On a rational differential quadrature method in irregular domains for problems with boundary layers

A rational differential quadrature method in irregular domains (RDQMID) is investigated to deal with a kind of singularly perturbed problems with boundary layers. Through a transformation, the boundary layer, which may be not straight, is transformed into a segment of a line parallel to one of the Cartesian axes. The rational differential quadrature method (RDQM) is applied to discretize the governing equation. Finally, a direct expansion method of the boundary conditions (DEMBC) is raised to deal with the boundary conditions. Numerical experiments show that RDQMID is of high accuracy, efficiency and easy to programme.     

A new linearized method for Benjamin‐Bona‐Mahony equations

In this article, a new method called linearized and rational approximation method based on differential quadrature method (DQM) is proposed for the Benjamin‐Bona‐Mahony (BBM) equation on a semi‐infinite interval. Numerical result indicates the high accuracy and relatively little computational effort of this method. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2004     

The differential quadrature element method irregular element torsion analysis model

The differential quadrature element method (DQEM) has been proposed. The element weighting coefficient matrices are generated by the differential quadrature (DQ) or generic differential quadrature (GDQ). By using the DQ or GDQ technique and the mapping procedure the governing differential or partial differential equations, the transition conditions of two adjacent elements and the boundary conditions can be discretized. A global algebraic equation system can be obtained by assembling all of the discretized equations. This method can convert a generic engineering or scientific problem having an arbitrary domain configuration into a computer algorithm. The DQEM irregular element torsion analysis model is developed.     

Robust spectral method for numerical valuation of european options under Merton's jump‐diffusion model

We propose a novel numerical method based on rational spectral collocation and Clenshaw–Curtis quadrature methods together with the “” transformation for pricing European vanilla and butterfly spread options under Merton's jump‐diffusion model. Under certain assumptions, such model leads to a partial integro‐differential equation (PIDE). The differential and integral parts of the PIDE are approximated by the rational spectral collocation and the Clenshaw–Curtis quadrature methods, respectively. The application of spectral collocation method to the PIDE leads to a system of ordinary differential equations, which is solved using the implicit–explicit predictor–corrector (IMEX‐PC) schemes in which the diffusion term is integrated implicitly, whereas the convolution integral, reaction, advection terms are integrated explicitly. Numerical experiments illustrate that our approach is highly accurate and efficient for pricing financial options.Copyright © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 1169–1188, 2014     

A new Jacobi rational–Gauss collocation method for numerical solution of generalized pantograph equations

This paper is concerned with a generalization of a functional differential equation known as the pantograph equation which contains a linear functional argument. In this article, a new spectral collocation method is applied to solve the generalized pantograph equation with variable coefficients on a semi-infinite domain. This method is based on Jacobi rational functions and Gauss quadrature integration. The Jacobi rational-Gauss method reduces solving the generalized pantograph equation to a system of algebraic equations. Reasonable numerical results are obtained by selecting few Jacobi rational–Gauss collocation points. The proposed Jacobi rational–Gauss method is favorably compared with other methods. Numerical results demonstrate its accuracy, efficiency, and versatility on the half-line.     

Differential quadrature domain decomposition method for problems on a triangular domain

The differential quadrature method (DQM) has been studied for years and it has been shown by many researchers that the DQM is an attractive numerical method with high efficiency and accuracy. The conventional DQM is mostly effective for one‐dimensional and multidimensional problems with geometrically regular domains. But to deal with problems on a triangular domain, we will meet difficulties. In this article we will study how to solve problems on a triangular domain by using DQM combined with the domain decomposition method (DDM). © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

Fourth‐order compact scheme with local mesh refinement for option pricing in jump‐diffusion model

The value of a contingent claim under a jump‐diffusion process satisfies a partial integro‐differential equation. A fourth‐order compact finite difference scheme is applied to discretize the spatial variable of this equation. It is discretized in time by an implicit‐explicit method. Meanwhile, a local mesh refinement strategy is used for handling the nonsmooth payoff condition. Moreover, the numerical quadrature method is exploited to evaluate the jump integral term. It guarantees a Toeplitz‐like structure of the integral operator such that a fast algorithm is feasible. Numerical results show that this approach gives fourth‐order accuracy in space. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2011     

