Search results for: Ordinary differential equations (ODE)

Authors: A. M. Sagir

Abstract:

Discrete linear multistep block method of uniform order for the solution of first order Initial Value Problems (IVPs) in Ordinary Differential Equations (ODEs) is presented in this paper. The approach of interpolation and collocation approximation are adopted in the derivation of the method which is then applied to first order ordinary differential equations with associated initial conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain four discrete schemes, which were used in block form for parallel or sequential solutions of the problems. Furthermore, a stability analysis and efficiency of the block method are tested on ordinary differential equations, and the results obtained compared favorably with the exact solution.

Keywords: block method, first order ordinary differential equations, hybrid, self-starting

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Authors: A. I. Ma’ali, R. B. Adeniyi, A. Y. Badeggi, U. Mohammed

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An error estimation of the integrated formulation of the Lanczos tau method for some class of ordinary differential equations was reported. This paper is concern with the generalization of tau approximants and their corresponding error estimates for some class of ordinary differential equations (ODEs) characterized by m + s =3 (i.e for m =1, s=2; m=2, s=1; and m=3, s=0) where m and s are the order of differential equations and number of overdetermination, respectively. The general result obtained were validated with some numerical examples.

Keywords: approximant, error estimate, tau method, overdetermination

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Authors: A. M. Sagir

Abstract:

This paper derived four newly schemes which are combined in order to form an accurate and efficient block method for parallel or sequential solution of third order ordinary differential equations of the form y^'''= f(x,y,y^',y^'' ), y(α)=y_0,〖y〗^' (α)=β,y^('' ) (α)=μ with associated initial or boundary conditions. The implementation strategies of the derived method have shown that the block method is found to be consistent, zero stable and hence convergent. The derived schemes were tested on stiff and non-stiff ordinary differential equations, and the numerical results obtained compared favorably with the exact solution.

Keywords: block method, hybrid, linear multistep, self-starting, third order ordinary differential equations

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Authors: A. M. Sagir

Abstract:

The aim of this paper is to investigate the performance of the developed linear multistep block method for solving first order initial value problem of Ordinary Differential Equations (ODEs). The method calculates the numerical solution at three points simultaneously and produces three new equally spaced solution values within a block. The continuous formulations enable us to differentiate and evaluate at some selected points to obtain three discrete schemes, which were used in block form for parallel or sequential solutions of the problems. A stability analysis and efficiency of the block method are tested on ordinary differential equations involving practical applications, and the results obtained compared favorably with the exact solution. Furthermore, comparison of error analysis has been developed with the help of computer software.

Keywords: block method, first order ordinary differential equations, linear multistep, self-starting

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Authors: Fuziyah Ishak, Siti Norazura Ahmad

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Volterra integro-differential equations appear in many models for real life phenomena. Since analytical solutions for this type of differential equations are hard and at times impossible to attain, engineers and scientists resort to numerical solutions that can be made as accurately as possible. Conventionally, numerical methods for ordinary differential equations are adapted to solve Volterra integro-differential equations. In this paper, numerical solution for solving Volterra integro-differential equation using extended trapezoidal method is described. Formulae for the integral and differential parts of the equation are presented. Numerical results show that the extended method is suitable for solving first order Volterra integro-differential equations.

Keywords: accuracy, extended trapezoidal method, numerical solution, Volterra integro-differential equations

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Authors: Ogunrinde Roseline Bosede

Abstract:

This paper presents the development, analysis and implementation of an inverse polynomial numerical method which is well suitable for solving initial value problems in first order ordinary differential equations with applications to sample problems. We also present some basic concepts and fundamental theories which are vital to the analysis of the scheme. We analyzed the consistency, convergence, and stability properties of the scheme. Numerical experiments were carried out and the results compared with the theoretical or exact solution and the algorithm was later coded using MATLAB programming language.

Keywords: differential equations, numerical, polynomial, initial value problem, differential equation

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Authors: Palwinder Singh, Munish Sandhir, Tejinder Singh

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The ordinary differential equations (ODE) represent a natural framework for mathematical modeling of many real-life situations in the field of engineering, control systems, physics, chemistry and astronomy etc. Such type of differential equations can be solved by analytical methods or by numerical methods. If the solution is calculated using analytical methods, it is done through calculus theories, and thus requires a longer time to solve. In this paper, we compare the numerical accuracy of the solutions given by the three main types of one-step initial value solvers: Taylor’s Series Method, Euler’s Method and Runge-Kutta Fourth Order Method (RK4). The comparison of accuracy is obtained through comparing the solutions of ordinary differential equation given by these three methods. Furthermore, to verify the accuracy; we compare these numerical solutions with the exact solutions.

