Numerical Integration of Nonlinear Klein–Gordon Type Equations with Delay by the Method of Lines
https://doi.org/10.56304/S2304487X19030131
Abstract
Qualitative features of numerical integration of initial-boundary value problems for partial differential equations with delay by the method of lines have been described. The method of lines is based on the approximation of spatial derivatives by corresponding finite differences, which allows reducing the initial equation to an approximate system of ordinary differential equations with delay. The system is then solved by the Runge–Kutta methods of the second and fourth orders and by the BDF method, which are built into Wolfram Mathematica. Test problems for nonlinear Klein–Gordon type equations with a constant delay τ whose solutions are expressed in terms of elementary functions have been formulated. The extensive comparison of numerical and exact solutions of the test problems on a significant time interval from 0 to 50 τ has been made. It has been found that the numerical method under consideration with moderate delay times ensures high accuracy of the results obtained.
Keywords
About the Author
V. G. SorokinRussian Federation
119526
Moscow
References
1. Bratsun D. A., Zakharov A. P., K voprosu o chislennom raschete prostranstvenno-raspredelennyh dinamicheskih sistem s zapazdyvaniem po vremeni (On the numerical calculation of spatially extended dynamical systems with time delay), Vestnik Permskogo Universiteta. Ser. Matematika, Mekhanika, Informatika, 2012, vol. 4, no. 12, pp. 32–41 (in Russian).
2. Polyanin A. D., Zhurov A. I., Metod funktcional’nyh svyazei: Tochnye resheniya reaktcionno-diffuzionnyh uravnenii s zapazdyvaniem (Method of functional relations: Exact solutions of nonlinear reaction–diffusion equations with delay), Vestnik NIYaU MIFI, 2013, vol. 2, no. 4, pp. 425–431 (in Russian).
3. Bocharov G. A., Rihan F. A. Numerical modelling in biosciences using delay differential equations // J. Comp. & Appl. Math. 2000. V. 125. P. 183–199.
4. Faria T., Trofimchuk S. Nonmonotone travelling waves in a single species reaction–diffusion equation with delay // J. Dif. Equations. 2006. V. 228. P. 357–376.
5. Herz A. V. M. et al. Viral dynamics in vivo: limitations on estimates of intracellular delay and virus decay // Proc. Nat. Acad. Sci, 1996. V. 93. P. 7247–7251.
6. Huang J., Zou X. Traveling wavefronts in diffusive and cooperative Lotka–Volterra system with delays // J. Math. Anal. Appl. 2002. V. 271. P. 455–466.
7. Kyrychko Y. N., Hogan S. J. On the use of delay equations in engineering applications // J. Vibration and Control. 2010. V. 16. № 7–8. P. 943–960.
8. Mittler J. E. et al. Influence of delayed viral production on viral dynamics in HIV-1 infected patients // Mathematical Biosciences. 1998. V. 152. P. 143–163.
9. Nelson P. W., Perelson A. S. Mathematical analysis of delay differential equation models of HIV-1 infection // Mathematical Biosciences. 2002. V. 179. P. 73–94.
10. Polyanin A. D., Zhurov A. I. Exact separable solutions of delay reaction–diffusion equations and other nonlinear partial functional-differential equations // Communications in Nonlinear Science and Numerical Simulation. 2014. V. 19. P. 409–416.
11. Shakeri F., Dehghan M. Solution of delay differential equations via a homotopy perturbation method // Mathematical and Computer Modelling. 2008. V. 48. P. 486–498.
12. Walter H. O. Topics in Delay Differential Equations // Jahresbericht der Deutschen Mathematiker-Vereinigung. 2014. V. 116. № 2. P. 87–114.
13. Wu J. H. Introduction to neural dynamics and signal transmission delay. Berlin: de Gruyter, 2002.
14. Wu J., Zou X. Travelling wave fronts of reaction-diffusion systems with delay // J. Dynamics & Dif. Equations. 2001. V. 13. № 3. P. 651–687.
15. Lu J. G. Global exponential stability and periodicity of reaction–diffusion delayed recurrent neural networks with Dirichlet boundary conditions // Chaos, Solitons and Fractals. 2008. V. 35. P. 116–125.
