A Tau method with perturbed boundary conditions for certain ordinary differential equations

Ortiz' recursive formulation of the Lanczos Tau method (TM) is a powerful and efficient technique for producing polynomial approximations for initial or boundary value problems. The method consists in obtaining a polynomial which satisfies (i) aperturbed version of the given differential equation, and (ii) the imposed supplementary conditionsexactly. This paper introduces a new form of the TM, (denoted by PTM), for a restricted class of differential equations, in which the differential equations as well as the supplementary conditions areperturbed simultaneously. PTM is compared to the classical TM from the point of view of their errors: it is found that the PTM error is smaller and more oscillatory than that of the TM; we further find that approximations nearly as accurate as minimax polynomial approximations can be constructed by means of the PTM. Detailed formulae are derived for the polynomial approximations in TM and PTM, based on Canonical Polynomials. Moreover, various limiting properties of Tau coefficients are established and it is shown that the perturbation in PTM behaves asymptotically proprtional to a Chebyshev polynomial. Dedicated to Eduardo L. Ortiz on the occasion of his 70th birthday     

A Tau Method with Perturbed Boundary Conditions for Certain Ordinary Differential Equations

Ortiz recursive formulation of the Lanczos Tau method (TM) is a powerful and efficient technique for producing polynomial approximations for initial or boundary value problems. The method consists in obtaining a polynomial which satisfies (i) a perturbed version of the given differential equation, and (ii) the imposed supplementary conditions exactly. This paper introduces a new form of the TM, (denoted by PTM), for a restricted class of differential equations, in which the differential equations as well as the supplementary conditions are perturbed simultaneously. PTM is compared to the classical TM from the point of view of their errors: it is found that the PTM error is smaller and more oscillatory than that of the TM; we further find that approximations nearly as accurate as minimax polynomial approximations can be constructed by means of the PTM. Detailed formulae are derived for the polynomial approximations in TM and PTM, based on Canonical Polynomials. Moreover, various limiting properties of Tau coefficients are established and it is shown that the perturbation in PTM behaves asymptotically proportional to a Chebyshev polynomial.     

New technique to avoid “noise terms” on the solutions of inhomogeneous differential equations by using Adomian decomposition method

In this paper we present a new technique to get the solutions of inhomogeneous differential equations using Adomian decomposition method (ADM) without noise terms. We construct an appropriate differential equations for the inhomogeneity function which must be contains the integral variable, and convert all of these differential equations (original differential equation and the constructed differential equations) to augmented system of first-order differential equations. The ADM is using to solve the augmented system and the initial conditions are taken as initial approximations. Generally, the closed form of the exact solution or its expansion is obtained without any noise terms. Several differential equations will be tested to confirm the newly developed technique.     

关于具有转向点的一类常微分方程的边值问题

本文应用多重尺度法研究具有转向点的一类常微分方程的边值问题.避免了[1]中出现的悖理,以及[2]中关于确定任意常数的变分运算;构造出边值问题的解的一致有效渐近近似式.并研究了非共振的情形.     

A comparison between the variational iteration method and the successive approximations method

In this paper we investigate and compare the variational iteration method and the successive approximations method for solving a class of nonlinear differential equations. We prove that these two methods are equivalent for solving these types of equations.     

Analytical solution of time‐fractional Navier–Stokes equation in polar coordinate by homotopy perturbation method

In this letter, we implement a relatively new analytical technique, the homotopy perturbation method (HPM), for solving linear partial differential equations of fractional order arising in fluid mechanics. The fractional derivatives are described in Caputo derivatives. This method can be used as an alternative to obtain analytic and approximate solutions of different types of fractional differential equations applied in engineering mathematics. The corresponding solutions of the integer order equations are found to follow as special cases of those of fractional order equations. Some numerical examples are presented to illustrate the efficiency and reliability of HPM. He's HPM, which does not need small parameter is implemented for solving the differential equations. In this method, a homotopy is introduced to be constructed for the equation. The initial approximations can be freely chosen with possible unknown constants that can be determined by imposing the boundary and initial conditions. It is predicted that HPM can be found widely applicable in engineering. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

A parametrization method for solving nonlinear two-point boundary value problems

A sharper version of the local Hadamard theorem on the solvability of nonlinear equations is proved. Additional parameters are introduced, and a two-parameter family of algorithms for solving nonlinear two-point boundary value problems is proposed. Conditions for the convergence of these algorithms are given in terms of the initial data. Using the right-hand side of the system of differential equations and the boundary conditions, equations are constructed from which initial approximations to the unknown parameters can be found. A criterion is established for the existence of an isolated solution to a nonlinear two-point boundary value problem. This solution is shown to be a continuous function of the data specifying the problem.     

