Numerical Solution of Systems of Loaded Ordinary Differential Equations with Multipoint Conditions

A system of loaded ordinary differential equations with multipoint conditions is considered. The problem under study is reduced to an equivalent boundary value problem for a system of ordinary differential equations with parameters. A system of linear algebraic equations for the parameters is constructed using the matrices of the loaded terms and the multipoint condition. The conditions for the unique solvability and well-posedness of the original problem are established in terms of the matrix made up of the coefficients of the system of linear algebraic equations. The coefficients and the righthand side of the constructed system are determined by solving Cauchy problems for linear ordinary differential equations. The solutions of the system are found in terms of the values of the desired function at the initial points of subintervals. The parametrization method is numerically implemented using the fourth-order accurate Runge–Kutta method as applied to the Cauchy problems for ordinary differential equations. The performance of the constructed numerical algorithms is illustrated by examples.     

Multilevel regularization for image deblurring problems

We consider the de-blurring problem of noisy and blurred signals/images in the case of space invariant point spread functions. The use of appropriate boundary conditions leads to linear systems with structured coefficient matrices related to space invariant operators like Toeplitz, circulants, trigonometric matrix algebras etc. We combine an algebraic multigrid (which is designed ad hoc for structured matrices) with the low-pass projectors typical of the classical geometrical multigrid for elliptic partial differential equations. The smoother is any iterative regularizing method, while the projector is chosen in order to maintain the same algebraic structure at each recursion level and having a low-pass filter property, which is very useful in order to reduce the noise effects. In this way, we obtain a better restored image with a flatter restoration error curve and also in less time than the auxiliary method used as smoother. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Boundary equations in the finite transfer method for solving differential equation systems

The finite transfer method is going to be used to solve a p system of linear ordinary differential equations. The complete problem is extended by adding the p boundary equations involved. It is chosen a fourth order scheme to obtain finite transfer expressions. A recurrence strategy is used in these equations and permits one to relate different points in the domain where boundary equations are defined. Finally a 2p algebraic system of equations is noted and solved. To show the efficiency and accuracy, the method is applied to determine the structural behavior of a bending beam with different supports and to solve a differential equation of second degree with different boundary conditions.     

An application ofp-cyclic matrices,for solving periodic parabolic problems

Summary Finite-difference equations for the steady-state solution of a parabolic equation with periodic boundary conditions producep-cyclic matrices, wherep can be arbitrarily large. The periodic solution can be found by applying S.O.R. to the equations with thep-cyclic matrix, and this procedure is more economical than the standard step-by-step procedures for solving the parabolic equation. Bounds for the discretization error are found in terms of bounds for the known second derivatives of the boundary values.     

The differential quadrature element method irregular element torsion analysis model

The differential quadrature element method (DQEM) has been proposed. The element weighting coefficient matrices are generated by the differential quadrature (DQ) or generic differential quadrature (GDQ). By using the DQ or GDQ technique and the mapping procedure the governing differential or partial differential equations, the transition conditions of two adjacent elements and the boundary conditions can be discretized. A global algebraic equation system can be obtained by assembling all of the discretized equations. This method can convert a generic engineering or scientific problem having an arbitrary domain configuration into a computer algorithm. The DQEM irregular element torsion analysis model is developed.     

Fredholm’s boundary-value problems for differential systems with a single delay

Conditions are derived for the existence of solutions of linear Fredholm’s boundary-value problems for systems of ordinary differential equations with constant coefficients and a single delay. Utilizing a delayed matrix exponential and a method of pseudo-inverse by Moore-Penrose matrices led to an explicit and analytical form of a criterion for the existence of solutions in a relevant space and, moreover, to the construction of a family of linearly independent solutions of such problems in a general case with the number of boundary conditions (defined by a linear vector functional) not coinciding with the number of unknowns of a differential system with a single delay.     

A fast direct solver for elliptic problems with a divergence constraint

A fast direct solution method for a discretized vector‐valued elliptic partial differential equation with a divergence constraint is considered. Such problems are typical in many disciplines such as fluid dynamics, elasticity and electromagnetics. The method requires the problem to be posed in a rectangle and boundary conditions to be either periodic boundary conditions or the so‐called slip boundary conditions in one co‐ordinate direction. The arising saddle‐point matrix has a separable form when bilinear finite elements are used in the discretization. Based on a result for so‐called p‐circulant matrices, the saddle‐point matrix can be transformed into a block‐diagonal form by fast Fourier transformations. Thus, the fast direct solver has the same structure as methods for scalar‐valued problems which are based on Fourier analysis and, therefore, it has the same computational cost ??(N log N). Numerical experiments demonstrate the good efficiency and accuracy of the proposed method. Copyright © 2002 John Wiley & Sons, Ltd.     

