To solve the first-order differential equation derived from the problem of a free-falling object and the problem arising from Newton’s law of cooling, the study compares the numerical solutions obtained from Picard’...To solve the first-order differential equation derived from the problem of a free-falling object and the problem arising from Newton’s law of cooling, the study compares the numerical solutions obtained from Picard’s and Taylor’s series methods. We have carried out a descriptive analysis using the MATLAB software. Picard’s and Taylor’s techniques for deriving numerical solutions are both strong mathematical instruments that behave similarly. All first-order differential equations in standard form that have a constant function on the right-hand side share this similarity. As a result, we can conclude that Taylor’s approach is simpler to use, more effective, and more accurate. We will contrast Rung Kutta and Taylor’s methods in more detail in the following section.展开更多
An entirely new framework is established for developing various single- and multi-step formulations for the numerical integration of ordinary differential equations. Besides polynomials, unconventional base-functions ...An entirely new framework is established for developing various single- and multi-step formulations for the numerical integration of ordinary differential equations. Besides polynomials, unconventional base-functions with trigonometric and exponential terms satisfying different conditions are employed to generate a number of formulations. Performances of the new schemes are tested against well-known numerical integrators for selected test cases with quite satisfactory results. Convergence and stability issues of the new formulations are not addressed as the treatment of these aspects requires a separate work. The general approach introduced herein opens a wide vista for producing virtually unlimited number of formulations.展开更多
Fractional-order time-delay differential equations can describe many complex physical phenomena with memory or delay effects, which are widely used in the fields of cell biology, control systems, signal processing, et...Fractional-order time-delay differential equations can describe many complex physical phenomena with memory or delay effects, which are widely used in the fields of cell biology, control systems, signal processing, etc. Therefore, it is of great significance to study fractional-order time-delay differential equations. In this paper, we discuss a finite volume element method for a class of fractional-order neutral time-delay differential equations. By introducing an intermediate variable, the fourth-order problem is transformed into a system of equations consisting of two second-order partial differential equations. The L1 formula is used to approximate the time fractional order derivative terms, and the finite volume element method is used in space. A fully discrete format of the equations is established, and we prove the existence, uniqueness, convergence and stability of the solution. Finally, the validity of the format is verified by numerical examples.展开更多
We employ the Duan-Rach-Wazwaz modified Adomian decomposition method for solving initial value problems for the systems of nonlinear ordinary differential equations numerically. In order to confirm practicality, robus...We employ the Duan-Rach-Wazwaz modified Adomian decomposition method for solving initial value problems for the systems of nonlinear ordinary differential equations numerically. In order to confirm practicality, robustness and reliability of the method, we compare the results from the modified Adomian decomposition method with those from the MATHEMATICA solutions and also from the fourth-order Runge Kutta method solutions in some cases. Furthermore, we apply Padé approximants technique to improve the solutions of the modified decomposition method whenever the exact solutions exist.展开更多
This paper focuses on the numerical stability of the block θ methods adapted to differential equations with a delay argument. For the block θ methods, an interpolation procedure is introduced which leads to the nume...This paper focuses on the numerical stability of the block θ methods adapted to differential equations with a delay argument. For the block θ methods, an interpolation procedure is introduced which leads to the numerical processes that satisfy an important asymptotic stability condition related to the class of test problems y′(t)=ay(t)+by(t-τ) with a,b∈C, Re(a)<-|b| and τ>0. We prove that the block θ method is GP stable if and only if the method is A stable for ordinary differential equations. Furthermore, it is proved that the P and GP stability are equivalent for the block θ method.展开更多
In this paper, we used an interpolation function with strong trigonometric components to derive a numerical integrator that can be used for solving first order initial value problems in ordinary differential equation....In this paper, we used an interpolation function with strong trigonometric components to derive a numerical integrator that can be used for solving first order initial value problems in ordinary differential equation. This numerical integrator has been tested for desirable qualities like stability, convergence and consistency. The discrete models have been used for a numerical experiment which makes us conclude that the schemes are suitable for the solution of first order ordinary differential equation.展开更多
This paper deals with the numerical solution of initial value problems for systems of differential equations with two delay terms. We investigate the stability of adaptations of the θ-methods in the numerical solutio...This paper deals with the numerical solution of initial value problems for systems of differential equations with two delay terms. We investigate the stability of adaptations of the θ-methods in the numerical solution of test equations u'(t) = a 11 u(t) + a12v(t) + b11 u(t - τ1) + b12v(t-τ2,v'(t) = a21 u(t) + a22 v(t) + b21 u(t -τ1,) + b22 v(t -τ2), t>0,with initial conditionsu(t)=u0(t),v(t) =v0(t), t≤0.where aij, bij∈C, τj >0, i,j = 1,2,, and u0(t), v0(t)are continuous and complex valued. Sufficient conditions for the asymptotic stability of test equation are derived. Furthermore, with respect to an appropriate definition of stability for the numerical method, it is proved that the linear θ-method is stable if and only if 1/2≤θ≤1 and the one-leg θ-method is stable if and only if θ= 1.展开更多