16. Wu J., Campbell S. A., Bélair J. Time-Delayed Neural Networks: Stability and Oscillations // Encyclopedia of Computational Neuroscience. N. Y.: Springer, 2014. P. 1–8.
17. Wang L., Gao Y. Global exponential robust stability of reaction–diffusion interval neural networks with time-varying delays // Phys. Lett. A. 2006. V. 350. P. 342–348.
18. Polyanin A. D., Sorokin V. G. Reaktcionno-diffuzionnye uravneniya s zapazdyvaniem: Matematicheskie modeli i kachestvennye osobennosti (Reaction-diffusion equations with delay: Mathematical models and qualitative features), Vestnik NIYaU MIFI, 2017, vol. 6, no.1, pp. 41–55 (in Russian).
19. Polyanin A. D., Sorokin V. G., Reaktcionno-diffuzionnye uravneniya s zapazdyvaniem: Chislennye metody i testovye zadachi (Reaction-diffusion equations with delay: Numerical methods and test problems), Vestnik NIYaU MIFI, 2017, v. 6, no. 2, pp. 126–142 (in Russian).
20. Van der Houwen P. J., Sommeijer B. P., Baker C. T. H. On the stability of predictor-corrector methods for parabolic equations with delay // IMA J. Numerical Analysis. 1986. V. 6. P. 1–23.
21. Pimenov V. G., Chislennye metody resheniya uravneniya teploprovodnosti s zapazdyvaniem (Numerical methods of solution for heat equation with delay), Vestnik Udmurtskogo Universiteta. Ser. Matematika, Mekhanika, Kompjuternye Nauki, 2008, no. 2, pp. 113–116.
22. Rihan F. A. Computational methods for delay parabolic and time-fractional partial differential equations // Numerical Methods for Partial Differential Equations. 2010. V. 26. P. 1556–1571.
23. Wolfram Language Documentation [electronic resource] // Delay Differential Equations. URL: http://reference.wolfram.com/mathematica/tutorial/NDSolveDelayDifferentialEquations.html (date of the application 20. 02. 2019).
24. Maple Programming Help [electronic resource] // Numeric Delay Differential Equation Examples. URL: http://www.maplesoft.com/support/help/Maple/view.aspx?path=examples/ NumericDDEs (date of the application 20. 02. 2019).
25. MATLAB Documentation [electronic resource] // Delay Differential Equations. URL: http://www.math-works.com/help/matlab/delay-differential-equations.html (date of the application 20. 02. 2019).
26. Krainov A. Yu., Min’kov L. L., Chislennye metody resheniya zadach teplo- i massoperenosa (Numerical methods of solving heat-mass transfer problems), Tomsk: STT, 2016, 92 p. (in Russian).
27. Wolfram Language Documentation [electronic resource] // The Numerical Method of Lines. URL: http://reference.wolfram.com/language/tutorial/NDSolveMethodOfLines.html (date of the application 20. 02. 2019).
28. Wolfram Language Documentation [electronic resource] // NDSolve. URL: http://reference.wolfram.com/language/ref/NDSolve.html (date of the application 20. 02. 2019).
29. Wolfram Language Documentation [Электронный ресурс] // “ExplicitRungeKutta” Method for NDSolve. URL: http://reference.wolfram.com/language/tutorial/NDSolveExplicitRungeKutta.html (accessed: 20. 02. 2019).
30. Wolfram Language Documentation [Электронный ресурс] // “ImplicitRungeKutta” Method for NDSolve. URL: http://reference.wolfram.com/language/tutorial/NDSolveImplicitRungeKutta.html (accessed: 20. 02. 2019).
31. Wolfram Language Documentation [electronic resource] // IDA Method for NDSolve. URL: http://reference.wolfram.com/language/tutorial/NDSolveIDAMethod.html (date of the application 20. 02. 2019).
32. Wolfram Language Documentation [electronic resource] // Numerical Solution of Differential Equations. URL: http://reference.wolfram.com/language/tutorial/NumericalSolutionOfDifferentialEquations.html (date of the application 20. 02. 2019).
