Polynomial particular solutions for certain partial differential operators

In this article, we consider a variant of the Dual Reciprocity Method (DRM) for solving boundary value problems based on approximating source terms by polynomials other than the traditional basis functions. The use of pseudo‐spectral approximations and symbolic methods enables us to obtain highly accurate results without solving the often ill‐conditioned equations that occur when radial basis function approximations are used. When the given partial differential equation is either Poisson's equation or an inhomogeneous Helmholtz‐type equation, we are able to obtain either closed form particular solutions or efficient recursive algorithms. Using the particular solutions, we convert the inhomogeneous equations to homogeneous. The resulting homogeneous equations are then amenable to solution by boundary‐type methods such as the Boundary Element Method (BEM) or the Method of Fundamental Solutions (MFS). Using the MFS, we provide numerical solutions to a variety of boundary value problems in R² and R³ . Using this approach, we can achieve high accuracy with a modest number of interpolation and collocation points. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 112–133, 2003     

Meshless formulation to two-dimensional nonlinear problem of generalized Benjamin–Bona–Mahony–Burgers through singular boundary method: Analysis of stability and convergence

In this study, the singular boundary method (SBM) is employed for the simulation of nonlinear generalized Benjamin–Bona–Mahony–Burgers problem with initial and Dirichlet-type boundary conditions. The θ-weighted finite difference method is used to discretize the time derivatives. Then the original equations are split into a system of partial differential equations. A splitting scheme is applied to split the solution of the inhomogeneous governing equation into homogeneous solution and particular solution. To solve this system, the method of particular solution (MPS) in combination with the SBM is used where the SBM is used for homogeneous solution and MPS is used for particular solution. Furthermore, the stability and convergence of the proposed method is conducted. Finally, several numerical examples with different domains are provided and compared with the exact analytical solutions to show the accuracy and efficiency in comparison with existing other methods.     

一类二阶线性变系数微分方程通解的解法

采用特解和常数变易法,给出一类二阶线性变系数齐次和非齐次微分方程的通解公式,实例说明如何运用此通解公式.     

A new Jacobi operational matrix: An application for solving fractional differential equations

In this paper, we derived the shifted Jacobi operational matrix (JOM) of fractional derivatives which is applied together with spectral tau method for numerical solution of general linear multi-term fractional differential equations (FDEs). A new approach implementing shifted Jacobi operational matrix in combination with the shifted Jacobi collocation technique is introduced for the numerical solution of nonlinear multi-term FDEs. The main characteristic behind this approach is that it reduces such problems to those of solving a system of algebraic equations which greatly simplifying the problem. The proposed methods are applied for solving linear and nonlinear multi-term FDEs subject to initial or boundary conditions, and the exact solutions are obtained for some tested problems. Special attention is given to the comparison of the numerical results obtained by the new algorithm with those found by other known methods.     

Comparing numerical methods for Helmholtz equation model problem

In this article, we implement a relatively new numerical technique, Adomian’s decomposition method for solving the linear Helmholtz partial differential equations. The method in applied mathematics can be an effective procedure to obtain for the analytic and approximate solutions. A new approach to a linear or nonlinear problems is particularly valuable as a tool for Scientists and Applied Mathematicians, because it provides immediate and visible symbolic terms of analytic solution as well as its numerical approximate solution to both linear and nonlinear problems without linearization [Solving Frontier Problems of Physics: The Decomposition Method, Kluwer Academic Publishers, Boston, 1994; J. Math. Anal. Appl. 35 (1988) 501]. It does also not require discretization and consequently massive computation. In this scheme the solution is performed in the form of a convergent power series with easily computable components. This paper will present a numerical comparison with the Adomian decomposition and a conventional finite-difference method. The numerical results demonstrate that the new method is quite accurate and readily implemented.     

On the numerical solution of loaded systems of ordinary differential equations with nonseparated multipoint and integral conditions

We propose a numerical method of solving systems of loaded linear nonautonomous ordinary differential equations with nonseparated multipoint and integral conditions. This method is based on the convolution of integral conditions to obtain local conditions. This approach allows one to reduce solving the original problem to solving a Cauchy problem for a system of ordinary differential equations and linear algebraic equations. Numerous computational experiments on several test problems with the formulas and schemes proposed for the numerical solution have been carried out. The results of the experiments show that the approach is reasonably efficient.     

