The use of Chebyshev series for approximate analytic solution of ordinary differential equations

Application of Chebyshev series to solve ordinary differential equations is described. This approach is based on the approximation of the solution to a given Cauchy problem and its derivatives by partial sums of shifted Chebyshev series. The coefficients of the series are determined by an iterative process using Markov quadrature formulas. It is shown that the proposed approach can be applied to formulate an approximate analytical method for solving Cauchy problems. A number of examples are considered to illustrate the obtaining of approximate analytical solutions in the form of partial sums of shifted Chebyshev series.     

Solving multivariable mathematical models by the quadrature and cubature methods

The utilization and generalization of quadrature and cubature approximations for numerical solution of mathematical models of multivariable transport processes involving integral, differential, and integro-differential operators, and for numerical interpolation and extrapolation, are presented. The methodology for determination of the quadrature and cubature weights for composite operators is developed to accommodate for general functional representations. Application of these methods is demonstrated by solving two-dimensional steady-state and one-dimensional transient-state problems. The solutions are compared with exact-analytical solutions to evaluate the performance of these methods. It is demonstrated that the quadrature and cubature approximations are simple and universal; i.e., the same formula is applicable irrespective of the order of accuracy of the numerical approximation, the type of linear operator, and the number of temporal and/or spatial variables. Since the quadrature and cubature methods can produce solutions with sufficient accuracy even when using fewer discrete points, both the programming task and computational effort are reduced considerably. Therefore, the quadrature and cubature methods appear to be very practical in solving the mathematical models of a variety of transport processes. © 1994 John Wiley & Sons, Inc.     

A transient model of thermoregulation in a clothed human

This paper describes a mathematical model of human thermoregulation in a clothed individual. Heat flow within and from the clothed body is expressed as a system of partial differential equations. The system is nonlinear as a result of the very nature of human thermoregulation. Such important physical properties as shivering, sweating, vasodilation and vasoconstriction are included in the simulation. Finite difference techniques are used to approximate spatial partial derivatives, thus reducing the problem to that of solving a system of nonlinear ordinary differential equations. A high accuracy approximation in the time dimension is used to generate a solution to the problem. The model is used to predict the reaction of a clothed human to various changes in environmental conditions.     

A quadrature tau method for fractional differential equations with variable coefficients

In this article, we develop a direct solution technique for solving multi-order fractional differential equations (FDEs) with variable coefficients using a quadrature shifted Legendre tau (Q-SLT) method. The spatial approximation is based on shifted Legendre polynomials. A new formula expressing explicitly any fractional-order derivatives of shifted Legendre polynomials of any degree in terms of shifted Legendre polynomials themselves is proved. Extension of the tau method for FDEs with variable coefficients is treated using the shifted Legendre–Gauss–Lobatto quadrature. Numerical results are given to confirm the reliability of the proposed method for some FDEs with variable coefficients.     

The finite element approximation of a coupled reaction-diffusion problem with non-Lipschitz nonlinearities

Summary. A coupled semilinear elliptic problem modelling an irreversible, isothermal chemical reaction is introduced, and discretised using the usual piecewise linear Galerkin finite element approximation. An interesting feature of the problem is that a reaction order of less than one gives rise to a "dead core" region. Initially, one reactant is assumed to be acting as a catalyst and is kept constant. It is shown that error bounds previously obtained for a scheme involving numerical integration can be improved upon by considering a quadratic regularisation of the nonlinear term. This technique is then applied to the full coupled problem, and optimal and error bounds are proved in the absence of quadrature. For a scheme involving numerical integration, bounds similar to those obtained for the catalyst problem are shown to hold. Received May 25, 1993 / Revised version received July 5, 1994     

Differential quadrature for multi-dimensional problems

The technique of differential quadrature for the solution of partial differential equations, introduced by Bellman et al., is extended and generalized to encompass partial differential equations involving multiple space variables. Approximation formulae for a variety of first and second order partial derivatives and typical weighting coefficients are presented. Application of these formulae is demonstrated on the solution of the convection-diffusion equation for the two- and three-dimensional space dependent cases and for both the transient and steady-state dispersion of inert, neutrally buoyant pollutants from continuous sources into an unbounded atmosphere.     

An approximate method for integration of ordinary differential equations

An approximate analytic method of solving a Cauchy problem for normal systems of ordinary differential equations is considered. The method is based on the approximation of the solution by partial sums of shifted Chebyshev series. The coefficients of the series are determined by an iterative process using Markov quadrature formulas.     

