Parallel solution in time of ODEs: some achievements and perspectives

The parallel solution of initial value problems for ordinary differential equations (ODE-IVPs) has received much interest from many researchers in the past years. In general, the possibility of using parallel computing in this setting concerns different aspects of the numerical solution of ODEs, depending on the parallel platform to be used and/or the complexity of the problem to be solved. In particular, in this paper we examine possible extensions of a parallel method previously proposed in the mid-nineties [P. Amodio, L. Brugnano, Parallel implementation of block boundary value methods for ODEs, J. Comput. Appl. Math. 78 (1997) 197–211; P. Amodio, L. Brugnano, Parallel ODE solvers based on block BVMs, Adv. Comput. Math. 7 (1997) 5–26], and analyze its connections with subsequent approaches to the parallel solution of ODE-IVPs, in particular the “Parareal” algorithm proposed in [J.L. Lions, Y. Maday, G. Turinici, Résolution d'EDP par un schéma en temps “pararéel”, C. R. Acad. Sci. Paris, Ser. I 332 (2001) 661–668; Y. Maday, G. Turinici, A parareal in time procedure for the control of partial differential equations, C. R. Acad. Sci. Paris, Ser. I 335 (2002) 387–392].     

Numerical solution of special 12th-order boundary value problems using differential transform method

In this paper, a differential transform method (DTM) is used to find the numerical solution of a special 12th-order boundary value problems with two point boundary conditions. The analysis is accompanied by testing differential transform method both on linear and nonlinear problems from the literature [Wazwaz AM. Approximate solutions to boundary value problems of higher-order by the modified decomposition method. Comput Math Appl 2000:40;679–91; Siddiqi SS, Ghazala Akram. Solutions of 12th order boundary value problems using non-polynomial spline technique. Appl Math Comput 2007. doi:10.1016/j.amc.2007.10.015; Siddiqi SS, Twizell EH. Spline solutions of linear 12th-order boundary value problems. J Comput Appl Math 1997;78:371–90]. Numerical experiments and comparison with existing methods are performed to demonstrate reliability and efficiency of the proposed method.     

IRKC: An IMEX solver for stiff diffusion–reaction PDEs

The Fortran 90 code IRKC is intended for the time integration of systems of partial differential equations (PDEs) of diffusion–reaction type for which the reaction Jacobian has real (negative) eigenvalues. It is based on a family of implicit–explicit Runge–Kutta–Chebyshev methods which are unconditionally stable for reaction terms and which impose a stability constraint associated with the diffusion terms that is quadratic in the number of stages. Special properties of the family make it possible for the code to select at each step the most efficient stable method as well as the most efficient step size. Moreover, they make it possible to apply the methods using just a few vectors of storage. A further step towards minimal storage requirements and optimal efficiency is achieved by exploiting the fact that the implicit terms, originating from the stiff reactions, are not coupled over the spatial grid points. Hence, the systems to be solved have a small dimension (viz., equal to the number of PDEs). These characteristics of the code make it especially attractive for problems in several spatial variables. IRKC is a successor to the RKC code [B.P. Sommeijer, L.F. Shampine, J.G. Verwer, RKC: an explicit solver for parabolic PDEs, J. Comput. Appl. Math. 88 (1997) 315–326] that solves similar problems without stiff reaction terms.     

On solving implicit differential equations on parallel computers

We construct and analyse integration methods for solving initial value problems for implicit differential equations (IDEs) that can be efficiently used on parallel computer systems. We construct an IDE method for general IDEs of arbitrarily high index, and two methods that can be applied to partitioned IDEs. The partitioned IDE methods both exploit the special form of the problem and converge faster than the general IDE method. The first partitioned IDE method is suitable for higher-index problems, the second partitioned IDE method only applies to index 1 problems, but is considerably less expensive on parallel computers. This paper presents the results presented in June 1995 at the Seminario Matematico e Fisico organized by the Mathematics Department of the Polytechnics University of Milano. Conferenza tenuta da P.J. van der Houwen il 5 giugno 1995     

