Solving differential-algebraic equations by Taylor series (II): Computing the System Jacobian

The authors have developed a Taylor series method for solving numerically an initial-value problem differential-algebraic equation (DAE) that can be of high index, high order, nonlinear, and fully implicit, BIT, 45 (2005), pp. 561–592. Numerical results have shown that this method is efficient and very accurate. Moreover, it is particularly suitable for problems that are of too high an index for present DAE solvers. This paper develops an effective method for computing a DAE’s System Jacobian, which is needed in the structural analysis of the DAE and computation of Taylor coefficients. Our method involves preprocessing of the DAE and code generation employing automatic differentiation. Theory and algorithms for preprocessing and code generation are presented. An operator-overloading approach to computing the System Jacobian is also discussed. AMS subject classification (2000)  34A09, 65L80, 65L05, 41A58     

Solving Differential-Algebraic Equations by Taylor Series (I): Computing Taylor Coefficients

This paper is one of a series underpinning the authors’ DAETS code for solving DAE initial value problems by Taylor series expansion. First, building on the second author’s structural analysis of DAEs (BIT, 41 (2001), pp. 364–394), it describes and justifies the method used in DAETS to compute Taylor coefficients (TCs) using automatic differentiation. The DAE may be fully implicit, nonlinear, and contain derivatives of order higher than one. Algorithmic details are given. Second, it proves that either the method succeeds in the sense of computing TCs of the local solution, or one of a number of detectable error conditions occurs. AMS subject classification (2000) 34A09, 65L80, 65L05, 41A58     

The Taylor series method of order p and Adams–Bashforth method on time scales

A recent study on the Taylor series method of second order and the trapezoidal rule for dynamic equations on time scales has been continued by introducing a derivation of the Taylor series method of arbitrary order $p$ on time scales. The error and convergence analysis of the method is also obtained. The 2-step Adams–Bashforth method for dynamic equations on time scales is concluded and applied to examples of initial value problems for nonlinear dynamic equations. Numerical results are presented and discussed.     

Numerical solution of a class of complex differential equations by the Taylor collocation method in elliptic domains

An approximate method for solving higher‐order linear complex differential equations in elliptic domains is proposed. The approach is based on a Taylor collocation method, which consists of the matrix represantation of expressions in the differential equation and the collocation points defined in an elliptic domain. Illustrative examples are included to demonstrate the validity and applicability of the technique. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

A new Taylor collocation method for nonlinear Fredholm‐Volterra integro‐differential equations

The aim of this article is to present an efficient numerical procedure for solving nonlinear integro‐differential equations. Our method depends mainly on a Taylor expansion approach. This method transforms the integro‐differential equation and the given conditions into the matrix equation which corresponds to a system of nonlinear algebraic equations with unkown Taylor coefficients. The reliability and efficiency of the proposed scheme are demonstrated by some numerical experiments and performed on the computer program written in Maple10. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

Solving high‐order linear differential equations by a Legendre matrix method based on hybrid Legendre and Taylor polynomials

A numerical method for solving the high‐order linear differential equations with variable coefficients under the mixed conditions is presented. The method is based on the hybrid Legendre and Taylor polynomials. The solution is obtained in terms of Legendre polynomials. Comparison of the present solution is made with the existing solution and excellent agreement is noted. Illustrative examples are included to demonstrate the validity and applicability of the technique. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

广义泰勒定理:"同伦分析方法"之有效性的一个数理逻辑证明

推导了复变函数一个广义意义上的泰勒级数表达式,证明了有关的收敛性定理,大大增大摄动级数解的收敛区域。定理的证明亦为一种新的、求解非线性问题的解析方法（即“同伦分析方法”）的有效性奠定了一个坚实的数理逻辑基础。     

A method of summation of divergent series to any accuracy

We propose a new method of summation to any accuracy for a wide class of divergent series, using only a finite number of terms of the series. Translated fromMatematicheskie Zametki, Vol. 68, No. 1, pp. 24–35, July, 2000.     

New Taylor series approach to state-space analysis and optimal control of linear systems

A new Taylor series approach is presented which reduces the problem of determining the state vector coefficient matrixX for time-invariant systems to an expression involving multiplications of matrices of small dimensions. This approach is numerically superior to known techniques and is extended to cover the time-varying case, wherein analogous expressions are derived. Furthermore, the optimal control problem is solved using the same technique. Finally, an expression is derived for the computation of the approximation error involved in computingX, prior to determiningX.This work was partially supported by the Greek State Scholarship Foundation (IKY).     

The distribution of values of taylor series

Clarify some classical results and their proofs on the distribution of values of simple Taylor series and extend them to multiple Taylor series.     

Numerical solution of the Burgers’ equation by automatic differentiation

We compute the solution of the one-dimensional Burgers’ equation by marching the solution in time using a Taylor series expansion. Our approach does not require symbolic manipulation and does not involve the solution of a system of linear or non-linear algebraic equations. Instead, we use recursive formulas obtained from the differential equation to calculate exact values of the derivatives needed in the Taylor series. We illustrate the effectiveness of our method by solving four test problems with known exact solutions. The numerical solutions we obtain are in excellent agreement with the exact solutions, while being superior to other previously reported numerical solutions.     

