Homotopy–perturbation method for pure nonlinear differential equation

In this paper, the homotopy–perturbation method proposed by J.-H. He is adopted for solving pure strong nonlinear second-order differential equation. For the oscillatory differential equation the initial approximate solution is assumed in the form of Jacobi elliptic function and the forementioned method is used for obtaining of the approximate analytic solution. Two types of differential equations are considered: with strong cubic and strong quadratic nonlinearity. The obtained solution is compared with exact numerical one. The difference between these solutions is negligible for a long time period. The method is found to work extremely well in the examples, but the theoretical reasons are not yet clear.     

On the solution of the non-local parabolic partial differential equations via radial basis functions

In this paper, the problem of solving the one-dimensional parabolic partial differential equation subject to given initial and non-local boundary conditions is considered. The approximate solution is found using the radial basis functions collocation method. There are some difficulties in computing the solution of the time dependent partial differential equations using radial basis functions. If time and space are discretized using radial basis functions, the resulted coefficient matrix will be very ill-conditioned and so the corresponding linear system cannot be solved easily. As an alternative method for solution, we can use finite-difference methods for discretization of time and radial basis functions for discretization of space. Although this method is easy to use but an accurate solution cannot be provided. In this work an efficient collocation method is proposed for solving non-local parabolic partial differential equations using radial basis functions. Numerical results are presented and are compared with some existing methods.     

A Spectral Method for Neutral Volterra Integro-Differential Equation with Weakly Singular Kernel

This paper is concerned with obtaining an approximate solution and an approximate derivative of the solution for neutral Volterra integro-differential equation with a weakly singular kernel. The solution of this equation, even for analytic data, is not smooth on the entire interval of integration. The Jacobi collocation discretization is proposed for the given equation. A rigorous analysis of error bound is also provided which theoretically justifies that both the error of approximate solution and the error of approximate derivative of the solution decay exponentially in $L^∞$ norm and weighted $L^2$ norm. Numerical results are presented to demonstrate the effectiveness of the spectral method.     

Parametric spline functions for the solution of the one time fractional Burgers’ equation

This paper aims to present a general framework of the cubic parametric spline functions to develop a numerical method for obtaining an approximate solution for the time fractional Burgers’ equation. The truncation error of the method is theoretically analyzed. Using Von Neumann method, the proposed method is also shown to be conditionally stable. Two numerical examples are then included to illustrate the practical implementation of the proposed method. The obtained results reveal that the proposed technique is very effective, convenient and quite accurate to such considered problems.     

The use of infinite grid refinements at singularities in the solution of Laplace's equation

Summary The approximate solution of Laplace's equation using the finite element method is considered. Particular emphasis is given to problems in which there are boundary singularities and the use of infinite refinements in the grid of triangles in the neighbourhood of these singularities is analysed. A particular type of infinite grid refinement is proposed and some examples are given.     

A method for the approximate solution of quasi-static problems for hardening bodies

A method for the approximate solution of quasi-static problems for hardening elastoplastic bodies is proposed. The constitutive relation of the model is taken in the form of a variational inequality. An approximate solution of the initial problem is constructed in time steps and, by means of the finite element method, is reduced to the solution of a system of two variational inequalities in corresponding finite-dimensional space. It is shown that the solution of this system is equivalent to finding the saddle point of the corresponding quadratic functional. To find the saddle point, Udzawa's algorithm is used, by means of which the process of finding the velocity vector and stress tensor reduces to the successive calculation of these quantities: the velocity vector is determined from the variational inequality corresponding to the equilibrium equation, and the stress tensor is determined from the variational inequality corresponding to the constitutive relation. The latter inequality is reduced to a certain non-linear equation containing the operation of projection onto a closed convex set corresponding to the elastic strains of the medium. In turn, the solution of the non-linear equation is constructed using the method of successive approximations. To illustrate the use of the proposed method, the one-dimensional problem of the quasi-static deformation of a cylindrical tube under a load applied to its internal surface is considered.     