Adomian decomposition method for solution of differential-algebraic equations

Solutions of differential algebraic equations is considered by Adomian decomposition method. In E. Babolian, M.M. Hosseini [Reducing index and spectral methods for differential-algebraic equations, J. Appl. Math. Comput. 140 (2003) 77] and M.M. Hosseini [An index reduction method for linear Hessenberg systems, J. Appl. Math. Comput., in press], an efficient technique to reduce index of semi-explicit differential algebraic equations has been presented. In this paper, Adomian decomposition method is applied to reduced index problems. The scheme is tested for some examples and the results demonstrate reliability and efficiency of the proposed methods.     

He’s homotopy perturbation method for systems of integro-differential equations

In this article, the homotopy perturbation method [He JH. Homotopy perturbation technique. Comput Meth Appl Mech Eng 1999;178:257–62; He JH. A coupling method of homotopy technique and perturbation technique for nonlinear problems. Int J Non-Linear Mech 2000;35(1):37–43; He JH. Comparison of homotopy perturbation method and homotopy analysis method. Appl Math Comput 2004;156:527–39; He JH. Homotopy perturbation method: a new nonlinear analytical technique. Appl Math Comput 2003;135:73–79; He JH. The homotopy perturbation method for nonlinear oscillators with discontinuities. Appl Math Comput 2004;151:287–92; He JH. Application of homotopy perturbation method to nonlinear wave equations Chaos, Solitons & Fractals 2005;26:695–700] is applied to solve linear and nonlinear systems of integro-differential equations. Some nonlinear examples are presented to illustrate the ability of the method for such system. Examples for linear system are so easy that has been ignored.     

Sensitivity analysis for parametric generalized implicit quasi-variational-like inclusions involving P-η-accretive mappings

In this paper, using proximal-point mapping technique of P-η-accretive mapping and the property of the fixed-point set of set-valued contractive mappings, we study the behavior and sensitivity analysis of the solution set of a parametric generalized implicit quasi-variational-like inclusion involving P-η-accretive mapping in real uniformly smooth Banach space. Further, under suitable conditions, we discuss the Lipschitz continuity of the solution set with respect to the parameter. The technique and results presented in this paper can be viewed as extension of the techniques and corresponding results given in [R.P. Agarwal, Y.-J. Cho, N.-J. Huang, Sensitivity analysis for strongly nonlinear quasi-variational inclusions, Appl. Math. Lett. 13 (2002) 19-24; S. Dafermos, Sensitivity analysis in variational inequalities, Math. Oper. Res. 13 (1988) 421-434; X.-P. Ding, Sensitivity analysis for generalized nonlinear implicit quasi-variational inclusions, Appl. Math. Lett. 17 (2) (2004) 225-235; X.-P. Ding, Parametric completely generalized mixed implicit quasi-variational inclusions involving h-maximal monotone mappings, J. Comput. Appl. Math. 182 (2) (2005) 252-269; X.-P. Ding, C.L. Luo, On parametric generalized quasi-variational inequalities, J. Optim. Theory Appl. 100 (1999) 195-205; Z. Liu, L. Debnath, S.M. Kang, J.S. Ume, Sensitivity analysis for parametric completely generalized nonlinear implicit quasi-variational inclusions, J. Math. Anal. Appl. 277 (1) (2003) 142-154; R.N. Mukherjee, H.L. Verma, Sensitivity analysis of generalized variational inequalities, J. Math. Anal. Appl. 167 (1992) 299-304; M.A. Noor, Sensitivity analysis framework for general quasi-variational inclusions, Comput. Math. Appl. 44 (2002) 1175-1181; M.A. Noor, Sensitivity analysis for quasivariational inclusions, J. Math. Anal. Appl. 236 (1999) 290-299; J.Y. Park, J.U. Jeong, Parametric generalized mixed variational inequalities, Appl. Math. Lett. 17 (2004) 43-48].     

