Spectral methods for some singularly perturbed third order ordinary differential equations

Spectral methods with interface point are presented to deal with some singularly perturbed third order boundary value problems of reaction-diffusion and convection-diffusion types. First, linear equations are considered and then non-linear equations. To solve non-linear equations, Newton’s method of quasi-linearization is applied. The problem is reduced to two systems of ordinary differential equations. And, then, each system is solved using spectral collocation methods. Our numerical experiments show that the proposed methods are produce highly accurate solutions in little computer time when compared with the other methods available in the literature.      

Numerical solution of the fully non-linear weakly dispersive serre equations for steep gradient flows

We demonstrate a numerical approach for solving the one-dimensional non-linear weakly dispersive Serre equations. By introducing a new conserved quantity the Serre equations can be written in conservation law form, where the velocity is recovered from the conserved quantities at each time step by solving an auxiliary elliptic equation. Numerical techniques for solving equations in conservative law form can then be applied to solve the Serre equations. We demonstrate how this is achieved. The system of conservation equations are solved using the finite volume method and the associated elliptic equation for the velocity is solved using a finite difference method. This robust approach allows us to accurately solve problems with steep gradients in the flow, such as those generated by discontinuities in the initial conditions.The method is shown to be accurate, simple to implement and stable for a range of problems including flows with steep gradients and variable bathymetry.     

On the practical use of the spectral homotopy analysis method and local linearisation method for unsteady boundary-layer flows caused by an impulsively stretching plate

This paper expands the ideas of the spectral homotopy analysis method to apply them, for the first time, on non-linear partial differential equations. The spectral homotopy analysis method (SHAM) is a numerical version of the homotopy analysis method (HAM) which has only been previously used to solve non-linear ordinary differential equations. In this work, the modified version of the SHAM is used to solve a partial differential equation (PDE) that models the problem of unsteady boundary layer flow caused by an impulsively stretching plate. The robustness of the SHAM approach is demonstrated by its flexibility to allow linear operators that are partial derivatives with variable coefficients. This is seen to significantly improve the convergence and accuracy of the method. To validate accuracy of the the present SHAM results, the governing PDEs are also solved using a novel local linearisation technique coupled with an implicit finite difference approach. The two approaches are compared in terms of accuracy, speed of convergence and computational efficiency.     

A Bliss-Type Multiplier Rule for Constrained Variational Problems with Time Delay

This paper gives a Bliss-type multiplier rule for general constrained variational problems with time delay. Our formulation allows the time delay terms and their derivatives to be present in both the objective functional and the equality and inequality constraint equations. Our major results include a Lagrange Multiplier Rule involving Euler–Lagrange equations for delay differential equations and transversality conditions. Of special note is that these results will be used in later work by the authors to obtain new analytical techniques to solve general constrained problems involving delay differential equations for the Calculus of Variations and for Optimal Control Theory. They will also lead to new general, accurate, and efficient numerical methods to solve these important problems where no such methods exist at this time. Thus, for the first time, we will be able to solve this important class of problems obtaining analytic solutions for simpler problems and accurate numerical results for more complex problems when such a solution exists.     

A general approach to get series solution of non-similarity boundary-layer flows

An analytic method for strongly non-linear problems, namely the homotopy analysis method (HAM), is applied to give convergent series solution of non-similarity boundary-layer flows. As an example, the non-similarity boundary-layer flows over a stretching flat sheet are used to show the validity of this general analytic approach. Without any assumptions of small/large quantities, the corresponding non-linear partial differential equation with variable coefficients is transferred into an infinite number of linear ordinary differential equations with constant coefficients. More importantly, an auxiliary artificial parameter is used to ensure the convergence of the series solution. Different from previous analytic results, our series solutions are convergent and valid for all physical variables in the whole domain of flows. This work illustrates that, by means of the homotopy analysis method, the non-similarity boundary-layer flows can be solved in a similar way like similarity boundary-layer flows. Mathematically, this analytic approach is rather general in principle and can be applied to solve different types of non-linear partial differential equations with variable coefficients in science and engineering.     

Series solution for unsteady axisymmetric flow and heat transfer over a radially stretching sheet

This paper deals with the unsteady axisymmetric flow and heat transfer of a viscous fluid over a radially stretching sheet. The heat is prescribed at the surface. The modelled non-linear partial differential equations are solved using an analytic approach namely the homotopy analysis method. Unlike perturbation technique, this approach gives accurate analytic approximation uniformly valid for all dimensionless time. The explicit expressions for velocity, temperature and skin friction coefficient are developed. The influence of time on the velocity, temperature and skin friction coefficient is discussed.     

