Numerical solutions of distributed order fractional differential equations in the time domain using the Müntz–Legendre wavelets approach

In this paper, a numerical method is presented to obtain and analyze the behavior of numerical solutions of distributed order fractional differential equations of the general form in the time domain with the Caputo fractional derivative. The suggested method is based on the Müntz–Legendre wavelet approximation. We derive a new operational vector for the Riemann–Liouville fractional integral of the Müntz–Legendre wavelets by using the Laplace transform method. Applying this operational vector and collocation method in our approach, the problem can be reduced to a system of linear and nonlinear algebraic equations. The arising system can be solved by the Newton method. Discussion on the error bound and convergence analysis for the proposed method is presented. Finally, seven test problems are considered to compare our results with other well‐known methods used for solving these problems. The results in the tabulated tables highlighted that the proposed method is an efficient mathematical tool for analyzing distributed order fractional differential equations of the general form.     

A Laplace transform certified reduced basis method; application to the heat equation and wave equation

We present a certified reduced basis (RB) method for the heat equation and wave equation. The critical ingredients are certified RB approximation of the Laplace transform; the inverse Laplace transform to develop the time-domain RB output approximation and rigorous error bound; a (Butterworth) filter in time to effect the necessary “modal” truncation; RB eigenfunction decomposition and contour integration for Offline–Online decomposition. We present numerical results to demonstrate the accuracy and efficiency of the approach.     

A Robust Spectral Method for Solving Heston’s Model

In this paper, we consider the Heston’s volatility model (Heston in Rev. Financ. Stud. 6: 327–343, 1993]. We simulate this model using a combination of the spectral collocation method and the Laplace transforms method. To approximate the two dimensional PDE, we construct a grid which is the tensor product of the two grids, each of which is based on the Chebyshev points in the two spacial directions. The resulting semi-discrete problem is then solved by applying the Laplace transform method based on Talbot’s idea of deformation of the contour integral (Talbot in IMA J. Appl. Math. 23(1): 97–120, 1979).     

A two level domain decomposition preconditioner based on local Dirichlet-to-Neumann maps

Coarse grid correction is a key ingredient in order to have scalable domain decomposition methods. In this Note we construct the coarse grid space using the low frequency modes of the subdomain DtN (Dirichlet–Neumann) maps, and apply the obtained two-level preconditioner to the linear system arising from an overlapping domain decomposition. Our method is suitable for the parallel implementation and its efficiency is demonstrated by numerical examples on problems with high heterogeneities.     

Solving System of Conformable Fractional Differential Equations by Conformable Double Laplace Decomposition Method

Herein, an approach known as conformable double Laplace decomposition method (CDLDM) is suggested for solving system of non-linear conformable fractional differential equations. The devised scheme is the combination of the conformable double Laplace transform method (CDLTM) and, the Adomian decomposition method (ADM). Obtained results from mathematical experiments are in full agreement with the results obtained by other methods. Furthermore, according to the results obtained we can conclude that the proposed method is efficient, reliable and easy to be implemented on related many problems in real-life science and engineering.     

Application of high order numerical quadratures to numerical inversion of the Laplace transform

In this paper, new algorithms are proposed for Fredholm integral equations of the first kind corresponding to the inverse Laplace transform. We apply high order numerical quadratures to the truncated integral equation and apply regularization to the discretized linear systems. The resulted regularized least square problems are then solved by the reduced QR factorization method. Several examples taken from the literature are tested. Numerical results show that the approximate inverse Laplace transform obtained by our approach can be very accurate.     

A new construction of the Clifford-Fourier kernel

In this paper, we develop a new method based on the Laplace transform to study the Clifford-Fourier transform. First, the kernel of the Clifford-Fourier transform in the Laplace domain is obtained. When the dimension is even, the inverse Laplace transform may be computed and we obtain the explicit expression for the kernel as a finite sum of Bessel functions. We equally obtain the plane wave decomposition and find new integral representations for the kernel in all dimensions. Finally we define and compute the formal generating function for the even dimensional kernels.     

