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This paper investigates the numerical behavior of the radial basis functions least-squares collocation (RBF-LSC) method of lines (MoL) for solving surface diffusion problems, building upon the theoretical analysis presented in [Chen et al. SIAM J. Numer. Anal. 61(3), 1386–1404 (2023)]. Specifically, we examine the impact of the oversampling ratio, defined as the number of collocation points used over the number of RBF centers for quasi-uniform sets, on the stability of the eigenvalues, time-stepping sizes taken by Runge–Kutta methods, and overall accuracy of the method. By providing numerical evidence and insights, we demonstrate the importance of the oversampling ratio for achieving accurate and efficient solutions with the RBF-LSC-MoL method. Our results reveal that the oversampling ratio plays a critical role in determining the stability of the eigenvalues, and we provide guidelines for selecting an optimal oversampling ratio that balances accuracy and computational efficiency. [ABSTRACT FROM AUTHOR]

In this paper, two different meshfree method with radial basis functions (RBFs) is proposed to solve Boussinesq-type (Bq) equations. The basic conservative properties of the equation are investigated by computing the numerical values of the motion's invariants. The accuracy of the method is tested using computational tests to simulate solitary waves in terms of L_∞ error norm. The outcomes are contrasted with analytical solution and a few other earlier studies in the literature. The results show that meshless methods are very effective and accurate. [ABSTRACT FROM AUTHOR]

This paper presents a novel numerical approach, which is based on the Method of Lines. This method semi-discretizes the problem and produces a system of ordinary differential equations (ODEs) in time. To solve this system, a stiff solver, BDF2, is used, which yields very precise results. The linearization is handled by the Taylor series method. To validate the numerical method, various test examples are considered. These formulas find extensive applications across various scientific and engineering domains. [ABSTRACT FROM AUTHOR]

Numerical methods for computing the solutions of Markov backward stochastic differential equations (BSDEs) driven by continuous-time Markov chains (CTMCs) are explored. The main contributions of this paper are as follows: (1) we observe that Euler-Maruyama temporal discretization methods for solving Markov BSDEs driven by CTMCs are equivalent to exponential integrators for solving the associated systems of ordinary differential equations (ODEs); (2) we introduce multi-stage Euler–Maruyama methods for effectively solving "stiff" Markov BSDEs driven by CTMCs; these BSDEs typically arise from the spatial discretization of Markov BSDEs driven by Brownian motion; (3) we propose a multilevel spatial discretization method on sparse grids that efficiently approximates high-dimensional Markov BSDEs driven by Brownian motion with a combination of multiple Markov BSDEs driven by CTMCs on grids with different resolutions. We also illustrate the effectiveness of the presented methods with a number of numerical experiments in which we treat nonlinear BSDEs arising from option pricing problems in finance. [ABSTRACT FROM AUTHOR]

Viscous Burger’s equation is one of the most celebrated models with immense applications cutting across all aspects of mathematical physics. Thus, the present communication makes use of the non-central formula infused in the method of lines coupled with Runge-Kutta spatial discretization to computationally and efficiently treat the coupled system of viscous Burger’s equations. Further, we numerically tested the derived schemes of the governing model amidst suitable initial and boundary data. In fact, we eventually analyzed the effectiveness of the method via L2 and L∞ norms on some test problems and found it to be robust; indeed, a comparison of the current scheme with some notable approaches in the literature has been established, which are realized to be in perfect agreement. [ABSTRACT FROM AUTHOR]

A novel optimization procedure for the generation of stability polynomials of stabilized explicit Runge–Kutta methods is devised. Intended for semidiscretizations of hyperbolic partial differential equations, the herein developed approach allows the optimization of stability polynomials with more than hundred stages. A potential application of these high degree stability polynomials are problems with locally varying characteristic speeds as found for non-uniformly refined meshes and spatially varying wave speeds. To demonstrate the applicability of the stability polynomials we construct 2N-storage many-stage Runge–Kutta methods that match their designed second order of accuracy when applied to a range of linear and nonlinear hyperbolic PDEs with smooth solutions. These methods are constructed to reduce the amplification of round off errors which becomes a significant concern for these many-stage methods. [ABSTRACT FROM AUTHOR]