Oscillation criteria for a forced mixed type Emden-Fowler equation with impulses

Some oscillation criteria for a forced mixed type Emden-Fowler equation with impulses are given. When the impulses are dropped, our results extend those of Sun and Meng [Y.G. Sun, F.W. Meng, Interval criteria for oscillation of second-order differential equations with mixed nonlinearities, Appl. Math. Comput. 15 (2008) 375-381], Sun and Wong [Y.G. Sun, J.S.W. Wong, Oscillation criteria for second order forced ordinary differential equations with mixed nonlinearities, J. Math. Anal. Appl. 334 (2007) 549-560] for second-order forced ordinary differential equation with mixed nonlinearities, Nasr [A.H. Nasr, Sufficient conditions for the oscillation of forced superlinear second order differential equations with oscillatory potential, Proc. Am. Math. Soc. 126 (1998) 123-125], Yang [Q. Yang, Interval oscillation criteria for a forced second order nonlinear ordinary differential equations with oscillatory potential, Appl. Math. Comput. 135 (2003) 49-64] for forced superlinear Emden-Fowler equation, Kong [Q. Kong, Interval criteria for oscillation of second-order linear differential equations, J. Math. Anal. Appl. 229 (1999) 483-492] for unforced second order linear differential equations, and Wong [J.S.W. Wong, Oscillation criteria for a forced second order linear differential equation, J. Math. Anal. Appl. 231 (1999) 235-240] for forced second order linear differential equation.     

A note on extrema of linear combinations of elementary symmetric functions

This note provides a new approach to a result of Foregger [T.H. Foregger, On the relative extrema of a linear combination of elementary symmetric functions, Linear Multilinear Algebra 20 (1987) pp. 377–385] and related earlier results by Keilson [J. Keilson, A theorem on optimum allocation for a class of symmetric multilinear return functions, J. Math. Anal. Appl. 15 (1966), pp. 269–272] and Eberlein [P.J. Eberlein, Remarks on the van der Waerden conjecture, II, Linear Algebra Appl. 2 (1969), pp. 311–320]. Using quite different techniques, we prove a more general result from which the others follow easily. Finally, we argue that the proof in [Foregger, 1987] is flawed.     

Comment on: a two-stage fourth-order “almost” P-stable method for oscillatory problems

In Chawla and Al-Zanaidi (J. Comput. Appl. Math. 89 (1997) 115–118) a fourth-order “almost” P-stable method for y″=f(x,y) is proposed. We claim that it is possible to retrieve this combination of multistep methods by means of the theory of parameterized Runge-Kutta-Nyström (RKN) methods and moreover to generalize the method discussed by Chawla and Al-Zanaidi (J. Comput. Appl. Math. 89 (1997) 115–118).     

Representation for the Lagrangian numerical differentiation formula involving elementary symmetric functions

By using elementary symmetric functions, this paper presents an explicit representation for the Lagrangian numerical differentiation formula as well as the error estimate for local approximation. And we also point out that the numerical differentiation formula constructed by Li [J.P. Li, General explicit difference formulas for numerical differentiation, J. Comput. Appl. Math. 183 (2005) 29-52] is actually a special case of the Lagrangian numerical differentiation formula to approximate the values of the derivatives at the nodes.     

A family of fourth-order Steffensen-type methods with the applications on solving nonlinear ODEs

In this paper, a family of fourth-order Steffensen-type two-step methods is constructed to make progress in including Ren-Wu-Bi’s methods [H. Ren, Q. Wu, W. Bi, A class of two-step Steffensen type methods with fourth-order convergence, Appl. Math. Comput. 209 (2009) 206-210] and Liu-Zheng-Zhao’s method [Z. Liu, Q. Zheng, P. Zhao, A variant of Steffensens method of fourth-order convergence and its applications, Appl. Math. Comput. 216 (2010) 1978-1983] as its special cases. Its error equation and asymptotic convergence constant are deduced. The family provides the opportunity to obtain derivative-free iterative methods varying in different rates and ranges of convergence. In the numerical examples, the family is not only compared with the related methods for solving nonlinear equations, but also applied in the solution of BVPs of nonlinear ODEs by the finite difference method and the multiple shooting method.     