A mixed method for free and forced vibration of rectangular plates

This paper presents a very first combined application of Ritz method and differential quadrature (DQ) method to vibration problem of rectangular plates. In this study, the spatial partial derivatives with respect to a coordinate direction are first discretized using the Ritz method. The resulting system of partial differential equations and the related boundary conditions are then discretized in strong form using the DQ method. The mixed method combines the simplicity of the Ritz method and high accuracy and efficiency of the DQ method. The results are obtained for various types of boundary conditions. Comparisons are made with existing analytical and numerical solutions in the literature. Numerical results prove that the present method is very suitable for the problem considered due to its simplicity, efficiency, and high accuracy.     

On the approximate solution of some two‐dimensional singular integral equations

An approximation method for a wide class of two‐dimensional integral equations is proposed. The method is based on using a special function system. Orthonormality and good interaction with fundamental integral operators arising in partial differential equations are remarkable properties of this system. In addition, all the basis elements can easily be calculated by recurrence relations. Taking into account these properties we construct a numerical algorithm which does not require additional effort (such as quadrature) to compute the values of the fundamental operators on the basis elements. Copyright © 2001 John Wiley & Sons, Ltd.     

Convergence of two-dimensional Nyström discrete-ordinates in solving the linear transport equation

Summary In the discrete-ordinates approximation to the linear transport equation, the integration over the directional variable is replaced by a numerical quadrature rule involving a weighted sum over functional values at selected directions. The purpose of this paper is to show that the Nyström technique of defining the angular flux in directions other than the quadrature points, as outlined by P.M. Anselone and A. Gibbs and utilized by P. Nelson for anisotropically scattering slabs, produces an approximation scheme which is stable, consistent with, and convergent to the transport equation in two-dimensional geometry.     

A power penalty approach to a mixed quasilinear elliptic complementarity problem

In this paper, a power penalty approximation method is proposed for solving a mixed quasilinear elliptic complementarity problem. The mixed complementarity problem is first reformulated as a double obstacle quasilinear elliptic variational inequality problem. A nonlinear elliptic partial differential equation is then defined to approximate the resulting variational inequality by using a power penalty approach. The existence and uniqueness of the solution to the partial differential penalty equation are proved. It is shown that, under some mild assumptions, the sequence of solutions to the penalty equations converges to the unique solution of the variational inequality problem as the penalty parameter tends to infinity. The error estimates of the convergence of this penalty approach are also derived. At last, numerical experimental results are presented to show that the power penalty approximation method is efficient and robust.

     

Modified mixed Ritz-DQ formulation for free vibration of thick rectangular and skew plates with general boundary conditions

Recently, the present authors proposed a simple mixed Ritz-differential quadrature (DQ) methodology for free and forced vibration, and buckling analysis of rectangular plates. In this technique, the Ritz method is first used to discretize the spatial partial derivatives with respect to a coordinate direction of the plate. The DQ method is then employed to analogize the resulting system of ordinary or partial differential equations. The mixed method was shown to work well for vibration and buckling problems of rectangular plates with simple boundary conditions. But, due to the use of conventional Ritz method in one coordinate direction of the plate, the geometric boundary conditions of the problem can only be satisfied in that direction. Therefore, the conventional mixed Ritz-DQ methodology may encounter difficulties when dealing with rectangular plates involving adjacent free edges and skew plates. To overcome this difficulty, this paper presents a modified mixed Ritz-DQ formulation in which all the natural boundary conditions are exactly implemented. The versatility, accuracy and efficiency of the proposed method for free vibration analysis of thick rectangular and skew plates are tested against other solution procedures. It is revealed that the proposed method can produce highly accurate solutions for the natural frequencies of thick rectangular plates involving adjacent free edges and skew plates using a small number Ritz terms and DQ sampling points.     

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.     

Linear B-spline finite element method for the improved Boussinesq equation

In this paper, we develop and validate a numerical procedure for solving a class of initial boundary value problems for the improved Boussinesq equation. The finite element method with linear B-spline basis functions is used to discretize the nonlinear partial differential equation in space and derive a second order system involving only ordinary derivatives. It is shown that the coefficient matrix for the second order term in this system is invertible. Consequently, for the first time, the initial boundary value problem can be reduced to an explicit initial value problem to which many accurate numerical methods are readily applicable. Various examples are presented to validate this technique and demonstrate its capacity to simulate wave splitting, wave interaction and blow-up behavior.     