In this paper, a new one-step explicit method of fourth order is derived. The new method is proved to be A-stable and L-stable, and it gives exact results when applied to the test equation y’=λy with Re(λ)【0, Also...In this paper, a new one-step explicit method of fourth order is derived. The new method is proved to be A-stable and L-stable, and it gives exact results when applied to the test equation y’=λy with Re(λ)【0, Also several numerical examples are included.展开更多
This paper investigates some known difference schemes for the numerical solution to parabolic differential equation with derivative boundary conditions by the fictitious domain method.The stability and convergence in...This paper investigates some known difference schemes for the numerical solution to parabolic differential equation with derivative boundary conditions by the fictitious domain method.The stability and convergence in L ∞ are proven.展开更多
Lane-Emden differential equations of order fractional has been studied.Numerical solution of this type is considered by collocation method. Some of examples are illustrated. The comparison between numerical and analyt...Lane-Emden differential equations of order fractional has been studied.Numerical solution of this type is considered by collocation method. Some of examples are illustrated. The comparison between numerical and analytic methods has been introduced.展开更多
In this paper, we used an interpolation function to derive a Numerical Integrator that can be used for solving first order Initial Value Problems in Ordinary Differential Equation. The numerical quality of the Integra...In this paper, we used an interpolation function to derive a Numerical Integrator that can be used for solving first order Initial Value Problems in Ordinary Differential Equation. The numerical quality of the Integrator has been analyzed to authenticate the reliability of the new method. The numerical test showed that the finite difference methods developed possess the same monotonic properties with the analytic solution of the sampled Initial Value Problems.展开更多
A numerical method using weak formulation is proposed to solve singularly perturbed differential equations. The numerical method is applied to both linear and nonlinear perturbation problems. A linear differential equ...A numerical method using weak formulation is proposed to solve singularly perturbed differential equations. The numerical method is applied to both linear and nonlinear perturbation problems. A linear differential equation is solved using its weak formulation with a test space composed of exponential functions matching boundary layers. A nonlinear singular perturbation problem is converted into a system of linear differentiation equations. Then each linear differential equation is solved iteratively. The uniform convergence, which is independent of the singular perturbation parameter, is numerically verified.展开更多
In this paper we consider a quasilinear second order ordinary diferential equation with a small parameter Firstly an approximate problem is constructed. Then an iterative procedure is developed. Finally we give an alg...In this paper we consider a quasilinear second order ordinary diferential equation with a small parameter Firstly an approximate problem is constructed. Then an iterative procedure is developed. Finally we give an algorithm whose accuracy is good for arbitrary e>0 .展开更多
In this paper, a high accuracy finite volume element method is presented for two-point boundary value problem of second order ordinary differential equation, which differs from the high order generalized difference me...In this paper, a high accuracy finite volume element method is presented for two-point boundary value problem of second order ordinary differential equation, which differs from the high order generalized difference methods. It is proved that the method has optimal order error estimate O(h3) in H1 norm. Finally, two examples show that the method is effective.展开更多
The preconditioned generalized minimal residual(GMRES) method is a common method for solving non-symmetric,large and sparse linear systems which originated in discrete ordinary differential equations by Boundary value...The preconditioned generalized minimal residual(GMRES) method is a common method for solving non-symmetric,large and sparse linear systems which originated in discrete ordinary differential equations by Boundary value methods.In this paper,we propose a new circulant preconditioner to speed up the convergence rate of the GMRES method, which is a convex linear combination of P-circulant and Strang-type circulant preconditioners. Theoretical and practical arguments are given to show that this preconditioner is feasible and effective in some cases.展开更多
In this paper a new ODE numerical integration method was successfully applied to solving nonlinear equations. The method is of same simplicity as fixed point iteration, but the efficiency has been significantly improv...In this paper a new ODE numerical integration method was successfully applied to solving nonlinear equations. The method is of same simplicity as fixed point iteration, but the efficiency has been significantly improved, so it is especially suitable for large scale systems. For Brown’s equations, an existing article reported that when the dimension of the equation N = 40, the subroutines they used could not give a solution, as compared with our method, we can easily solve this equation even when N = 100. Other two large equations have the dimension of N = 1000, all the existing available methods have great difficulties to handle them, however, our method proposed in this paper can deal with those tough equations without any difficulties. The sigularity and choosing initial values problems were also mentioned in this paper.展开更多
