Helly’s Principle and Its Application to an Infinite-Horizon Optimal Control Problem

In this paper, a numerical method is presented to solve singularly-perturbed two-point boundary-value problems for second-order ordinary differential equations with a discontinuous source term. First, an asymptotic expansion approximation of the solution of the boundary-value problem is constructed using the basic ideas of the well-known WKB perturbation method. Then, some initial-value problems and terminal-value problems are constructed such that their solutions are the terms of this asymptotic expansion. These initial-value problems and terminal-value problems are singularly-perturbed problems and therefore fitted mesh method (Shishkin mesh) are used to solve these problems. Necessary error estimates are derived and examples are provided to illustrate the method.     

Initial-Value Technique for Singularly Perturbed Boundary-Value Problems for Second-Order Ordinary Differential Equations Arising in Chemical Reactor Theory

An initial-value technique is presented for solving singularly perturbed two-point boundary-value problems for linear and semilinear second-order ordinary differential equations arising in chemical reactor theory. In this technique, the required approximate solution is obtained by combining solutions of two terminal-value problems and one initial-value problem which are obtained from the original boundary-value problem through asymptotic expansion procedures. Error estimates for approximate solutions are obtained. Numerical examples are presented to illustrate the present technique.     

An approximate solution for linear boundary-value problems with slowly varying coefficients

In this paper, an approximate closed-form solution for linear boundary-value problems with slowly varying coefficient matrices is obtained. The derivation of the approximate solution is based on the freezing technique, which is commonly used in analyzing the stability of slowly varying initial-value problems as well as solving them. The error between the approximate and the exact solutions is given, and an upper bound on the norm of the error is obtained. This upper bound is proportional to the rate of change of the coefficient matrix of the boundary-value problem. The proposed approximate solution is obtained for a two-point boundary-value problem and is compared to its solution obtained numerically. Good agreement is observed between the approximate and the numerical solutions, when the rate of change of the coefficient matrix is small.     

Asymptotic Initial-Value Method for Singularly-Perturbed Boundary-Value Problems for Second-Order Ordinary Differential Equations

A computational method is presented to solve a class of nonturning-point singularly-perturbed two-point boundary-value problems for second-order ordinary differential equations with a small parameter multiplying the highest derivative, subject to Dirichlet-type boundary conditions. In this method, first we construct a zeroth order asymptotic expansion for the solution of the given boundary-value problem. Then, this problem is integrated to get an equivalent initial-value problem for first-order ordinary differential equations. This initial-value problem is solved by either a classical method or a fitted operator method after approximating some of the terms in the differential equations by using the zeroth order asymptotic expansion. This method is effective and easy to implement. An error estimate is derived for the numerical solution. Examples are given to illustrate the method.     

Numerical treatment of singularly perturbed two point boundary value problems using initial-value method

In this paper, we describe an initial-value method for linear and nonlinear singularly perturbed boundary value problems in the interval [p,q]. For linear problems, the required approximate solution is obtained by solving the reduced problem and one initial-value problems directly deduced from the given problem. For nonlinear problems the original second-order nonlinear problem is linearized by using quasilinearization method. Then this linear problem is solved as previous method. The present method has been implemented on several linear and non-linear examples which approximate the exact solution. We also present the approximate and exact solutions graphically.     

B-Spline Collocation Method for Nonlinear Singularly-Perturbed Two-Point Boundary-Value Problems

A B-spline collocation method is presented for nonlinear singularly-perturbed boundary-value problems with mixed boundary conditions. The quasilinearization technique is used to linearize the original nonlinear singular perturbation problem into a sequence of linear singular perturbation problems. The B-spline collocation method on piecewise uniform mesh is derived for the linear case and is used to solve each linear singular perturbation problem obtained through quasilinearization. The fitted mesh technique is employed to generate a piecewise uniform mesh, condensed in the neighborhood of the boundary layers. The convergence analysis is given and the method is shown to have second-order uniform convergence. The stability of the B-spline collocation system is discussed. Numerical experiments are conducted to demonstrate the efficiency of the method.     

Homotopy analysis method for fractional IVPs

In this paper, the homotopy analysis method is applied to solve linear and nonlinear fractional initial-value problems (fIVPs). The fractional derivatives are described by Caputo’s sense. Exact and/or approximate analytical solutions of the fIVPs are obtained. The results of applying this procedure to the studied cases show the high accuracy and efficiency of the approach.     