In this paper, we consider a system of one-dimensional hyperbolic delay differential equations (HDDEs) and their corresponding initial conditions. HDDEs are a class of differential equations that involve a delay term, which represents the effect of past states on the present state. The delay term poses a challenge for the application of standard numerical methods, which usually require the evaluation of the differential equation at the current step. To overcome this challenge, various numerical methods and analytical techniques have been developed specifically for solving a system of first-order HDDEs. In this study, we investigate these challenges and present some analytical results, such as the maximum principle and stability conditions. Moreover, we examine the propagation of discontinuities in the solution, which provides a comprehensive framework for understanding its behavior. To solve this problem, we employ the method of lines, which is a technique that converts a partial differential equation into a system of ordinary differential equations (ODEs). We then use the Runge–Kutta method, which is a numerical scheme that solves ODEs with high accuracy and stability. We prove the stability and convergence of our method, and we show that the error of our solution is of the order O (Δ t + h ¯ 4) , where Δ t is the time step and h ¯ is the average spatial step. We also conduct numerical experiments to validate and evaluate the performance of our method. [ABSTRACT FROM AUTHOR]

Numerical schemes for advection-dominated transport problems are are evaluated in a comparative study. Explicit and implicit finite difference methods are analyzed together with a global random walk algorithm in the frame of a splitting procedure. The efficiency of the methods with respect to the control of the numerical diffusion is investigated numerically on one-dimensional problems with constant coefficients and two-dimensional problems with variable coefficients consisting of realizations of space-random functions.

We present an application of stable finite element (FE) approximations of convection-diffusion initial boundary value problems (IBVPs) using a weighted least squares FE method, the automatic variationally stable finite element (AVS-FE) method [1]. The transient convection-diffusion problem leads to issues in classical FE methods as the differential operator can be considered a singular perturbation in both space and time. The stability property of the AVS-FE method, allows us significant flexibility in the construction of FE approximations in both space and time. Thus, in this paper, we take two distinct approaches to the FE discretization of the convection-diffusion problem: i) considering a space-time approach in which the temporal discretization is established using finite elements, and i i) a method of lines approach in which we employ the AVS-FE method in space whereas the temporal domain is discretized using the generalized- α method. We also consider another space-time technique in which the temporal direction is partitioned, thereby leading to finite space-time "slices" in an attempt to reduce the computational cost of the space-time discretizations. We present numerical verifications for these approaches, including numerical asymptotic convergence studies highlighting optimal convergence properties. Furthermore, in the spirit of the discontinuous Petrov-Galerkin (DPG) method by Demkowicz and Gopalakrishnan [2–6] , the AVS-FE method also leads to readily available a posteriori error estimates through a Riesz representer of the residual of the AVS-FE approximations. Hence, the norm of the resulting local restrictions of these estimates serves as error indicators in both space and time for which we present multiple numerical verifications in mesh adaptive strategies. [ABSTRACT FROM AUTHOR]

In this paper, we present a computationally efficient technique based on the Method of Lines for the approximation of the Bermudan option values via the associated partial differential equations. The method of lines converts the Black Scholes partial differential equation to a system of ordinary differential equations. The solution of the system of ordinary differential equations so obtained only requires spatial discretization and avoids discretization in time. Additionally, the exact solution of the ordinary differential equations can be obtained efficiently using the exponential matrix operation, making the method computationally attractive and straightforward to implement. An essential advantage of the proposed approach is that the associated Greeks can be computed with minimal additional computations. We illustrate, through numerical experiments, the efficacy of the proposed method in pricing and computation of the sensitivities for a European call, cash-or-nothing, powered option, and Bermudan put option. [ABSTRACT FROM AUTHOR]

In this study, the advection–dispersion equation with decay is numerically solved by the finite difference-based method of lines (FD-MOL) to simulate groundwater radionuclide transport. Finite difference orders of 1,2,...,8 are used for spatial approximation, while the linearly implicit Euler scheme is employed adaptively for temporal discretization. Four different problems are investigated, and results show that FD-MOL provides accurate and stable numerical solutions. Coarse temporal grids can be utilized implicitly, for instance, a maximum step of 1000 years with 400 spatial nodes yields RMS errors of 7.508 × 10−6, 7.395 × 10−5 and 7.705 × 10−6 in 92 234 U , 90 230 Th and 88 226 Ra normalized concentrations, respectively, for the decay chain problem. [ABSTRACT FROM AUTHOR]

