A semiexplicit method for numerical solution of functional differential algebraic equations

We study systems with delay effect that contain additional algebraic relations. We propose semiexplicit numerical methods of the Rosenbrock type. We prove the solvability of equations of a numerical model and estimate the order of the global error. The chosen parameters provide the third order of the error.     

A method of numerical solution of functional equations

Approximate solutions of some functional equations as the best approximation of the exact solutions in some suitable spaces have been obtained and some applications given.     

Analytical and numerical solution of multi-term nonlinear differential equations of arbitrary orders

We are concerned here with a nonlinear multi-term fractional differential equation (FDE). The existence of a unique solution will be proved. Convergence analysis of Adomian decomposition method (ADM) applied to these type of equations is discussed. Convergence analysis is reliable enough to estimate the maximum absolute truncated error of Adomian’s series solution. Some numerical examples are given, their ADM solutions are compared with a numerical method solutions. This numerical method is introduced in Podlubny (Fractional Differential Equations, Chap. 8, Academic Press, San Diego, 1999).     

A method for solution of nonlinear ordinary differential equations

We present a method for the solution of nonlinear second-order differential equations by using a system of Fredholm equations of the second kind.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 9, pp. 1254–1260, September, 1995.     

Preconditioned Barzilai-Borwein method for the numerical solution of partial differential equations

The preconditioned Barzilai-Borwein method is derived and applied to the numerical solution of large, sparse, symmetric and positive definite linear systems that arise in the discretization of partial differential equations. A set of well-known preconditioning techniques are combined with this new method to take advantage of the special features of the Barzilai-Borwein method. Numerical results on some elliptic test problems are presented. These results indicate that the preconditioned Barzilai-Borwein method is competitive and sometimes preferable to the preconditioned conjugate gradient method.This author was partially supported by the Parallel and Distributed Computing Center at UCV.This author was partially supported by BID-CONICIT, project M-51940.     

Explicit multistep method for the numerical solution of stiff differential equations

An explicit multistep method of variable order for integrating stiff systems with high accuracy and low computational costs is examined. To stabilize the computational scheme, componentwise estimates are used for the eigenvalues of the Jacobian matrix having the greatest moduli. These estimates are obtained at preliminary stages of the integration step. Examples are given to demonstrate that, for certain stiff problems, the method proposed is as efficient as the best implicit methods.     

On Nordsieck's method for the numerical solution of ordinary differential equations

The connection between the class of methods suggested by Nordsieck and the class of linear multi-step methods is examined. It is shown that the starting procedure suggested by Nordsieck is specially suited to the Adams method.     

Local Linearization method for the numerical solution of stochastic differential equations

The Local Linearization (LL) approach for the numerical solution of stochastic differential equations (SDEs) is extended to general scalar SDEs, as well as to non-autonomous multidimensional SDEs with additive noise. In case of autonomous SDEs, the derivation of the method introduced gives theoretical support to one of the previously proposed variants of the LL approach. Some numerical examples are given to demonstrate the practical performance of the method.     

A numerical method for finding soliton solutions in nonlinear differential equations

An iterative method for finding soliton solutions to Korteweg-de Vries and sine-Gordon equations, and for nonlinear Schrodinger equations with cubic nonlinearity, is proposed. In addition, the existence of soliton solutions depending on control parameters is investigated for femtosecond pulse propagation problems in media with cubic nonlinearity. In contrast to other approaches to finding soliton solutions, the proposed method has a high convergence rate, can be applied to multidimensional problems, and does not require special selection of the initial approximation.     

Stability analysis of nonlinear functional differential and functional equations

Sufficient conditions for the stability and asymptotic stability of the theoretical solutions to nonlinear systems of functional differential and functional equations are derived.     

On the numerical solution of integral equations with piecewise continuous displacement kernels

Solution of a Fredholm integral equation with a piecewise continuous displacement kernel is considered. It is shown that this problem is equivalent to the solution of an initial value problem for an unusual partial differential equation for continuous functions of two variables. The difference scheme for the numerical solution of the initial value problem is derived. This scheme allows implementation on parallel processors and is of linear complexity. The approach based on the numerical solution of the initial value problem is compared with a corresponding quadrature method and demonstrates certain advantages.This work was supported by the NSF grant DMS-8801961This work was supported by a research grant from the NSERC of Canada     

The numerical solution of non-linear partial differential equations by the method of lines

A new method for solving non-linear parabolic partial differential equations, based on the method of lines, is developed. Second order and fourth order finite difference approximations to the spatial derivatives are used, and in each case the band structure of the associated Jacobian is exploited. This, together with the use of Gear's fourth order stiffly stable method in Nordsieck form, leads to a method which compares favourably with the respected Sincovec and Madsen method on Burgers' equation. The method has been tested on a number of difficult problems in the literature and has proved to be most successful.     

The method of lines applied to nonlinear nonlocal functional differential equations

This paper discusses nonlinear functional differential equation in a real reflexive Banach space with nonlocal history condition. By using the method of lines, the existence and uniqueness of a strong solution are established. Finally, some applications of the abstract results are presented.     

Iterative solution of some nonlinear differential equations

We propose an iterative method to solve some non-linear ordinary differential equations. Comparing on the Mathieu, van der Pol and Hill equation of fourth order, we see that this method is much more efficient than the well known methods by Lyapunov or Picard.     

On the numerical solution of nonlinear Volterra integro-differential equations

Piecewise polynomialss(x) of degreem2 and of continuity classC ¹ are used to obtain approximating functions to the exact solution of a given (ordinary) integro-differential equation of Volterra type. The unknown coefficients ofs(x) are computed recursively, by requiring thats(x) satisfy the integro-differential equation on a finite set of suitably chosen points. Results on the order of convergence of this method are given, together with a numerical illustration.This research was supported by the National Research of Canada (Grant No. A-4805). Received March 13, 1973. Revised July 2, 1973.