Initial-value technique for self-adjoint singular perturbation boundary value problems

We have developed an initial-value technique for self-adjoint singularly perturbed two-point boundary value problems. The original problem is reduced to its normal form, and the reduced problem is converted into first-order initial-value problems. These initial-value problems are solved by the cubic spline method. Numerical illustrations are given at the end to demonstrate the efficiency of our method. Graphs are also depicted in support of the results. An erratum to this article can be found at     

On the numerical solution of linear and nonlinear volterra integral and integro-differential equations

Sinc bases are developed to approximate the solutions of linear and nonlinear Volterra integral and integro-differential equations. Properties of these sinc bases and some operational matrices are first presented. These properties are then used to reduce the integral and integro-differential equations to systems of linear or nonlinear algebraic equations. Numerical examples illustrate the pertinent features of the method and its applicability to a large variety of problems. The examples include convolution type, singular as well as singularly-perturbed problems.     

Initial-value methods for second-order singularly perturbed boundary-value problems

In this paper, we present a numerical method for solving linear and nonlinear second-order singularly perturbed boundary-value-problems. For linear problems, the method comes from the well-known WKB method. The required approximate solution is obtained by solving the reduced problem and one or two suitable initial-value problems, directly deduced from the given problem. For nonlinear problems, the quasilinearization method is applied. Numerical results are given showing the accuracy and feasibility of the proposed method.This work was supported in part by the Consiglio Nazionale delle Ricerche (Contract No. 86.02108.01 and Progetto Finalizzatto Sistemi Informatia e Calcolo Paralello, Sottoprogetto 1), and in part by the Ministero della Pubblica Istruzione, Rome, Italy.     

Exponentially-fitted Runge-Kutta-Nyström method for the numerical solution of initial-value problems with oscillating solutions

A new approach for constructing efficient Runge-Kutta-Nyström methods is introduced in this paper. Based on this new approach a new exponentially-fitted Runge-Kutta-Nyström fourth-algebraic-order method is obtained for the numerical solution of initial-value problems with oscillating solutions. The new method has an extended interval of periodicity. Numerical illustrations on well-known initial-value problems with oscillating solutions indicate that the new method is more efficient than other ones.     

Application of homotopy-perturbation method to fractional IVPs

Fractional initial-value problems (fIVPs) arise from many fields of physics and play a very important role in various branches of science and engineering. Finding accurate and efficient methods for solving fIVPs has become an active research undertaking. In this paper, both linear and nonlinear fIVPs are considered. Exact and/or approximate analytical solutions of the fIVPs are obtained by the analytic homotopy-perturbation method (HPM). The results of applying this procedure to the studied cases show the high accuracy, simplicity and efficiency of the approach.     

Symmetry analysis of initial-value problems

Symmetry analysis is a powerful tool that enables the user to construct exact solutions of a given differential equation in a fairly systematic way. For this reason, the Lie point symmetry groups of most well-known differential equations have been catalogued. It is widely believed that the set of symmetries of an initial-value problem (or boundary-value problem) is a subset of the set of symmetries of the differential equation. The current paper demonstrates that this is untrue; indeed, an initial-value problem may have no symmetries in common with the underlying differential equation. The paper also introduces a constructive method for obtaining symmetries of a particular class of initial-value problems.     

An inexact Newton method for nonlinear two-point boundary-value problems

The method of quasilinearization for nonlinear two-point boundary-value problems is an application of Newton's method to a nonlinear differential operator equation. Since the linear boundary-value problem to be solved at each iteration must be discretized, it is natural to consider quasilinearization in the framework of an inexact Newton method. More importantly, each linear problem is only a local model of the nonlinear problem, and so it is inefficient to try to solve the linear problems to full accuracy. Conditions on size of the relative residual of the linear differential equation can then be specified to guarantee rapid local convergence to the solution of the nonlinear continuous problem. If initial-value techniques are used to solve the linear boundary-value problems, then an integration step selection scheme is proposed so that the residual criteria are satisfied by the approximate solutions. Numerical results are presented that demonstrate substantial computational savings by this type of economizing on the intermediate problems.This work was supported in part by DOE Contract DE-AS05-82-ER13016 and NSF Grant RII-89-17691 and was part of the author's doctoral thesis at Rice University. It is a pleasure to thank the author's thesis advisors, Professor R. A. Tapia and Professor J. E. Dennis, Jr.     

