Numerical Computation of Connecting Orbits in Delay Differential Equations

We discuss the numerical computation of homoclinic and heteroclinic orbits in delay differential equations. Such connecting orbits are approximated using projection boundary conditions, which involve the stable and unstable manifolds of a steady state solution. The stable manifold of a steady state solution of a delay differential equation (DDE) is infinite-dimensional, a problem which we circumvent by reformulating the end conditions using a special bilinear form. The resulting boundary value problem is solved using a collocation method. We demonstrate results, showing homoclinic orbits in a model for neural activity and travelling wave solutions to the delayed Hodgkin–Huxley equation. Our numerical tests indicate convergence behaviour that corresponds to known theoretical results for ODEs and periodic boundary value problems for DDEs.     

On the stability of Runge-Kutta methods for delay integral equations

Summary We present a class of Runge-Kutta methods for the numerical solution of a class of delay integral equations (DIEs) described by two different kernels and with a fixed delay . The stability properties of these methods are investigated with respect to a test equation with linear kernels depending on complex parameters. The results are then applied to collocation methods. In particular we obtain that any collocation method for DIEs, resulting from anA-stable collocation method for ODEs, with a stepsize which is submultiple of the delay , preserves the asymptotic stability properties of the analytic solutions.This work was supported by CNR (Italian National Council of Research)     

Spectral collocation and waveform relaxation methods for nonlinear delay partial differential equations

We investigate Chebyshev spectral collocation and waveform relaxation methods for nonlinear delay partial differential equations. Waveform relaxation methods allow to replace the system of nonlinear differential equations resulting from the application of spectral collocation methods by a sequence of linear problems which can be effectively integrated in a parallel computing environment by highly stable implicit methods. The effectiveness of this approach is illustrated by numerical experiments on the Hutchinson's equation. The boundedness of waveform relaxation iterations is proved for the Hutchinson's equation. This result is used in the proof of the superlinear convergence of the iterations.     

Fourier-Padé approximations and filtering for spectral simulations of an incompressible Boussinesq convection problem

In this paper, we present rational approximations based on Fourier series representation. For periodic piecewise analytic functions, the well-known Gibbs phenomenon hampers the convergence of the standard Fourier method. Here, for a given set of the Fourier coefficients from a periodic piecewise analytic function, we define Fourier-Padé-Galerkin and Fourier-Padé collocation methods by expressing the coefficients for the rational approximations using the Fourier data. We show that those methods converge exponentially in the smooth region and successfully reduce the Gibbs oscillations as the degrees of the denominators and the numerators of the Padé approximants increase.

Numerical results are demonstrated in several examples. The collocation method is applied as a postprocessing step to the standard pseudospectral simulations for the one-dimensional inviscid Burgers' equation and the two-dimensional incompressible inviscid Boussinesq convection flow.

     

Corrected collocation methods for periodic pseudodifferential equations

Summary. We propose an approximation method for periodic pseudodifferential equations, which yields higher convergence rates in Sobolev spaces with negative order than the collocation method. The main idea consists in correcting the usual collocation solution in a certain way by the solution of a small Galerkin system for the same equation. Both trigonometric and spline approximation methods are considered. In most of the cases our convergence result even improves that of the qualocation method. Received January 3, 1994 / Revised version received August 17, 1994     

Collocation and iterated collocation methods for a class of weakly singular Volterra integral equations

We discuss the convergence properties of spline collocation and iterated collocation methods for a weakly singular Volterra integral equation associated with certain heat conduction problems. This work completes the previous studies of numerical methods for this type of equations with noncompact kernel. In particular, a global convergence result is obtained and it is shown that discrete superconvergence can be achieved with the iterated collocation if the exact solution belongs to some appropriate spaces. Some numerical examples illustrate the theoretical results.     

A hybrid collocation method for a nonlinear Volterra integral equation with weakly singular kernel

This work is concerned with the numerical solution of a nonlinear weakly singular Volterra integral equation. Owing to the singular behavior of the solution near the origin, the global convergence order of product integration and collocation methods is not optimal. In order to recover the optimal orders a hybrid collocation method is used which combines a non-polynomial approximation on the first subinterval followed by piecewise polynomial collocation on a graded mesh. Some numerical examples are presented which illustrate the theoretical results and the performance of the method. A comparison is made with the standard graded collocation method.     

