Parametric Cubic Spline Approach to the Solution of a System of Second-Order Boundary-Value Problems

We use parametric cubic spline functions to develop a numerical method for computing approximations to the solution of a system of second-order boundary-value problems associated with obstacle, unilateral, and contact problems. We show that the present method gives approximations which are better than those produced by other collocation, finite-difference, and spline methods. A numerical example is given to illustrate the applicability and efficiency of the new method.     

Parametric Quintic-Spline Approach to the Solution of a System of Fourth-Order Boundary-Value Problems

In this paper, we use parametric quintic splines to derive some consistency relations which are then used to develop a numerical method for computing the solution of a system of fourth-order boundary-value problems associated with obstacle, unilateral, and contact problems. It is known that a class of variational inequalities related to contact problems in elastostatics can be characterized by a sequence of variational inequations, which are solved using some numerical method. Numerical evidence is presented to show the applicability and superiority of the new method over other collocation, finite difference, and spline methods.     

B‐spline spectral method for constrained fractional optimal control problems

In this paper, we present a direct B‐spline spectral collocation method to approximate the solutions of fractional optimal control problems with inequality constraints. We use the location of the maximum of B‐spline functions as collocation points, which leads to sparse and nonsingular matrix B whose entries are the values of B‐spline functions at the collocation points. In this method, both the control and Caputo fractional derivative of the state are approximated by B‐spline functions. The fractional integral of these functions is computed by the Cox‐de Boor recursion formula. The convergence of the method is investigated. Several numerical examples are considered to indicate the efficiency of the method.     

一类常微分方程的非多项式样条函数逼近解

本文提出一种新的数值方法来获得三阶带障碍边值问题的常微分方程的数值解,这类方法的基函数包括三角函数、指数函数、多项式函数。本文将给出一数值例子说明这种方法优于其他差分法、配置法、多项式样条函数法。     

An optimal sixth‐order quartic B‐spline collocation method for solving Bratu‐type and Lane‐Emden–type problems

This paper is concerned with the numerical solutions of Bratu‐type and Lane‐Emden–type boundary value problems, which describe various physical phenomena in applied science and technology. We present an optimal collocation method based on quartic B‐spine basis functions to solve such problems. This method is constructed by perturbing the original problem and on a uniform mesh. The method has been tested by four nonlinear examples. In order to show the advantage of the new method, numerical results are compared with those obtained by some of the existing methods, such as normal quartic B‐spline collocation method and the finite difference method (FDM). It has been observed that the order of convergence of the proposed method is six, which is two orders of magnitude larger than the normal quartic B‐spline collocation method. Moreover, our method gives highly accurate results than the FDM.     

Numerical solutions for system of second order boundary value problems

We investigate some numerical methods for computing approximate solutions of a system of second order boundary value problems associated with obstacle, unilateral and contact problems. We show that cubic spline method gives approximations which are better than that computed by higher order spline and finite difference techniques.     

Cubic spline method for a class of nonlinear singularly-perturbed boundary-value problems

In this paper, we present a numerical method for solving a class of nonlinear, singularly perturbed two-point boundary-value problems with a boundary layer on the left end of the underlying interval. The original second-order problem is reduced to an asymptotically equivalent first-order problem and is solved by a numerical method using a fourth-order cubic spline in the inner region. The method has been analyzed for convergence and is shown to yield anO(h ⁴) approximation to the solution. Some test examples have been solved to demonstrate the efficiency of the method.The authors thank the referee for his helpful comments.     

Numerical solution of a system of fourth order boundary value problems using variational iteration method

In this paper, the variational iteration method is used to solve a system of fourth order boundary value problems associated with obstacle, unilateral and contact problems. Numerical solution obtained by the method is of high accuracy. Moreover, the higher-order derivatives of numerical solution can also approximate the higher-order derivatives of exact solution well. Five examples compared with those considered by Siddiqi and Akram [S.S. Siddiqi, G. Akram, Numerical solution of a system of fourth order boundary value problems using cubic non-polynomial spline method, Applied Mathematics and Computation 190 (2007) 652–661] show that the method is more efficient.     

On the Characterization of Quadratic Splines

A quadratic spline is a differentiable piecewise quadratic function. Many problems in the numerical analysis and optimization literature can be reformulated as unconstrained minimizations of quadratic splines. However, only special cases of quadratic splines have been studied in the existing literature and algorithms have been developed on a case-by-case basis. There lacks an analytical representation of a general or even convex quadratic spline. The current paper fills this gap by providing an analytical representation of a general quadratic spline. Furthermore, for a convex quadratic spline, it is shown that the representation can be refined in the neighborhood of a nondegenerate point and a set of nondegenerate minimizers. Based on these characterizations, many existing algorithms for specific convex quadratic splines are also finitely convergent for a general convex quadratic spline. Finally, we study the relationship between the convexity of a quadratic spline function and the monotonicity of the corresponding linear complementarity problem. It is shown that, although both conditions lead to easy solvability of the problem, they are different in general.This project was initiated when the first author was visiting the Technical University of Denmark and Erasmus University. The visit was partially funded by the Danish Natural Science Research Council.     

A higher-order hybrid spline difference method on adaptive mesh for solving singularly perturbed parabolic reaction–diffusion problems with robin-boundary conditions

We propose a hybrid numerical scheme to discretize a class of singularly perturbed parabolic reaction–diffusion problems with robin-boundary conditions on an equidistributed grid. The hybrid difference scheme is developed by using a modified backward difference scheme in time, a combination of the cubic spline and exponential spline difference scheme in space. The proposed scheme uses a cubic spline difference scheme for the discretization of robin-boundary conditions. For the time discretization of the problem, we use the standard uniform mesh while a layer adapted equidistributed grid is generated for the spatial discretization. By equidistributing a curvature-based monitor function, the spatial adaptive grid is able to capture the presence of parabolic boundary layers without using any prior information about the solution. Parameter uniform error estimates are derived to illustrate an optimal convergence of first-order in time and second-order in space for the proposed discretization. The accuracy of the proposed scheme is confirmed by the numerical experiments that underpin the theoretical analysis.     