A hybrid DQ/LMQRBF-DQ approach for numerical solution of Poisson-type and Burger’s equations in irregular domain

Differential quadrature (DQ) is an efficient and accurate numerical method for solving partial differential equations (PDEs). However, it can only be used in regular domains in its conventional form. Local multiquadric radial basis function-based differential quadrature (LMQRBF-DQ) is a mesh free method being applicable to irregular geometry and allowing simple imposition of any complex boundary condition. Implementation of the latter numerical scheme imposes high computational cost due to the necessity of numerous matrix inversions. It also suffers from sensitivity to shape parameter(s). This paper presents a new method through coupling the conventional DQ and LMQRBF-DQ to solve PDEs. For this purpose, the computational domain is divided into a few rectangular shapes and some irregular shapes. In such a domain decomposition process, a high percentage of the computational domain will be covered by regular shapes thus taking advantage of conventional DQM eliminating the need to implement Local RBF-DQ over the entire domain but only on a portion of it. By this method, we have the advantages of DQ like simplicity, high accuracy, and low computational cost and the advantages of LMQRBF-DQ like mesh free and Dirac’s delta function properties. We demonstrate the effectiveness of the proposed methodology using Poisson and Burgers’ equations.     

Application of the exp‐function method to nonlinear lattice differential equations for multi‐wave and rational solutions

In this paper, we extend the basic Exp‐function method to nonlinear lattice differential equations for constructing multi‐wave and rational solutions for the first time. We consider a differential‐difference analogue of the Korteweg–de Vries equation to elucidate the solution procedure. Our approach is direct and unifying in the sense that the bilinear formalism of the equation studied becomes redundant. Copyright © 2011 John Wiley & Sons, Ltd.     

求解粘性流体和热迁移联立方程的迎风局部微分求积法

微分求积方法(DQM)已成功地应用于数值求解流体力学中的许多问题．但是已有的工作大多限于正规区域的流动问题,同时缺少用迎风机制来描述流体流动的对流特性．该文对一个不规则区域中的不可压缩层流和热迁移的耦合问题给出了一种具有迎风机制的局部微分求积方法,对通过边界和坐标不平行的收缩管道中的流体,只用少数网格点得到了比较好的数值解．和有限差分方法（FDM）相比较,这一方法具有计算工作量少、存储量小和收敛性好等优点．     

Semi-analytic actuating and sensing in regular and irregular MEMs,single and assembled micro cantilevers

The static and dynamic behavior of regular and irregular single and assembled micro cantilever probes (ACPs) have been analysed. Various points and distributed loadings are considered. Since the applications of Micro Electro Mechanical Systems (MEMS) are not limited to an especial boundary condition, two semi-analytical approaches, named the generalized differential quadrature and generalized differential quadrature element methods (GDQM and GDQEM) have been used for regular and irregular MEMS, respectively. With less computational cost, it has been clearly demonstrated that these methods are more accurate than common numerical methods such as the Finite Element Method (FEM). For probable cases, proposed approaches have been validated with the exact Green’s function method. Then, considering the various composite lamination configurations (angle/cross), the effects of the electromechanical loading on the nano steering devices have been introduced. At the end, the solution challenges for scanning (sensing) the especial micro and nano profiles has been discussed and as a general case, a nano gear has been studied. The phase plane approach shows the probability of solution for various configurations and suggests the best for more stability.     

Radial basis collocation method and quasi‐Newton iteration for nonlinear elliptic problems

This work presents a radial basis collocation method combined with the quasi‐Newton iteration method for solving semilinear elliptic partial differential equations. The main result in this study is that there exists an exponential convergence rate in the radial basis collocation discretization and a superlinear convergence rate in the quasi‐Newton iteration of the nonlinear partial differential equations. In this work, the numerical error associated with the employed quadrature rule is considered. It is shown that the errors in Sobolev norms for linear elliptic partial differential equations using radial basis collocation method are bounded by the truncation error of the RBF. The combined errors due to radial basis approximation, quadrature rules, and quasi‐Newton and Newton iterations are also presented. This result can be extended to finite element or finite difference method combined with any iteration methods discussed in this work. The numerical example demonstrates a good agreement between numerical results and analytical predictions. The numerical results also show that although the convergence rate of order 1.62 of the quasi‐Newton iteration scheme is slightly slower than rate of order 2 in the Newton iteration scheme, the former is more stable and less sensitive to the initial guess. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008     