A formulation of a differential equation as projection and fixed point pi-Mem alloivs approximations using general piecnvise functions. We prone existence and uniqueness of the up proximate solution* convergence in th...A formulation of a differential equation as projection and fixed point pi-Mem alloivs approximations using general piecnvise functions. We prone existence and uniqueness of the up proximate solution* convergence in the L2 norm and nodal supercnnvergence. These results generalize those obtained earlier by Hulme for continuous piecevjise polynomials and by Delfour-Dubeau for discontinuous pieceuiise polynomials. A duality relationship for the two types of approximations is also given.展开更多
In this work, a conceptual numerical solution of the two-dimensional wave partial differential equation (PDE) is developed by coupling the Complex Variable Boundary Element Method (CVBEM) and a generalized Fourier ser...In this work, a conceptual numerical solution of the two-dimensional wave partial differential equation (PDE) is developed by coupling the Complex Variable Boundary Element Method (CVBEM) and a generalized Fourier series. The technique described in this work is suitable for modeling initial-boundary value problems governed by the wave equation on a rectangular domain with Dirichlet boundary conditions and an initial condition that is equal on the boundary to the boundary conditions. The new numerical scheme is based on the standard approach of decomposing the global initial-boundary value problem into a steady-state component and a time-dependent component. The steady-state component is governed by the Laplace PDE and is modeled with the CVBEM. The time-dependent component is governed by the wave PDE and is modeled using a generalized Fourier series. The approximate global solution is the sum of the CVBEM and generalized Fourier series approximations. The boundary conditions of the steady-state component are specified as the boundary conditions from the global BVP. The boundary conditions of the time-dependent component are specified to be identically zero. The initial condition of the time-dependent component is calculated as the difference between the global initial condition and the CVBEM approximation of the steady-state solution. Additionally, the generalized Fourier series approximation of the time-dependent component is fitted so as to approximately satisfy the derivative of the initial condition. It is shown that the strong formulation of the wave PDE is satisfied by the superposed approximate solutions of the time-dependent and steady-state components.展开更多
This paper deals with the problems of finding periodic solutions for the third order ordinary differential equations of the form (1) where T is a fixed positive number and f satisfies some additional conditions which ...This paper deals with the problems of finding periodic solutions for the third order ordinary differential equations of the form (1) where T is a fixed positive number and f satisfies some additional conditions which will be stated later.The periodicity problem has been one of main topics in the qualitative theory of ordinary展开更多
The purpose of the present work is to construct a nonlinear equation system (85 × 53) using Butcher’s Table and then by solving this system to find the values of all set parameters and finally the reduction form...The purpose of the present work is to construct a nonlinear equation system (85 × 53) using Butcher’s Table and then by solving this system to find the values of all set parameters and finally the reduction formula of the Runge-Kutta (7,9) method (7<sup>th</sup> order and 9 stages) for the solution of an Ordinary Differential Equation (ODE). Since the system of high order conditions required to be solved is too complicated, we introduce a subsystem from the original system where all coefficients are found with respect to 9 free parameters. These free parameters, as well as some others in addition, are adjusted in such a way to furnish more efficient R-K methods. We use the MATLAB software to solve several of the created subsystems for the comparison of our results which have been solved analytically.展开更多
文摘To solve the first-order differential equation derived from the problem of a free-falling object and the problem arising from Newton’s law of cooling, the study compares the numerical solutions obtained from Picard’s and Taylor’s series methods. We have carried out a descriptive analysis using the MATLAB software. Picard’s and Taylor’s techniques for deriving numerical solutions are both strong mathematical instruments that behave similarly. All first-order differential equations in standard form that have a constant function on the right-hand side share this similarity. As a result, we can conclude that Taylor’s approach is simpler to use, more effective, and more accurate. We will contrast Rung Kutta and Taylor’s methods in more detail in the following section.
文摘An entirely new framework is established for developing various single- and multi-step formulations for the numerical integration of ordinary differential equations. Besides polynomials, unconventional base-functions with trigonometric and exponential terms satisfying different conditions are employed to generate a number of formulations. Performances of the new schemes are tested against well-known numerical integrators for selected test cases with quite satisfactory results. Convergence and stability issues of the new formulations are not addressed as the treatment of these aspects requires a separate work. The general approach introduced herein opens a wide vista for producing virtually unlimited number of formulations.
