Given a one-step numerical scheme,on which ordinary differential equations is it exact?

A necessary condition for a (non-autonomous) ordinary differential equation to be exactly solved by a one-step, finite difference method is that the principal term of its local truncation error be null. A procedure to determine some ordinary differential equations exactly solved by a given numerical scheme is developed. Examples of differential equations exactly solved by the explicit Euler, implicit Euler, trapezoidal rule, second-order Taylor, third-order Taylor, van Niekerk’s second-order rational, and van Niekerk’s third-order rational methods are presented.     

Finite posets and topological spaces in locally finite varieties

We prove that if a finite connected poset admits an order-preserving Taylor operation, then all of its homotopy groups are trivial. We use this to give new characterisations of locally finite varieties omitting type 1 in terms of the posets (or equivalently, finite topological spaces) in the variety. Similar variants of other omitting-type theorems are presented. We give several examples of posets that admit various types of Taylor operations; in particular, we exhibit a topological space which is not an H-space but is compatible with a set of non-trivial identities, answering a question of W. Taylor.In Celebration of the Sixtieth Birthday of Ralph N. McKenzieReceived September 18, 2002; accepted in final form March 19, 2003.     

Polynomial solution of the most general linear Fredholm integrodifferential–difference equations by means of Taylor matrix method

In this article, a Taylor matrix method is developed to find an approximate solution of the most general linear Fredholm integrodifferential–difference equations with variable coefficients under the mixed conditions in terms of Taylor polynomials. Also numerical examples are presented, which illustrate the pertinent features of the method. In some numerical examples, MAPLE modules are designed for the purpose of testing and using the method.     

Iterative solutions of nonlinear initial value differential equations in Chebyshev series using Lie series

Summary In this paper Lie series are presented in Chebyshev form and applied to the iterative solution of initial value problems in differential equations. The resulting method, though algebraically complicated, is of theoretical interest as a generalisation of Taylor series methods and iterative Chebyshev methods. The theory of the method is discussed and the solutions of some simple scalar equations are analysed to illustrate the behaviour of the process.     

Real Taylor shifts and simultaneous approximation

We are interested in the Taylor shift operator acting on the space of infinitely differentiable functions. In particular if we choose a countable family of centers of Taylor expansion, we prove that the associated family of real Taylor shifts fulfills the approximation of any given family of infinitely differentiable functions with a common subsequence of iterates applied on a common vector. We obtain similar conclusions in the context of universal series improving recent statements. Finally we introduce the notion of doubly universal Taylor shift. All these results give new and natural examples of disjoint universality.     

A Taylor matrix method for the solution of a two-dimensional linear hyperbolic equation

A Taylor matrix method is proposed for the numerical solution of the two-space-dimensional linear hyperbolic equation. This method transforms the equation into a matrix equation and the unknown of this equation is a Taylor coefficients matrix. Solutions are easily acquired by using this matrix equation, which corresponds to a system of linear algebraic equations. As a result, the finite Taylor series approach with three variables is obtained. The accuracy of the proposed method is demonstrated with one example.     

Refined Chung-Feller theorems for lattice paths

In this paper we prove a strengthening of the classical Chung-Feller theorem and a weighted version for Schröder paths. Both results are proved by refined bijections which are developed from the study of Taylor expansions of generating functions. By the same technique, we establish variants of the bijections for Catalan paths of order d and certain families of Motzkin paths. Moreover, we obtain a neat formula for enumerating Schröder paths with flaws.     

A Taylor polynomial approach for solving differential-difference equations

The purpose of this study is to give a Taylor polynomial approximation for the solution of mth-order linear differential-difference equations with variable coefficients under the mixed conditions about any point. For this purpose, Taylor matrix method is introduced. This method is based on first taking the truncated Taylor expansions of the functions in the differential-difference equations and then substituting their matrix forms into the equation. Hence, the result matrix equation can be solved and the unknown Taylor coefficients can be found approximately. In addition, examples that illustrate the pertinent features of the method are presented, and the results of study are discussed. Also we have discussed the accuracy of the method. We use the symbolic algebra program, Maple, to prove our results.     

Multipoint Taylor formulæ

Summary. The main result of this paper is an abstract version of the Kowalewski–Ciarlet–Wagschal multipoint Taylor formula for representing the pointwise error in multivariate Lagrange interpolation. Several applications of this result are given in the paper. The most important of these is the construction of a multipoint Taylor error formula for a general finite element, together with the corresponding –error bounds. Another application is the construction of a family of error formul? for linear interpolation (indexed by real measures of unit mass) which includes some recently obtained formul?. It is also shown how the problem of constructing an error formula for Lagrange interpolation from a D–invariant space of polynomials with the property that it involves only derivatives which annihilate the interpolating space can be reduced to the problem of finding such a formula for a ‘simpler’ one–point interpolation map. Received March 29, 1996 / Revised version received November 22, 1996     

