微分变换法求解二维非线性Volterra积分微分方程

为了解决二维非线性Volterra积分微分方程的求解问题,本文给出微分变换法.利用该方法将方程中的微分部分和积分部分进行变换,这样简化了原方程,进而得到非线性代数方程组,从而将原问题转换为求解非线性代数方程组的解,使得计算更简便.文中最后数值算例说明了该方法的可行性和有效性.     

A novel method for nonlinear fractional partial differential equations: Combination of DTM and generalized Taylor's formula

In this article, a novel numerical method is proposed for nonlinear partial differential equations with space- and time-fractional derivatives. This method is based on the two-dimensional differential transform method (DTM) and generalized Taylor's formula. The fractional derivatives are considered in the Caputo sense. Several illustrative examples are given to demonstrate the effectiveness of the present method. Results obtained using the scheme presented here agree well with the analytical solutions and the numerical results presented elsewhere. Results also show that the numerical scheme is very effective and convenient for solving nonlinear partial differential equations of fractional order.     

Application of Haar wavelet method to eigenvalue problems of high order differential equations

In this work, we present a computational method for solving eigenvalue problems of high-order ordinary differential equations which based on the use of Haar wavelets. The variable and their derivatives in the governing equations are represented by Haar function and their integral. The first transform the spectral coefficients into the nodal variable values. The second, solve the obtained system of algebraic equation. The efficiency of the method is demonstrated by four numerical examples.     

Numerical solutions of the space- and time-fractional coupled Burgers equations by generalized differential transform method

In this paper, by introducing the fractional derivative in the sense of Caputo, the generalized two-dimensional differential transform method (DTM) is directly applied to solve the coupled Burgers equations with space- and time-fractional derivatives. The presented method is a numerical method based on the generalized Taylor series formula which constructs an analytical solution in the form of a polynomial. Several illustrative examples are given to demonstrate the effectiveness of the generalized two-dimensional DTM for the equations.     

Free vibration analysis of circular plates by differential transformation method

This study analyses the free vibrations of circular thin plates for simply supported, clamped and free boundary conditions. The solution method used is differential transform method (DTM), which is a semi-numerical-analytical solution technique that can be applied to various types of differential equations. By using DTM, the governing differential equations are reduced to recurrence relations and its related boundary/regularity conditions are transformed into a set of algebraic equations. The frequency equations are obtained for the possible combinations of the outer edge boundary conditions and the regularity conditions at the center of the circular plate. Numerical results for the dimensionless natural frequencies are presented and then compared to the Bessel function solution and the numerical solutions that appear in literature. It is observed that DTM is a robust and powerful tool for eigenvalue analysis of circular thin plates.     

Differential quadrature method based on the highest derivative and its applications

The numerical differentiation is often used when dealing with the differential equations. Using the numerical differentiation, the differential equations can be transformed into algebraic equations. Then we can get the numerical solution from the algebraic equations. But the numerical differentiation process is very sensitive to even a small level of errors. In contrast, it is expected that on average the numerical integration process is much less sensitive to errors. In this paper, we provide a new method using the DQ method based on the interpolation of the highest derivative (DQIHD) for the differential equations. The original function is then obtained by integration. In this paper, the DQIHD method was applied to the buckling analysis of thin isotropic plates and Winkler plates, the numerical results agree well with the analytic solutions, and the results show that our method is of high accuracy, of good convergence with little computational efforts. And it is easy to deal with the boundary conditions.     

Numerical solution of nonlinear two-dimensional integral equations using rationalized Haar functions

Two-dimensional rationalized Haar (RH) functions are applied to the numerical solution of nonlinear second kind two-dimensional integral equations. Using bivariate collocation method and Newton–Cotes nodes, the numerical solution of these equations is reduced to solving a nonlinear system of algebraic equations. Also, some numerical examples are presented to demonstrate the efficiency and accuracy of the proposed method.     