We consider the numerical solution of a one-dimensional time-fractional diffusion problem, where the order of the Caputo time derivative belongs to (0, 1). Using the technique of the method of lines, we first develop from the original problem a system of fractional ordinary differential equations. Using an integral equation reformulation of this system, we study the regularity properties of the exact solution of the system of fractional differential equations and construct a piecewise polynomial collocation method to solve it numerically. We also investigate the convergence and the convergence order of the proposed method. To conclude, we present the results of some numerical experiments. [ABSTRACT FROM AUTHOR]

In this paper, we study direct and inverse problems for a nonlinear time fractional diffusion equation. We prove that the direct problem has a unique weak solution and the solution depends continuously on the coefficient. Then we show that the inverse problem has a quasi-solution. The direct problem is solved by the method of lines using an operator approach. A quasi-Newton optimization method is used for the numerical solution to the inverse problem. The Tikhonov regularization is used to overcome the ill-posedness of the inverse problem. Numerical examples with noise-free and noisy data illustrate the applicability and accuracy of the proposed method to some extent. [ABSTRACT FROM AUTHOR]

There are plenty of applications and analyses for time-independent elliptic partial differential equations in the literature hinting at the benefits of overtesting by using more collocation conditions than the number of basis functions. Overtesting not only reduces the problem size, but is also known to be necessary for stability and convergence of widely used asymmetric Kansa-type strong-form collocation methods. We consider kernel-based meshfree methods, which are methods of lines with collocation and overtesting spatially, for solving parabolic partial differential equations on surfaces without parametrization. In this paper, we extend the time-independent convergence theories for overtesting techniques to the parabolic equations on smooth and closed surfaces. [ABSTRACT FROM AUTHOR]

In this paper, we consider a system of one-dimensional hyperbolic delay differential equations (HDDEs) and their corresponding initial conditions. HDDEs are a class of differential equations that involve a delay term, which represents the effect of past states on the present state. The delay term poses a challenge for the application of standard numerical methods, which usually require the evaluation of the differential equation at the current step. To overcome this challenge, various numerical methods and analytical techniques have been developed specifically for solving a system of first-order HDDEs. In this study, we investigate these challenges and present some analytical results, such as the maximum principle and stability conditions. Moreover, we examine the propagation of discontinuities in the solution, which provides a comprehensive framework for understanding its behavior. To solve this problem, we employ the method of lines, which is a technique that converts a partial differential equation into a system of ordinary differential equations (ODEs). We then use the Runge–Kutta method, which is a numerical scheme that solves ODEs with high accuracy and stability. We prove the stability and convergence of our method, and we show that the error of our solution is of the order O(Δt+h¯4), where Δt is the time step and h¯ is the average spatial step. We also conduct numerical experiments to validate and evaluate the performance of our method.

Fractional differential equations (FDEs) are used for modeling the natural phenomena and interpretation of many life problems in the fields of applied science and engineering. The mathematical models which include different types of differential equations are used in some fields of applied sciences like biology, diffusion, electronic circuits, damping laws, fluid mechanics, and many others. The derivation of modern analytical or numerical methods for solving FDEs is a significant problem. However, in this article, we introduce a novel approach to generalize Runge Kutta Mechee (RKM) method for solving a class of fifth-order fractional partial differential equations (FPDEs) by combining numerical RKM techniques with the method of lines. We have applied the developed approach to solve some problems involving fifth-order FPDEs, and then, the numerical and analytical solutions for these problems have been compared. The comparisons in the implementations have proved the efficiency and accuracy of the developed RKM method.

