The Sinc-collocation and Sinc-Galerkin methods for solving the two-dimensional Schrödinger equation with nonhomogeneous boundary conditions

In the last three decades, Sinc numerical methods have been extensively used for solving differential equations, not only because of their exponential convergence rate, but also due to their desirable behavior toward problems with singularities. This paper illustrates the application of Sinc-collocation and Sinc-Galerkin methods to the approximate solution of the two-dimensional time dependent Schrödinger equation with nonhomogeneous boundary conditions. Some numerical examples are presented and the proposed methods are compared with each other.     

The use of Sinc-collocation method for solving multi-point boundary value problems

Multi-point boundary value problems have received considerable interest in the mathematical applications in different areas of science and engineering. In this work, our goal is to obtain numerically the approximate solution of these problems by using the Sinc-collocation method. Some properties of the Sinc-collocation method required for our subsequent development are given and are utilized to reduce the computation of solution of multi-point boundary value problems to some algebraic equations. It is well known that the Sinc procedure converges to the solution at an exponential rate. Numerical examples are included to demonstrate the validity and applicability of the new technique.     

On the method of complementary functions for nonlinear boundary-value problems

We show that, like the method of adjoints, the method of complementary functions can be effectively used to solve nonlinear boundary-value problems.This work was supported by the Alexander von Humboldt Foundation. The author is thankful to Prof. G. Hämmerlin for providing the facilities and to Miss J. Gumberger for performing numerical tests. The author is also indebted to Dr. S. M. Roberts for his suggestions on the first draft of this paper.     

A general method for solving constrained optimization problems

In this paper a general problem of constrained minimization is studied. The minima are determined by searching for the asymptotical values of the solutions of a suitable system of ordinary differential equations.For this system, if the initial point is feasible, then any trajectory is always inside the set of constraints and tends towards a set of critical points. Each critical point that is not a relative minimum is unstable. For formulas of one-step numerical integration, an estimate of the step of integration is given, so that the above mentioned qualitative properties of the system of ordinary differential equations are kept.     

Note on a proposed weighted residual method for solving nonlinear differential boundary problems

A proposed iterative method for solving nonlinear differential two-point boundary value problems is generalized and shown to be equivalent to using the standard method of adjoints on a linearized form of the nonlinear boundary-value problem.     

Back-and-forth shooting method for solving two-point boundary-value problems

The paper proposes a special iterative method for a nonlinear TPBVP of the form (t)=f(t, x(t),p(t)), (t)=g(t, x(t),p(t)), subject toh(x(0),p(0))=0,e(x(T),p(T))=0. Certain stability properties of the above differential equations are taken into consideration in the method, so that the integration directions associated with these equations respectively are opposite to each other, in contrast with the conventional shooting methods. Via an embedding and a Riccati-type transformation, the TPBVP is reduced to consecutive initial-value problems of ordinary differential equations. A preliminary numerical test is given by a simple example originating in an optimal control problem.     

Optimal first- to sixth-order accurate Runge-Kutta schemes

An optimal choice of free parameters in explicit Runge-Kutta schemes up to the sixth order is discussed. A sixth-order seven-stage scheme that is immediately ahead of Butcher’s second barrier is constructed. The study is performed in the most general form, and its results are applicable to both autonomous and nonautonomous problems.     

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     

On a method of Bownds for solving Volterra integral equations

An initial-value method of Bownds for solving Volterra integral equations is reexamined using a variable-step integrator to solve the differential equations. It is shown that such equations may be easily solved to an accuracy ofO(10^–8), the error depending essentially on that incurred in truncating expansions of the kernel to a degenerate one.This work was sponsored by a University of Nevada at Las Vegas Research Grant.     

Variational iteration method for solving sixth-order boundary value problems

In this paper, we have shown that sixth-order boundary value problems can be transformed into a system of integral equations, which can be solved by using variational iteration method. The analytical results of the equations have been obtained in terms of convergent series with easily computable components. Several examples are given to illustrate the efficiency and implementation of the method. It is observed that the proposed technique is more useful and is easier to implement because one does not need to calculate the Adomian’s polynomials which is itself a difficult task.     

An exponential matrix method for solving systems of linear differential equations

This paper presents an exponential matrix method for the solutions of systems of high‐order linear differential equations with variable coefficients. The problem is considered with the mixed conditions. On the basis of the method, the matrix forms of exponential functions and their derivatives are constructed, and then by substituting the collocation points into the matrix forms, the fundamental matrix equation is formed. This matrix equation corresponds to a system of linear algebraic equations. By solving this system, the unknown coefficients are determined and thus the approximate solutions are obtained. Also, an error estimation based on the residual functions is presented for the method. The approximate solutions are improved by using this error estimation. To demonstrate the efficiency of the method, some numerical examples are given and the comparisons are made with the results of other methods. Copyright © 2012 John Wiley & Sons, Ltd.     