Asymptotics of eigenvalues of the nonlinear eigenvalue problem arising from the near mixed-mode crack-tip stress-strain field problems

In the present paper, approximate analytical and numerical solutions to nonlinear eigenvalue problems arising in nonlinear fracture mechanics in studying stress-strain fields near a crack tip under mixed-mode loading are presented. Asymptotic solutions are obtained by the perturbation method (the artificial small parameter method). The artificial small parameter is the difference between the eigenvalue corresponding to the nonlinear eigenvalue problem and the eigenvalue related to the linear “undisturbed” problem. It is shown that the perturbation technique is an effective method of solving nonlinear eigenvalue problems in nonlinear fracture mechanics. A comparison of numerical and asymptotic results for different values of the mixity parameter and hardening exponent shows good agreement. Thus, the perturbation theory technique for studying nonlinear eigenvalue problems is offered and applied to eigenvalue problems arising in fracture mechanics analysis in the case of mixed-mode loading.     

A Note on the Stability of the Integral-Differential Equation of the Hyperbolic Type in a Hilbert Space

In this paper, the initial-value problem for integral-differential equation of the hyperbolic type in a Hilbert space H is considered. The unique solvability of this problem is established. The stability estimates for the solution of this problem are obtained. The difference scheme approximately solving this problem is presented. The stability estimates for the solution of this difference scheme are obtained. In applications, the stability estimates for the solutions of the nonlocal boundary problem for one-dimensional integral-differential equation of the hyperbolic type with two dependent limits and of the local boundary problem for multidimensional integral-differential equation of the hyperbolic type with two dependent limits are obtained. The difference schemes for solving these two problems are presented. The stability estimates for the solutions of these difference schemes are obtained.     

Invariant imbedding and optimal control theory

A method for directly converting an optimal control problem to a Cauchy problem is presented. No use is made of the Euler equations, Pontryagin's maximum principle, or dynamic programming in the derivation. The initial-value problem, in addition to being desirable from the computational point of view, possesses stable characteristics. The results are directly applicable in the study of guidance and control and are particularly useful for obtaining numerical solutions to control problems.     

Stokes问题非协调有限元逼近的最大模估计

本文考察了二维稳态和非稳态Stokes问题的基于速度—压力形式的非协调C-R逼近格式,利用Sobolev权模技巧和权模LBB条件,得到了稳态问题速度(包括它的梯度)和压力逼近解的拟最优的最大模估计,利用稳态问题结果和Stokes投影技巧,得到了非稳态问题速度(包括它的梯度)和压力的半离散逼近解的拟最优的最大模估计。     

Flow in a waterfall with large Froude number

An approximate method is developed to solve the full nonlinear equations governing two-dimensional irrotational flow in a free waterfall, falling under the influence of gravity, at high Froude number based on conditions far upstream. Schwarz—Christoffel transformation is used to map the region, in the complex potential-plane, onto the upper half-plane. The Hilbert transformation as well as the perturbation technique, for large Froude number, are used as a basis for the approximate solution of the problem. A complete solution, up to second-order approximation, for the downstream free-surfaces profiles, for different Froude number, is discussed and illustrated. The obtained approximate solutions are compared with those of other authors. Favourable agreement with other results suggests that this method is effective in dealing with flow problems strongly influenced by gravity and high Froude number. The results obtained by this method are sufficiently accurate for practical purposes.     

APPROXIMATE CONTROLLABILITY OF INFINITE DIMENSIONAL BILINEAR SYSTEMS

1.IntroductionRecentlymanyresultshavebeenobtainedfordistributedbilinearsystemsl3'7'8].In[3]thecontrollabilityofabilinearsystem%=Aw(t) p(t)Bw(t)wasstudied,whereAistheindnitesimalgeneratorofaCosemigroupofboundedlinearoperatorsT(t)onaBanachspaceX.B:X-- 5isaboundedlinearoperator,andpELI([0,T];R)isacontrol.TheconditionsforelementsofEtobeaccessiblefromagiveninitialstatecoweregiven.Itisclearthattheystudiedthebilinearsysteminaspecialcase.In[8]theystudiedthesysteminamorespecialcasebecausetheyass…