In this study, we have simulated transient and steady state free convection flow and heat transfer inside a square enclosure filled with a copper-water nanofluid of spherical shape nanoparticles following Tiwari-Das model. The cavity containing an insulated rectangular obstacle of height ranging from 0% to 50% of the cavity side-length. The vertical sides of the enclosure are kept at different temperatures, while the flat sides are assumed to be adiabatic as the obstacle. The combined method of lines/penalty-artificial compressibility technique (MOL-PACT) has been applied to solve the dimensional time dependent mathematical model after converting it into a non-dimensional structure. The combined method of lines/penalty-artificial compressibility technique is recently successfully applied to simulate free convection of MHD fluid in square enclosure with a localized heating. The extension of this promising technique for studying heat transfer of nanofluids is one of the objectives of this paper. Another objective of the study is to inspect the impact of several model parameters such as, the obstacle height, nanoparticles volume-fraction, nanoparticles radius and Rayleigh number on streamlines, temperature distribution and Nusselt number as an expression of heat transfer inside the enclosure. The results have been discussed and shown graphically. Comparisons with former results for related cases in the literature are made and reasonably good agreements are observed.

We analyze the dependence of radiation loss, effective indices and difference of the effective indices of the two modes with similar field distribution propagating in dual-core microstructured fibres as well as their polarization behavior on fibre parameters (air hole diameter, hole separation, distance between guiding cores) and fibre bending. Optimization of the parameters of such fibres using as vector bend sensors is considered.

In this paper, a class of Volterra fractional partial integro-differential equations (VFPIDEs) with initial conditions is investigated. Here, the well-known method of lines (MOLs) is developed to solve the VFPIDEs. To this end, the VFPIDE is converted into a system of first-order ordinary differential equations (ODEs) in time variable with initial conditions. Then the resulting ODE system is solved by an LN-stable method, such as Radau IIA or Lobatto IIIC. It is proved that the proposed method is LNstable. Also, the convergence of the proposed method is proved. Finally, some numerical examples are given to illustrate the efficiency and accuracy of the proposed method. [ABSTRACT FROM AUTHOR]

In this paper, we develop an iterative method of lines scheme for the numerical solution to the time fractional Richards equation with implicit Neumann boundary conditions, which is an effective tool for describing a process of flow through unsaturated media. A numerical example is provided to show the effectiveness of the presented method for different model parameters and inputs. The method illustrated here can be applied to other types Richards equation with various input functions and Dirichlet boundary conditions. [ABSTRACT FROM AUTHOR]

Physical constraints must be taken into account in solving partial differential equations (PDEs) in modeling physical phenomenon time evolution of chemical or biological species. In other words, numerical schemes ought to be devised in a way that numerical results may have the same qualitative properties as those of the theoretical results. Methods with monotonicity preserving property possess a qualitative feature that renders them practically proper for solving hyperbolic systems. The need for monotonicity signifies the essential boundedness properties necessary for the numerical methods. That said, for many linear multistep methods (LMMs), the monotonicity demands are violated. Therefore, it cannot be concluded that the total variations of those methods are bounded. This paper investigates monotonicity, especially emphasizing the stepsize restrictions for boundedness of A-BDF methods as a subclass of LMMs. A-stable methods can often be effectively used for stiff ODEs, but may prove inefficient in hyperbolic equations with stiff source terms. Numerical experiments show that if we apply the A-BDF method to Sod's problem, the numerical solution for the density is sharp without spurious oscillations. Also, application of the A-BDF method to the discontinuous diffusion problem is free of temporal oscillations and negative values near the discontinuous points while the SSP RK2 method does not have such properties.

The article presents the results of studies on the natural vibration frequencies of circular truncated conical shells completely filled with an ideal compressible fluid. The behavior of the elastic structure is described in the framework of classical shell theory, the equations of which are written in the form of a system of ordinary differential equations with respect to new unknowns. Small fluid vibrations are described by the linearized Euler equations, which in the acoustic approximation are reduced to the wave equation with respect to hydrodynamic pressure and written in spherical coordinates. Its transformation to the system of ordinary differential equations is performed in three ways: by the straight line method, by spline interpolation and by the method of differential quadrature. The formulated boundary value problem is solved using the Godunov orthogonal sweep method. The calculation of natural frequencies of vibrations is based on the application of a stepwise procedure and subsequent refinement by the half-division method. The validity of the results obtained is confirmed by their comparison with known numerical-analytical solutions. The efficiency of frequency calculations in the case of using different methods of wave equation transformation is evaluated for shells with different combinations of boundary conditions and cone angles. It is demonstrated that the use of the generalized differential quadrature method provides the most cost-effective solution to the problem with acceptable calculation accuracy. [ABSTRACT FROM AUTHOR]

