Convergence rates for adaptive approximation of ordinary differential equations

Summary This paper constructs an adaptive algorithm for ordinary differential equations and analyzes its asymptotic behavior as the error tolerance parameter tends to zero. An adaptive algorithm, based on the error indicators and successive subdivision of time steps, is proven to stop with the optimal number, N, of steps up to a problem independent factor defined in the algorithm. A version of the algorithm with decreasing tolerance also stops with the total number of steps, including all refinement levels, bounded by . The alternative version with constant tolerance stops with total steps. The global error is bounded by the tolerance parameter asymptotically as the tolerance tends to zero. For a p-th order accurate method the optimal number of adaptive steps is proportional to the p-th root of the quasi-norm of the error density, while the number of uniform steps, with the same error, is proportional to the p-th root of the larger L ¹ -norm of the error density. Mathematics Subject Classification (2000):65Y20, 65L50, 65L70This work has been supported by the EU–TMR project HCL # ERBFMRXCT960033, the EU–TMR grant # ERBFMRX-CT98-0234 (Viscosity Solutions and their Applications), the Swedish Science Foundation, UdelaR and UdeM in Uruguay, the Swedish Network for Applied Mathematics, the Parallel and Scientific Computing Institute (PSCI) and the Swedish National Board for Industrial and Technical Development (NUTEK).     

A maximum principle for fourth order ordinary differential equations

We present a maximum principle for fourth order ordinary differential equations, based on a new approach involving counting of inflection points. We use our results to compute solutions of nonlinear equations describing static displacements of a uniform beam     

A maximum principle for fourth order ordinary differential equations

A maximum principle is obtained for solutions of fourth order ordinary differential equations. As an application, the existence of a nonnegative (positive) solution of a nonlinear boundary problem is established. Extension of the maximum principle for solutions of higher order equations is also indicated.     

Two-sided approximation to periodic solutions of ordinary differential equations

Summary A two-sided approximation to the periodic orbit of an autonomous ordinary differential equation system is considered. First some results about variational equation systems for periodic solutions are obtained in Sect. 2. Then it is proved that if the periodic orbit is convex and stable, the explicit difference solution approximates the periodic orbit from the outer part and the implicit one from the inner part respectively. Finally a numerical example is given to illustrate our result and to point out that the numerical solution no longer has a one-sided approximation property, if the periodic orbit is not convex.The Work is supported by the National Natural Science Foundation of China     

Fixed mesh approximation of ordinary differential equations with impulses

When trains of impulse controls are present on the right-hand side of a system of ordinary differential equations, the solution is no longer smooth and contains jumps which can accumulate at several points in the time interval. In technological and physical systems the sum of the absolute value of all the impulses is finite and hence the total variation of the solution is finite. So the solution at best belongs to the space BV of vector functions with bounded variation. Unless variable node methods are used, the loss of smoothness of the solution would a priori make higher-order methods over a fixed mesh inactractive. Indeed in general the order of -convergence is and the nodal rate is . However in the linear case -convergence rate remains but the nodal rate can go up to by using one-step or multistep scheme with a nodal rate up to when the solution belongs to . Proofs are given of error estimates and several numerical experiments confirm the optimality of the estimates. Received March 15, 1996 / Revised version received January 3, 1997     

Best Chebyshev approximation from families of ordinary differential equations

Within the framework of the Meinardus and Schwedt theory ofnonlinear Chebyshev approximation we consider the approximationof functions and data by approximants generated from the solutionof parameter dependent initial value problems in ordinary differentialequations. New results are obtained for the uniqueness and characterizationof best approximations in terms of properties of the differentialequation. Some examples of new approximating families are givenalong with computed best approximations.     

A Shadowing Theorem for ordinary differential equations

A new notion of shadowing of a pseudo orbit, an approximate solution, of an autonomous system of ordinary differential equations by an associated nearby true orbit is introduced. Then a general theorem which guarantees the existence of shadowing of pseudo orbits in compact hyperbolic sets is proved.Supported in part by the Air Force.Supported in part by NSF grant DMS 9201951.     

A new HPM for ordinary differential equations

In this paper, we introduce a new version of the homotopy perturbation method (NHPM) that efficiently solves linear and non‐linear ordinary differential equations. Several examples, including Euler‐Lagrange, Bernoulli and Ricatti differential equations, are given to demonstrate the efficiency of the new method. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

An adaptive implementation of interpolation methods for boundary value ordinary differential equations

Various interpolation-based schemes are used to construct a variable order algorithm with local error control for the numerical solution of two-point boundary value problems. Results of computational experiments are presented to demonstrate the empirical relationship between prescribed local error and the resultant global error in the computed solution.     

Existence and approximation of solutions to nonlinear hybrid ordinary differential equations

In this note, we consider the initial value problem for first order nonlinear hybrid ordinary differential equations and we discuss the existence and approximation of the solutions. The main results are related to a recent work by Dhage et al. (2014) through the restructuring of some of the hypotheses imposed and the extension of some of the results there. In addition, we provide an example to illustrate the applicability of the abstract results developed.     

A variational principle for the nonstationary linear navier-stokes equations

A time-nonlocal boundary value problem for the linear evolution Navier-Stokes equations is considered, with time-averaged data being prescribed instead of initial ones. The solving of the problem is reduced to the minimizing of a quadratic functional.