A new Chebyshev polynomial approximation for solving delay differential equations

The purpose of this study is to give a Chebyshev polynomial approximation for the solution of mth-order linear delay differential equations with variable coefficients under the mixed conditions. For this purpose, a new Chebyshev collocation method is introduced. This method is based on taking the truncated Chebyshev expansion of the function in the delay differential equations. Hence, the resulting matrix equation can be solved, and the unknown Chebyshev coefficients can be found approximately. In addition, examples that illustrate the pertinent features of the method are presented, and the results of this investigation are discussed.     

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.     

An approximate method via Taylor series for stochastic functional differential equations

The subject of this paper is an analytic approximate method for stochastic functional differential equations whose coefficients are functionals, sufficiently smooth in the sense of Fréchet derivatives. The approximate equations are defined on equidistant partitions of the time interval, and their coefficients are general Taylor expansions of the coefficients of the initial equation. It will be shown that the approximate solutions converge in the Lp-norm and with probability one to the solution of the initial equation, and also that the rate of convergence increases when degrees in Taylor expansions increase, analogously to real analysis.     

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.     

An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay

The subject of this paper is the analytic approximation method for solving stochastic differential equations with time-dependent delay. Approximate equations are defined on equidistant partitions of the time interval, and their coefficients are Taylor approximations of the coefficients of the initial equation. It will be shown, without making any restrictive assumption for the delay function, that the approximate solutions converge in L^p-norm and with probability 1 to the solution of the initial equation. Also, the rate of the L^p convergence increases when the degrees in the Taylor approximations increase, analogously to what is found in real analysis. At the end, a procedure will be presented which allows the application of this method, with the assumption of continuity of the delay function.     

Decomposition of a 2 + 1-dimensional Volterra type lattice and its quasi-periodic solutions

A 2 + 1-dimensional Volttera type lattice is proposed. Resorting to the nonlinearization of Lax pair, the 2 + 1-dimensional Volttera type lattice is decomposed into the known 1+1-dimensional differential-difference equations. The relation between a new 2 + 1-dimensional differential-difference equation, certain 1+1-dimensional continuous evolution equations and the known 1+1-dimensional differential-difference equations is discussed. Based on finite-order expansion of the Lax matrix, we introduce elliptic coordinates, from which the two 2 + 1-dimensional differential-difference equations are separated into solvable ordinary differential equations. The evolution of various flows is explicitly given through the Abel–Jacobi coordinates. Quasi-periodic solutions for the two 2 + 1-dimensional differential-difference equations are obtained.     

Legendre polynomial solutions of high-order linear Fredholm integro-differential equations

In this study, a Legendre collocation matrix method is presented to solve high-order Linear Fredholm integro-differential equations under the mixed conditions in terms of Legendre polynomials. The proposed method converts the equation and conditions to matrix equations, by means of collocation points on the interval [−1, 1], which corresponding to systems of linear algebraic equations with Legendre coefficients. Thus, by solving the matrix equation, Legendre coefficients and polynomial approach are obtained. Also examples that illustrate the pertinent features of the method are presented and by using the error analysis, the results are discussed.     

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     

Approximate solutions of linear Volterra integral equation systems with variable coefficients

In this paper, a new approximate method has been presented to solve the linear Volterra integral equation systems (VIEs). This method transforms the integral system into the matrix equation with the help of Taylor series. By merging these results, a new system which corresponds to a system of linear algebraic equations is obtained. The solution of this system yields the Taylor coefficients of the solution function. Also, this method gives the analytic solution when the exact solutions are polynomials. So as to show this capability and robustness, some systems of VIEs are solved by the presented method in order to obtain their approximate solutions.     

Free vibration of non-uniform Euler–Bernoulli beam under various supporting conditions using Chebyshev wavelet collocation method

This paper proposes operational matrix of rth integration of Chebyshev wavelets. A general procedure of this matrix is given. Operational matrix of rth integration is taken as rth power of operational matrix of first integration in literature. But, this study removes this disadvantage of Chebyshev wavelets method. Free vibration problems of non-uniform Euler–Bernoulli beam under various supporting conditions are investigated by using Chebyshev Wavelet Collocation Method. The proposed method is based on the approximation by the truncated Chebyshev wavelet series. A homogeneous system of linear algebraic equations has been obtained by using the Chebyshev collocation points. The determinant of coefficients matrix is equated to the zero for nontrivial solution of homogeneous system of linear algebraic equations. Hence, we can obtain ith natural frequencies of the beam and the coefficients of the approximate solution of Chebyshev wavelet series that satisfied differential equation and boundary conditions. Mode shapes functions corresponding to the natural frequencies can be obtained by normalizing of approximate solutions. The computed results well fit with the analytical and numerical results as in the literature. These calculations demonstrate that the accuracy of the Chebyshev wavelet collocation method is quite good even for small number of grid points.     