Symmetric collocation methods for linear differential-algebraic boundary value problems

Summary. We present symmetric collocation methods for linear differential-algebraic boundary value problems without restrictions on the index or the structure of the differential-algebraic equation. In particular, we do not require a separation into differential and algebraic solution components. Instead, we use the splitting into differential and algebraic equations (which arises naturally by index reduction techniques) and apply Gau?-type (for the differential part) and Lobatto-type (for the algebraic part) collocation schemes to obtain a symmetric method which guarantees consistent approximations at the mesh points. Under standard assumptions, we show solvability and stability of the discrete problem and determine its order of convergence. Moreover, we show superconvergence when using the combination of Gau? and Lobatto schemes and discuss the application of interpolation to reduce the number of function evaluations. Finally, we present some numerical comparisons to show the reliability and efficiency of the new methods. Received September 22, 2000 / Revised version received February 7, 2001 / Published online August 17, 2001     

Numerical solution of multi-order fractional differential equations with multiple delays via spectral collocation methods

This paper discusses a general framework for the numerical solution of multi-order fractional delay differential equations (FDDEs) in noncanonical forms with irrational/rational multiple delays by the use of a spectral collocation method. In contrast to the current numerical methods for solving fractional differential equations, the proposed framework can solve multi-order FDDEs in a noncanonical form with incommensurate orders. The framework can also solve multi-order FDDEs with irrational multiple delays. Next, the framework is enhanced by the fractional Chebyshev collocation method in which a Chebyshev operation matrix is constructed for the fractional differentiation. Spectral convergence and small computational time are two other advantages of the proposed framework enhanced by the fractional Chebyshev collocation method. In addition, the convergence, error estimates, and numerical stability of the proposed framework for solving FDDEs are studied. The advantages and computational implications of the proposed framework are discussed and verified in several numerical examples.     

Piecewise polynomial collocation for linear boundary value problems of fractional differential equations

We consider a class of boundary value problems for linear multi-term fractional differential equations which involve Caputo-type fractional derivatives. Using an integral equation reformulation of the boundary value problem, some regularity properties of the exact solution are derived. Based on these properties, the numerical solution of boundary value problems by piecewise polynomial collocation methods is discussed. In particular, we study the attainable order of convergence of proposed algorithms and show how the convergence rate depends on the choice of the grid and collocation points. Theoretical results are verified by two numerical examples.     

On spline collocation methods for boundary integral equations in the plane

Nowadays boundary elemen; methods belong to the most popular numerical methods for solving elliptic boundary value problems. They consist in the reduction of the problem to equivalent integral equations (or certain generalizations) on the boundary Γ of the given domain and the approximate solution of these boundary equations. For the numerical treatment the boundary surface is decomposed into a finite number of segments and the unknown functions are approximated by corresponding finite elements and usually determined by collocation and Galerkin procedures. One finds the least difficulties in the theoretical foundation of the convergence of Galerkin methods for certain classes of equations, whereas the convergence of collocation methods, which are mostly used in numerical computations, has yet been proved only for special equations and methods. In the present paper we analyse spline collocation methods on uniform meshes with variable collocation points for one-dimensional pseudodifferential equations on a closed curve with convolutional principal parts, which encompass many classes of boundary integral equations in the plane. We give necessary and sufficient conditions for convergence and prove asymptotic error estimates. In particular we generalize some results on nodal and midpoint collocation obtained in [2], [7] and [8]. The paper is organized as follows. In Section 1 we formulate the problems and the results, Section 2 deals with spline interpolation in periodic Sobolev spaces, and in Section 3 we prove the convergence theorems for the considered collocation methods.     

A Branching Method for Studying Stability of a Solution to a Delay Differential Equation

We study stability of antisymmetric periodic solutions to delay differential equations. We introduce a one-parameter family of periodic solutions to a special system of ordinary differential equations with a variable period. Conditions for stability of an antisymmetric periodic solution to a delay differential equation are stated in terms of this period function.     

On the Relationship between Properties of Solutions of Difference Equations and the Corresponding Differential Equations

We establish conditions under which the existence of a periodic solution of a differential equation is preserved if a solution of the corresponding difference equation possesses the same property. We prove the convergence of periodic solutions of a system of difference equations to a periodic solution of a system of differential equations. Analogous problems are considered for bounded solutions. __________ Translated from Ukrains'kyi Matematychnyi Zhurnal, Vol. 57, No. 7, pp. 989–996, July, 2005.     