常微分方程解的存在唯一性定理教学研究

探讨了常微分方程初值问题解的存在唯一性定理教学策略.为便于教学和有利于学生理解并掌握其思想方法,对定理证明过程的表述作了命题化处理,给出了Picard逐步逼近法的应用实例,提出了教学讨论与知识拓展的一些有益内容.     

On the implementation of boundary conditions for the method of lines

The method of lines for difference approximations of hyperbolic first order systems of partial differential equations is analyzed. The approximations are based on strictly semibounded difference operators including high order ones. The formulation of the ODE-system requires that the implementation of the boundary conditions is done carefully. We shall illustrate how different ways of implementation give rise to different stability properties. In particular, we derive a way of implementation that leads to an approximation that is strongly stable. It has been an open problem, whether for semidiscrete approximations with this strong stability property, the timestep for the ODE-solver is governed by the Cauchy problem. We present a counterexample showing that it is not. The analysis presented in this paper also serves as an illustration of the significant difference between different stability concepts.     

Galerkin approximations with embedded boundary conditions for retarded delay differential equations

Finite-dimensional approximations are developed for retarded delay differential equations (DDEs). The DDE system is equivalently posed as an initial-boundary value problem consisting of hyperbolic partial differential equations (PDEs). By exploiting the equivalence of partial derivatives in space and time, we develop a new PDE representation for the DDEs that is devoid of boundary conditions. The resulting boundary condition-free PDEs are discretized using the Galerkin method with Legendre polynomials as the basis functions, whereupon we obtain a system of ordinary differential equations (ODEs) that is a finite-dimensional approximation of the original DDE system. We present several numerical examples comparing the solution obtained using the approximate ODEs to the direct numerical simulation of the original non-linear DDEs. Stability charts developed using our method are compared to existing results for linear DDEs. The presented results clearly demonstrate that the equivalent boundary condition-free PDE formulation accurately captures the dynamic behaviour of the original DDE system and facilitates the application of control theory developed for systems governed by ODEs.     

Arbitrary-order difference schemes for solving linear advection equations with constant coefficients by the Godunov method with antidiffusion

An approach to the construction of second-and higher order accurate difference schemes in time and space is described for solving the linear one-and multidimensional advection equations with constant coefficients by the Godunov method with antidiffusion. The differential approximations for schemes of up to the fifth order are constructed and written. For multidimensional advection equations with constant coefficients, it is shown that Godunov schemes with splitting over spatial variables are preferable, since they have a smaller truncation error than schemes without splitting. The high resolution and efficiency of the difference schemes are demonstrated using test computations.     

A new efficient DQ algorithm for the solution of elliptic problems in higher dimensions

Two new efficient algorithms are developed to approximate the derivatives of sufficiently smooth functions. The new techniques are based on differential quadrature method with quartic B-spline bases as test functions. To obtain the weighting coefficients of differential quadrature method (DQM), we use the midpoints of a uniform partition mixed with near-boundary grid points. This enables us to obtain the weighting coefficients without adding the new extra relations. By obtaining the error bounds, it is proved that the method in its classic form is non-optimal. Then, some new weighting coefficients are constructed to obtain higher accuracy. By obtaining the error bounds, it is proved that the new algorithm is superconvergent. Afterwards, by defining some new symbols, we find a way to approximate the partial derivatives of multivariate functions. Also, some approximations are constructed to the mixed derivatives of multivariate functions. Finally, the applicability of the methods is examined by solving some well-known problems of partial differential equations. Some examples of 2D and 3D biharmonic, Poisson, and convection-diffusion equations are solved and compared to the existing methods to show the efficiency of the proposed algorithms.     