A Space-Time Polynomial Collocation Method for Solving 3D Burgers Equations北大核心CSCD

Burgers方程是一类应用广泛的非线性偏微分方程,方程中的非线性项难以处理。该文提出一种新的时空多项式配点法——多项式特解法求解三维Burgers方程。求解过程分为两步:第一步,对三维Burgers方程中的线性导数项(包括时间导数项),求出相应的多项式特解。第二步,将求出的多项式特解作为基函数,对三维Burgers方程中剩余的非线性项进行迭代求解。与时空多项式函数作为基函数对三维Burgers方程进行直接求解相比,该算法简单易行,得到的近似解精度非常高,算法极其稳定,对于教学过程中提高学生的编程能力,加深对高维Burgers方程的理解能力以及Burgers方程的实际应用具有重要意义。     

Computational methods of solving the boundary value problems for the loaded differential and Fredholm integro‐differential equations

The article presents a new general solution to a loaded differential equation and describes its properties. Solving a linear boundary value problem for loaded differential equation is reduced to the solving a system of linear algebraic equations with respect to the arbitrary vectors of general solution introduced. The system's coefficients and right sides are computed by solving the Cauchy problems for ordinary differential equations. Algorithms of constructing a new general solution and solving a linear boundary value problem for loaded differential equation are offered. Linear boundary value problem for the Fredholm integro‐differential equation is approximated by the linear boundary value problem for loaded differential equation. A mutual relationship between the qualitative properties of original and approximate problems is obtained, and the estimates for differences between their solutions are given. The paper proposes numerical and approximate methods of solving a linear boundary value problem for the Fredholm integro‐differential equation and examines their convergence, stability, and accuracy.     

非线性随机分数阶微分方程Euler方法的弱收敛性

论文首先证明了非线性随机分数阶微分方程解的存在唯一性, 然后构造了数值求解该方程的Euler 方法, 并证明了当方程满足一定约束条件时, 该方法是弱收敛的. 特别地, 当分数阶α=0时, 该方程退化为非线性随机微分方程, 所获结论与现有文献中的相关结论是一致的; 当α ≠ 0, 且初值条件为齐次时, 所获结论可视为现有文献中线性随机分数阶微分方程情形的推广和改进. 随后, 文末的数值试验验证了所获理论结果的正确性.     

A numerical scheme based on Bernoulli wavelets and collocation method for solving fractional partial differential equations with Dirichlet boundary conditions

In this paper, an efficient and accurate numerical method is presented for solving two types of fractional partial differential equations. The fractional derivative is described in the Caputo sense. Our approach is based on Bernoulli wavelets collocation techniques together with the fractional integral operator, described in the Riemann‐Liouville sense. The main characteristic behind this approach is to reduce such problems to those of solving systems of algebraic equations, which greatly simplifies the problem. By using Newton's iterative method, this system is solved and the solution of fractional partial differential equations is achieved. Some results concerning the error analysis are obtained. The validity and applicability of the method are demonstrated by solving four numerical examples. Numerical examples are presented in the form of tables and graphs to make comparisons with the results obtained by other methods and with the exact solutions much easier.     

Numerical comparison of methods for solving linear differential equations of fractional order

In this article, we implement relatively new analytical techniques, the variational iteration method and the Adomian decomposition method, for solving linear differential equations of fractional order. The two methods in applied mathematics can be used as alternative methods for obtaining analytic and approximate solutions for different types of fractional differential equations. In these schemes, the solution takes the form of a convergent series with easily computable components. This paper will present a numerical comparison between the two methods and a conventional method such as the fractional difference method for solving linear differential equations of fractional order. The numerical results demonstrates that the new methods are quite accurate and readily implemented.     

一类二阶变系数线性微分方程及其解的构造方法

利用构造法构造二阶变系数线性齐次微分方程及其解,根据这种方法也能求得某些二阶变系数线性齐次微分方程的非零解,并给出了二阶变系数线性齐次微分方程存在非零解的充要条件.     