Cubic spline solution of singularly perturbed boundary value problems with significant first derivatives

We develop a numerical technique for a class of singularly perturbed two-point singular boundary value problems on an uniform mesh using polynomial cubic spline. The scheme derived in this paper is second-order accurate. The resulting linear system of equations has been solved by using a tri-diagonal solver. Numerical results are provided to illustrate the proposed method and to compared with the methods in [R.K. Mohanty, Urvashi Arora, A family of non-uniform mesh tension spline methods for singularly perturbed two-point singular boundary value problems with significant first derivatives, Appl. Math. Comput., 172 (2006) 531–544; M.K. Kadalbajoo, V.K. Aggarwal, Fitted mesh B-spline method for solving a class of singular singularly perturbed boundary value problems, Int. J. Comput. Math. 82 (2005) 67–76].     

Parallel iterated method based on multistep Runge-Kutta of Radau type for stiff problems

Research on parallel iterated methods based on Runge-Kutta formulas both for stiff and non-stiff problems has been pioneered by van der Houwen et al., for example see [8-11]. Burrage and Suhartanto have adopted their ideas and generalized their work to methods based on Multistep Runge-Kutta of Radau type [2] for non-stiff problems. In this paper we discuss our methods for stiff problems and study their performance.     

On Newton-type methods with cubic convergence

Recently, there has been some progress on Newton-type methods with cubic convergence that do not require the computation of second derivatives. Weerakoon and Fernando (Appl. Math. Lett. 13 (2000) 87) derived the Newton method and a cubically convergent variant by rectangular and trapezoidal approximations to Newton's theorem, while Frontini and Sormani (J. Comput. Appl. Math. 156 (2003) 345; 140 (2003) 419 derived further cubically convergent variants by using different approximations to Newton's theorem. Homeier (J. Comput. Appl. Math. 157 (2003) 227; 169 (2004) 161) independently derived one of the latter variants and extended it to the multivariate case. Here, we show that one can modify the Werrakoon–Fernando approach by using Newton's theorem for the inverse function and derive a new class of cubically convergent Newton-type methods.     

Novel fitted operator finite difference methods for singularly perturbed elliptic convection–diffusion problems in two dimensions

We consider a class of singularly perturbed elliptic problems posed on a unit square. These problems are solved by using fitted mesh methods by many researchers but no attempts are made to solve them using fitted operator methods, except our recent work on reaction–diffusion problems [J.B. Munyakazi and K.C. Patidar, Higher order numerical methods for singularly perturbed elliptic problems, Neural Parallel Sci. Comput. 18(1) (2010), pp. 75–88]. In this paper, we design two fitted operator finite difference methods (FOFDMs) for singularly perturbed convection–diffusion problems which possess solutions with exponential and parabolic boundary layers, respectively. We observe that both of these FOFDMs are ?-uniformly convergent. This fact contradicts the claim about singularly perturbed convection–diffusion problems [Miller et al. Fitted Numerical Methods for Singular Perturbation Problems, World Scientific, Singapore, 1996] that ‘when parabolic boundary layers are present, …, it is not possible to design an ?-uniform FOFDM if the mesh is restricted to being a uniform mesh’. We confirm our theoretical findings through computational investigations and also found that we obtain better results than those of Linß and Stynes [Appl. Numer. Math. 31 (1999), pp. 255–270].     