A numerical method based on extended Raviart–Thomas (ER‐T) mixed finite element method for solving damped Boussinesq equation

In this paper, we present the approximate solution of damped Boussinesq equation using extended Raviart–Thomas mixed finite element method. In this method, the numerical solution of this equation is obtained using triangular meshes. Also, for discretization in time direction, we use an implicit finite difference scheme. In addition, error estimation and stability analysis of both methods are shown. Finally, some numerical examples are considered to confirm the theoretical results. Copyright © 2017 John Wiley & Sons, Ltd.     

A new reliable algorithm based on the sinc function for the time fractional diffusion equation

This paper deals with the numerical solution of time fractional diffusion equation. In this work, we consider the fractional derivative in the sense of Riemann-Liouville. At first, the time fractional derivative is discretized by integrating both sides of the equation with respect to the time variable and we arrive at a semi–discrete scheme. The stability and convergence of time discretized scheme are proven by using the energy method. Also we show that the convergence order of this scheme is O(τ2?α). Then we use the sinc collocation method to approximate the solution of semi–discrete scheme and show that the problem is reduced to a Sylvester matrix equation. Besides by performing some theorems, the exponential convergence rate of sinc method is illustrated. The numerical experiments are presented to show the excellent behavior and high accuracy of the proposed hybrid method in comparison with some other well known methods.     

A non-overlapping domain decomposition dual reciprocity method for solving the forward–backward heat equation in two-dimension

We apply a boundary element dual reciprocity method (DRBEM) to the numerical solution of the forward–backward heat equation in a two-dimensional case. The method is employed for the spatial variable via the fundamental solution of the Laplace equation and the Crank–Nicolson finite difference scheme is utilized to treat the time variable. The physical domain is divided into two non-overlapping subdomains resulting in two standard forward and backward parabolic equations. The subproblems are then treated by the underlying method assuming a virtual boundary in the interface and starting with an initial approximate solution on this boundary followed by updating the solution by an iterative procedure. In addition, we show that the time discrete scheme is unconditionally stable and convergent using the energy method. Furthermore, some computational aspects will be suggested to efficiently deal with the formulation of the proposed method. Finally, two forward–backward problems, for which the exact solution is available, will be numerically solved for two different domains to demonstrate the efficiency of the proposed approach.     

On the sharpness of an error bound for a Galerkin method to solve parabolic differential equations

This paper discusses the sharpness of an error bound for the standard Galerkin method for the approximate solution of a parabolic differential equation. A backward difference is used for discretization in time, and a variational method like the finite element method is considered for discretization in space. The error bound is written in terms of an averaged modulus of continuity. Whereas the direct estimate follows by standard methods, the sharpness of the bound is established by an application of a quantitative extension of the uniform boundedness principle as proposed in Dickmeis et al. (1984) [4].     

The Sinc‐Galerkin method for solving an inverse parabolic problem with unknown source term

The inverse problem of determining an unknown source term depending on space variable in a parabolic equation is considered. A numerical algorithm is presented for recovering the unknown function and obtaining a solution of the problem. As this inverse problem is ill‐posed, Tikhonov regularization is used for finding a stable solution. For solving the direct problem, a Galerkin method with the Sinc basis functions in both the space and time domains is presented. This approximate solution displays an exponential convergence rate and is valid on the infinite time interval. Finally, some examples are presented to illustrate the ability and efficiency of this numerical method. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2013     

Finite-difference modeling à la Mickens of the distribution of the stopping time in a stochastic differential equation

Departing from a general stochastic differential equation with Brownian diffusion, we establish that the distribution of probability of the stopping time is governed by a parabolic partial differential equation. A particular form of the problem under investigation may be associated to a stochastic generalization of the well-known Paris’ law from structural mechanics, in which case, the solution of the boundary-value problem represents the probability distribution of the hitting time. An implicit, convergent and probability-based discretization to approximate the solution of the boundary-value problem is proposed in this work. Using a convenient vector representation of our scheme, we prove that the method preserves the most relevant properties of a probability distribution function, namely, the non-negativity, the boundedness from above by 1, and the monotonicity. In addition, we establish that our method is a convergent technique, and provide some illustrative comparisons against known exact solutions.     