Bifurcating periodic solution for a class of first-order nonlinear delay differential equation after Hopf bifurcation

In this paper, we predict the accurate bifurcating periodic solution for a general class of first-order nonlinear delay differential equation with reflectional symmetry by constructing an approximate technique, named residue harmonic balance. This technique combines the features of the homotopy concept with harmonic balance which leads to easy computation and gives accurate prediction on the periodic solution to the desired accuracy. The zeroth-order solution using just one Fourier term is applied by solving a set of nonlinear algebraic equations containing the delay term. The unbalanced residues due to Fourier truncation are considered iteratively by solving linear equations to improve the accuracy and increase the number of Fourier terms of the solutions successively. It is shown that the solutions are valid for a wide range of variation of the parameters by two examples. The second-order approximations of the periodic solutions are found to be in excellent agreement with those obtained by direct numerical integration. Moreover, the residue harmonic balance method works not only in determining the amplitude but also the frequency of the bifurcating periodic solution. The method can be easily extended to other delay differential equations.     

Optimal input system identification for homogeneous and nonhomogeneous boundary conditions

A recent paper by Mehra has considered the design of optimal inputs for linear system identification. The method proposed involves the solution of homogeneous linear differential equations with homogeneous boundary conditions. In this paper, a method of solution is considered for similar-type problems with nonhomogeneous boundary conditions. The methods of solution are compared for the homogeneous and nonhomogeneous cases, and it is shown that, for a simple numerical example, the optimal input for the nonhomogeneous case is almost identical to the homogeneous optimal input when the former has a small initial condition, terminal time near the critical length, and energy input the same as for the homogeneous case. Thus tentatively, solving the nonhomogeneous problem appears to offer an attractive alternative to solving Mehra's homogeneous problem.     

Numerical solution of the Burgers’ equation by automatic differentiation

We compute the solution of the one-dimensional Burgers’ equation by marching the solution in time using a Taylor series expansion. Our approach does not require symbolic manipulation and does not involve the solution of a system of linear or non-linear algebraic equations. Instead, we use recursive formulas obtained from the differential equation to calculate exact values of the derivatives needed in the Taylor series. We illustrate the effectiveness of our method by solving four test problems with known exact solutions. The numerical solutions we obtain are in excellent agreement with the exact solutions, while being superior to other previously reported numerical solutions.     

The Cubic B-Spline Method for a Class of Caputo-Fabrizio Fractional Differential Equations北大核心CSCD

基于分数阶微积分基本定理和三次B样条理论,构造了求解线性Caputo-Fabrizio型分数阶微分方程数值解的三次B样条方法,利用分数阶微积分基本定理将初值问题转化为关于解函数的表达式,再使用三次B样条函数逼近表达式中积分项的被积函数,进而计算了一类Caputo-Fabrizio型分数阶微分方程的数值解.给出了所构造的三次B样条方法的误差估计、收敛性和稳定性的理论证明.数值实验表明,该文数值方法在求解一类Caputo-Fabrizio型分数阶微分方程数值解时具有一定的可行性和有效性,且计算精度和计算效率优于现有的两种数值方法.     

一类高阶线性变系数常微分方程的通解

利用升阶法研究了一类高阶线性变系数常微分方程,给出了齐次方程的通解公式,并讨论了非齐次方程待定的特解.     

Solving systems of fractional differential equations using differential transform method

This paper presents approximate analytical solutions for systems of fractional differential equations using the differential transform method. The fractional derivatives are described in the Caputo sense. The application of differential transform method, developed for differential equations of integer order, is extended to derive approximate analytical solutions of systems of fractional differential equations. The solutions of our model equations are calculated in the form of convergent series with easily computable components. Some examples are solved as illustrations, using symbolic computation. The numerical results show that the approach is easy to implement and accurate when applied to systems of fractional differential equations. The method introduces a promising tool for solving many linear and nonlinear fractional differential equations.     

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.     

A meshless method based on boundary integral equations and radial basis functions for biharmonic-type problems

This paper presents a meshless method, which replaces the inhomogeneous biharmonic equation by two Poisson equations in terms of an intermediate function. The solution of the Poisson equation with the intermediate function as the right-hand term may be written as a sum of a particular solution and a homogeneous solution of a Laplace equation. The intermediate function is approximated by a series of radial basis functions. Then the particular solution is obtained via employing Kansa’s method, while the homogeneous solution is approximated by using the boundary radial point interpolation method by means of boundary integral equations. Besides, the proposed meshless method, in conjunction with the analog equation method, is further developed for solving generalized biharmonic-type problems. Some numerical tests illustrate the efficiency of the method proposed.