Comparing numerical methods for stiff systems of O.D.E:s

This paper describes a technique for comparing numerical methods that have been designed to solve stiff systems of ordinary differential equations. The basis of a fair comparison is discussed in detail. Measurements of cost and reliability are made over a collection of 25 carefully selected problems. The problems have been designed to show how certain major factors affect the performance of a method. The technique is applied to five methods, of which three turn out to be quite good, including one based on backward differentiation formulas, another on second derivative formulas, and a third on extrapolation. However, each of the three has a weakness of its own, which can be identified with particular problem characteristics.     

Generalized alternating-direction collocation methods for parabolic equations. III. Nonrectangular domains

The alternating-direction collocation (ADC) method is an efficient numerical approximation technique for the solution of parabolic partial differential equations. However, to date the ADC method has only been developed for rectangular discretizations. With judicious combination of isoparametric coordinate transformations and an extended ADC approach, the ADC method can be formulated on general nonrectangular domains. This extends the applicability of the ADC method by allowing it to be employed on domains of more general geometry.     

Radial basis function partition of unity operator splitting method for pricing multi-asset American options

The operator splitting method in combination with finite differences has been shown to be an efficient approach for pricing American options numerically. Here, the operator splitting formulation is extended to the radial basis function partition of unity method. An approach that has previously often been used together with radial basis function methods to deal with the free boundary arising in American option pricing is to solve a penalised version of the Black–Scholes equation. It is shown that the operator splitting technique outperforms the penalty approach when used with the radial basis function partition of unity method. Numerical experiments are performed for one, two and three underlying assets. The advantage of the operator splitting technique grows with the number of dimensions.     

A generalized cubic spline technique for identification of multivariable systems

The application of cubic splines to the identification of time-invariant systems is considered. The use of splines, initially proposed by Bellman in 1971, has been extended to the multidimensional case. In addition, the effects of noise on the identification procedure are considered and techniques are presented for improving the identification accuracy. A general spline technique, used in conjunction with a Kalman estimation procedure, has been developed for identifying physical systems described by a set of first-order differential equations. This method has been found to be superior to the exponential fitting technique proposed by Prony and to other finite-difference methods.     

Operator splitting for numerical solutions of the RLW Equation

In this study, the numerical behavior of the one-dimensional Regularized Long Wave (RLW) equation has been sought by the Strang splitting technique with respect to time. For this purpose, cubic B-spline functions are used with the finite element collocation method. Then, single solitary wave motion, the interaction of two solitary waves and undular bore problems have been studied and the effectiveness of the method has been investigated. The new results have been compared with those of some of the previous studies available in the literature. The stability analysis has also been taken into account by the von Neumann method.     

The two-grid interpolating element free Galerkin (TG-IEFG) method for solving Rosenau-regularized long wave (RRLW) equation with error analysis

The two-grid method is a technique to solve the linear system of algebraic equations for reducing the computational cost. In this study, the two-grid procedure has been combined with the EFG method for solving nonlinear partial differential equations. The two-grid FEM has been introduced in various forms. The well-known two-grid FEM is a three-step method that has been proposed by Bajpai and Nataraj (Comput. Math. Appl. 2014;68:2277–2291) that the new proposed scheme is an ecient procedure for solving important nonlinear partial differential equations such as Navier–Stokes equation. By applying shape functions of IMLS approximation in the EFG method, a new technique that is called interpolating EFG (IEFG) can be obtained. In the current investigation, we combine the two-grid algorithm with the IEFG method for solving the nonlinear Rosenau-regularized long-wave (RRLW) equation. In other hand, we demonstrate that solutions of steps 1, 2, and 3 exist and are unique and also we achieve an error estimate for them. Moreover, three test problems in one- and two-dimensional cases are given which support accuracy and efficiency of the proposed scheme.     

