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1.
Linear partial differential algebraic equations (PDAEs) of the form Au t(t, x) + Bu xx(t, x) + Cu(t, x) = f(t, x) are studied where at least one of the matrices A, B R n×n is singular. For these systems we introduce a uniform differential time index and a differential space index. We show that in contrast to problems with regular matrices A and B the initial conditions and/or boundary conditions for problems with singular matrices A and B have to fulfill certain consistency conditions. Furthermore, two numerical methods for solving PDAEs are considered. In two theorems it is shown that there is a strong dependence of the order of convergence on these indexes. We present examples for the calculation of the order of convergence and give results of numerical calculations for several aspects encountered in the numerical solution of PDAEs.  相似文献   

2.
Detailed Error Analysis for a Fractional Adams Method   总被引:1,自引:0,他引:1  
We investigate a method for the numerical solution of the nonlinear fractional differential equation D * y(t)=f(t,y(t)), equipped with initial conditions y (k)(0)=y 0 (k), k=0,1,...,–1. Here may be an arbitrary positive real number, and the differential operator is the Caputo derivative. The numerical method can be seen as a generalization of the classical one-step Adams–Bashforth–Moulton scheme for first-order equations. We give a detailed error analysis for this algorithm. This includes, in particular, error bounds under various types of assumptions on the equation. Asymptotic expansions for the error are also mentioned briefly. The latter may be used in connection with Richardson's extrapolation principle to obtain modified versions of the algorithm that exhibit faster convergence behaviour.  相似文献   

3.
This paper is concerned with the development of efficient algorithms for the approximate solution of fractional differential equations of the form D y(t)=f(t,y(t)), R +N.()We briefly review standard numerical techniques for the solution of () and we consider how the computational cost may be reduced by taking into account the structure of the calculations to be undertaken. We analyse the fixed memory principle and present an alternative nested mesh variant that gives a good approximation to the true solution at reasonable computational cost. We conclude with some numerical examples.  相似文献   

4.
In this paper, we consider the numerical solution of a fractional partial differential equation with Riesz space fractional derivatives (FPDE-RSFD) on a finite domain. Two types of FPDE-RSFD are considered: the Riesz fractional diffusion equation (RFDE) and the Riesz fractional advection–dispersion equation (RFADE). The RFDE is obtained from the standard diffusion equation by replacing the second-order space derivative with the Riesz fractional derivative of order α(1,2]. The RFADE is obtained from the standard advection–dispersion equation by replacing the first-order and second-order space derivatives with the Riesz fractional derivatives of order β(0,1) and of order α(1,2], respectively. Firstly, analytic solutions of both the RFDE and RFADE are derived. Secondly, three numerical methods are provided to deal with the Riesz space fractional derivatives, namely, the L1/L2-approximation method, the standard/shifted Grünwald method, and the matrix transform method (MTM). Thirdly, the RFDE and RFADE are transformed into a system of ordinary differential equations, which is then solved by the method of lines. Finally, numerical results are given, which demonstrate the effectiveness and convergence of the three numerical methods.  相似文献   

5.
The method developed in [A.J. Durán, F.A. Grünbaum, Orthogonal matrix polynomials satisfying second order differential equations, Int. Math. Res. Not. 10 (2004) 461–484] led us to consider matrix polynomials that are orthogonal with respect to weight matrices W(t) of the form , , and (1−t)α(1+t)βT(t)T*(t), with T satisfying T=(2Bt+A)T, T(0)=I, T=(A+B/t)T, T(1)=I, and T(t)=(−A/(1−t)+B/(1+t))T, T(0)=I, respectively. Here A and B are in general two non-commuting matrices. We are interested in sequences of orthogonal polynomials (Pn)n which also satisfy a second order differential equation with differential coefficients that are matrix polynomials F2, F1 and F0 (independent of n) of degrees not bigger than 2, 1 and 0 respectively. To proceed further and find situations where these second order differential equations hold, we only dealt with the case when one of the matrices A or B vanishes.The purpose of this paper is to show a method which allows us to deal with the case when A, B and F0 are simultaneously triangularizable (but without making any commutativity assumption).  相似文献   

6.
The method of Magnus series has recently been analysed by Iserles and Nørsett. It approximates the solution of linear differential equations y = a(t)y in the form y(t) = e (t) y 0, solving a nonlinear differential equation for by means of an expansion in iterated integrals of commutators. An appealing feature of the method is that, whenever the exact solution evolves in a Lie group, so does the numerical solution.The subject matter of the present paper is practical implementation of the method of Magnus series. We commence by briefly reviewing the method and highlighting its connection with graph theory. This is followed by the derivation of error estimates, a task greatly assisted by the graph-theoretical connection. These error estimates have been incorporated into a variable-step fourth-order code. The concluding section of the paper is devoted to a number of computer experiments that highlight the promise of the proposed approach even in the absence of a Lie-group structure.  相似文献   

7.
Oscillation and nonoscillation criteria for the higher order self-adjoint differential equation (-1)n(talphay(n))(n)+q(t)y = 0 (*) are established. In these criteria, equation (*) is viewed as a perturbation of the conditionally oscillatory equation (-1)n(talphay(n))(n) - µ,t2n-y = 0, where n, is the critical constant in conditional oscillation. Some open problems in the theory of conditionally oscillatory, even order, self-adjoint equations are also discussed.  相似文献   

8.
We consider the existence of nontrivial solutions of the boundary-value problems for nonlinear fractional differential equations
*20c Da u(t) + l[ f( t,u(t) ) + q(t) ] = 0,    0 < t < 1, u(0) = 0,    u(1) = bu(h), \begin{array}{*{20}{c}} {{{\mathbf{D}}^\alpha }u(t) + {{\lambda }}\left[ {f\left( {t,u(t)} \right) + q(t)} \right] = 0,\quad 0 < t < 1,} \\ {u(0) = 0,\quad u(1) = \beta u(\eta ),} \\ \end{array}  相似文献   

9.
We consider solving the Fredholm integral equation of the second kind with the piecewise smooth displacement kernel x(t) + j=1 m µj x(tt j) + 0 k(ts)x(s) ds = g(t), 0 t , where t j (–, ), for 1 j m. The direct application of the quadrature rule to the above integral equation leads to a non-Toeplitz and an underdetermined matrix system. The aim of this paper is to propose a numerical scheme to approximate the integral equation such that the discretization matrix system is the sum of a Toeplitz matrix and a matrix of rank two. We apply the preconditioned conjugate gradient method with Toeplitz-like matrices as preconditioners to solve the resulting discretization system. Numerical examples are given to illustrate the fast convergence of the PCG method and the accuracy of the computed solutions.  相似文献   

10.
In this paper we investigate both the contractivity and the asymptotic stability of the solutions of linear systems of delay differential equations of neutral type (NDDEs) of the form y(t) = Ly(t) + M(t)y(t – (t)) + N(t)y(t – (t)). Asymptotic stability properties of numerical methods applied to NDDEs have been recently studied by numerous authors. In particular, most of the obtained results refer to the constant coefficient version of the previous system and are based on algebraic analysis of the associated characteristic polynomials. In this work, instead, we play on the contractivity properties of the solutions and determine sufficient conditions for the asymptotic stability of the zero solution by considering a suitable reformulation of the given system. Furthermore, a class of numerical methods preserving the above-mentioned stability properties is also presented.  相似文献   

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