The differentiation operator in the space of uniformly convergent Dirichlet series

Continuity, compactness, the spectrum and ergodic properties of the differentiation operator are investigated, when it acts in the Fréchet space of all Dirichlet series that are uniformly convergent in all half-planes for each . The properties of the formal inverse of the differentiation are also investigated.     

A fast numerical algorithm based on the Taylor wavelets for solving the fractional integro‐differential equations with weakly singular kernels

In this paper, a fast numerical algorithm based on the Taylor wavelets is proposed for finding the numerical solutions of the fractional integro‐differential equations with weakly singular kernels. The properties of Taylor wavelets are given, and the operational matrix of fractional integration is constructed. These wavelets are utilized to reduce the solution of the given fractional integro‐differential equation to the solution of a linear system of algebraic equations. Also, convergence of the proposed method is studied. Illustrative examples are included to demonstrate the validity and applicability of the technique.     

A Chebyshev interval method for nonlinear dynamic systems under uncertainty

This paper proposes a new interval analysis method for the dynamic response of nonlinear systems with uncertain-but-bounded parameters using Chebyshev polynomial series. Interval model can be used to describe nonlinear dynamic systems under uncertainty with low-order Taylor series expansions. However, the Taylor series-based interval method can only suit problems with small uncertain levels. To account for larger uncertain levels, this study introduces Chebyshev series expansions into interval model to develop a new uncertain method for dynamic nonlinear systems. In contrast to the Taylor series, the Chebyshev series can offer a higher numerical accuracy in the approximation of solutions. The Chebyshev inclusion function is developed to control the overestimation in interval computations, based on the truncated Chevbyshev series expansion. The Mehler integral is used to calculate the coefficients of Chebyshev polynomials. With the proposed Chebyshev approximation, the set of ordinary differential equations (ODEs) with interval parameters can be transformed to a new set of ODEs with deterministic parameters, to which many numerical solvers for ODEs can be directly applied. Two numerical examples are applied to demonstrate the effectiveness of the proposed method, in particular its ability to effectively control the overestimation as a non-intrusive method.     

Analytic continuation of Taylor series and the boundary value problems of some nonlinear ordinary differential equations

We compare and discuss the respective efficiency of three methods (with two variants for each of them), based respectively on Taylor (Maclaurin) series, Padé approximants and conformal mappings, for solving quasi-analytically a two-point boundary value problem of a nonlinear ordinary differential equation (ODE). Six configurations of ODE and boundary conditions are successively considered according to the increasing difficulties that they present. After having indicated that the Taylor series method almost always requires the recourse to analytical continuation procedures to be efficient, we use the complementarity of the two remaining methods (Padé and conformal mapping) to illustrate their respective advantages and limitations. We emphasize the importance of the existence of solutions with movable singularities for the efficiency of the methods, particularly for the so-called Padé-Hankel method. (We show that this latter method is equivalent to pushing a movable pole to infinity.) For each configuration, we determine the singularity distribution (in the complex plane of the independent variable) of the solution sought and show how this distribution controls the efficiency of the two methods. In general the method based on Padé approximants is easy to use and robust but may be awkward in some circumstances whereas the conformal mapping method is a very fine method which should be used when high accuracy is required.     

Explicit series solutions to nonlinear evolution equations: The sine-cosine method

In this paper, a sine-cosine method is used to construct many periodic and solitary wave solutions to two nonlinear evolution systems: the coupled quadratic nonlinear equations and the coupled Klein-Gordon-Schrödinger equations. Under different parameter conditions, explicit formulas for some new periodic and solitary wave solutions are successfully obtained. The proposed solutions are found to be important for the explanation of some practical physical problems.     

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.     

Modified poisson series to implement the method of multiple scales

The method of multiple scales is a global perturbation technique that has resulted to be very useful in perturbed ordinary differential equations characterized by disparate time scales. The general principle behind the method is that the solution to the differential equation is uniformly expanded in terms of two or more independent variables, referred to as time scales. In this article, we present a mathematical object based on a Poisson series to apply the method of multiple scales via specific symbolic computation. Copyright © 2016 John Wiley & Sons, Ltd.     

Hydrodynamic limits: some improvements of the relative entropy method

The present paper is devoted to the study of the incompressible Euler limit of the Boltzmann equation via the relative entropy method. It extends the convergence result for well-prepared initial data obtained by the author in [L. Saint-Raymond, Convergence of solutions to the Boltzmann equation in the incompressible Euler limit, Arch. Ration. Mech. Anal. 166 (2003) 47–80]. It explains especially how to take into account the acoustic waves and relaxation layer, and thus to obtain convergence results under weak assumptions on the initial data.     

On the discrete adjoints of adaptive time stepping algorithms

We investigate the behavior of adaptive time stepping numerical algorithms under the reverse mode of automatic differentiation (AD). By differentiating the time step controller and the error estimator of the original algorithm, reverse mode AD generates spurious adjoint derivatives of the time steps. The resulting discrete adjoint models become inconsistent with the adjoint ODE, and yield incorrect derivatives. To regain consistency, one has to cancel out the contributions of the non-physical derivatives in the discrete adjoint model. We demonstrate that the discrete adjoint models of one-step, explicit adaptive algorithms, such as the Runge–Kutta schemes, can be made consistent with their continuous counterparts using simple code modifications. Furthermore, we extend the analysis to cover second order adjoint models derived through an extra forward mode differentiation of the discrete adjoint code. Several numerical examples support the mathematical derivations.