Spline Techniques for Solving Singularly-Perturbed Nonlinear Problems on Nonuniform Grids

A numerical method based on cubic splines with nonuniform grid is given for singularly-perturbed nonlinear two-point boundary-value problems. The original nonlinear equation is linearized using quasilinearization. Difference schemes are derived for the linear case using a variable-mesh cubic spline and are used to solve each linear equation obtained via quasilinearization. Second-order uniform convergence is achieved. Numerical examples are given in support of the theoretical results.     

Boundary integral approximation of a heat-diffusion problem in time-harmonic regime

In this paper we propose and analyse numerical methods for the approximation of the solution of Helmholtz transmission problems in the half plane. The problems we deal with arise from the study of some models in photothermal science. The solutions to the problem are represented as single layer potentials and an equivalent system of boundary integral equations is derived. We then give abstract necessary and sufficient conditions for convergence of Petrov–Galerkin discretizations of the boundary integral system and show for three different cases that these conditions are satisfied. We extend the results to other situations not related to thermal science and to non-smooth interfaces. Finally, we propose a simple full discretization of a Petrov–Galerkin scheme with periodic spline spaces and show some numerical experiments.     

仿样有限条U变换逼近法的确解及其收敛性

仿样有限条法(spline finite strip method)是分析等截面结构最流行的数值方法之一.在以往的研究中,与一些基准问题的解析结果相比较,论证了该方法数值结果的有效性和收敛性,但至今未对该方法的精确解和显式误差项进行过数学推导,解析地论证过其收敛性.该文在对平板的分析中,使用酉变换(简称U变换)逼近法,导出了仿样有限条法精确的数学解,这是首次在公开文献中给出的精确解.和常规的仿样有限条法相比较,总矩阵方程的集成及其数值解都不同,U变换法的总矩阵方程,减少为仅含有2个未知量的方程,然后导出仿样有限条法显式的精确解.精确解按Taylor级数展开,导出误差项和收敛率,并和其他数值方法直接比较.在这一点上可以发现,仿样有限条法收敛速度和非协调有限元相同时,包含的未知量少得多,收敛率比常规的有限差分法快得多.     

Modified Numerov method for solving system of second-order boundary-value problems

We introduce and discuss a new numerical method for solving system of second order boundary value problems, where the solution is required to satisfy some extra continuity conditions on the subintervals in addition to the usual boundary conditions. We show that the present method gives approximations which are better than that produced by other collocation, finite difference and spline methods. Numerical example is presented to illustrate the applicability of the new method.     

Quadrature-free spline method for two-dimensional Navier-Stokes equation

In this paper, a quadrature-free scheme of spline method for two-dimensional Navier- Stokes equation is derived, which can dramatically improve the efficiency of spline method for fluid problems proposed by Lai and Wenston（2004）. Additionally, the explicit formulation for boundary condition with up to second order derivatives is presented. The numerical simulations on several benchmark problems show that the scheme is very efficient.     

Non-polynomial sextic spline approach for the solution of fourth-order boundary value problems

In this paper a non-polynomial sextic spline function is applied to the numerical solution of a linear fourth-order two-point boundary-value problem occurring in a plate deflection theory. We have developed a non-polynomial sextic spline, which reduces to ordinary sextic spline as θ → 0. Spline relations and error estimates are given. Direct methods of order two, four and six have been obtained. Numerical results are provided to demonstrate the superiority of our methods.     

Finite-Difference Method for a System of Third-Order Boundary-Value Problems

In this paper, we develop a two-stage numerical method for computing the approximate solutions of third-order boundary-value problems associated with odd-order obstacle problems. We show that the present method is of order two. A numerical example is presented to illustrate the applicability of the new method. A comparison is also given with previously known results.     

Fast solution of elliptic control problems

Elliptic control problems with a quadratic cost functional require the solution of a system of two elliptic boundary-value problems. We propose a fast iterative process for the numerical solution of this problem. The method can be applied to very special problems (for example, Poisson equation for a rectangle) as well as to general equations (arbitrary dimensions, general region). Also, nonlinear problems can be treated. The work required is proportional to the work taken by the numerical solution of a single elliptic equation.     

Cubic spline for a class of singular two-point boundary value problems

In this paper we have presented a method based on cubic splines for solving a class of singular two-point boundary value problems. The original differential equation is modified at the singular point then the boundary value problem is treated by using cubic spline approximation. The tridiagonal system resulting from the spline approximation is efficiently solved by Thomas algorithm. Some model problems are solved, and the numerical results are compared with exact solution.     

Galerkin's finite element formulation of the system of fourth‐order boundary‐value problems

In this article, a Galerkin's finite element approach based on weighted‐residual is presented to find approximate solutions of a system of fourth‐order boundary‐value problems associated with obstacle, unilateral and contact problems. The approach utilizes a piece‐wise cubic approximations utilizing cubic Hermite interpolation polynomials. Numerical studies have shown the superior accuracy and lesser computational cost of the scheme in comparison to cubic spline, non‐polynomial spline and cubic non‐polynomial spline methods. Numerical examples are presented to illustrate the applicability of the method. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1551–1560, 2011