Nonlinear spectral problem for a Hamiltonian system of differential equations with redundant conditions

We consider a nonlinear spectral problem for a self-adjoint Hamiltonian system of differential equations. The boundary conditions correspond to a self-adjoint problem. It is assumed that the input data (the matrix of the system and the matrices of the boundary conditions) satisfy certain conditions of monotonicity with respect to the spectral parameter. In addition to the main boundary conditions, a redundant nonlocal condition given by a Stieltjes integral is imposed on the solution. For the nontrivial solvability of the over-determined problem thus obtained, the original problem is replaced by an auxiliary problem that is consistent with the entire set of conditions. This auxiliary problem is obtained from the original one by allowing a discrepancy of a specific form. We study the resulting problem and give a numerical method for its solution.     

Determination of the source parameter in a heat equation with a non-local boundary condition

In this article we consider the inverse problem of identifying a time dependent unknown coefficient in a parabolic problem subject to initial and non-local boundary conditions along with an overspecified condition defined at a specific point in the spatial domain. Due to the non-local boundary condition, the system of linear equations resulting from the backward Euler approximation have a coefficient matrix that is a quasi-tridiagonal matrix. We consider an efficient method for solving the linear system and the predictor–corrector method for calculating the solution and updating the estimate of the unknown coefficient. Two model problems are solved to demonstrate the performance of the methods.     

Method of solution of the radiation transfer equation for an optically thick layer with reflecting boundaries

A method is developed for solving the equations of the theory of radiative transfer that is effective for an optically thick reflecting layer. The essence of the method is to go over in the transfer equation to Laplace transforms and then investigate their analytic properties and eliminate fictitious singularities. Relations are formulated for the boundary values of the intesities; in conjunction with the boundary conditions these form a closed system of linear integral Fredholm equations of the second kind with completely continuous kernels.Moscow State University. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 100, No. 2, pp. 287–302, August, 1994.     

A modification of one method for solving nonlinear self-adjoint eigenvalue problems for hamiltonian systems of ordinary differential equations

A modification of the method proposed earlier by the author for solving nonlinear self-adjoint eigenvalue problems for linear Hamiltonian systems of ordinary differential equations is examined. The basic assumption is that the initial data (that is, the system matrix and the matrices specifying the boundary conditions) are monotone functions of the spectral parameter.     

Similarity solutions for magneto-forced-unsteady free convective laminar boundary-layer flow

The group theoretic method is applied for solving problem of a unsteady free-convective laminar boundary-layer flow on a non-isothermal vertical plate under the effect of an external velocity and a magnetic field normal to the plate. The application of two-parameter transformation group reduces the number of independent variables, by two, and consequently the system of governing partial differential equations with the boundary and initial conditions reduces to a system of ordinary differential equations with appropriate corresponding conditions. The Runge–Kutta shooting method used to find the numerical solution of the velocity field, shear stress, heat transfer and heat flux has been obtained. The effect of the magnetic field on the velocity field and the Prandtl number on the heat transfer and heat flux has been discussed.     

Stochastic independent modal-space control of distributed-parameter systems

A method is presented for solving time-varying independent modal-space Kalman filter equations in terms of 2×2 transition matrices, rather than in terms of the more commonly used 4×4 transition matrix solution technique. The basic method consists of replacing the well-known product form solution for the differential matrix Riccati equation with an alternate solution form which consists of a steady-state plus transient term.     

Algebraic multilevel iteration method for Stieltjes matrices

The numerical solution of elliptic selfadjoint second-order boundary value problems leads to a class of linear systems of equations with symmetric, positive definite, large and sparse matrices which can be solved iteratively using a preconditioned version of some algorithm. Such differential equations originate from various applications such as heat conducting and electromagnetics. Systems of equations of similar type can also arise in the finite element analysis of structures. We discuss a recursive method constructing preconditioners to a symmetric, positive definite matrix. An algebraic multilevel technique based on partitioning of the matrix in two by two matrix block form, approximating some of these by other matrices with more simple sparsity structure and using the corresponding Schur complement as a matrix on the lower level, is considered. The quality of the preconditioners is improved by special matrix polynomials which recursively connect the preconditioners on every two adjoining levels. Upper and lower bounds for the degree of the polynomials are derived as conditions for a computational complexity of optimal order for each level and for an optimal rate of convergence, respectively. The method is an extended and more accurate algebraic formulation of a method for nine-point and mixed five- and nine-point difference matrices, presented in some previous papers.     