The numerical solution of linear time-dependent partial differential equations by the Laplace transform and finite difference approximations

A feasible method is presented for the numerical solution of a large class of linear partial differential equations which may have source terms and boundary conditions which are time-varying. The Laplace transform is used to eliminate the time-dependency and to produce a subsidiary equation which is then solved in complex arithmetic by finite difference methods. An effective numerical Laplace transform inversion algorithm gives the final solution at each spatial mesh point for any specified set of values of t. The single-step property of the method obviates the need to evaluate the solution at a large number of unwanted intermediate time points. The method has been successfully applied to a variety of test problems and, with two alternative numerical Laplace transform inversion algorithms, has been found to give results of good to excellent accuracy. It is as accurate as other established finite difference methods using the same spatial grid. The algorithm is easily programmed and the same program handles equations of parabolic and hyperbolic type.     

Numerical solutions of the Laplace’s equation

This paper uses the sinc methods to construct a solution of the Laplace’s equation using two solutions of the heat equation. A numerical approximation is obtained with an exponential accuracy. We also present a reliable algorithm of Adomian decomposition method to construct a numerical solution of the Laplace’s equation in the form a rapidly convergence series and not at grid points. Numerical examples are given and comparisons are made to the sinc solution with the Adomian decomposition method. The comparison shows that the Adomian decomposition method is efficient and easy to use.     

Application of the Laplace decomposition method for solving linear and nonlinear fractional diffusion–wave equations

In this paper, the Laplace decomposition method is employed to obtain approximate analytical solutions of the linear and nonlinear fractional diffusion–wave equations. This method is a combined form of the Laplace transform method and the Adomian decomposition method. The proposed scheme finds the solutions without any discretization or restrictive assumptions and is free from round-off errors and therefore, reduces the numerical computations to a great extent. The fractional derivative described here is in the Caputo sense. Some illustrative examples are presented and the results show that the solutions obtained by using this technique have close agreement with series solutions obtained with the help of the Adomian decomposition method.     

基于直接数值积分的Laplace逆变换方法的比较研究

为了探讨各种数值积分方法,如梯形公式、Simpson法、Gauss积分方法和振荡函数积分方法等,在数值Laplace逆变换中的应用效果,本文进行了基于各种离散数值积分公式的Laplace逆变换方法的比较研究,涉及到24种方法,针对Davies和Martin的16个考题,给出了数值比较结果,得出了一些新的结论。     

On the numerical method for solving a hypersingular integral equation with the computation of the solution gradient

We consider a linear integral equation, which arises when solving the Neumann boundary value problem for the Laplace equation with the representation of the solution in the form of a double layer potential, with a hypersingular integral treated in the sense of Hadamard finite value. We consider the case in which the exterior or interior problem is solved in a domain whose boundary is a closed smooth surface and the integral equation is written over that surface. A numerical scheme for solving the integral equation is constructed with the use of quadrature formulas of the type of the method of discrete singularities with a regularization for the use of an irregular grid. We prove the convergence, uniform over the grid points, of the numerical solutions to the exact solution of the hypersingular equation and, in addition, the uniform convergence of the values of the approximate finite-difference derivative operator on the numerical solution to the values on the projection of the exact solution onto the subspace of grid functions with nodes at the collocation points.     

Parabolic and hyperbolic contours for computing the Bromwich integral

Some of the most effective methods for the numerical inversion of the Laplace transform are based on the approximation of the Bromwich contour integral. The accuracy of these methods often hinges on a good choice of contour, and several such contours have been proposed in the literature. Here we analyze two recently proposed contours, namely a parabola and a hyperbola. Using a representative model problem, we determine estimates for the optimal parameters that define these contours. An application to a fractional diffusion equation is presented.

     

An asymptotic solution to non-linear transmission lines

This paper explores an asymptotic approach to the solution of a non-linear transmission line model. The model is based on a set of non-linear partial differential equations without analytical solution. The perturbations method is used to reduce the system of non-linear equations to a single non-linear partial differential equation, the modified Korteweg–de Vries equation (KdV). By using the Laplace transform, the solution is represented in integral form in terms of Green's functions. The solution for the non-linear case is obtained by means of asymptotic methods. Thus, an approximate explicit analytical solution to the problem is obtained where the errors can be controlled. This allows us to analyze the non-linear behavior of the solution. This kind of information is difficult to obtain by means of numerical methods due to the fact that for large periods of time greater computational resources are required and also accumulated errors increase. For this reason, asymptotic methods have a great importance like a natural complement to numerical methods. Computer simulations support the developments presented.     