Hybrid Galerkin boundary elements: theory and implementation

Summary. In this paper we present a new quadrature method for computing Galerkin stiffness matrices arising from the discretisation of 3D boundary integral equations using continuous piecewise linear boundary elements. This rule takes as points some subset of the nodes of the mesh and can be used for computing non-singular Galerkin integrals corresponding to pairs of basis functions with non-intersecting supports. When this new rule is combined with standard methods for the singular Galerkin integrals we obtain a “hybrid” Galerkin method which has the same stability and asymptotic convergence properties as the true Galerkin method but a complexity more akin to that of a collocation or Nystr?m method. The method can be applied to a wide range of singular and weakly-singular first- and second-kind equations, including many for which the classical Nystr?m method is not even defined. The results apply to equations on piecewise-smooth Lipschitz boundaries, and to non-quasiuniform (but shape-regular) meshes. A by-product of the analysis is a stability theory for quadrature rules of precision 1 and 2 based on arbitrary points in the plane. Numerical experiments demonstrate that the new method realises the performance expected from the theory. Received January 22, 1998 / Revised version received May 26, 1999 / Published online April 20, 2000 –? Springer-Verlag 2000     

Continuation and stability analysis for Bloch waves of the Gross-Pitaevskii equation

We describe a two-parameter continuation algorithm for computing Bloch waves of Bose-Einstein condensates (BEC) in optical lattices which is governed by the Gross-Pitaevskii equation (GPE). The Fourier collocation method and fourth-order Adini’s elements with penalty are used to discretize the GPE. We propose two different approaches so that the two-parameter continuation algorithm can be modified to compute closed tubes at the four corners of the Bloch band. We also study linear stability analysis for the GPE. We show that all the discrete steady-state solutions are numerically neutrally stable. Numerical results show that the four edges of the Bloch waves are surrounded by closed loops if the coefficient of the cubic nonlinear term is greater than that of the periodic potential. Moreover, closed tubes at the four corners of the Bloch band are obtained. The numerical results display superfluidity of BEC.     

Numerical treatment of retarded differential–algebraic equations by collocation methods

This paper investigates retarded differential–algebraic equations of index zero to two with state-dependent delay. The theory needed to understand the numerical approach and analyze the numerical treatment by collocation methods is developed. Different strategies for tracking the jump discontinuities are considered and numerical examples are presented to support the convergence results. This revised version was published online in August 2006 with corrections to the Cover Date.     

Spline collocation methods for linear multi-term fractional differential equations

Some regularity properties of the solution of linear multi-term fractional differential equations are derived. Based on these properties, the numerical solution of such equations by piecewise polynomial collocation methods is discussed. The results obtained in this paper extend the results of Pedas and Tamme (2011) [15] where we have assumed that in the fractional differential equation the order of the highest derivative of the unknown function is an integer. In the present paper, we study the attainable order of convergence of spline collocation methods for solving general linear fractional differential equations using Caputo form of the fractional derivatives and show how the convergence rate depends on the choice of the grid and collocation points. Theoretical results are verified by some numerical examples.     

B‐spline collocation algorithm for numerical solution of the generalized Burger's‐Huxley equation

The cubic B‐spline collocation scheme is implemented to find numerical solution of the generalized Burger's–Huxley equation. The scheme is based on the finite‐difference formulation for time integration and cubic B‐spline functions for space integration. Convergence of the scheme is discussed through standard convergence analysis. The proposed scheme is of second‐order convergent. The accuracy of the proposed method is demonstrated by four test problems. The numerical results are found to be in good agreement with the exact solutions. Results are compared with other results given in literature. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Spline collocation methods for linear multi-term fractional differential equations

Some regularity properties of the solution of linear multi-term fractional differential equations are derived. Based on these properties, the numerical solution of such equations by piecewise polynomial collocation methods is discussed. The results obtained in this paper extend the results of Pedas and Tamme (2011) [15] where we have assumed that in the fractional differential equation the order of the highest derivative of the unknown function is an integer. In the present paper, we study the attainable order of convergence of spline collocation methods for solving general linear fractional differential equations using Caputo form of the fractional derivatives and show how the convergence rate depends on the choice of the grid and collocation points. Theoretical results are verified by some numerical examples.