Download Abstract Book - the ICAAM 2012 Conference in Gumushane
Download Abstract Book - the ICAAM 2012 Conference in Gumushane
Download Abstract Book - the ICAAM 2012 Conference in Gumushane
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
On <strong>the</strong> Numerical Solution of Ultra Parabolic Equations with Neumann Condition<br />
A. Ashyralyev and S. Yılmaz<br />
<strong>Abstract</strong><br />
Department of Ma<strong>the</strong>matics, Fatih University, Istanbul, Turkey<br />
In this paper, our <strong>in</strong>terest is study<strong>in</strong>g <strong>the</strong> stability of first order difference scheme for <strong>the</strong> approximate<br />
solution of <strong>the</strong> <strong>in</strong>itial boundary value problem for ultra parabolic equations<br />
⎧<br />
∂u(t,s) ∂u(t,s)<br />
⎪⎨ ∂t + ∂s + Au(t, s) = f(t, s), 0 < t, s < T,<br />
u(0, s) = ψ(s), 0 ≤ s ≤ T,<br />
(1)<br />
⎪⎩ u(t, 0) = ϕ(t), 0 ≤ t ≤ T<br />
<strong>in</strong> an arbitrary Banach space E with a strongly positive operator A.We refer to [1, 2] and <strong>the</strong> references<br />
<strong>the</strong>re<strong>in</strong> for a series of papers by <strong>the</strong> authors, deal<strong>in</strong>g with ultra parabolic equations , aris<strong>in</strong>g <strong>in</strong> diffusion<br />
<strong>the</strong>ory, probability and f<strong>in</strong>ance. Some new results about numerical methods for ultra-parabolic equations<br />
are also announced, see [3-5]. For approximately solv<strong>in</strong>g problem (1), <strong>the</strong> first-order of accuracy difference<br />
scheme<br />
⎧<br />
uk,m−uk−1,m<br />
τ<br />
+ uk−1,m−uk−1,m−1<br />
τ<br />
+Auk,m = fk,m ,<br />
⎪⎨ fk,m = f(tk, sm), tk = kτ, sm = mτ, 1 ≤ k, m ≤ N, Nτ = 1,<br />
(2)<br />
u0,m = ψm, ψm = ψ(sm), 0 ≤ m ≤ N,<br />
⎪⎩ uk,0 = ϕk, ϕk = ϕ(tk), 0 ≤ k ≤ N<br />
is presented. The stability estimates and almost coercive stability estimates for <strong>the</strong> solution of difference<br />
schemes (2) is established. In applications, <strong>the</strong> stability <strong>in</strong> maximum norm of difference shemes for mul-<br />
tidimensional ultra parabolic equations with Neumann condition is established. Apply<strong>in</strong>g <strong>the</strong> difference<br />
schemes, <strong>the</strong> numerical methods are proposed for solv<strong>in</strong>g one dimensional ultra parabolic equations.<br />
References<br />
[1] Ashyralyev A. and Yılmaz S., An approximation of ultra-parabolic equations, <strong>Abstract</strong> and Applied<br />
Analysis, Article ID 840621, 13 pages, <strong>2012</strong>.(<strong>in</strong> press)<br />
[2] Lanconelli E., Pascucci A. and Polidoro S, L<strong>in</strong>ear and nonl<strong>in</strong>ear ultraparabolic equations of Kol-<br />
mogorov type aris<strong>in</strong>g <strong>in</strong> diffusion <strong>the</strong>ory and <strong>in</strong> f<strong>in</strong>ance, <strong>in</strong> Proceed<strong>in</strong>gs of <strong>the</strong> International Ma<strong>the</strong>matical<br />
Series <strong>Conference</strong>, Nonl<strong>in</strong>ear Problems <strong>in</strong> Ma<strong>the</strong>matical Physics and Related Topics VOL. II <strong>in</strong> Honor of<br />
Professor O.A. Ladyzhenskya, 243-265, 2002.<br />
[3] Akrivis G., Crouzeix M. and Thom˙ee V., Numerical methods for ultraparabolic equations,Calcolo<br />
31 , 179-190, 1994.<br />
[4] Ashyralyev A. and Yılmaz S., Second Order of Accuracy Difference Schemes for Ultra Parabolic<br />
Equations, <strong>in</strong> Proceed<strong>in</strong>gs of <strong>the</strong> International <strong>Conference</strong> on Numerical Analysis and Applied Ma<strong>the</strong>-<br />
matics, AIP <strong>Conference</strong> Proceed<strong>in</strong>gs, Volume 1389, 601-604, 2011.<br />
[5] Ayati B. P., A variable time step method for an age-dependent population model with nonl<strong>in</strong>ear<br />
diffusion, Sıam J. Numer. Anal., Volume 37(5), 1571-1589, 2000.<br />
Page 15