), then limit cycles with more local maxima and minima per cycle, and finally chaotic solutions.

The semilocal convergence of a third-order Newton-like method for solving nonlinear equations is considered. Under a weak condition (the so-called γ-condition) on the derivative of the nonlinear operator, we establish a new semilocal convergence theorem for the Newton-like method and also provide an error estimate. Some numerical examples show the applicability and efficiency of our result, in comparison to other semilocal convergence theorems.

We present a JASMIN-based two-dimensional parallel implementation of an adaptive combined preconditioner $B^α_{co}$ for the solution of linear problems arising in the finite volume discretisation of one-group and multi-group radiation diffusion equations. We first propose the attribute of patch-correlation for cells of a two-dimensional monolayer piecewise rectangular structured grid without any suspensions based on the patch hierarchy of JASMIN, classify and reorder these cells via their attributes, and derive the conversion of cell-permutations. Using two cell-permutations, we then construct some parallel incomplete LU factorisation and substitution algorithms, to provide our parallel $B^α_{co}$-GMRES solver with the help of the default BoomerAMG in the HYPRE library. Numerical results demonstrate that our proposed parallel incomplete LU preconditioner (ILU) is of higher efficiency than the counterpart in the Euclid library, and that the proposed parallel $B^α_{co}$-GMRES solver is more robust and more efficient than the default BoomerAMG-GMRES solver.

A robust residual-based a posteriori error estimator is proposed for a weak Galerkin finite element method for the Stokes problem in two and three dimensions. The estimator consists of two terms, where the first term characterises the difference between the $L^2$-projection of the velocity approximation on the element interfaces and the corresponding numerical trace, and the second is related to the jump of the velocity approximation between the adjacent elements. We show that the estimator is reliable and efficient through two estimates of global upper and global lower bounds, up to two data oscillation terms caused by the source term and the nonhomogeneous Dirichlet boundary condition. The estimator is also robust in the sense that the constant factors in the upper and lower bounds are independent of the viscosity coefficient. Numerical results are provided to verify the theoretical results.

We discuss an efficient preconditioner and iterative numerical method to solve large complex linear algebraic systems of the form $(W+iT)u=c$, where $W$ and $T$ are symmetric matrices, and at least one of them is nonsingular. When the real part $W$ is dominantly stronger or weaker than the imaginary part $T$, we propose a block multiplicative (BM) preconditioner or its variant (VBM), respectively. The BM and VBM preconditioned iteration methods are shown to be parameter-free, in terms of eigenvalue distributions of the preconditioned matrix. Furthermore, when the relationship between $W$ and $T$ is obscure, we propose a new preconditioned BM method (PBM) to overcome this difficulty. Both convergent properties of these new iteration methods and spectral properties of the corresponding preconditioned matrices are discussed. The optimal value of iteration parameter for the PBM method is determined. Numerical experiments involving the Helmholtz equation and some other applications show the effectiveness and robustness of the proposed preconditioners and corresponding iterative methods.

In error estimates of various numerical approaches for solving decoupled forward backward stochastic differential equations (FBSDEs), the rate of convergence for one variable is usually less than for the other. Under slightly strengthened smoothness assumptions, we show that the fully discrete Euler scheme admits a first-order rate of convergence for both variables.

An adaptive finite element method is adopted to simulate the steady state coupled Schrödinger equations with a small parameter. We use damped Newton iteration to solve the nonlinear algebraic system. When the solution domain is elliptic, our numerical results with Dirichlet or Neumann boundary conditions are consistent with previous theoretical results. For the dumbbell and circular ring domains with Dirichlet boundary conditions, we obtain some new results that may be compared with future theoretical analysis.

We provide some computable error estimates in solving a nonsymmetric eigenvalue problem by general conforming finite element methods on general meshes. Based on the complementary method, we first give computable error estimates for both the original eigenfunctions and the corresponding adjoint eigenfunctions, and then we introduce a generalised Rayleigh quotient to deduce a computable error estimate for the eigenvalue approximations. Some numerical examples are presented to illustrate our theoretical results.

The pricing model for American lookback options can be characterised as a two-dimensional free boundary problem. The main challenge in this problem is the free boundary, which is also the main concern for financial investors. We use a standard technique to reduce the pricing model to a one-dimensional linear complementarity problem on a bounded domain and obtain a corresponding variational inequality. The inequality is discretised by finite differences and finite elements in the temporal and spatial directions, respectively. By enforcing inequality constraints related to the options using Lagrange multipliers, the discretised variational inequality is reformulated as a set of semi-smooth equations, which are solved by a primal-dual active set method. One of the major advantages of our algorithm is that we can obtain the option values and the free boundary simultaneously, and numerical simulations show that our approach is as efficient as some other methods.

If the closed wire frame of a soap film having the shape of a Möbius strip is pulled apart and gradually deformed into a planar circle, the soap film transforms into a two-sided orientable surface. In the presence of a finite-time twist singularity, which changes the linking number of the film’s Plateau border and the centreline of the wire, the topological transformation involves the collapse of the film toward the wire. In contrast to experimental studies of this process reported elsewhere, we use a numerical approach based on the immersed boundary method, which treats the soap film as a massless membrane in a Navier-Stokes fluid. In addition to known effects, we discover vibrating motions of the film arising after the topological change is completed, similar to the vibration of a circular membrane.

The hybrid variational model for restoration of texture images corrupted by blur and Gaussian noise we consider combines total variation regularisation and a fractional-order regularisation, and is solved by an alternating minimisation direction algorithm. Numerical experiments demonstrate the advantage of this model over the adaptive fractional-order variational model in image quality and computational time.