Piecewise shooting reproducing kernel method for linear singularly perturbed boundary value problems

In this letter, a new numerical method is proposed for solving second order linear singularly perturbed boundary value problems with left layers. Firstly a piecewise reproducing kernel method is proposed for second order linear singularly perturbed initial value problems. By combining the method and the shooting method, an effective numerical method is then proposed for solving second order linear singularly perturbed boundary value problems. Two numerical examples are used to show the effectiveness of the present method.     

Numerical integration of logarithmic and nearly logarithmic singularity in BEMs

A new semi-analytical integration scheme is proposed for evaluation of logarithmically singular and/or nearly singular integrals occurring in 2D BEM formulations. Extensive numerical experiments are performed to study the accuracy by the proposed and other schemes of numerical integration. The accuracy of the numerical integration is almost exact even for curvilinear elements and the accuracy of numerical computation is determined by the accuracy of the approximation of the boundary density and geometry.     

Analytical and numerical investigations of a batch crystallization model

This article is concerned with the analytical and numerical investigations of a one-dimensional population balance model for batch crystallization processes. We start with a one-dimensional batch crystallization model and prove the local existence and uniqueness of the solution of this model. For this purpose Laplace transformation is used as a basic tool. A semi-discrete high resolution finite volume scheme is proposed for the numerical solution of the current model. The issues of positivity (monotonicity), consistency, stability and convergence of the proposed scheme for the current model are analyzed and proved. Finally, we give a numerical test problem. The numerical results of the proposed high resolution scheme are compared with the solution of the reduced four-moments model and the first-order upwind scheme.     

Inverse Problems for a Mathematical Model of Ion Exchange in a Compressible Ion Exchanger

A mathematical model of ion exchange is considered, allowing for ion exchanger compression in the process of ion exchange. Two inverse problems are investigated for this model, unique solvability is proved, and numerical solution methods are proposed. The efficiency of the proposed methods is demonstrated by a numerical experiment.     

Finite-difference methods for solving the reaction-diffusion equations of a simple isothermal chemical system

Numerical methods are proposed for the numerical solution of a system of reaction-diffusion equations, which model chemical wave propagation. The reaction terms in this system of partial differential equations contain nonlinear expressions. Nevertheless, it is seen that the numerical solution is obtained by solving a linear algebraic system at each time step, as opposed to solving a nonlinear algebraic system, which is often required when integrating nonlinear partial differential equations. The development of each numerical method is made in the light of experience gained in solving the system of ordinary differential equations, which model the well-stirred analogue of the chemical system. The first-order numerical methods proposed for the solution of this initialvalue problem are characterized to be implicit. However, in each case it is seen that the numerical solution is obtained explicitly. In a series of numerical experiments, in which the ordinary differential equations are solved first of all, it is seen that the proposed methods have superior stability properties to those of the well-known, first-order, Euler method to which they are compared. Incorporating the proposed methods into the numerical solution of the partial differential equations is seen to lead to two economical and reliable methods, one sequential and one parallel, for solving the travelling-wave problem. © 1994 John Wiley & Sons, Inc.     

Numerical solution of multi-order fractional differential equations with multiple delays via spectral collocation methods

This paper discusses a general framework for the numerical solution of multi-order fractional delay differential equations (FDDEs) in noncanonical forms with irrational/rational multiple delays by the use of a spectral collocation method. In contrast to the current numerical methods for solving fractional differential equations, the proposed framework can solve multi-order FDDEs in a noncanonical form with incommensurate orders. The framework can also solve multi-order FDDEs with irrational multiple delays. Next, the framework is enhanced by the fractional Chebyshev collocation method in which a Chebyshev operation matrix is constructed for the fractional differentiation. Spectral convergence and small computational time are two other advantages of the proposed framework enhanced by the fractional Chebyshev collocation method. In addition, the convergence, error estimates, and numerical stability of the proposed framework for solving FDDEs are studied. The advantages and computational implications of the proposed framework are discussed and verified in several numerical examples.     

The Adomian decomposition method with Green’s function for solving nonlinear singular boundary value problems

In this paper, we present an efficient numerical algorithm for solving a general class of nonlinear singular boundary value problems. This present algorithm is based on the Adomian decomposition method (ADM) and Green’s function. The method depends on constructing Green’s function before establishing the recursive scheme. In contrast to the existing recursive schemes based on ADM, the proposed numerical algorithm avoids solving a sequence of transcendental equations for the undetermined coefficients. The approximate series solution is calculated in the form of series with easily computable components. Moreover, the convergence analysis and error estimation of the proposed method is given. Furthermore, the numerical examples are included to demonstrate the accuracy, applicability, and generality of the proposed scheme. The numerical results reveal that the proposed method is very effective.     

A scheme for stable numerical differentiation

A method for stable numerical differentiation of noisy data is proposed. The method requires solving a Volterra integral equation of the second kind. This equation is solved analytically. In the examples considered its solution is computed analytically. Some numerical results of its application are presented. These examples show that the proposed method for stable numerical differentiation is numerically more efficient than some other methods, in particular, than variational regularization.     

The numerical method of successive interpolations for Fredholm functional integral equations

A new numerical method for Fredholm functional integral equations is proposed. The method combines the fixed point technique with numerical integration and cubic spline interpolation. The convergence and the numerical stability of the method are proved and tested on some numerical examples.     