Keywords: Ordinary differential equations (ODE), Taylor’s Series Method, Euler’s Method, Runge-Kutta Fourth Order Method

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Authors: F. Maass, P. Martin, J. Olivares

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The aim of this work is the application of the program GeoGebra in teaching the study of nonhomogeneous linear second order differential equations with constant coefficients. Different kind of functions or forces will be considered in the right hand side of the differential equations, in particular, the emphasis will be placed in the case of trigonometrical functions producing the resonance phenomena. In order to obtain this, the frequencies of the trigonometrical functions will be changed. Once the resonances appear, these have to be correlationated with the roots of the second order algebraic equation determined by the coefficients of the differential equation. In this way, the physics and engineering students will understand resonance effects and its consequences in the simplest way. A large variety of examples will be shown, using different kind of functions for the nonhomogeneous part of the differential equations.

Keywords: education, geogebra, ordinary differential equations, resonance

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Authors: Olusola Ezekiel Abolarin, Gift E. Noah

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This research work considered an innovative procedure to numerically approximate higher-order Initial value problems (IVP) of ordinary differential equations (ODE) using the Legendre polynomial as the basis function. The proposed method is a half-step, self-starting Block integrator employed to approximate fourth and fifth order IVPs without reduction to lower order. The method was developed through a collocation and interpolation approach. The basic properties of the method, such as convergence, consistency and stability, were well investigated. Several test problems were considered, and the results compared favorably with both exact solutions and other existing methods.

Keywords: initial value problem, ordinary differential equation, implicit off-grid block method, collocation, interpolation

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Authors: Helmi Temimi

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In this paper, we study the super-convergence properties of the discontinuous Galerkin (DG) method applied to one-dimensional mth-order ordinary differential equations without introducing auxiliary variables. We found that nth−derivative of the DG solution exhibits an optimal O (hp+1−n) convergence rates in the L2-norm when p-degree piecewise polynomials with p≥1 are used. We further found that the odd-derivatives and the even derivatives are super convergent, respectively, at the upwind and downwind endpoints.

Keywords: discontinuous, galerkin, superconvergence, higherorder, error, estimates

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Authors: Gleda Kutrolli, Maksi Kutrolli, Etjon Meco

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SARS-CoV-2 virus is currently one of the most infectious pathogens for humans. It started in China at the end of 2019 and now it is spread in all over the world. The origin and diffusion of the SARS-CoV-2 epidemic, is analysed based on the discussion of viral phylogeny theory. With the aim of understanding the spread of infection in the affected countries, it is crucial to modelize the spread of the virus and simulate its activity. In this paper, the prediction of coronavirus outbreak is done by using SIR model without vital dynamics, applying different numerical technique solving ordinary differential equations (ODEs). We find out that ABM and MRT methods perform better than other techniques and that the activity of the virus will decrease in April but it never cease (for some time the activity will remain low) and the next cycle will start in the middle July 2020 for Norway and Denmark, and October 2020 for Sweden, and September for Finland.

Keywords: forecasting, ordinary differential equations, SARS-COV-2 epidemic, SIR model

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Authors: Mohamed Suleiman, Zarina Bibi Ibrahim, Nor Ain Azeany, Khairil Iskandar Othman

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In this paper, a class of variable order fully implicit multistep Block Backward Differentiation Formulas (VOBBDF) using uniform step size for the numerical solution of stiff ordinary differential equations (ODEs) is developed. The code will combine three multistep block methods of order four, five and six. The order selection is based on approximation of the local errors with specific tolerance. These methods are constructed to produce two approximate solutions simultaneously at each iteration in order to further increase the efficiency. The proposed VOBBDF is validated through numerical results on some standard problems found in the literature and comparisons are made with single order Block Backward Differentiation Formula (BBDF). Numerical results shows the advantage of using VOBBDF for solving ODEs.

Keywords: block backward differentiation formulas, uniform step size, ordinary differential equations

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Authors: Lev Idels, Arcady Ponosov

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Stochastic fractional differential equations have recently attracted considerable attention, as they have been used to model real-world processes, which are subject to natural memory effects and measurement uncertainties. Compared to conventional hereditary differential equations, one of the advantages of fractional differential equations is related to more realistic geometric properties of their trajectories that do not intersect in the phase space. In this report, a Peano-like existence theorem for nonlinear stochastic fractional differential equations is proven under very general hypotheses. Several specific classes of equations are checked to satisfy these hypotheses, including delay equations driven by the fractional Brownian motion, stochastic fractional neutral equations and many others.