Implementation of sparse matrix algorithms in an advection-diffusion-chemistry module

A two-dimensional advection-diffusion-chemistry module of a large-scale environmental model is taken. The module is described mathematically by a system of partial differential equations. Sequential splitting is used in the numerical treatment. The non-linear chemistry is most time-consuming part and it is handled by six implicit algorithms for solving ordinary differential equations. This leads to the solution of very long sequences of systems of linear algebraic equations. It is crucial to solve these systems efficiently. This is achieved by applying four different algorithms. The numerical results indicate that the algorithms based on a preconditioned sparse matrix technique and on a specially designed algorithm for the particular problem under consideration perform best.     

Rosenbrock schemes with complex coefficients for stiff and differential algebraic systems

Many applied problems are described by differential algebraic systems. Complex Rosenbrock schemes are proposed for the numerical integration of differential algebraic systems by the ?-embedding method. The method is proved to converge quadratically. The scheme is shown to be applicable even to superstiff systems. The method makes it possible to perform computations with a guaranteed accuracy. An equation is derived that describes the leading term of the error in the method as a function of time. An algorithm extending the method to systems of differential equations for complex-valued functions is proposed. Examples of numerical computations are given.     

Numerical solutions of distributed order fractional differential equations in the time domain using the Müntz–Legendre wavelets approach

In this paper, a numerical method is presented to obtain and analyze the behavior of numerical solutions of distributed order fractional differential equations of the general form in the time domain with the Caputo fractional derivative. The suggested method is based on the Müntz–Legendre wavelet approximation. We derive a new operational vector for the Riemann–Liouville fractional integral of the Müntz–Legendre wavelets by using the Laplace transform method. Applying this operational vector and collocation method in our approach, the problem can be reduced to a system of linear and nonlinear algebraic equations. The arising system can be solved by the Newton method. Discussion on the error bound and convergence analysis for the proposed method is presented. Finally, seven test problems are considered to compare our results with other well‐known methods used for solving these problems. The results in the tabulated tables highlighted that the proposed method is an efficient mathematical tool for analyzing distributed order fractional differential equations of the general form.     

Explicit solutions for differential equations

Advantages exist in use of the decomposition method [1, 2] for solutions of differential equations. Even for the trivial case of solution of first-order separable differential equations the decomposition solutions are more useful because of the resulting convenient computable explicit solutions. The same techniques and benefits apply to the algebraic equations obtained by transform methods in solving differential equations. A comparison is made also between solutions by integrating factor and decomposition, and it is shown that decomposition is an obvious recourse when an integrating factor is not available. To show advantages of the procedure, a differential equation solvable by several methods and involving a logarithmic nonlinearity is solved by Adomian's decomposition for comparisons. The decomposition method will also solve higher-order differential equations and partial differential equations with logarithmic or even composite nonlinearities [2] when the other methods fail.     

Fourier–Bessel theory on flow acoustics in inviscid shear pipeline fluid flow

Flow acoustics in pipeline is of considerable interest in both industrial application and scientific research. While well-known analytical solutions exist for stationary and uniform mean flow, only numerical solutions exist for shear mean flow. Based on potential theory, a general mathematical formulation of flow acoustics in inviscid fluid with shear mean flow is deduced, resulting in a set of two second-order differential equations. According to Fourier–Bessel theory which is orthogonal and complete in Lebesgue Space, a solution is proposed to transform the differential equations to linear homogeneous algebraic equations. Consequently, the axial wave number is numerically calculated due to the existence condition of non-trivial solution to homogeneous linear algebraic equations, leading to the vanishment of the corresponding determinant. Based on the proposed method, wave propagation in laminar and turbulent flow is numerically analyzed.     

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.     