Development of quick and versatile simulation packages to investigate time dependent heat transfer phenomena in nuclear reactors or steam generators is an ongoing research interest. The work presented herein is an alternative attempt to address this issue employing a single heated channel framework. A homogenous equivalent mixture is assumed for the two phase flow inside the channel. The sectionalized compressible formalism is further refined and the resultant PDEs are cast into a nodalized layout employing the method of lines as a reduction scheme. Simulation results are presented for the transient heat transfer inside a coolant channel of a nuclear reactor core wherein the incumbent heat flux is affected through an inherent thermo-neutronic feedback mechanism. The overall model reduction strategy likewise provides a suitable platform for the purpose of stability analysis or control synthesis practices. [ABSTRACT FROM AUTHOR]

In this study, we have simulated transient and steady state free convection flow and heat transfer inside a square enclosure filled with a copper-water nanofluid of spherical shape nanoparticles following Tiwari-Das model. The cavity containing an insulated rectangular obstacle of height ranging from 0% to 50% of the cavity side-length. The vertical sides of the enclosure are kept at different temperatures, while the flat sides are assumed to be adiabatic as the obstacle. The combined method of lines/penalty-artificial compressibility technique (MOL-PACT) has been applied to solve the dimensional time dependent mathematical model after converting it into a non-dimensional structure. The combined method of lines/penalty-artificial compressibility technique is recently successfully applied to simulate free convection of MHD fluid in square enclosure with a localized heating. The extension of this promising technique for studying heat transfer of nanofluids is one of the objectives of this paper. Another objective of the study is to inspect the impact of several model parameters such as, the obstacle height, nanoparticles volume-fraction, nanoparticles radius and Rayleigh number on streamlines, temperature distribution and Nusselt number as an expression of heat transfer inside the enclosure. The results have been discussed and shown graphically. Comparisons with former results for related cases in the literature are made and reasonably good agreements are observed. [ABSTRACT FROM AUTHOR]

In this paper, a numerical technique is proposed to solve a two-dimensional coupled Burgers' equation. The two-dimensional Cole–Hopf transformation is applied to convert the nonlinear coupled Burgers' equation into a two-dimensional linear diffusion equation with Neumann boundary conditions. The diffusion equation with Neumann boundary conditions is semi-discretized using MOL in both x and y directions. This process yielded the system of ordinary differential equations in the time variable. Multistep methods namely backward differentiation formulas of order one, two and three are employed to solve the ode system. Efficiency and accuracy of the proposed methods are verified through numerical experiments. The proposed schemes are simple, accurate, efficient and easy to implement. [ABSTRACT FROM AUTHOR]

This paper presents numerical treatments for a class of singularly perturbed parabolic partial differential equations with nonlocal boundary conditions. The problem has strong boundary layers at x = 0 and x = 1. The nonstandard finite difference method was developed to solve the considered problem in the spatial direction, and the implicit Euler method was proposed to solve the resulting system of IVPs in the temporal direction. The nonlocal boundary condition is approximated by Simpsons 13 rule. The stability and uniform convergence analysis of the scheme are studied. The developed scheme is second-order uniformly convergent in the spatial direction and first-order in the temporal direction. Two test examples are carried out to validate the applicability of the developed numerical scheme. The obtained numerical results reflect the theoretical estimate.

This article presents a new numerical model with nodes within the interval of eight-step for numerical simulation of a class of variable coefficient elliptic partial differential equations in the two-dimensional domain. The method is developed via the principle of collocation and interpolation techniques using Hermite polynomial as the basis function. The main classical model and its derivatives generated from the continuous function are then united together to form the required Classical Eight-step Model (CEM). The analysis of the CEM was investigated and shows that it satisfies the conditions for convergence with an algebraic order of nine. The CEM is applied to solve the semi-discretized elliptic partial differential equations with a variable coefficient arising from the discretization of one of their spatial variables. The performance of the CEM was established with six test problems. The approximate solution generated using CEM is compared with the analytical solution of the problems and other existing methods in the literature. Numerical illustrations demonstrate that the method is convergent and highly accurate. The advantages of CEM over other existing methods reveal the accuracy and efficiency of the CEM as depicted in curves.