Existence for a semilinear sixth-order ODE

In this paper we study the existence and multiplicity of nontrivial solutions for a boundary value problem associated with a semilinear sixth-order ordinary differential equation arising in the study of spatial patterns. Our treatment is based on variational tools, including two Brezis-Nirenberg's linking theorems.     

Wavelet analysis method for solving linear and nonlinear singular boundary value problems

In this paper, a robust and accurate algorithm for solving both linear and nonlinear singular boundary value problems is proposed. We introduce the Chebyshev wavelets operational matrix of derivative and product operation matrix. Chebyshev wavelets expansions together with operational matrix of derivative are employed to solve ordinary differential equations in which, at least, one of the coefficient functions or solution function is not analytic. Several examples are included to illustrate the efficiency and accuracy of the proposed method.     

New initial-value method for singularly perturbed boundary-value problems

An initial-value method is given for second-order singularly perturbed boundary-value problems with a boundary layer at one endpoint. The idea is to replace the original two-point boundary value problem by two suitable initial-value problems. The method is very easy to use and to implement. Nontrivial text problems are used to show the feasibility of the given method, its versatility, and its performance in solving linear and nonlinear singularly perturbed problems.This work was supported in part by the Consiglio Nazionale delle Ricerche, Contract No. 86.02108.01, and in part by the Ministero della Pubblica Istruzione.     

Estimate of boundary layer thickness for linear,singularly perturbed two-point boundary-value problems

In this note, the thickness of the boundary layers for linear, homogeneous, singularly perturbed first-order ordinary differential systems is considered. Inequalities concerning this thickness are derived. It is also remarked that the present analysis can be carried over to the nonhomogeneous case.The authors wish to express their sincere thanks to Dr. S. M. Roberts for his comments and valuable suggestions.     

Cubic spline method for solving two-point boundary-value problems

In this paper, we use uniform cubic spline polynomials to derive some new consistency relations. These relations are then used to develop a numerical method for computing smooth approximations to the solution and its first, second as well as third derivatives for a second order boundary value problem. The present method outperforms other collocations, finite-difference and splines methods of the same order. Numerical illustrations are provided to demonstrate the practical use of our method.     

Fundamental matrix and two-point boundary-value problems

Theoretically, the solution of all linear ordinary differential equation problems, whether initial-value or two-point boundary-value problems, can be expressed in terms of the fundamental matrix. The examination of well-known two-point boundary-value methods discloses, however, the absence of the fundamental matrix in the development of the techniques and in their applications. This paper reveals that the fundamental matrix is indeed present in these techniques, although its presence is latent and appears in various guises.     

Boundary problems for fractional differential equations

In this paper, the existence of solutions of fractional differential equations with nonlinear boundary conditions is investigated. The monotone iterative method combined with lower and upper solutions is applied. Fractional differential inequalities are also discussed. Two examples are added to illustrate the results.     

On Warner's algorithm for the solution of boundary-value problems for ordinary differential equations

The paper discusses the solution of boundary-value problems for ordinary differential equations by Warner's algorithm. This shooting algorithm requires that only the original system of differential equations is solved once in each iteration, while the initial conditions for a new iteration are evaluated from a matrix equation. Numerical analysis performed shows that the algorithm converges even for very bad starting values of the unknown initial conditions and that the number of iterations is small and weakly dependent on the starting point. Based on this algorithm, a general subroutine can be realized for the solution of a large class of boundary-value problems.     

Local convergence of the method of pseudolinear equations for quasilinear elliptic boundary-value problems

A variant of the method of pseudolinear equations, an iterative method of solving quasilinear partial differential equations, is described for quasilinear elliptic boundary-value problems of the type -[p₁(u_x)]_x - [p₂(u_y)]_y = f on a bounded simply connected two-dimensional domain D. A theorem on local convergence in C^{2, λ}(D) of this variant, which has constant coefficients, is proved. Three other method of solving quasilinear elliptic boundary-value problems, namely. Newton's method, the Ka?anov method and a variant of the method of successive approximations that has constant coefficients, are briefly discussed. Results of a series of numerical experiments in a finite-difference setting of solving quasilinear Dirichlet problems of the above-mentioned type by the method of pseudolinear equations and these three methods are given. These results show that Newton's method converges for stronger nonlinearities than do the other methods, which, in order thereafter, are the Ka?anov method, the method of pseudolinear equations and, last, the method of successive approximations, which converges only for relatively weak nonlinearities. From fastest to slowest, the methods are: the method of successive approximations, the method of pseudolinear equations, Newton's method, the Ka?anov method.