33. Hindmarsh A., Taylor A. User Documentation for IDA: A Differential-Algebraic Equation Solver for Sequential and Parallel Computers. 1999.
34. Brown P. N., Hindmarsh A. C., Petzold L. R. Using Krylov Methods in the Solution of Large-Scale Differential-Algebraic Systems // SIAM J. Scientific Computing. 1994. V. 15. P. 1467–1488.
35. Brown P. N., Hindmarsh A. C., Petzold L. R. Consistent Initial Condition Calculation for Differential-Algebraic Systems // SIAM J. Scientific Computing. 1998. V. 19. P. 1495–1512.
36. Wolfram Language Documentation [Электронный ресурс] // Norms in NDSolve. URL: http://reference.wolfram.com/language/tutorial/NDSolveVectorNorm.html (accessed: 20. 02. 2019).
37. Bellen A., Zennaro M. Numerical Methods for Delay Differential Equations. Oxford: Oxford University Press, 2013.
38. Liu H., Sun G. Implicit Runge–Kutta methods based on Lobatto quadrature formula // Int. J. Computer Mathematics. 2005. V. 82. № 1. P. 77–88.
39. Hairer E., Wanner G., Solving Ordinary Differential Equations II. Stiff and Differential-Algebraic Problems, Berlin: Springer, 1996.
40. Sorokin V. G., Polyanin A. D., Chislennoe integrirovanie nelinejnykh zadach reakcionno-diffusionnogo tipa s zapazdyvaniem metodom pryamykh (Numerical Integration of Nonlinear Reaction–Diffusion Problems with Delay by the Method of Lines), Vestnik NIYaU MIFI, 2018, vol. 7, no 3, pp. 211–227 (in Russian).
41. Paul C. A. H. Developing a delay differential equation solver // Appl. Numer. Math. 1992. V. 9. P. 403–414.
42. Baker C. T. H., Paul C. A. H. Issues in the numerical solution of evolutionary delay differential equations // Adv. Comput. Math. 1995. V. 3. P. 171–196.
43. Shampine L. F., Thompson S. Numerical Solutions of Delay Differential Equations. In: Delay Differential Equations: Recent Advances and New Directions. N. Y.: Springer, 2009. P. 245–271.
44. Polyanin A. D., Zhurov A. I. Non-linear instability and exact solutions to some delay reaction-diffusion systems // Int. J. Non-Linear Mechanics. 2014. V. 62. P. 33–40.
45. Polyanin A. D., Sorokin V. G., Vyazmin A. V., Nelinejnye reakcionno-diffuzionnye uravnenija giperbolicheskogo tipa s zapazdyvaniem: tochnye reshenija, global’naja neustojchivost’ (Nonlinear delay reaction-diffusion equations of hyperbolic type: Exact solutions and global instability), Mat. modelir. i chisl. metody, 2014, no. 4, pp. 53–73 (in Russian).
46. Polyanin A. D., Zhurov A. I. New generalized and functional separable solutions to nonlinear delay reaction-diffusion equations // Int. J. Non-Linear Mechanics. 2014. V. 59. P. 16–22.
47. Polyanin A. D., Zhurov A. I. Nonlinear delay reaction–diffusion equations with varying transfer coefficients: Exact methods and new solutions // Appl. Math. Lett. 2014. V. 37. P. 43–48.
48. Polyanin A. D., Zhurov A. I., Nelinejnye reakcionno-diffuzionnye uravnenija s zapazdyvaniem i peremennymi koehfficientami perenosa: reshenija s obobshhennym i funkcional’nym razdeleniem peremennykh (Nonlinear delay reaction-diffusion equations with varying transfer coefficients: generalized and functional separable solutions), Mat. modelir. i chisl. metody, 2015, vol. 8, pp. 3–37 (in Russian).
49. Polyanin A. D. Exact generalized separable solutions to nonlinear delay reaction-diffusion equations // Theor. Found. Chem. Eng. 2015. V. 49. № 1. P. 107–114.