Approximation of functions and their derivatives: A neural network implementation with applications

This paper reports a neural network (NN) implementation for the numerical approximation of functions of several variables and their first and second order partial derivatives. This approach can result in improved numerical methods for solving partial differential equations by eliminating the need to discretise the volume of the analysis domain. Instead only an unstructured distribution of collocation points throughout the volume is needed. An NN approximation of relevant variables for the whole domain based on these data points is then achieved. Excellent test results are obtained. It is shown how the method of approximation can then be used as part of a boundary element method (BEM) for the analysis of viscoelastic flows. Planar Couette and Poiseuille flows are used as illustrative examples.     

A new efficient DQ algorithm for the solution of elliptic problems in higher dimensions

Two new efficient algorithms are developed to approximate the derivatives of sufficiently smooth functions. The new techniques are based on differential quadrature method with quartic B-spline bases as test functions. To obtain the weighting coefficients of differential quadrature method (DQM), we use the midpoints of a uniform partition mixed with near-boundary grid points. This enables us to obtain the weighting coefficients without adding the new extra relations. By obtaining the error bounds, it is proved that the method in its classic form is non-optimal. Then, some new weighting coefficients are constructed to obtain higher accuracy. By obtaining the error bounds, it is proved that the new algorithm is superconvergent. Afterwards, by defining some new symbols, we find a way to approximate the partial derivatives of multivariate functions. Also, some approximations are constructed to the mixed derivatives of multivariate functions. Finally, the applicability of the methods is examined by solving some well-known problems of partial differential equations. Some examples of 2D and 3D biharmonic, Poisson, and convection-diffusion equations are solved and compared to the existing methods to show the efficiency of the proposed algorithms.     

Amplitude–shape approximation as an extension of separation of variables

Separation of variables is a well‐known technique for solving differential equations. However, it is seldom used in practical applications since it is impossible to carry out a separation of variables in most cases. In this paper, we propose the amplitude–shape approximation (ASA) which may be considered as an extension of the separation of variables method for ordinary differential equations. The main idea of the ASA is to write the solution as a product of an amplitude function and a shape function, both depending on time, and may be viewed as an incomplete separation of variables. In fact, it will be seen that such a separation exists naturally when the method of lines is used to solve certain classes of coupled partial differential equations. We derive new conditions which may be used to solve the shape equations directly and present a numerical algorithm for solving the resulting system of ordinary differential equations for the amplitude functions. Alternatively, we propose a numerical method, similar to the well‐established exponential time differencing method, for solving the shape equations. We consider stability conditions for the specific case corresponding to the explicit Euler method. We also consider a generalization of the method for solving systems of coupled partial differential equations. Finally, we consider the simple reaction diffusion equation and a numerical example from chemical kinetics to demonstrate the effectiveness of the method. The ASA results in far superior numerical results when the relative errors are compared to the separation of variables method. Furthermore, the method leads to a reduction in CPU time as compared to using the Rosenbrock semi‐implicit method for solving a stiff system of ordinary differential equations resulting from a method of lines solution of a coupled pair of partial differential equations. The present amplitude–shape method is a simplified version of previous ones due to the use of a linear approximation to the time dependence of the shape function. Copyright © 2007 John Wiley & Sons, Ltd.     

The extrapolation of Padé approximants in the closed-loop simulation of human thermoregulation

This paper presents a mathematical model of the human thermoregulatory system which has been developed to simulate the reaction of the human body to instantaneous changes in the temperature of the environment. The model combines two widely accepted approaches: the expression of heat flow within and from the human body in the form of partial differential equations, and the use of control theory. The closed-loop simulation is generated by introducing physical phenomena such as sweating, shivering, vasodilation and vasoconstriction, thus transforming the model equations into a system of nonlinear partial differential equations. The central difference operator is used to approximate spatial partial derivatives at a large number of mesh points, thus achieving high accuracy in the space dimension, and the problem is reduced to that of solving a nonlinear system of ordinary differential equations. A novel extrapolation algorithm, which copes well with the discontinuities between initial and boundary conditions caused by instantaneous environmental changes, is used to produce a high accuracy approximation in the time domain, and generate a solution to the problem. The model is used to simulate several important physical problems.     

First-order strong variation algorithm for optimal control problems involving hyperbolic systems

This paper considers an optimal control problem involving linear, hyperbolic partial differential equations. A first-order strong variational technique is used to obtain an algorithm for solving the optimal control problem iteratively. It is shown that the accumulation points of the sequence of controls generated by the algorithm (if they exist) satisfy a necessary condition for optimality.