A collocation approach for the numerical solution of certain linear retarded and advanced integrodifferential equations with linear functional arguments

This article presents a Taylor collocation method for the approximate solution of high‐order linear Volterra‐Fredholm integrodifferential equations with linear functional arguments. This method is essentially based on the truncated Taylor series and its matrix representations with collocation points. Some numerical examples, which consist of initial and boundary conditions, are given to show the properties of the technique. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

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 numerical method for delay and advanced integro-differential equations

A general formulation is constructed for Jacobi operational matrices of integration, product, and delay on an arbitrary interval. The main purpose of this study is to improve Jacobi operational matrices for solving delay or advanced integro–differential equations. Some theorems are established and utilized to reduce the computational costs. All algorithms can be used for both linear and nonlinear Fredholm and Volterra integro-differential equations with delay. An error estimator is introduced to approximate the absolute error when the exact solution of a given problem is not available. The error of the proposed method is less compared to other common methods such as the Taylor collocation, Chebyshev collocation, hybrid Euler–Taylor matrix, and Boubaker collocation methods. The reliability and efficiency of the proposed scheme are demonstrated by some numerical experiments.     

Comparison of time and spatial collocation methods for the heat equation

We combine a high-order compact finite difference scheme to approximate the spatial derivatives and collocation techniques for the time component to numerically solve the two-dimensional heat equation. We use two approaches to implement the time collocation methods. The first one is based on an explicit computation of the coefficients of polynomials and the second one relies on differential quadratures. We also implement a spatial collocation method where differential quadratures are utilized for spatial derivatives and an implicit scheme for marching in time. We compare all the three techniques by studying their merits and analyzing their numerical performance. Our experiments show that all of them achieve high-accurate approximate solution but the time collocation method with differential quadrature offers (with respect to the one with explicit polynomials) less computational complexity and a better efficiency. All our computations, based on parallel algorithms, are carried out on the CRAY SV1.     

A collocation method to solve higher order linear complex differential equations in rectangular domains

In this article, a collocation method is developed to find an approximate solution of higher order linear complex differential equations with variable coefficients in rectangular domains. This method is essentially based on the matrix representations of the truncated Taylor series of the expressions in equation and their derivates, which consist of collocation points defined in the given domain. Some numerical examples with initial and boundary conditions are given to show the properties of the method. All results were computed using a program written in scientific WorkPlace v5.5 and Maple v12. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

Numerical solution of delay integro‐differential equations by using Taylor collocation method

This paper is concerned with the numerical solution of delay integro‐differential equations. The main purpose of this work is to provide a new numerical approach based on the use of continuous collocation Taylor polynomials for the numerical solution of delay integro‐differential equations. It is shown that this method is convergent. Numerical illustrations confirm our theoretical analysis. Copyright © 2013 John Wiley & Sons, Ltd.     

Rational Chebyshev collocation method for solving higher‐order linear ordinary differential equations

A collocation method to find an approximate solution of higher‐order linear ordinary differential equation with variable coefficients under the mixed conditions is proposed. This method is based on the rational Chebyshev (RC) Tau method and Taylor‐Chebyshev collocation methods. The solution is obtained in terms of RC functions. Also, illustrative examples are included to demonstrate the validity and applicability of the technique, and performed on the computer using a program written in maple9. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1130–1142, 2011     

Polynomial cost for solving IVP for high-index DAE

We show that the cost of solving initial value problems for high-index differential algebraic equations is polynomial in the number of digits of accuracy requested. The algorithm analyzed is built on a Taylor series method developed by Pryce for solving a general class of differential algebraic equations. The problem may be fully implicit, of arbitrarily high fixed index and contain derivatives of any order. We give estimates of the residual which are needed to design practical error control algorithms for differential algebraic equations. We show that adaptive meshes are always more efficient than non-adaptive meshes. Finally, we construct sufficiently smooth interpolants of the discrete solution. AMS subject classification (2000) 34A09, 65L80, 68Q25     

High‐order implicit staggered‐grid finite differences methods for the acoustic wave equation

Motivated by the idea that staggered‐grid methods give a greater stability and give energy conservation, this article presents a new family of high‐order implicit staggered‐grid finite difference methods with any order of accuracy to approximate partial differential equations involving second‐order derivatives. In particular, we numerically analyze our new methods for the solution of the one‐dimensional acoustic wave equation. The implicit formulation is based on the plane wave theory and the Taylor series expansion and only involves the solution of tridiagonal matrix equations resulting in an attractive method with higher order of accuracy but nearly the same computation cost as those of explicit formulation. The order of accuracy of the proposal staggered formulas are similar to the methods with conventional grids for a ‐point operator: the explicit formula is th‐order and the implicit formula is th‐order; however, the results demonstrate that new staggered methods are superior in terms of stability properties to the classical methods in the context of solving wave equations.     

Numerical solution of non‐stationary aero‐autoelasticity integro‐differential operator equations

The spectral method of G. N. Elnagar, which yields spectral convergence rate for the approximate solutions of Fredholm and Volterra–Hammerstein integral equations, is generalized in order to solve the larger class of integro‐differential functional operator equations with spectral accuracy. In order to obtain spectrally accurate solutions, the grids on which the above class of problems is to be solved must also be obtained by spectrally accurate techniques. The proposed method is based on the idea of relating, spectrally constructed, grid points to the structure of projection operators which will be used to approximate the control vector and the associated state vector. These projection operators are spectrally constructed using Chebyshev–Gauss–Lobatto grid points as the collocation points, and Lagrange polynomials as trial functions. Simulation studies demonstrate computational advantages relative to other methods in the literature. Copyright © 1999 John Wiley & Sons, Ltd.     