文摘Fractional-order time-delay differential equations can describe many complex physical phenomena with memory or delay effects, which are widely used in the fields of cell biology, control systems, signal processing, etc. Therefore, it is of great significance to study fractional-order time-delay differential equations. In this paper, we discuss a finite volume element method for a class of fractional-order neutral time-delay differential equations. By introducing an intermediate variable, the fourth-order problem is transformed into a system of equations consisting of two second-order partial differential equations. The L1 formula is used to approximate the time fractional order derivative terms, and the finite volume element method is used in space. A fully discrete format of the equations is established, and we prove the existence, uniqueness, convergence and stability of the solution. Finally, the validity of the format is verified by numerical examples.
文摘We employ the Duan-Rach-Wazwaz modified Adomian decomposition method for solving initial value problems for the systems of nonlinear ordinary differential equations numerically. In order to confirm practicality, robustness and reliability of the method, we compare the results from the modified Adomian decomposition method with those from the MATHEMATICA solutions and also from the fourth-order Runge Kutta method solutions in some cases. Furthermore, we apply Padé approximants technique to improve the solutions of the modified decomposition method whenever the exact solutions exist.
文摘This paper focuses on the numerical stability of the block θ methods adapted to differential equations with a delay argument. For the block θ methods, an interpolation procedure is introduced which leads to the numerical processes that satisfy an important asymptotic stability condition related to the class of test problems y′(t)=ay(t)+by(t-τ) with a,b∈C, Re(a)<-|b| and τ>0. We prove that the block θ method is GP stable if and only if the method is A stable for ordinary differential equations. Furthermore, it is proved that the P and GP stability are equivalent for the block θ method.
文摘In this paper, we used an interpolation function with strong trigonometric components to derive a numerical integrator that can be used for solving first order initial value problems in ordinary differential equation. This numerical integrator has been tested for desirable qualities like stability, convergence and consistency. The discrete models have been used for a numerical experiment which makes us conclude that the schemes are suitable for the solution of first order ordinary differential equation.
文摘This paper deals with the numerical solution of initial value problems for systems of differential equations with two delay terms. We investigate the stability of adaptations of the θ-methods in the numerical solution of test equations u'(t) = a 11 u(t) + a12v(t) + b11 u(t - τ1) + b12v(t-τ2,v'(t) = a21 u(t) + a22 v(t) + b21 u(t -τ1,) + b22 v(t -τ2), t>0,with initial conditionsu(t)=u0(t),v(t) =v0(t), t≤0.where aij, bij∈C, τj >0, i,j = 1,2,, and u0(t), v0(t)are continuous and complex valued. Sufficient conditions for the asymptotic stability of test equation are derived. Furthermore, with respect to an appropriate definition of stability for the numerical method, it is proved that the linear θ-method is stable if and only if 1/2≤θ≤1 and the one-leg θ-method is stable if and only if θ= 1.
文摘In this paper, a new one-step explicit method of fourth order is derived. The new method is proved to be A-stable and L-stable, and it gives exact results when applied to the test equation y’=λy with Re(λ)【0, Also several numerical examples are included.
文摘This paper investigates some known difference schemes for the numerical solution to parabolic differential equation with derivative boundary conditions by the fictitious domain method.The stability and convergence in L ∞ are proven.
文摘Lane-Emden differential equations of order fractional has been studied.Numerical solution of this type is considered by collocation method. Some of examples are illustrated. The comparison between numerical and analytic methods has been introduced.
文摘In this paper, we used an interpolation function to derive a Numerical Integrator that can be used for solving first order Initial Value Problems in Ordinary Differential Equation. The numerical quality of the Integrator has been analyzed to authenticate the reliability of the new method. The numerical test showed that the finite difference methods developed possess the same monotonic properties with the analytic solution of the sampled Initial Value Problems.
文摘A numerical method using weak formulation is proposed to solve singularly perturbed differential equations. The numerical method is applied to both linear and nonlinear perturbation problems. A linear differential equation is solved using its weak formulation with a test space composed of exponential functions matching boundary layers. A nonlinear singular perturbation problem is converted into a system of linear differentiation equations. Then each linear differential equation is solved iteratively. The uniform convergence, which is independent of the singular perturbation parameter, is numerically verified.