Keywords: delay equations, operator methods, stochastic noise, weak solutions

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Authors: Y. N. Reddy

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The class of differential-difference equations which have characteristics of both classes, i.e., delay/advance and singularly perturbed behaviour is known as singularly perturbed differential-difference equations. The expression ‘positive shift’ and ‘negative shift’ are also used for ‘advance’ and ‘delay’ respectively. In general, an ordinary differential equation in which the highest order derivative is multiplied by a small positive parameter and containing at least one delay/advance is known as singularly perturbed differential-difference equation. Singularly perturbed differential-difference equations arise in the modelling of various practical phenomena in bioscience, engineering, control theory, specifically in variational problems, in describing the human pupil-light reflex, in a variety of models for physiological processes or diseases and first exit time problems in the modelling of the determination of expected time for the generation of action potential in nerve cells by random synaptic inputs in dendrites. In this paper, we envisage the use of Liouville Green Transformation to find the solution of singularly perturbed differential difference equations. First, using Taylor series, the given singularly perturbed differential difference equation is approximated by an asymptotically equivalent singularly perturbation problem. Then the Liouville Green Transformation is applied to get the solution. Several model examples are solved, and the results are compared with other methods. It is observed that the present method gives better approximate solutions.

Keywords: difference equations, differential equations, singular perturbations, boundary layer

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Authors: Mustafa Bayram Gücen, Coşkun Yakar

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In this study, we have investigated the strict stability of fuzzy differential systems and we compare the classical notion of strict stability criteria of ordinary differential equations and the notion of strict stability of fuzzy differential systems. In addition that, we present definitions of stability and strict stability of fuzzy differential equations and also we have some theorems and comparison results. Strict Stability is a different stability definition and this stability type can give us an information about the rate of decay of the solutions. Lyapunov’s second method is a standard technique used in the study of the qualitative behavior of fuzzy differential systems along with a comparison result that allows the prediction of behavior of a fuzzy differential system when the behavior of the null solution of a fuzzy comparison system is known. This method is a usefull for investigating strict stability of fuzzy systems. First of all, we present definitions and necessary background material. Secondly, we discuss and compare the differences between the classical notion of stability and the recent notion of strict stability. And then, we have a comparison result in which the stability properties of the null solution of the comparison system imply the corresponding stability properties of the fuzzy differential system. Consequently, we give the strict stability results and a comparison theorem. We have used Lyapunov second method and we have proved a comparison result with scalar differential equations.

Keywords: fuzzy systems, fuzzy differential equations, fuzzy stability, strict stability

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Authors: Teoman Ozer, Ozlem Orhan

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This study deals with symmetry group properties and conservation laws of partial differential equations. We give a geometrical interpretation of notion of μ-prolongations of vector fields and of the related concept of μ-symmetry for partial differential equations. We show that these are in providing symmetry reduction of partial differential equations and systems and invariant solutions.

Keywords: λ-symmetry, μ-symmetry, classification, invariant solution

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Authors: Martin K. Steiger, Lukas Heisler, Hans-Georg Brachtendorf

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Deep neural networks and their variants form the backbone of many AI applications. Based on the so-called residual networks, a continuous formulation of such models as ordinary differential equations (ODEs) has proven advantageous since different techniques may be applied that significantly increase the learning speed and enable controlled trade-offs with the resulting error at the same time. For the evaluation of such models, high-performance numerical differential equation solvers are used, which also provide the gradients required for training. However, whether classical gradient-based methods are even applicable or which one yields the best results has not been discussed yet. This paper aims to redeem this situation by providing empirical results for different applications.

Keywords: deep neural networks, gradient-based learning, image processing, ordinary differential equation networks

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Authors: Yildiray Keskin, Omer Acan, Murat Akkus

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In this paper, the solution of fractional diffusion equations is presented by means of the reduced differential transform method. Fractional partial differential equations have special importance in engineering and sciences. Application of reduced differential transform method to this problem shows the rapid convergence of the sequence constructed by this method to the exact solution. The numerical results show that the approach is easy to implement and accurate when applied to fractional diffusion equations. The method introduces a promising tool for solving many fractional partial differential equations.