A coupled finite element-differential quadrature element method and its accuracy for moving load problem

In this paper a mixed method, which combines the finite element method and the differential quadrature element method (DQEM), is presented for solving the time dependent problems. In this study, the finite element method is first used to discretize the spatial domain. The DQEM is then employed as a step-by-step DQM in time domain to solve the resulting initial value problem. The resulting algebraic equations can be solved by either direct or iterative methods. Two general formulations using the DQM are also presented for solving a system of linear second-order ordinary differential equations in time. The application of the formulation is then shown by solving a sample moving load problem. Numerical results show that the present mixed method is very efficient and reliable.     

The solution of problems of the stability of three-dimensional convective flows in a closed rectangular cavity by the collocation method

The use of the collocation method, with collocation points at the zeroes of a Chebyshev polynomial, to solve spatial problems of the stability of convective flows, is described. The fluid occupies a closed rectangular cavity on the boundaries of which conditions of the first, second and third kind can be specified. Using a differential matrix constructed at the collocation points, the spectral problem is transformed into an extended eigenvector problem that is solved numerically. The Rayleigh problem in a closed layer is solved for different values of the ratio of the sides of the rectangular cavity. The calculations presented are compared with the results of the solution of non-linear equations and also with the experimental and theoretical data of other authors.     

Differential quadrature method (DQM) and Boubaker Polynomials Expansion Scheme (BPES) for efficient computation of the eigenvalues of fourth-order Sturm-Liouville problems

The differential quadrature method (DQM) and the Boubaker Polynomials Expansion Scheme (BPES) are applied in order to compute the eigenvalues of some regular fourth-order Sturm-Liouville problems. Generally, these problems include fourth-order ordinary differential equations together with four boundary conditions which are specified at two boundary points. These problems concern mainly applied-physics models like the steady-state Euler-Bernoulli beam equation and mechanicals non-linear systems identification. The approach of directly substituting the boundary conditions into the discrete governing equations is used in order to implement these boundary conditions within DQM calculations. It is demonstrated through numerical examples that accurate results for the first kth eigenvalues of the problem, where k = 1, 2, 3, … , can be obtained by using minimally 2(k + 4) mesh points in the computational domain. The results of this work are then compared with some relevant studies.     

Numerical solutions for convection–diffusion equation using El-Gendi method

The method of El-Gendi [El-Gendi SE. Chebyshev solution of differential integral and integro-differential equations. J Comput 1969;12:282–7; Mihaila B, Mihaila I. Numerical approximation using Chebyshev polynomial expansions: El-gendi’s method revisited. J Phys A Math Gen 2002;35:731–46] is presented with interface points to deal with linear and non-linear convection–diffusion equations.The linear problem is reduced to two systems of ordinary differential equations. And, then, each system is solved using three-level time scheme.The non-linear problem is reduced to three systems of ordinary differential. Each one of these systems is, then, solved using three-level time scheme. Numerical results for Burgers’ equation and modified Burgers’ equation are shown and compared with other methods. The numerical results are found to be in good agreement with the exact solutions.     

Numerical solution of non‐stationary aero‐autoelasticity integro‐differential operator equations

The spectral method of G. N. Elnagar, which yields spectral convergence rate for the approximate solutions of Fredholm and Volterra–Hammerstein integral equations, is generalized in order to solve the larger class of integro‐differential functional operator equations with spectral accuracy. In order to obtain spectrally accurate solutions, the grids on which the above class of problems is to be solved must also be obtained by spectrally accurate techniques. The proposed method is based on the idea of relating, spectrally constructed, grid points to the structure of projection operators which will be used to approximate the control vector and the associated state vector. These projection operators are spectrally constructed using Chebyshev–Gauss–Lobatto grid points as the collocation points, and Lagrange polynomials as trial functions. Simulation studies demonstrate computational advantages relative to other methods in the literature. Copyright © 1999 John Wiley & Sons, Ltd.     

Large dynamic displacements and deformations of a massive extensible thread in a moving medium

In a Lagrangian system of coordinates, non-linear differential equations are obtained that describe the deformation of a massive extensible thread in a moving medium. Three specific problems with specified numerical parameters are solved by a numerical method developed by the author for solving systems of non-linear Integro-differential equations.     