Numerical methods for simulation of large systems

The numerical solution of large initial value problems, including those that are derived as approximations to systems of partial differential equations, may encounter difficulties using conventional numerical methods because of stiffness (large range of eigenvalues of the associated linear system). In a nonlinear system, the eigenvalues may change greatly during the solution and a system that is initially well behaved may become stiff, yielding increased computer cost or inaccuracies. This paper contains a discussion of various definitions of stiffness, and several methods for overcoming it, including a new method for identifying and partitioning a two-time-scale system into fast and slow sub-systems. Also included are some experiences using the DARE continuous system simulation language for systems as large as 200 coupled nonlinear ordinary differential equations.     

一类具非线性边界条件的高阶方程的奇摄动问题

通过引入伸展变量和非常规的渐近序列{∈}）,运用合成展开法,对一类具非线性边界条件的非线性高阶微分方程的奇摄动问题构造了形式渐近解,再运用微分不等式理论证明了原问题解的存在性及所得渐近近似式的一致有效性．     

Stochastic methods for Dirichlet problems

Using an equivalent expression for solutions of second order Dirichlet problems in terms of Ito type stochastic differential equations, we develop a numerical solution method for Dirichlet boundary value problems. It is possible with this idea to solve for solution values of a partial differential equation at isolated points without having to construct any kind of mesh and without knowing approximations for the solution at any other points. Our method is similar to a recently published approach, but differs primarily in the handling of the boundary. Some numerical examples are presented, applying these techniques to model Laplace and Poisson equations on the unit disk. Visiting Professor, Universidad de Salamanca.     

求解非线性Black-Scholes模型的自适应小波精细积分法

针对非线性Black-Scholes方程,基于quasi-Shannon小波函数给出了一种求解非线性偏微分方程的自适应多尺度小波精细积分法.该方法首先利用插值小波理论构造了用于逼近连续函数的多尺度小波插值算子,利用该算子可以将非线性Black-Scholes方程自适应离散为非线性常微分方程组;然后将用于求解常微分方程组的精细积分法和小波变换的动态过程相结合,并利用非线性处理技术(如同伦分析技术)可有效求解非线性Black-Scholes方程.数值结果表明了该方法在数值精度和计算效率方面的优越性.     

Spectral approximation for drainage of an Elastico‐viscous liquid and error analysis

A Fourier‐Galerkin spectral method is proposed and used to analyze a system of quasilinear partial differential equations governing the drainage of liquids of the Oldroyd four‐constant type. It is shown that, Fourier‐Galerkin approximations are convergent with spectral accuracy. An efficient and accurate algorithm based on the Fourier‐Galerkin approximations to the system of quasilinear partial differential equations are developed and implemented. Numerical results indicating the high accuracy and effectiveness of this algorithm are presented. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 492–505, 2012     

Bernoulli wavelet operational matrix of fractional order integration and its applications in solving the fractional order differential equations

In this paper, a new numerical method for solving fractional differential equations is presented. The fractional derivative is described in the Caputo sense. The method is based upon Bernoulli wavelet approximations. The Bernoulli wavelet is first presented. An operational matrix of fractional order integration is derived and is utilized to reduce the initial and boundary value problems to system of algebraic equations. Illustrative examples are included to demonstrate the validity and applicability of the technique.     

Semi‐invariant solutions of the Navier‐Stokes equations

We present new exact solutions and reduced differential systems of the Navier‐Stokes equations of incompressible viscous fluid flow. We apply the method of semi‐invariant manifolds, introduced earlier as a modification of the Lie invariance method. We show that many known solutions of the Navier‐Stokes equations are, in fact, semi‐invariant and that the reduced differential systems we derive using semi‐invariant manifolds generalize previously obtained results that used ad hoc methods. Many of our semi‐invariant solutions solve decoupled systems in triangular form that are effectively linear. We also obtain several new reductions of Navier‐Stokes to a single nonlinear partial differential equation. In some cases, we can solve reduced systems and generate new analytic solutions of the Navier‐Stokes equations or find their approximations, and physical interpretation.     

Factorized SM-stable two-level schemes

Additional requirements for unconditionally stable schemes were formulated by analyzing higher order accurate difference schemes in time as applied to boundary value problems for second-order parabolic equations. These requirements concern the inheritance of the basic properties of the differential problem and lead to the concept of an SM-stable difference scheme. An earlier distinguished class of SM-stable schemes consists of the schemes based on various Padé approximations. The computer implementation of such higher order accurate schemes deserves special consideration because certain matrix polynomials must be inverted at each new time level. Factorized SM-stable difference schemes are constructed that can be interpreted as diagonally implicit Runge-Kutta methods.