Implicit complementarity problems on isotone projection cones

Isac and Németh [G. Isac and A. B. Németh, Projection methods, isotone projection cones and the complementarity problem, J. Math. Anal. Appl. 153 (1990), pp. 258–275] proved that solving a coincidence point equation (fixed point problem) in turn solves the corresponding implicit complementarity problem (nonlinear complementarity problem) and they exploited the isotonicity of the metric projection onto isotone projection cones to solve implicit complementarity problems (nonlinear complementarity problems) defined by these cones. In this article an iterative algorithm is studied in connection with an implicit complementarity problem. It is proved that if the sequence generated through the defined algorithm is convergent, then its limit is a solution of the coincidence point equation and thus solves the implicit complementarity problem. Sufficient conditions are given for this sequence to be convergent for implicit complementarity problems defined by isotone projection cones, extending the results of Németh [S.Z. Németh, Iterative methods for nonlinear complementarity problems on isotone projection cones, J. Math. Anal. Appl. 350 (2009), pp. 340–370]. Some existing concepts from the latter paper are extended to solve the problem of finding nonzero solutions of the implicit complementarity problem.     

Existence theorem and algorithm for a general implicit variational inequality in Banach space

By using the generalized f-projection operator, the existence theorem of solutions for the general implicit variational inequality GIVI(T-ξ,K) is proved without assuming the monotonicity of operators in reflexive and smooth Banach space. An iterative algorithm for approximating solution of the general implicit variational inequality is suggested also, and the convergence for this iterative scheme is shown. These theorems extend the corresponding results of Wu and Huang [K.Q. Wu, N.J. Huang, Comput. Math. Appl. 54 (2007) 399–406], Wu and Huang [K.Q. Wu, N.J. Huang, Bull. Austral. Math. Soc. 73 (2006) 307–317], Zeng and Yao [L.C. Zeng, J.C. Yao, J. Optimiz. Theory Appl. 132 (2) (2007) 321–337] and Li [J. Li, J. Math. Anal. Appl. 306 (2005) 55–71].     

Ishikawa type iterative algorithm for completely generalized nonlinear quasi-variational-like inclusions in Banach spaces

In this paper, we consider completely generalized nonlinear quasi-variational-like inclusions in Banach spaces and propose an Ishikawa type iterative algorithm for computing their approximate solutions by applying the new notion of $J^{\eta }$-proximal mapping given in [R. Ahmad, A.H. Siddiqi, Z. Khan, Proximal point algorithm for generalized multi-valued nonlinear quasi-variational-like inclusions in Banach spaces, Appl. Math. Comput. 163 (2005) 295–308]. We prove that the approximate solutions obtained by the proposed algorithm converge to the exact solution of our quasi-variational-like inclusions. The results presented in this paper extend and improve the corresponding results of [R. Ahmad, A.H. Siddiqi, Z. Khan, Proximal point algorithm for generalized multi-valued nonlinear quasi-variational-like inclusions in Banach spaces, Appl. Math. Comput. 163 (2005) 295–308; X.P. Ding, F.Q. Xia, A new class of completely generalized quasi-variational inclusions in Banach spaces, J. Comput. Appl. Math. 147 (2002) 369–383; N.J. Huang, Generalized nonlinear variational inclusions with non-compact valued mappings, Appl. Math. Lett. 9(3) (1996) 25–29; A. Hassouni, A. Moudafi, A perturbed algorithm for variational inclusions, J. Math. Anal. Appl. 185(3) (1994) 706–712]. Some special cases are also discussed.     

On the similarity of some three-point methods for solving nonlinear equations

In this short note we discuss certain similarities between some three-point methods for solving nonlinear equations. In particular, we show that the recent three-point method published in [R. Thukral, A new eighth-order iterative method for solving nonlinear equations, Appl. Math. Comput. 217 (2010) 222-229] is a special case of the family of three-point methods proposed previously in [R. Thukral, M.S. Petkovi?, Family of three-point methods of optimal order for solving nonlinear equations, J. Comput. Appl. Math. 233 (2010) 2278-2284].