We consider the numerical solution of a one-dimensional time-fractional diffusion problem, where the order of the Caputo time derivative belongs to (0, 1). Using the technique of the method of lines, we first develop from the original problem a system of fractional ordinary differential equations. Using an integral equation reformulation of this system, we study the regularity properties of the exact solution of the system of fractional differential equations and construct a piecewise polynomial collocation method to solve it numerically. We also investigate the convergence and the convergence order of the proposed method. To conclude, we present the results of some numerical experiments.

The Method of Lines in combination with impedance/admittance and field transformation is used to analyze electromagnetic waves. The used cases are waveguiding structures in microwave technology and optics. The core of the theory is the solution of generalized transmission line equations (GTL). In the case of complex structures, a combination with finite differences (FD) can be used. The quality of this solution essentially depends on the effectiveness of the used interpolation of the differences. The individual steps of the FD are permanently linked to the steps of the fully vectorial impedance/admittance and field transformation, so standard libraries cannot be used. Two approaches based on the linear and quadratic interpolation were built into the impedance/admittance and field transformation in the past. However, the degree of improvement due to one or another kind of interpolation depends on the concrete behavior of the solution sought. In the case of complex structures, choosing the appropriate type of interpolation should be an effective aid. In this paper, an extension of the family of built-in methods is proposed—with the possibility of being able to build any known numerical method from the class of one-step or multi-step methods into the GTL solution. These can be higher-order methods, including fast explicit methods, or particularly stable implicit methods. The transmission matrices for the impedance/admittance and field transformation serve as the building site. To illustrate the procedure, some different methods are integrated into the GTL solution. The efficiency of the solutions is tested on some test structures and compared with each other and with existing solutions. The relevant waveguide specifics were discussed. Initial systematics and recommendations for users were derived. [ABSTRACT FROM AUTHOR]

This paper deals with the numerical solutions of a general class of one-dimensional nonlinear partial differential equations (PDEs) arising in different fields of science. The nonlinear equations contain, as special cases, several PDEs such as Burgers equation, nonlinear-Schrödinger equation (NLSE), Korteweg–De Vries (KDV) equation, and KdV–Schrödinger equations. Inspired by the method of lines, an RBF-FD approximation of the spatial derivatives in terms of local unknown function values, converts the nonlinear governing equations to a system of nonlinear ordinary differential equations(ODEs). Then, a fourth-order Runge–Kutta method is proposed to solve the resulting nonlinear system of first-order ODEs. For the RBF-FD approximation of derivatives, three kinds of different basis are investigated, and it is shown that the polynomial basis gives the highest accuracy. Solitary wave solutions form a special class of solutions of the model equations considered in this paper. The results reveal that the proposed method simulates this kind of solutions with high accuracy. Also, the method is able to simulate the collision of two soliton solutions, provided they are initially located far enough from each other. [ABSTRACT FROM AUTHOR]

In this article, an efficient method for approximating the solution of the generalized Burgers-Huxley (gB-H) equation using a multiquadric quasi-interpolation approach is considered. This method consists of two phases. First, the spatial derivatives are evaluated by MQ quasi-interpolation, So the gB-H equation is reduced to a nonlinear system of ordinary differential equations. In phase two, the obtained system is solved by using ODE solvers. Numerical examples demonstrate the validity and applicability of the method. [ABSTRACT FROM AUTHOR]

An algorithm of axisymmetric unbranched soft shells nonlinear dynamic behaviour problems solution is suggested in the work. The algorithm does not impose any restrictions on deformations or displacements range, material properties, conditions of fixing or meridian form of the structure. Mathematical statement of the problem is given in vector-matrix form and includes system of partial differential equations, system of additional algebraic equations, structure segments coupling conditions, initial and boundary conditions. Partial differential equations of motion are reduced to nonlinear ordinary differential equations using method of lines. Obtained equation system is differentiated by calendar parameter. As a result problem solution is reduced to solving two interconnected problems: quasilinear multipoint boundary problem and nonlinear Cauchy problem with right-hand side of a special form. Features of represented algorithm using in application to the problems of soft shells dynamics are revealed at its program realization and are described in the work. Three- and four-point finite difference schemes are used for acceleration approximation. Algorithm testing is carried out for the example of hinged hemisphere of neo-hookean material dynamic inflation. Influence of time step and acceleration approximation scheme choice on solution results is investigated.