Keywords: fractional diffusion equations, Caputo fractional derivative, reduced differential transform method, partial

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Authors: Srinivasacharya Darbhasayanam, Jagadeeshwar Pashikanti

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This paper analyzes the Soret and Dufour effects on mixed convection flow, heat and mass transfer from an exponentially stretching surface in a viscous fluid with Hall Effect. The governing partial differential equations are transformed into ordinary differential equations using similarity transformations. The nonlinear coupled ordinary differential equations are reduced to a system of linear differential equations using the successive linearization method and then solved the resulting linear system using the Chebyshev pseudo spectral method. The numerical results for the velocity components, temperature and concentration are presented graphically. The obtained results are compared with the previously published results, and are found to be in excellent agreement. It is observed from the present analysis that the primary and secondary velocities and concentration are found to be increasing, and temperature is decreasing with the increase in the values of the Soret parameter. An increase in the Dufour parameter increases both the primary and secondary velocities and temperature and decreases the concentration.

Keywords: Exponentially stretching sheet, Hall current, Heat and Mass transfer, Soret and Dufour Effects

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Authors: H. N. Agiza, M. A. Sohaly, M. A. Elfouly

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Parkinson's disease (PD) is a heterogeneous disorder with common age of onset, symptoms, and progression levels. In this paper we will solve analytically the PD model as a non-linear delay differential equation using the steps method. The step method transforms a system of delay differential equations (DDEs) into systems of ordinary differential equations (ODEs). On some numerical examples, the analytical solution will be difficult. So we will approximate the analytical solution using Picard method and Taylor method to ODEs.

Keywords: Parkinson's disease, step method, delay differential equation, two delays

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Authors: Luke Ukpebor, C. E. Abhulimen

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Stiff initial value problems in ordinary differential equations are problems for which a typical solution is rapidly decaying exponentially, and their numerical investigations are very tedious. Conventional numerical integration solvers cannot cope effectively with stiff problems as they lack adequate stability characteristics. In this article, we developed a new family of four-step second derivative exponentially fitted method of order six for the numerical integration of stiff initial value problem of general first order differential equations. In deriving our method, we employed the idea of breaking down the general multi-derivative multistep method into predator and corrector schemes which possess free parameters that allow for automatic fitting into exponential functions. The stability analysis of the method was discussed and the method was implemented with numerical examples. The result shows that the method is A-stable and competes favorably with existing methods in terms of efficiency and accuracy.

Keywords: A-stable, exponentially fitted, four step, predator-corrector, second derivative, stiff initial value problems

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Authors: Y. J. Zhou, G. Lu

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In this paper, an analytical study is made for the dynamic behavior of human brain tissue under transient loading. In this analytical model the Mooney-Rivlin constitutive law is coupled with visco-elastic constitutive equations to take into account both the nonlinear and time-dependent mechanical behavior of brain tissue. Five ordinary differential equations representing the relationships of five main parameters (radial stress, circumferential stress, radial strain, circumferential strain, and particle velocity) are obtained by using the characteristic method to transform five partial differential equations (two continuity equations, one motion equation, and two constitutive equations). Analytical expressions of the attenuation properties for spherical wave in brain tissue are analytically derived. Numerical results are obtained based on the five ordinary differential equations. The mechanical responses (particle velocity and stress) of brain are compared at different radii including 5, 6, 10, 15 and 25 mm under four different input conditions. The results illustrate that loading curves types of the particle velocity significantly influences the stress in brain tissue. The understanding of the influence by the input loading cures can be used to reduce the potentially injury to brain under head impact by designing protective structures to control the loading curves types.

Keywords: analytical method, mechanical responses, spherical wave propagation, traumatic brain injury

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Authors: Prashant G. Metri

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A numerical model is developed to study nano liquid film flow over an unsteady stretching sheet in the presence of hydromagnetic have been investigated. Similarity transformations are used to convert unsteady boundary layer equations to a system of non-linear ordinary differential equations. The resulting non-linear ordinary differential equations are solved numerically using Runge-Kutta-Fehlberg and Newton-Raphson schemes. A relationship between film thickness β and the unsteadiness parameter S is found, the effect of unsteadiness parameter S, and the hydromagnetic parameter S, on the velocity and temperature distributions are presented. The present analysis shows that the combined effect of magnetic field and viscous dissipation has a significant influence in controlling the dynamics of the considered problem. Comparison with known results for certain particular cases is in excellent agreement.

Keywords: boundary layer flow, nanoliquid, thin film, unsteady stretching sheet

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Authors: Elmongi Elbellili, Ben Lauwens, Daan Huybrechs

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The increasing complexity of modern engineering systems presents a challenge to the digital simulation of these systems which usually can be represented by differential equations. The Linearly Implicit Quantized State System (LIQSS) offers an alternative approach to traditional numerical integration techniques for solving Ordinary Differential Equations (ODEs). This method proved effective for handling discontinuous and large stiff systems. However, the inherent discrete nature of LIQSS may introduce oscillations that result in unnecessary computational steps. The current oscillation detection mechanism relies on a condition that checks the significance of the derivatives, but it could be further improved. This paper describes a different cycle detection mechanism and presents the outcomes using LIQSS order one in simulating the Advection Diffusion problem. The efficiency of this new cycle detection mechanism is verified by comparing the performance of the current solver against the new version as well as a reference solution using a Runge-Kutta method of order14.