50. Polyanin A. D. Exact solutions to new classes of reaction-diffusion equations containing delay and arbitrary functions // Theor. Found. Chem. Eng. 2015. V. 49. № 2. P. 169–175.
51. Sorokin V. G., Tochnye reshenija nekotorykh nelinejnykh obyknovennykh differencial’no-raznostnykh uravnenij (Exact solutions of some nonlinear ordinary differential-difference equations), Vestnik NIYaU MIFI, 2015, vol. 4, no. 6, pp. 493–500 (in Russian).
52. Polyanin A. D., Sorokin V. G. Nonlinear delay reaction-diffusion equations: Traveling-wave solutions in elementary functions // Appl. Math. Lett. 2015. V. 46. P. 38–43.
53. Sorokin V. G., Tochnye reshenija nekotorykh nelinejnykh uravnenij i sistem uravnenij v chastnykh proizvodnykh s zapazdyvaniem (Exact solutions of some nonlinear partial differential equations with delay and systems of such equations), Vestnik NIYaU MIFI, 2016, vol. 5, no. 3, pp. 199–219 (in Russian).
54. Polyanin A. D., Zhurov A. I. Exact solutions of linear and nonlinear differential-difference heat and diffusion equations with finite relaxation time // Int. J. Non-Linear Mechanics. 2013. V. 54. P. 115–126.
55. Polyanin A. D., Zhurov A. I. Exact solutions of nonlinear differential-difference equations of a viscous fluid with finite relaxation time // Int. J. Non-Linear Mechanics. 2013. V. 57. P. 116–122.
56. Polyanin A. D., Sorokin V. G., Vyazmin A. V. Exact solutions and qualitative features of nonlinear hyperbolic reaction-diffusion equations with delay // Theor. Found. Chem. Eng. 2015. V. 49. № 5. P. 622–635.
57. Polyanin A. D. Functional separable solutions of nonlinear reaction–diffusion equations with variable coefficients // Appl. Math. and Comput. 2019. V. 347. P. 282–292.
58. Polyanin A. D. Generalized traveling-wave solutions of nonlinear reaction–diffusion equations with delay and variable coefficients // Appl. Math. Lett. 2019. V. 90. P. 49–53.
59. Polyanin A. D., Zhurov A. I. Functional constraints method for constructing exact solutions to delay reaction-diffusion equations and more complex nonlinear equations // Communications in Nonlinear Science and Numerical Simulation. 2014. V. 19. № 3. P. 417–430.
60. Polyanin A. D., Zhurov A. I. The functional constraints method: Application to non-linear delay reaction-diffusion equations with varying transfer coefficients // Int. J. Non-Linear Mechanics. 2014. V. 67. P. 267–277.
61. Polyanin A. D., Zhurov A. I., Nekotorye metody postroenija tochnykh reshenij nelinejnykh reakcionno-diffuzionnykh uravnenij s zapazdyvajushhim argumentom i peremennymi koehfficientami perenosa (Some methods for the construction of exact solutions of nonlinear delay reaction-diffusion equations with varying transfer coefficients), Vestnik NIYaU MIFI, 2015, vol. 4, no. 2, pp. 107–118 (in Russian).
62. Polyanin A. D., Zhurov A. I. The generating equations method: Constructing exact solutions to delay reaction-diffusion systems and other non-linear coupled delay PDEs // Int. J. Non-Linear Mechan. 2015. V. 71. P. 104–115.
63. Polyanin A. D., Sorokin V. G., Ob ustojchivosti i neustojchivosti reshenij reakcionno-diffusionnykh i bolee slozhnykh nelinejnykh uravnenij s zapazdyvaniem (On the Stability and Instability of Solutions of Reaction–Diffusion and More Complex Nonlinear Equations with Delay), Vestnik NIYaU MIFI, 2018, vol. 7, no. 5, pp. 389–404 (in Russian).
Review
For citations:
Sorokin V.G. Numerical Integration of Nonlinear Klein–Gordon Type Equations with Delay by the Method of Lines. Vestnik natsional'nogo issledovatel'skogo yadernogo universiteta "MIFI". 2019;8(3):232-247. (In Russ.) https://doi.org/10.56304/S2304487X19030131