Solving the driven flow by linearized elimination with differential quadrature

In the Navier‐Stokes equations the velocity and the pressure are coupled together by the incompressibility condition div u = 0( u = (u,v)^T) which makes the equations difficult to solve numerically. In this article, a new method named linearized elimination of unknowns with differential quadrature method is applied to the Navier‐Stokes equations. The method is of second‐order accuracy in time and of spectral accuracy in space. The numerical results show that our method is of high accuracy, of good convergence with little computational efforts. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

Novel weak form quadrature element method with expanded Chebyshev nodes

Based on the principle of minimum potential energy and the differential quadrature rule, novel weak form quadrature element method is proposed. Different from the existing ones, expanded Chebyshev grid points are used as the element nodes. A simple but general way is proposed to compute the strains at the integration points explicitly by using the differential quadrature rule. For illustration and verification, quadrature bar and beam elements are established. Several examples are given. Numerical results indicate that the proposed quadrature element method allows a longer time step as compared to elements with other nodes and is an accurate and efficient method for structural analysis.     

On the approximate solution of some two‐dimensional singular integral equations

An approximation method for a wide class of two‐dimensional integral equations is proposed. The method is based on using a special function system. Orthonormality and good interaction with fundamental integral operators arising in partial differential equations are remarkable properties of this system. In addition, all the basis elements can easily be calculated by recurrence relations. Taking into account these properties we construct a numerical algorithm which does not require additional effort (such as quadrature) to compute the values of the fundamental operators on the basis elements. Copyright © 2001 John Wiley & Sons, Ltd.     

Comparison between homotopy analysis method and optimal homotopy asymptotic method for nth‐order integro‐differential equation

This paper presents general framework for solving the nth‐order integro‐differential equation using homotopy analysis method (HAM) and optimal homotopy asymptotic method (OHAM). OHAM is parameter free and can provide better accuracy over the HAM at the same order of approximation. Furthermore, in OHAM the convergence region can be easily adjusted and controlled. Comparison, via two examples, between our solution using HAM and OHAM and the exact solution shows that the HAM and the OHAM are effective and accurate in solving the nth‐order integro‐differential equation. Copyright © 2011 John Wiley & Sons, Ltd.     

Rational Chebyshev collocation method for solving higher‐order linear ordinary differential equations

A collocation method to find an approximate solution of higher‐order linear ordinary differential equation with variable coefficients under the mixed conditions is proposed. This method is based on the rational Chebyshev (RC) Tau method and Taylor‐Chebyshev collocation methods. The solution is obtained in terms of RC functions. Also, illustrative examples are included to demonstrate the validity and applicability of the technique, and performed on the computer using a program written in maple9. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1130–1142, 2011     

Sequences of nonlinear differential equations with related solutions

Summary A second-order nonlinear differential equation which occurs (together with variants of it) in many problems of applied mathematics, physics and engineering is here reduced to a first-order equation. This equation contains a parameter which is a quadratic rational function of two parameters appearing in the original equation. By applying a certain identity for a quadratic rational function, two (finite or infinite) sequences of nonlinear differential equations are generated whose solutions are determinable whenever the solution of any equation belonging to a sequence is known. The cases amenable to exact solution by quadrature are given. Entrata in Redazione il 16 luglio 1968.     

Exact solutions for fractional DDEs via auxiliary equation method coupled with the fractional complex transform

Dynamical behavior of many nonlinear systems can be described by fractional‐order equations. This study is devoted to fractional differential–difference equations of rational type. Our focus is on the construction of exact solutions by means of the (G'/G)‐expansion method coupled with the so‐called fractional complex transform. The solution procedure is elucidated through two generalized time‐fractional differential–difference equations of rational type. As a result, three types of discrete solutions emerged: hyperbolic, trigonometric, and rational. Copyright © 2016 John Wiley & Sons, Ltd.