单纯形调优法的收敛性质

在非线性规划中,单纯形调优法是一种可信用的算法,然而却缺乏理论分析,本文对单纯形调优法的理论进行了一些研究,所考虑的方法类似于Spendley,Hext,Himsworth的正规单纯形调优法,但采用了不同的反映条件,其中带有某种下山门槛或具有三点下降形式,这里的基本思想是证明:上述单纯形调优法是定步长下山法的特殊情形,所以,此研究紧密联系着作者关于定步长下山法收敛定理的工作。     

A direct search method for determination of DAEM kinetic parameters from nonisothermal TGA data (note)

In this study, a simple direct search method to be used for the determination of distributed activation energy model (DAEM) kinetic parameters from the nonisothermal thermogravimetric analysis (TGA) data of coals has been introduced. Process steps of direct search method that depends on the grid technique have been given. The method has been applied to the nonisothermal TGA data of one Turkish coal and one imported coal, and DAEM kinetic parameters of these coal samples have been determined. Calculated model results from determined kinetic parameters have been compared with nonisothermal TGA data of the coals.     

Operator splitting for numerical solution of the modified Burgers' equation using finite element method

The aim of this study is to obtain numerical behavior of a one‐dimensional modified Burgers' equation using cubic B‐spline collocation finite element method after splitting the equation with Strang splitting technique. Moreover, the Ext4 and Ext6 methods based on Strang splitting and derived from extrapolation have also been applied to the equation. To observe how good and effective this technique is, we have used the well‐known the error norms L₂ and L_∞ in the literature and compared them with previous studies. In addition, the von Neumann (Fourier series) method has been applied after the nonlinear term has been linearized to investigate the stability of the method.     

Antiperiodic oscillations in a forced Duffing oscillator

Regularity has always been attributed to periodicity. However, there has been a spurt of interest in another unique type of regularity called anitperiodicity. In this paper we have presented results of antiperiodic oscillations obtained from a forced duffing equation with negative linear stiffness wherein the increase in the number of peaks in antiperiodic oscillation with the forcing strength has been observed. Similarity function has been used to identify the antiperiodic oscillation and further the bifurcation diagram has been plotted and stability analysis of the fixed points have been carried out to understand its dynamics. An analog electronic circuit governed by the forced Duffing equation has been designed and developed to investigate the dynamics of the antiperiodic oscillations. The circuit is quite robust and stable to enable the comparison of its analog output with the numerically simulated data. Power spectrum analysis obtained by fast Fourier transform has been corroborated using a nonlinear statistical technique called rescale range analysis method. By this technique we have estimated the Hurst exponents and detected the coherent frequencies present in the system.     

Spectral graph wavelet optimized finite difference method for solution of Burger's equation with different boundary conditions

In this paper, spectral graph wavelet optimized finite difference method (SPGWOFD) has been proposed for solving Burger's equation with distinct boundary conditions. Central finite difference approach is utilized for the approximations of the differential operators and the grid on which the numerical solution is obtained is chosen with the help of spectral graph wavelet. Four test problems (with Dirichlet, Periodic, Robin and Neumann's boundary conditions) are considered and the convergence of the technique is checked. For assessing the efficiency of the developed technique, the computational time taken by the developed technique is compared to that of the finite difference method. It has been observed that developed technique is extremely efficient.     

初始点任意的一个非线性优化的广义梯度投影法

广义投影算法的优点是避免转轴运算。它成功地给出了线性约束问题、初始点任意的只带非线性不等式约束问题，以及利用辅助规划来处理带等式与不等式约束问题的算法．后者完满地解决了投影算法对于非线性等式约束问题的处理，但要求满足不等式约束的初始点．本文据此利用广义投影与罚函数技巧给出了一个初始点任意的等式与不等式约束问题的算法，省去了求初始解的计算，并保持了上述方法的优点，证明了算法的全局收敛性     

多层次统计-动力建模及其应用

该文将子波变换技术和平衡态动力理论结合起来，提出了以气候突变点数为核心的代层次气候建模技术。该技术不仅具有纯粹的动力学意义，而且模式的物理意义十分清楚 ，计算简单。     

Effect of change point and imperfect debugging in software reliability and its optimal release policy

This article presents a software reliability growth model based on non-homogeneous Poisson process. The main focus of this article is to deliver a method for software reliability modelling incorporating the concept of time-dependent fault introduction and fault removal rate with change point. Also in this article, a cost model with change point has been developed. Based on the cost model optimal release policy with change point has been discussed. Maximum likelihood technique has been applied to estimate the parameters of the model. The proposed model has been validated using some real software failure data. Comparison has been made with models incorporating change point and without change point. The application of the proposed cost model has been shown using some numerical examples.     