Abstract In this work, we develop an efficient numerical scheme based on the method of lines (MOL) to investigate the interesting phenomenon of collisions and reflections of optical solitons. The established scheme is of second order in space and of fourth order in time with an explicit nature. We deduce stability restrictions using the von Neumann stability analysis. We consider a ( 2 + 1 ) $(2+ 1)$ -dimensional system of a coupled nonlinear Schrödinger equation as a general model of nonlinear Schrödinger-type equations. We consider several numerical experiments to demonstrate the robustness of the scheme in capturing many scenarios of collisions and reflections of the optical solitons related to nonlinear Schrödinger-type equations. We verify the scheme accuracy through computing the conserved invariants and comparing the present results with some existing ones in the literature.

In this article, it is aimed to address one of Ostwald-de Waele fluid problems that either, has not been addressed or very little focused on. Considering the impacts of heat involving in the Non-Newtonian flow, a variant thickness of the disk is additionally considered which is governed by the relation z = a (r/RO+1)-m. The rotating Non-Newtonian flow dynamics are represented by the system of highly nonlinear coupled partial differential equations. To seek a formidable solution of this nonlinear phenomenon, the application of the method of lines using von Kármán’s transformation is implemented to reduce the given PDEs into a system of nonlinear coupled ordinary differential equations. A numerical solution is considered as the ultimate option, for such nonlinear flow problems, both closed-form solution and an analytical solution are hard to come by. The method of lines scheme is preferred to obtain the desired solution which is found to be more reliable and in accordance with the required physical expectation. Eventually, some new marvels are found. Results indicate that, unlike the flat rotating disk, the local radial skin friction coefficients and tangential decrease with the fluid physical power-law exponent increases, the peak in the radial velocity rises which is significantly distinct from the results of a power-law fluid over a flat rotating disk. The local radial skin friction coefficient increases as the disk thickness index increases, while local tangential skin friction coefficient decreases, the local Nusselt number decrease, both the thickness of the velocity and temperature boundary layer increase.

In this paper, we study direct and inverse problems for a nonlinear time fractional diffusion equation. We prove that the direct problem has a unique weak solution and the solution depends continuously on the coefficient. Then we show that the inverse problem has a quasi-solution. The direct problem is solved by the method of lines using an operator approach. A quasi-Newton optimization method is used for the numerical solution to the inverse problem. The Tikhonov regularization is used to overcome the ill-posedness of the inverse problem. Numerical examples with noise-free and noisy data illustrate the applicability and accuracy of the proposed method to some extent.

The paper describes essential reaction–diffusion models with delay arising in population theory, medicine, epidemiology, biology, chemistry, control theory, and the mathematical theory of artificial neural networks. A review of publications on the exact solutions and methods for their construction is carried out. Basic numerical methods for integrating nonlinear reaction–diffusion equations with delay are considered. The focus is on the method of lines. This method is based on the approximation of spatial derivatives by the corresponding finite differences, as a result of which the original delay PDE is replaced by an approximate system of delay ODEs. The resulting system is then solved by the implicit Runge–Kutta and BDF methods, built into Mathematica. Numerical solutions are compared with the exact solutions of the test problems. [ABSTRACT FROM AUTHOR]

In this paper, we consider one- and two-dimensional singularly perturbed parabolic reaction-diffusion problems. We propose a parameter-uniform numerical scheme to solve these problems. The continuous problem is first discretized in the space variable using a fitted operator finite difference method. The partial differential equation is thus transformed into a system of initial value problems which are then integrated in time with the Crank–Nicolson finite difference method. A convergence analysis shows that the scheme is second-order ε-uniform convergent in space and time. Richardson extrapolation of the space variable results in a fourth order ε-uniform convergence. Numerical experiments on two test examples confirm the theoretical findings. [ABSTRACT FROM AUTHOR]