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.     

A numerical scheme to solve nonlinear bsdes with lipschitz and non-lipschitz coefficients

In this paper, we attempt to present a new numerical approach to solve non-linear backward stochastic differential equations. First, we present some definitions and theorems to obtain the conditions, from which we can approximate the non-linear term of the backward stochastic differential equation (BSDE) and we get a continuous piecewise linear BSDE correspond with the original BSDE. We use the relationship between backward stochastic differential equations and stochastic controls by interpreting BSDEs as some stochastic optimal control problems, to solve the approximated BSDE and we prove that the approximated solution converges to the exact solution of the original non-linear BSDE in two different cases.     

Application to differential transformation method for solving systems of differential equations

In this paper, we present an analytical solution for different systems of differential equations by using the differential transformation method. The convergence of this method has been discussed with some examples which are presented to show the ability of the method for linear and non-linear systems of differential equations. We begin by showing how the differential transformation method applies to a non-linear system of differential equations and give two examples to illustrate the sufficiency of the method for linear and non-linear stiff systems of differential equations. The results obtained are in good agreement with the exact solution and Runge–Kutta method. These results show that the technique introduced here is accurate and easy to apply.     

Wavelet Collocation Method for Optimal Control Problems

A Haar wavelet technique is discussed as a method for discretizing the nonlinear system equations for optimal control problems. The technique is used to transform the state and control variables into nonlinear programming (NLP) parameters at collocation points. A nonlinear programming solver can then be used to solve optimal control problems that are rather general in form. Here, general Bolza optimal control problems with state and control constraints are considered. Examples of two kinds of optimal control problems, continuous and discrete, are solved. The results are compared to those obtained by using other collocation methods.     

General Parameter Mapping Technique--A Procedure for Solution of Non-linear Boundary Value Problems Depending on an Actual Parameter

A new general method is developed to obtain the dependence ofthe solution of a non-linear boundary value problem on an arbitraryactual parameter of the problem under consideration. This techniqueis essentially an application of the implicit function theorem(Davidenko's approach) to the solution of non-linear boundaryvalue problems. The procedure suggested requires the integrationof sets of ordinary differential equations (initial value problems)with the right-hand sides obtained from a solution of a certainset of auxiliary differential equations.     

Complete second order differential equations in Banach spaces with dynamic boundary conditions

In this paper, we deal with the mixed initial boundary value problem for complete second order (in time) linear differential equations in Banach spaces, in which time-derivatives occur in the boundary conditions. General wellposedness theorems are obtained (for the first time), which are used to solve the corresponding inhomogeneous problems. Examples of applications to initial boundary value problems for partial differential equations are also presented.     

MIP-based instantaneous control of mixed-integer PDE-constrained gas transport problems

We study the transient optimization of gas transport networks including both discrete controls due to switching of controllable elements and nonlinear fluid dynamics described by the system of isothermal Euler equations, which are partial differential equations in time and 1-dimensional space. This combination leads to mixed-integer optimization problems subject to nonlinear hyperbolic partial differential equations on a graph. We propose an instantaneous control approach in which suitable Euler discretizations yield systems of ordinary differential equations on a graph. This networked system of ordinary differential equations is shown to be well-posed and affine-linear solutions of these systems are derived analytically. As a consequence, finite-dimensional mixed-integer linear optimization problems are obtained for every time step that can be solved to global optimality using general-purpose solvers. We illustrate our approach in practice by presenting numerical results on a realistic gas transport network.     

Use of Adomian decomposition method in the study of parallel plate flow of a third grade fluid

In this paper, Adomian’s decomposition method is used to solve non-linear differential equations which arise in fluid dynamics. We study basic flow problems of a third grade non-Newtonian fluid between two parallel plates separated by a finite distance. The technique of Adomian decomposition is successfully applied to study the problem of a non-Newtonian plane Couette flow, fully developed plane Poiseuille flow and plane Couette–Poiseuille flow. The results obtained show the reliability and efficiency of this analytical method. Numerical solutions are also obtained by solving non-linear ordinary differential equations using Chebyshev spectral method. We present a comparative study between the analytical solutions and numerical solutions. The analytical results are found to be in good agreement with numerical solutions which reveals the effectiveness and convenience of the Adomian decomposition method.