Some details of the Galerkin finite element method

The incorporation of the Galerkin technique in the finite element method has removed the constraint of finding a variational formulation for many problems of mathematical physics. The method has been successfully applied to many areas and has received wide acceptance. However, in the process of transplanting the concept from the Galerkin method for the entire domain to the Galerkin finite element method, some formal details have been overlooked or glossed over in the literature. This paper considers some of these details, including a possible reason for integration by parts and the contribution of interelement discontinuity terms.     

一个求解箱约束二次规划的非内点预估校正算法

利用Chen-Harker-Kanzow-Smale光滑技术,给出了一个求解箱约束二次规划的预估校正的算法,它是Xu‘s方程的进一步研究,它的思想是将问题的K-T条件转化成一组光滑的等式,再用预估校正方法求解.同现存的算法相比,该算法具有较快的收敛速度,且所需的条件相对较弱.本文改进了该领域内的一些最新结果.     

Fitted Mesh Method for a Class of Singularly Perturbed Differential-Difference Equations

This paper deals with a more general class of singularly perturbed boundary value problem for a differential-difference equations with small shifts. In particular, the numerical study for the problems where second order derivative is multiplied by a small parameter $ε$ and the shifts depend on the small parameter $ε$ has been considered. The fitted-mesh technique is employed to generate a piecewise-uniform mesh, condensed in the neighborhood of the boundary layer. The cubic B-spline basis functions with fitted-mesh are considered in the procedure which yield a tridiagonal system which can be solved efficiently by using any well-known algorithm. The stability and parameter-uniform convergence analysis of the proposed method have been discussed. The method has been shown to have almost second-order parameter-uniform convergence. The effect of small parameters on the boundary layer has also been discussed. To demonstrate the performance of the proposed scheme, several numerical experiments have been carried out.     

Efficient hybrid method for solving special type of nonlinear partial differential equations

In this article, an efficient hybrid method has been developed for solving some special type of nonlinear partial differential equations. Hybrid method is based on tanh–coth method, quasilinearization technique and Haar wavelet method. Nonlinear partial differential equations have been converted into a nonlinear ordinary differential equation by choosing some suitable variable transformations. Quasilinearization technique is used to linearize the nonlinear ordinary differential equation and then the Haar wavelet method is applied to linearized ordinary differential equation. A tanh–coth method has been used to obtain the exact solutions of nonlinear ordinary differential equations. It is easier to handle nonlinear ordinary differential equations in comparison to nonlinear partial differential equations. A distinct feature of the proposed method is their simple applicability in a variety of two‐ and three‐dimensional nonlinear partial differential equations. Numerical examples show better accuracy of the proposed method as compared with the methods described in past. Error analysis and stability of the proposed method have been discussed.     

Mode matching analysis for wave scattering in triple and pentafurcated spaced ducts

We present solutions to both trifurcated and pentafurcated spaced waveguides using the mode matching (or eigenfunction expansion) method. While the trifurcated problem with mean fluid flow has been solved previously using the Wiener–Hopf technique, we solve this problem to validate and demonstrate our method. We then show how we can easily generalize the method to the pentafurcated problem that has not been solved previously. We observe that mode matching method is easier to derive and generalize than the Wiener–Hopf technique. We also investigate the numerical solution in detail for various geometries to model practical exhaust systems. Copyright © 2015 John Wiley & Sons, Ltd.     

Frequency dependent iteration method for forced nonlinear oscillators

A new iteration method for nonlinear vibrations has been developed by decomposing the periodic solution in two parts corresponding to low and high harmonics. For a nonlinear forced oscillator, the iteration schema is proposed with different formulations for these two parts. Then, the schema is deduced by using the harmonic balance technique. This method has proven to converge to the periodic solutions provided that a convergence condition is satisfied. The convergence is also demonstrated analytically for linear oscillators. Moreover, the new method has been applied to Duffing oscillators as an example. The numerical results show that each iteration schema converges in a domain of the excitation frequency and it can converge to different solutions of the nonlinear oscillator.