A method for solving nonlinear spectral problems for a class of systems of differential algebraic equations

A method for calculating eigenvalues of a nonlinear spectral problem for one class of linear differential algebraic equations is proposed under the assumption of an analytical dependence on spectral parameter of the matrices appearing in the system of equations and the matrices determining boundary conditions.     

Existence of traveling waves in compressible Euler equations with viscosity and capillarity

Given any Lax shock of the compressible Euler dynamics equations, we show that there exists the corresponding traveling wave of the system when viscosity and capillarity are suitably added. For a traveling wave corresponding to a given Lax shock, the governing viscous–capillary system is reduced to a system of two differential equations of first-order, which admits an asymptotically stable equilibrium point and a saddle point. We then develop the method of estimating attraction domain of the asymptotically stable equilibrium point for the compressible Euler equations and show that the saddle point in fact lies on the boundary of this set. Then, we establish a saddle-to-stable connection by pointing out that there is a stable trajectory leaving the saddle point and entering the attraction domain of the asymptotically stable equilibrium point. This gives us a traveling wave of the viscous–capillary compressible Euler equations.     

Classification of Discrete Symmetries of Ordinary Differential Equations

A simple method for determining all discrete point symmetries of a given differential equation has been developed recently. The method uses constant matrices that represent inequivalent automorphisms of the Lie algebra spanned by the Lie point symmetry generators. It may be difficult to obtain these matrices if there are three or more independent generators, because the matrix elements are determined by a large system of algebraic equations. This paper contains a classification of the automorphisms that can occur in the calculation of discrete symmetries of scalar ordinary differential equations, up to equivalence under real point transformations. (The results are also applicable to many partial differential equations.) Where these automorphisms can be realized as point transformations, we list all inequivalent realizations. By using this classification as a look-up table, readers can calculate the discrete point symmetries of a given ordinary differential equation with very little effort.     

Matrix displacement mappings in the numerical solution of functional and nonlinear differential equations with the tau method

The use of matrix displacement mappings reduces most matrix operations required in the construction of an approximate solution of a functional or differential equation by means of Ortiz' formulation of the Tau method to index shifts. The coefficient vector of the approximate solution is defined implicitly by a very sparse system of linear algebraic equations. The contributions of the differential or functional operator, and of the supplementary conditions of the problem (initial, boundary, or multipoint conditions) are treated with a single and versatile procedure of remarkable simplicity, which can be easily implemented in a computer. We give two nontrivial examples on the application of this approach: the first is a nonlinear boundary value problem with a continuous locus of singular points and multiple solutions, where stiffness is present, the second is a functional differential equation arising in analytic number theory. In both cases we obtain results of nigh accuracy.     

Positive invertibility of matrices and stability of Itô delay differential equations

We study the global exponential p-stability (1 ≤ p < ∞) of systems of Itô nonlinear delay differential equations of a special form using the theory of positively invertible matrices. To this end, we apply a method developed by N.V. Azbelev and his students for the stability analysis of deterministic functional-differential equations. We obtain sufficient conditions for the global exponential 2p-stability (1 ≤ p < ∞) of systems of Itô nonlinear delay differential equations in terms of the positive invertibility of a matrix constructed from the original system. We verify these conditions for specific equations.     

On sinc discretization and banded preconditioning for linear third‐order ordinary differential equations

Some draining or coating fluid‐flow problems and problems concerning the flow of thin films of viscous fluid with a free surface can be described by third‐order ordinary differential equations (ODEs). In this paper, we solve the boundary value problems of such equations by sinc discretization and prove that the discrete solutions converge to the true solutions of the ODEs exponentially. The discrete solution is determined by a linear system with the coefficient matrix being a combination of Toeplitz and diagonal matrices. The system can be effectively solved by Krylov subspace iteration methods, such as GMRES, preconditioned by banded matrices. We demonstrate that the eigenvalues of the preconditioned matrix are uniformly bounded within a rectangle on the complex plane independent of the size of the linear system. Numerical examples are given to illustrate the effective performance of our method. Copyright © 2010 John Wiley & Sons, Ltd.