混合广义Jacobi和Chebyshev谱配置法求解时间分数阶对流扩散方程

研究时间Caputo分数阶对流扩散方程的高效高阶数值方法.对于给定的时间分数阶偏微分方程,在时间和空间方向分别采用基于移位广义Jacobi函数为基底和移位Chebyshev多项式运算矩阵的谱配置法进行数值求解.这样得到的数值解可以很好地逼近一类在时间方向非光滑的方程解.最后利用一些数值例子来说明该数值方法的有效性和准确性.     

A numerical algorithm for the solution of nonlinear fractional differential equations via beta‐derivatives

In this paper, the sinc‐collocation method (SCM) is investigated to obtain the solution of the nonlinear fractional order differential equations based on the relatively new defined fractional derivative, beta‐derivative. For this purpose, a theorem is proved for the approximate solution obtained from the SCM. Moreover, convergence analysis of the SCM is presented. To show the efficiency and the simplicity of the proposed method, some examples are solved, and the results are compared with the exact solutions of the considered equations.     

A note on accurate estimations of the local truncation error of polynomial methods for differential equations

We give sharp error estimations for the local truncation error of polynomial methods for the approximate solution of initial value problems. Our analysis is developed for second order differential equations with polynomial coefficients using the Tau Method as an analytical tool. Our estimates apply to approximations derived with the latter, with collocation and with techniques based on series expansions. An example on collocation is given, to illustrate the use of our estimates.     

New implementation of radial basis functions for solving Burgers‐Fisher equation

In this article, we consider the problem of solving Burgers‐Fisher equation. The approximate solution is found using the radial basis functions collocation method. Also for solving of the resulted nonlinear system of equations, we proposed a predictor corrector method based on the fixed point iterations. The numerical tests show that this method is accurate and efficient for finding a closed form approximation of the solution of nonlinear partial differential equations. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 248–262, 2012     

A novel method for travelling wave solutions of fractional Whitham–Broer–Kaup,fractional modified Boussinesq and fractional approximate long wave equations in shallow water

In this paper, the analytical approximate traveling wave solutions of Whitham–Broer–Kaup (WBK) equations, which contain blow‐up solutions and periodic solutions, have been obtained by using the coupled fractional reduced differential transform method. By using this method, the solutions were calculated in the form of a generalized Taylor series with easily computable components. The convergence of the method as applied to the WBK equations is illustrated numerically as well as analytically. By using the present method, we can solve many linear and nonlinear coupled fractional differential equations. The results justify that the proposed method is also very efficient, effective and simple for obtaining approximate solutions of fractional coupled modified Boussinesq and fractional approximate long wave equations. Numerical solutions are presented graphically to show the reliability and efficiency of the method. Moreover, the results are compared with those obtained by the Adomian decomposition method (ADM) and variational iteration method (VIM), revealing that the present method is superior to others. Copyright © 2014 John Wiley & Sons, Ltd.     

On the applicability of Genocchi wavelet method for different kinds of fractional‐order differential equations with delay

A novel collocation method based on Genocchi wavelet is presented for the numerical solution of fractional differential equations and time‐fractional partial differential equations with delay. In this work, to achieve the approximate solution with height accuracy, we employed the operational matrix of integer derivative and the pseudo‐operational matrix of fractional derivative in Caputo sense. Also, based on Genocchi function properties, we presented delay and pantograph operational matrices of Genocchi wavelet functions (GWFs). Due to operational and pseudo‐operational matrices, the equations under this study can be turned into nonlinear algebraic equations with the unknown GWF coefficients. For illustrating the upper bound of error for the proposed method, we estimate the error in the sense of Sobolev space. In addition, to demonstrate the efficacy of the pseudo‐operational matrix of fractional derivative, we investigate the upper bound of error for the mentioned matrix. Finally, the algorithm based on the proposed approach is implemented for some numerical experiments to confirm accuracy and applicability.     

Determination of periodic orbits of nonlinear oscillators by means of piecewise-linearization methods

An approximate method based on piecewise linearization is developed for the determination of periodic orbits of nonlinear oscillators. The method is based on Taylor series expansions, provides piecewise analytical solutions in three-point intervals which are continuous everywhere and explicit three-point difference equations which are P-stable and have an infinite interval of periodicity. It is shown that the method presented here reduces to the well-known Störmer technique, is second-order accurate, and yields, upon applying Taylor series expansion and a Padé approximation, another P-stable technique whenever the Jacobian is different from zero. The method is generalized for single degree-of-freedom problems that contain the velocity, and (approximate) analytical solutions are presented. Finally, by introducing the inverse of a vector and the vector product and quotient, and using Taylor series expansions and a Padé approximation, the method has been generalized to multiple degree-of-freedom problems and results in explicit three-point finite difference equations which only involve vector multiplications.     

A numerical method to solve a class of linear integro‐differential equations with weakly singular kernel

In this paper, a collocation method based on the Bessel polynomials is introduced for the approximate solution of a class of linear integro‐differential equations with weakly singular kernel under the mixed conditions. The exact solution can be obtained if the exact solution is polynomial. In other cases, increasing number of nodes, a good approximation can be obtained with applicable errors. In addition, the method is presented with error and stability analysis. Copyright © 2012 John Wiley & Sons, Ltd.     

The Taylor method in the field of Mikusiński operators

The approximate solution of a class of differential equations, in the field of Mikusiński operators is constructed by using the Taylor method. The obtained results are applied to a class of partial integro–differential equations. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)