The Mixed Finite Element (MFE) method is well adapted for the simulation of fluid flow in heterogeneous porous media. However, when employed for the transport equation, it can generate solutions with strong unphysical oscillations because of the hyperbolic nature of advection. In this work, a robust upwind MFE scheme is proposed to avoid such unphysical oscillations. The new scheme is a combination of the upwind edge/face centred Finite Volume (FV) method with the hybrid formulation of the MFE method. The scheme ensures continuity of both advective and dispersive fluxes between adjacent elements and allows to maintain the time derivative continuous, which permits employment of high order time integration methods via the Method of Lines (MOL). Numerical simulations are performed in both saturated and unsaturated porous media to investigate the robustness of the new upwind-MFE scheme. Results show that, contrarily to the standard scheme, the upwind-MFE method generates stable solutions without under and overshoots. The simulation of contaminant transport into a variably saturated porous medium highlights the robustness of the proposed upwind scheme when combined with the MOL for solving nonlinear problems. [ABSTRACT FROM AUTHOR]

The price V of a contingent claim in finance, insurance and economics is defined as an expectation of a stochastic expression. If the underlying uncertainty is modeled as a strong Markov process X, the Feynman–Kac theorem suggests that V is the unique solution of a boundary problem for a parabolic equation. In the case of PDO with constant symbols, simple probabilistic tools explained in this paper can be used to explicitly calculate expectations under very weak conditions on the process and study the regularity of the solution. Assuming that the Feynman–Kac theorem holds, and a more general boundary problem can be localized, the local results can be used to study the existence and regularity of solutions, and derive efficient numerical methods. In the paper, difficulties for the realization of this program are analyzed, several outstanding problems are listed, and several closely efficient methods are outlined. [ABSTRACT FROM AUTHOR]

The radial basis functions (RBFs) methods were first developed by Kansa to approximate partial differential equations (PDEs). The RBFs method is being truly meshfree becomes quite appealing, owing to the presence of distance function, straight-forward implementation, and ease of programming in higher dimensions. Another considerable advantage is the presence of a tunable free shape parameter, contained in most of the RBFs that control the accuracy of the RBFs method. Here, the solution of the two-dimensional system of nonlinear partial differential equations is examined numerically by a Global Radial Basis Functions Collocation Method (GRBFCM). It can work on a set of random or uniform nodes with no need for element connectivity of input data. For the timedependent partial differential equations, a system of ordinary differential equations (ODEs) is derived from this scheme. Like some other numerical methods, a comparison between numerical results with analytical solutions is implemented confirming the efficiency, accuracy, and simple performance of the suggested method. [ABSTRACT FROM AUTHOR]

A new combined technique is developed for studying free convection of magnetohydrodynamic unsteady incompressible flow in a square cavity that partially heated from lower wall and regular cooling from lateral walls. Convection has been studied for several lengths of heat source, Hartman and the Rayleigh numbers. The local and average Nusselt numbers are calculated and presented graphically along the heat source portion. The proposed technique is a combination of the method of lines (MOL) and a developed penalty-artificial compressibility technique (PACT). Unsteady penalty compressibility governing equations are used instead of solving steady-state balances. The penalty and artificial compressibility factors are estimated using a deduced stability restriction. The validation of the MOL-PACT is verified by comparing the current data with other numerical and experimental ones existing in the literature. The proposed technique provides a new choice through the investigation of MHD mass and heat transfer.

In this study, an efficient fourth-order conservative explicit numerical scheme using method of lines is developed to simulate different scenarios of soliton interactions and reflections for a (2 + 1)-dimensional coupled nonlinear Schrödinger (CNLS) system. The fourth-order Runge–Kutta technique is applied as a time integrator to the resulting ordinary differential system. Both integrable and nonintegrable cases of the CNLS system are considered. A condition for the scheme to be stable is deduced with the aid of von Neumann stability analysis. Several numerical experiments have been carried out to exhibit the reliability of the scheme in capturing and understanding the interesting phenomenon of elastic and inelastic soliton collisions/reflections related to many nonlinear evolution equations. The ability of the scheme to preserve the conserved invariants in long terms confirms its accuracy and stability. New results associated with interactions and reflections of soliton waves are obtained. [ABSTRACT FROM AUTHOR]