Implementation of sparse matrix algorithms in an advection–diffusion–chemistry module

A two-dimensional advection–diffusion–chemistry module of a large-scale environmental model is taken. The module is described mathematically by a system of partial differential equations. Sequential splitting is used in the numerical treatment. The non-linear chemistry is most time-consuming part and it is handled by six implicit algorithms for solving ordinary differential equations. This leads to the solution of very long sequences of systems of linear algebraic equations. It is crucial to solve these systems efficiently. This is achieved by applying four different algorithms. The numerical results indicate that the algorithms based on a preconditioned sparse matrix technique and on a specially designed algorithm for the particular problem under consideration perform best.     

Discrete weighted least-squares method for the Poisson and biharmonic problems on domains with smooth boundary

In this article a discrete weighted least-squares method for the numerical solution of elliptic partial differential equations exhibiting smooth solution is presented. It is shown how to create well-conditioned matrices of the resulting system of linear equations using algebraic polynomials, carefully selected matching points and weight factors. Two simple algorithms generating suitable matching points, the Chebyshev matching points for standard two-dimensional domains and the approximate Fekete points of Sommariva and Vianello for general domains, are described. The efficiency of the presented method is demonstrated by solving the Poisson and biharmonic problems with the homogeneous Dirichlet boundary conditions defined on circular and annular domains using basis functions in the form satisfying and in the form not satisfying the prescribed boundary conditions.     

Index-aware model order reduction for differential-algebraic equations

We introduce a model order reduction (MOR) procedure for differential-algebraic equations, which is based on the intrinsic differential equation contained in the starting system and on the remaining algebraic constraints. The decoupling procedure in differential and algebraic part is based on the projector and matrix chain which leads to the definition of tractability index. The differential part can be reduced by using any MOR method, we use Krylov-based projection methods to illustrate our approach. The reduction on the differential part induces a reduction on the algebraic part. In this paper, we present the method for index-1 differential-algebraic equations. We implement numerically this procedure and show numerical evidence of its validity.     

Adaptive computation for boundary control of radiative heat transfer in glass

This paper is concerned with an optimal boundary control of the cooling down process of glass, an important step in glass manufacturing. Since the computation of the complete radiative heat transfer equations is too complex for optimization purposes, we use simplified approximations of spherical harmonics including a practically relevant frequency bands model. The optimal control problem is considered as a constrained optimization problem. A first-order optimality system is derived and decoupled with the help of a gradient method based on the solution to the adjoint equations. The arising partial differential–algebraic equations of mixed parabolic–elliptic type are numerically solved by a self-adaptive method of lines approach of Rothe type. Adaptive finite elements in space and one-step methods of Rosenbrock-type with variable step sizes in time are applied. We present numerical results for a two-dimensional glass cooling problem.     

Three-layer finite difference method for solving linear differential algebraic systems of partial differential equations

A boundary value problem is examined for a linear differential algebraic system of partial differential equations with a special structure of the associate matrix pencil. The use of an appropriate transformation makes it possible to split such a system into a system of ordinary differential equations, a hyperbolic system, and a linear algebraic system. A three-layer finite difference method is applied to solve the resulting problem numerically. A theorem on the stability and the convergence of this method is proved, and some numerical results are presented.     

Strang‐type preconditioners applied to ordinary and neutral differential‐algebraic equations

This paper deals with boundary‐value methods (BVMs) for ordinary and neutral differential‐algebraic equations. Different from what has been done in Lei and Jin (Lecture Notes in Computer Science, vol. 1988. Springer: Berlin, 2001; 505–512), here, we directly use BVMs to discretize the equations. The discretization will lead to a nonsymmetric large‐sparse linear system, which can be solved by the GMRES method. In order to accelerate the convergence rate of GMRES method, two Strang‐type block‐circulant preconditioners are suggested: one is for ordinary differential‐algebraic equations (ODAEs), and the other is for neutral differential‐algebraic equations (NDAEs). Under some suitable conditions, it is shown that the preconditioners are invertible, the spectra of the preconditioned systems are clustered, and the solution of iteration converges very rapidly. The numerical experiments further illustrate the effectiveness of the methods. Copyright © 2011 John Wiley & Sons, Ltd.