Boundary-variation solution of eigenvalue problems for elliptic operators

We present an algorithm which, based on certain properties of analytic dependence, constructs boundary perturbation expansions of arbitrary order for eigenfunctions of elliptic PDEs. The resulting Taylor series can be evaluated far outside their radii of convergence—by means of appropriate methods of analytic continuation in the domain of complex perturbation parameters. A difficulty associated with calculation of the Taylor coefficients becomes apparent as one considers the issues raised by multiplicity: domain perturbations may remove existing multiple eigenvalues and criteria must therefore be provided to obtain Taylor series expansions for all branches stemming from a given multiple point. The derivation of our algorithm depends on certain properties of joint analyticity (with respect to spatial variables and perturbations) which had not been established before this work. While our proofs, constructions and numerical examples are given for eigenvalue problems for the Laplacian operator in the plane, other elliptic operators can be treated similarly.     

Some remarks on holomorphic functions and taylor series in C

Some previous results on convergence of Taylor series in C^n [3] are improved by indicating outside the domain of convergence the points where the series diverges and simplifying some proofs. These results contain the Cauchy-Hadamard theorem in C. Some Cauchy integral formulas of a holomorphic function on a closed ball in C^n are constructed and the Taylor series expansion is deduced.     

Irresponsibility indicates an inability to be strong

In this paper we provide sufficient conditions on a given finite algebra to prevent it from being strongly dualizable. We then use these conditions to prove that certain unary algebras are not strongly dualizable. This paper is dedicated to Walter Taylor. Received November 16, 2005; accepted in final form May 12, 2006.     

非线性发展方程的Taylor展开方法

提出了积分非线性发展方程的新方法,即Taylor展开方法．标准的Galerkin方法可以看作0-阶Taylor展开方法,而非线性Galerkin方法可以看作1-阶修正Taylor展开方法A·D2此外,证明了数值解的存在性及其收敛性．结果表明,在关于严格解的一些正则性假设下,较高阶的Taylor展开方法具有较高阶的收敛速度．最后,给出了用Taylor展开方法求解二维具有非滑移边界条件Navier-Stokes方程的具体例子．     

On Rank Invariance of Schwarz-Pick-Potapov Block Matrices of Matricial Schur Functions

We derive statements on rank invariance of Schwarz-Pick-Potapov block matrices of matrix-valued Schur functions. The rank of these block matrices coincides with the rank of some block matrices built from the corresponding section matrices of Taylor coefficients. These results are applied to the discussion of a matrix version of the classical Schur-Nevanlinna algorithm.     

A Taylor expansion approach for solving partial differential equations with random Neumann boundary conditions

Nonlinear partial differential equation with random Neumann boundary conditions are considered. A stochastic Taylor expansion method is derived to simulate these stochastic systems numerically. As examples, a nonlinear parabolic equation (the real Ginzburg-Landau equation) and a nonlinear hyperbolic equation (the sine-Gordon equation) with random Neumann boundary conditions are solved numerically using a stochastic Taylor expansion method. The impact of boundary noise on the system evolution is also discussed.     

Numerical approach for solving fractional relaxation–oscillation equation

In this study, we will obtain the approximate solutions of relaxation–oscillation equation by developing the Taylor matrix method. A relaxation oscillator is a kind of oscillator based on a behavior of physical system’s return to equilibrium after being disturbed. The relaxation–oscillation equation is the primary equation of relaxation and oscillation processes. The relaxation–oscillation equation is a fractional differential equation with initial conditions. For this propose, generalized Taylor matrix method is introduced. This method is based on first taking the truncated fractional Taylor expansions of the functions in the relaxation–oscillation equation and then substituting their matrix forms into the equation. Hence, the result matrix equation can be solved and the unknown fractional Taylor coefficients can be found approximately. The reliability and efficiency of the proposed approach are demonstrated in the numerical examples with aid of symbolic algebra program, Maple.     

A numerical approach for solving initial-boundary value problem describing the process of cooling of a semi-infinite body by radiation

In this article, we have introduced a Taylor collocation method, which is based on collocation method for solving initial-boundary value problem describing the process of cooling of a semi-infinite body by radiation. This method is based on first taking the truncated Taylor expansions of the solution function in the fractional differential equation and then substituting their matrix forms into the equation. Using collocation points, we have the system of nonlinear algebraic equation. Then, we solve the system of nonlinear algebraic equation using Maple 13 and we have the coefficients of Taylor expansion. In addition, numerical results are presented to demonstrate the effectiveness of the proposed method.     

B-series analysis of iterated Taylor methods

For stochastic implicit Taylor methods that use an iterative scheme to compute their numerical solution, stochastic B-series and corresponding growth functions are constructed. From these, convergence results based on the order of the underlying Taylor method, the choice of the iteration method, the predictor, and the number of iterations, for Itô and Stratonovich SDEs, and for weak as well as strong convergence are derived. As special case, also the application of Taylor methods to ODEs is considered. The theory is supported by numerical experiments.