A new method for a generalized Hirota-Satsuma coupled KdV equation

In this paper, differential transform method (DTM), which is one of the approximate methods is implemented for solving the nonlinear Hirota-Satsuma coupled KdV partial differential equation. A variety of initial value system is considered, and the convergence of the method as applied to the Hirota-Satsuma coupled KdV equation is illustrated numerically. The obtained results are presented and only few terms of the expansion are required to obtain the approximate solution which is found to be accurate and efficient. Numerical examples are illustrated the pertinent features of the proposed algorithm.     

A seminumeric approach for solution of the Eikonal partial differential equation and its applications

In this work, a partial differential equation, which has several important applications, is investigated, and some techniques based on semianalytic (or quasi‐numerical) approaches are developed to find its solution. In this article, the homotopy perturbation method (HPM), Adomian decomposition method, and the modified homotopy perturbation method are proposed to solve the Eikonal equation. HPM yields solution in convergent series form with easily computable terms, and in some case, yields exact solutions in one iteration. In other hand, in Adomian decomposition method, the approximate solution is considered as an infinite series usually converges to the accurate solution. Moreover, these methods do not require any discretization, linearization, or small perturbation, and therefore reduce the numerical computation a lot. Several test problems are given and results are compared with the variational iteration method. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

Solvability of the clamped Euler–Bernoulli beam equation

In this study, solvability of the initial boundary value problem for general form Euler–Bernoulli beam equation which includes also moving point-loads is investigated. The complete proof of an existence and uniqueness properties of the weak solution of the considered equation with Dirichlet type boundary conditions is derived. The method used here is based on Galerkin approximation which is the main tool for the weak solution theory of linear evolution equations as well as in derivation of a priori estimate for the approximate solutions. All steps of the proposed technique are explained in detail.     

Variational iterative method and initial-value problems

The variational iterative method is revisited for initial-value problems in ordinary or partial differential equation. A distributional characterization of the Lagrange multiplier - the keystone of the method - is proposed, that may be interpreted as a retarded Green function. Such a formulation makes possible the simplification of the iteration formula into a Picard iterative scheme, and facilitates the convergence analysis. The approximate analytical solution of a nonlinear Klein-Gordon equation with inhomogeneous initial data is proposed.     

Analytical solution of stochastic differential equation by multilayer perceptron neural network approximation of Fokker–Planck equation

The Fokker–Planck equation is a useful tool to analyze the transient probability density function of the states of a stochastic differential equation. In this paper, a multilayer perceptron neural network is utilized to approximate the solution of the Fokker–Planck equation. To use unconstrained optimization in neural network training, a special form of the trial solution is considered to satisfy the initial and boundary conditions. The weights of the neural network are calculated by Levenberg–Marquardt training algorithm with Bayesian regularization. Three practical examples demonstrate the efficiency of the proposed method.     

Numerical Solution of the Lippmann–Schwinger Equation by Approximate Approximations

A new method for the numerical solution of volume integral equations is proposed and applied to a Lippmann–Schwinger type equation in diffraction theory. The approximate solution is represented as a linear combination of the scaled and shifted Gaussian. We prove spectral convergence of the method up to some negligible saturation error. The theoretical results are confirmed by a numerical experiment.     

Numerical solutions for the damped generalized regularized long-wave equation with a variable coefficient by Adomian decomposition method

Adomian’s decomposition method is proposed to approximate the solutions of the nonlinear damped generalized regularized long-wave (DGRLW) equation with a variable coefficient. The solution of the nonlinear DGRLW equation is calculated in the form of series with computable components. Numerical examples are tested to illustrate the proposed scheme. Moreover, the approximate solution is compared with the exact solution.     

一种新的正则化方法求解热传导方程的侧边值问题

考虑了四分之一平面内的热传导方程的侧边值问题,这类问题是严重不适定的.采用传统拟逆方法得到该问题的一个近似解,但发现它并不是一个正则化解.有趣的是,对解的分母项加以修正便可以得到侧边值问题的一个正则化解,进而提出了一种新的正则化方法,并分别给出先验和后验两种正则化参数选取规则下的Hlder型误差估计.数值实验验证了所提方法的可行性和有效性.