文摘In this paper we consider a quasilinear second order ordinary diferential equation with a small parameter Firstly an approximate problem is constructed. Then an iterative procedure is developed. Finally we give an algorithm whose accuracy is good for arbitrary e>0 .
基金heprojectissupportedbyNNSFofChina (No .1 9972 0 39) .
文摘In this paper, a high accuracy finite volume element method is presented for two-point boundary value problem of second order ordinary differential equation, which differs from the high order generalized difference methods. It is proved that the method has optimal order error estimate O(h3) in H1 norm. Finally, two examples show that the method is effective.
基金Supported by the Scientific Research Foundation for Advisor Program of Higher Education of Gansu Province(1009-6)Supported by the Scientific Research Foundation for Youth Scholars of Hexi University(qn201015)
文摘The preconditioned generalized minimal residual(GMRES) method is a common method for solving non-symmetric,large and sparse linear systems which originated in discrete ordinary differential equations by Boundary value methods.In this paper,we propose a new circulant preconditioner to speed up the convergence rate of the GMRES method, which is a convex linear combination of P-circulant and Strang-type circulant preconditioners. Theoretical and practical arguments are given to show that this preconditioner is feasible and effective in some cases.
文摘In this paper a new ODE numerical integration method was successfully applied to solving nonlinear equations. The method is of same simplicity as fixed point iteration, but the efficiency has been significantly improved, so it is especially suitable for large scale systems. For Brown’s equations, an existing article reported that when the dimension of the equation N = 40, the subroutines they used could not give a solution, as compared with our method, we can easily solve this equation even when N = 100. Other two large equations have the dimension of N = 1000, all the existing available methods have great difficulties to handle them, however, our method proposed in this paper can deal with those tough equations without any difficulties. The sigularity and choosing initial values problems were also mentioned in this paper.
基金This research has been supported in part by the Natural Sciences and Engineering Research Council of Canada(Grant OGPIN-336)and by the"Ministere de l'Education du Quebec"(FCAR Grant-ER-0725)
文摘A formulation of a differential equation as projection and fixed point pi-Mem alloivs approximations using general piecnvise functions. We prone existence and uniqueness of the up proximate solution* convergence in the L2 norm and nodal supercnnvergence. These results generalize those obtained earlier by Hulme for continuous piecevjise polynomials and by Delfour-Dubeau for discontinuous pieceuiise polynomials. A duality relationship for the two types of approximations is also given.
文摘In this work, a conceptual numerical solution of the two-dimensional wave partial differential equation (PDE) is developed by coupling the Complex Variable Boundary Element Method (CVBEM) and a generalized Fourier series. The technique described in this work is suitable for modeling initial-boundary value problems governed by the wave equation on a rectangular domain with Dirichlet boundary conditions and an initial condition that is equal on the boundary to the boundary conditions. The new numerical scheme is based on the standard approach of decomposing the global initial-boundary value problem into a steady-state component and a time-dependent component. The steady-state component is governed by the Laplace PDE and is modeled with the CVBEM. The time-dependent component is governed by the wave PDE and is modeled using a generalized Fourier series. The approximate global solution is the sum of the CVBEM and generalized Fourier series approximations. The boundary conditions of the steady-state component are specified as the boundary conditions from the global BVP. The boundary conditions of the time-dependent component are specified to be identically zero. The initial condition of the time-dependent component is calculated as the difference between the global initial condition and the CVBEM approximation of the steady-state solution. Additionally, the generalized Fourier series approximation of the time-dependent component is fitted so as to approximately satisfy the derivative of the initial condition. It is shown that the strong formulation of the wave PDE is satisfied by the superposed approximate solutions of the time-dependent and steady-state components.
文摘This paper deals with the problems of finding periodic solutions for the third order ordinary differential equations of the form (1) where T is a fixed positive number and f satisfies some additional conditions which will be stated later.The periodicity problem has been one of main topics in the qualitative theory of ordinary
文摘The purpose of the present work is to construct a nonlinear equation system (85 × 53) using Butcher’s Table and then by solving this system to find the values of all set parameters and finally the reduction formula of the Runge-Kutta (7,9) method (7<sup>th</sup> order and 9 stages) for the solution of an Ordinary Differential Equation (ODE). Since the system of high order conditions required to be solved is too complicated, we introduce a subsystem from the original system where all coefficients are found with respect to 9 free parameters. These free parameters, as well as some others in addition, are adjusted in such a way to furnish more efficient R-K methods. We use the MATLAB software to solve several of the created subsystems for the comparison of our results which have been solved analytically.