A New defy for iteration methods

The work presents an adaptation of iteration method for solving a class of thirst order partial nonlinear differential equation with mixed derivatives.The class of partial differential equations present here is not solvable with neither the method of Green function, the most usual iteration methods for instance variational iteration method, homotopy perturbation method and Adomian decomposition method, nor integral transform for instance Laplace,Sumudu, Fourier and Mellin transform. We presented the stability and convergence of the used method for solving this class of nonlinear chaotic equations.Using the proposed method, we obtained exact solutions to this kind of equations.     

New numerical simulation for fractional Benney–Lin equation arising in falling film problems using two novel techniques

The pivotal aim of the present work is to find the numerical solution for fractional Benney–Lin equation by using two efficient methods, called q ‐homotopy analysis transform method and fractional natural decomposition method. The considered equation exemplifies the long waves on the liquid films. Projected methods are distinct with solution procedure and they are modified with different transform algorithms. To illustrate the reliability and applicability of the considered solution procedures we consider eight special cases with different initial conditions. The fractional operator is considered in Caputo sense. The achieved results are drowned through two and three‐dimensional plots for different Brownian motions and classical order. The numerical simulations are presented to ensure the efficiency of considered techniques. The behavior of the obtained results for distinct fractional order is captured in the present framework. The outcomes of the present investigation show that, the considered schemes are efficient and powerful to solve nonlinear differential equations arise in science and technology.     

粘弹性薄板动力响应的边界元方法（Ⅰ）

本文中我们给出了粘弹性薄板动力响应的边界元方法．在Laplace变换区域中，给出了基本解的两种近似方法，运用这些近似基本解建立了边界元方法，再利用改进的Bellman反交换技术，求得问题的解，计算表明该方法具有较高精度和较快收敛性．     

A meshfree method with dynamic node reconfiguration for analysis of thermo-elastic problems with moving concentrated heat sources

In this work, a novel approach for efficient analysis of transient thermo-elastic problems including a moving point heat source is presented. This approach is based on a meshfree method with dynamic reconfiguration of the nodal points. In order to accurately capture the large temperature gradients at the location of the concentrated heat source, a fine configuration of nodal points at this location is selected. In contrast, a coarser nodal arrangement is used in other parts of the problem domain. During the problem analysis, the fine nodal arrangement moves with the point heat source. Consequently, the meshfree methods are ideally suited to this approach. In the present work, the meshfree radial point interpolation method (RPIM) is adopted for the numerical analyses. Since the density of the nodal points varies in different parts of the domain, the background decomposition method (BDM) is used for efficient computation of the domain integrals. In the BDM, the density of the integration points conform to that of the nodal points and thus the computational effort is minimized. Some numerical examples are provided to assess the accuracy and usefulness of the proposed approach in computation of the temperature, displacement, and stress fields.     

Numerical solution of a heat diffusion problem by boundary element methods using the Laplace transform

This paper is concerned with a heat diffusion problem in a half-space which is motivated by the detection of material defects using thermal measurements. This problem is solved by inverting the Laplace transform with respect to time on a contour in the complex plane using an exponentially convergent quadrature rule. This leads to a finite number of time-independent problems, which can be solved in parallel using boundary integral equation methods. We provide a full numerical analysis of this scheme on compact time intervals. Our results are formulated in a way that they can easily be used for other diffusion problems in exterior or interior domains.     

A new analytical modelling for fractional telegraph equation via Laplace transform

The main aim of the present work is to propose a new and simple algorithm for space-fractional telegraph equation, namely new fractional homotopy analysis transform method (HATM). The fractional homotopy analysis transform method is an innovative adjustment in Laplace transform algorithm (LTA) and makes the calculation much simpler. The proposed technique solves the nonlinear problems without using Adomian polynomials and He’s polynomials which can be considered as a clear advantage of this new algorithm over decomposition and the homotopy perturbation transform method (HPTM). The beauty of the paper is error analysis which shows that our solution obtained by proposed method converges very rapidly to the known exact solution. The numerical solutions obtained by proposed method indicate that the approach is easy to implement and computationally very attractive. Finally, several numerical examples are given to illustrate the accuracy and stability of this method.