Convergence of Three-Step Taylor Galerkin Finite Element Scheme Based Monotone Schwarz Iterative Method for Singularly Perturbed Differential-Difference Equation

Monotone Schwarz iterative methods for parabolic partial differential equations are well known for their advantage of eliminating the search for an initial solution. In this article, we propose a monotone Schwarz iterative method for singularly perturbed parabolic retarded differential-difference equations based on a three-step Taylor Galerkin finite element scheme. The stability and ε-uniform convergence of the three-step Taylor Galerkin finite element method have been discussed. Further, by using maximum principle and induction hypothesis, the convergence of the proposed monotone Schwarz iterative method has been established.     

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.     

DARBOUX TRANSFORMATION OF A NONLINEAR EVOLUTION EQUATION AND ITS EXPLICIT SOLUTIONS

In this paper, we study a differential-difference equation associated with discrete 3 × 3 matrix spectral problem. Based on gauge transformation of the spectral problm, Darboux transformation of the differential-difference equation is given. In order to solve the differential-difference equation, a systematic algebraic algorithm is given. As an application, explicit soliton solutions of the differential-difference equation are given.     

An analytic approximate method for solving stochastic integrodifferential equations

In this paper we compare the solution of a general stochastic integrodifferential equation of the Ito type, with the solutions of a sequence of appropriate equations of the same type, whose coefficients are Taylor series of the coefficients of the original equation. The approximate solutions are defined on a partition of the time-interval. The rate of the closeness between the original and approximate solutions is measured in the sense of the Lp-norm, so that it decreases if the degrees of these Taylor series increase, analogously to real analysis. The convergence with probability one is also proved.     

Differential-difference equations for the radial distribution function of hard rods and hard spheres under Percus-Yevick approximation

It is shown that under the assumption of the Percus-Yevick approximation, linear homogeneous retarded differential-difference equations for the radial distribution functions of hard rods and hard spheres can be derived from Baxter's relations. The solutions obtained by the standard method in differential-difference equation are identical to that obtained by Wertheim, Thiel, and Baxter.     

Estimates for solutions of retarded equations with variable coefficients

In this work, we study retarded-type differential-difference equations with variable coefficients. Using the adjoint equation, we obtain an integral representation of the solution. A number of results on the asymptotic behavior of the solutions is proved on the basis of this representation. __________ Translated from Fundamentalnaya i Prikladnaya Matematika, Vol. 12, No. 5, pp. 83–93, 2006.     

Pathwise approximation of stochastic differential equations on domains: higher order convergence rates without global Lipschitz coefficients

We study the approximation of stochastic differential equations on domains. For this, we introduce modified Itô–Taylor schemes, which preserve approximately the boundary domain of the equation under consideration. Assuming the existence of a unique non-exploding solution, we show that the modified Itô–Taylor scheme of order γ has pathwise convergence order γ ? ε for arbitrary ε > 0 as long as the coefficients of the equation are sufficiently differentiable. In particular, no global Lipschitz conditions for the coefficients and their derivatives are required. This applies for example to the so called square root diffusions.     

A new algebraic procedure to construct exact solutions of nonlinear differential-difference equations

This paper presents a new algebraic procedure to construct exact solutions of selected nonlinear differential-difference equations. The discrete sine-Gordon equation and differential-difference asymmetric Nizhnik-Novikov-Veselov equations are chosen as examples to illustrate the efficiency and effectiveness of the new procedure, where various types of exact travelling wave solutions for these nonlinear differential-difference equations have been constructed. It is anticipated that the new procedure can also be used to produce solutions for other nonlinear differential-difference equations.     

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     

Laguerre polynomial approach for solving linear delay difference equations

This paper presents a numerical method for the approximate solution of mth-order linear delay difference equations with variable coefficients under the mixed conditions in terms of Laguerre polynomials. The aim of this article is to present an efficient numerical procedure for solving mth-order linear delay difference equations with variable coefficients. Our method depends mainly on a Laguerre series expansion approach. This method transforms linear delay difference equations and the given conditions into matrix equation which corresponds to a system of linear algebraic equation. The reliability and efficiency of the proposed scheme are demonstrated by some numerical experiments and performed on the computer algebraic system Maple.