发展方程初边值问题的高阶差分-边界积分方程法及误差分析

本文结合差分方法与边界积分方程方法,提出并研究了一类新的求解发展型方程初边值问题的高阶差分与边界积分方程耦合数值方法.对于有界区域问题与无界区域问题给出了数值计算格式及其误差的先验估计.     

Block Pulse算子矩阵法求解变系数时间分数阶对流扩散方程（英文）

The numerical technique based on two-dimensional block pulse functions(2D-BPFs) is proposed for solving the time fractional convection diffusion equations with variable coeficients(FCDEs).We introduce the block pulse operational matrices of the fractional order differentiation.Furthermore,we translate the original equation into a Sylvester equation by the proposed method.Finally,some numerical examples are given and numerical results are shown to demonstrate the accuracy and reliability of the above-mentioned algorithm.     

Booster Method for Singularly-Perturbed One-Dimensional Convection-Diffusion Neumann Problems

An improved numerical method for singularly-perturbed two-point boundary-value problems for second-order ordinary differential equations subject to Neumann-type boundary conditions is proposed. In this method, an asymptotic approximation is incorporated into a finite-difference scheme to improve the numerical solution. Uniform error estimates are derived when implemented in known difference schemes. Numerical results are presented in support of the proposed method.     

Towards a formal definition of numerical stability

Summary A formal definition of numerical stability is proposed. Techniques for proving numerical instability are demonstrated.     

A New Filled Function Method for Global Optimization

A novel filled function is suggested in this paper for identifying a global minimum point for a general class of nonlinear programming problems with a closed bounded domain. Theoretical and numerical properties of the proposed filled function are investigated and a solution algorithm is proposed. The implementation of the algorithm on several test problems is reported with satisfactory numerical results.     

Exponential Time Differencing-Padé Finite Element Method for Nonlinear Convection-Diffusion-Reaction Equations with Time Constant Delay

In this paper, ETD3-Padé and ETD4-Padé Galerkin finite element methods are proposed and analyzed for nonlinear delayed convection-diffusion-reaction equations with Dirichlet boundary conditions. An ETD-based RK is used for time integration of the corresponding equation. To overcome a well-known difficulty of numerical instability associated with the computation of the exponential operator, the Padé approach is used for such an exponential operator approximation, which in turn leads to the corresponding ETD-Padé schemes. An unconditional $L^2$ numerical stability is proved for the proposed numerical schemes, under a global Lipshitz continuity assumption. In addition, optimal rate error estimates are provided, which gives the convergence order of $O(k^{3}+h^{r})$ (ETD3-Padé) or $O(k^{4}+h^{r})$ (ETD4-Padé) in the $L^2$ norm, respectively. Numerical experiments are presented to demonstrate the robustness of the proposed numerical schemes.     

HIGH ORDER FINITE DIFFERENCE/SPECTRAL METHODS TO A WATER WAVE MODEL WITH NONLOCAL VISCOSITY

In this paper, efficient numerical schemes are proposed for solving the water wave model with nonlocal viscous term that describe the propagation of surface water wave. By using the Caputo fractional derivative definition to approximate the nonlocal fractional operator, finite difference method in time and spectral method in space are constructed for the considered model. The proposed method employs known 5/2 order scheme for fractional derivative and a mixed linearization for the nonlinear term. The analysis shows that the proposed numerical scheme is unconditionally stable and error estimates are provided to predict that the second order backward differentiation plus 5/2 order scheme converges with order 2 in time, and spectral accuracy in space. Several numerical results are provided to verify the efficiency and accuracy of our theoretical claims. Finally, the decay rate of solutions is investigated.     

NUMERICAL SOLUTIONS OF AN EIGENVALUE PROBLEM IN UNBOUNDED DOMAINS

A coupling method of finite element and infinite large element is proposed for the numerical solution of an eigenvalue problem in unbounded domains in this paper. With some conditions satisfied, the considered problem is proved to have discrete spectra. Several numerical experiments are presented. The results demonstrate the feasibility of the proposed method.     

Recovering the local volatility in Black–Scholes model by numerical differentiation

In this article, a numerical method for recovering the local volatility in Black–Scholes model is proposed based on the Dupire formula in which the numerical derivatives are used. By Tikhonov regularization, a new numerical differentiation method in two-dimensional (2-D) case is presented. The convergent analysis and numerical examples are also given. It shows that our method is efficient and stable.     

A method for verifying the accuracy of numerical solutions of symmetric saddle point linear systems

A fast numerical verification method is proposed for evaluating the accuracy of numerical solutions for symmetric saddle point linear systems whose diagonal blocks of the coefficient matrix are semidefinite matrices. The method is based on results of an algebraic analysis of a block diagonal preconditioning. Some numerical experiments are present to illustrate the usefulness of the method.     

A fast numerical approach to option pricing with stochastic interest rate,stochastic volatility and double jumps

This study proposes a pricing model through allowing for stochastic interest rate and stochastic volatility in the double exponential jump-diffusion setting. The characteristic function of the proposed model is then derived. Fast numerical solutions for European call and put options pricing based on characteristic function and fast Fourier transform (FFT) technique are developed. Simulations show that our numerical technique is accurate, fast and easy to implement, the proposed model is suitable for modeling long-time real-market changes. The model and the proposed option pricing method are useful for empirical analysis of asset returns and risk management in firms.