Keywords: numerical integration, quantized state systems, ordinary differential equations, stiffness, cycle detection, simulation

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Authors: Beata Jackowska-Zduniak

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We formulate and analyze a mathematical model describing dynamics of cancer growth under the influence of radiation therapy. The effect of this type of therapy is considered as an additional equation of discussed model. Numerical simulations show that delay, which is added to ordinary differential equations and represent time needed for transformation from one type of cells to the other one, affects the behavior of the system. The validation and verification of proposed model is based on medical data. Analytical results are illustrated by numerical examples of the model dynamics. The model is able to reconstruct dynamics of treatment of cancer and may be used to determine the most effective treatment regimen based on the study of the behavior of individual treatment protocols.

Keywords: mathematical modeling, numerical simulation, ordinary differential equations, radiation therapy

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Authors: Khosrow Maleknejad, Yaser Rostami

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In this paper, semi-orthogonal B-spline scaling functions and wavelets and their dual functions are presented to approximate the solutions of integro-differential equations.The B-spline scaling functions and wavelets, their properties and the operational matrices of derivative for this function are presented to reduce the solution of integro-differential equations to the solution of algebraic equations. Here we compute B-spline scaling functions of degree 4 and their dual, then we will show that by using them we have better approximation results for the solution of integro-differential equations in comparison with less degrees of scaling functions.

Keywords: ıntegro-differential equations, quartic B-spline wavelet, operational matrices, dual functions

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Authors: M. S. H. Chowdhury, Ishak Hashim

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In this paper, linear and non-linear stiff systems of ordinary differential equations are solved by the classical Adomian decomposition method (ADM) and the multi-stage Adomian decomposition method (MADM). The MADM is a technique adapted from the standard Adomian decomposition method (ADM) where standard ADM is converted into a hybrid numeric-analytic method called the multistage ADM (MADM). The MADM is tested for several examples. Comparisons with an explicit Runge-Kutta-type method (RK) and the classical ADM demonstrate the limitations of ADM and promising capability of the MADM for solving stiff initial value problems (IVPs).

Keywords: stiff system of ODEs, Runge-Kutta Type Method, Adomian decomposition method, Multistage ADM

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Authors: Hesham A. Elkaranshawy, Amr M. Abdelrazek, Hosam M. Ezzat

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The system of ordinary nonlinear differential equations describing sliding velocity during impact with friction for a three-dimensional rigid-multibody system is developed. No analytical solutions have been obtained before for this highly nonlinear system. Hence, a power series solution is proposed. Since the validity of this solution is limited to its convergence zone, a suitable time step is chosen and at the end of it a new series solution is constructed. For a case study, the trajectory of the sliding velocity using the proposed method is built using 6 time steps, which coincides with a Runge-Kutta solution using 38 time steps.

Keywords: impact with friction, nonlinear ordinary differential equations, power series solutions, rough collision

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Authors: Ramazan I. Kadiev, Arcady Ponosov

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Mathematical models of gene regulatory networks can in many cases be described by ordinary differential equations with switching nonlinearities, where the initial value problem is ill-posed. Several regularization methods are known in the case of deterministic networks, but the presence of stochastic noise leads to several technical difficulties. In the presentation, it is proposed to apply the methods of the stochastic singular perturbation theory going back to Yu. Kabanov and Yu. Pergamentshchikov. This approach is used to regularize the above ill-posed problem, which, e.g., makes it possible to design stable numerical schemes. Several examples are provided in the presentation, which support the efficiency of the suggested analysis. The method can also be of interest in other fields of biomathematics, where differential equations contain switchings, e.g., in neural field models.

Keywords: ill-posed problems, singular perturbation analysis, stochastic differential equations, switching nonlinearities

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Authors: Kohei Inoue, Kenji Hara, Kiichi Urahama

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We describe a relationship between integral images and differential images. First, we derive a simple difference filter from conventional integral image. In the derivation, we show that an integral image and the corresponding differential image are related to each other by simultaneous linear equations, where the numbers of unknowns and equations are the same, and therefore, we can execute the integration and differentiation by solving the simultaneous equations. We applied the relationship to an image fusion problem, and experimentally verified the effectiveness of the proposed method.

Keywords: integral images, differential images, differential filters, image fusion

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