Search results for: differential equations.

Authors: A. M. Sagir

Abstract:

In this paper, self-starting block hybrid method of order (5,5,5,5)T is proposed for the solution of the special second order ordinary differential equations with associated initial or boundary 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. The computational burden and computer time wastage involved in the usual reduction of second order problem into system of first order equations are avoided by this approach. Furthermore, a stability analysis and efficiency of the block method are tested on stiff ordinary differential equations, and the results obtained compared favorably with the exact solution.

Keywords: Block Method, Hybrid, Linear Multistep Method, Self – starting, Special Second Order.

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Authors: Diego Garijo

Abstract:

A numerical approach for solving constant-coefficient differential equations whose solutions exhibit boundary layer structure is built by inserting Bernstein Partition of Unity into Galerkin variational weak form. Due to the reproduction capability of Bernstein basis, such implementation shows excellent accuracy at boundaries and is able to capture sharp gradients of the field variable by p-refinement using regular distributions of equi-spaced evaluation points. The approximation is subjected to convergence experimentation and a procedure to assemble the discrete equations without a background integration mesh is proposed.

Keywords: Bernstein polynomials, Galerkin, differential equation, boundary layer.

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Authors: Nemat Abazari, Reza Abazari

Abstract:

In this work, we successfully extended one-dimensional differential transform method (DTM), by presenting and proving some theorems, to solving nonlinear high-order multi-pantograph equations. This technique provides a sequence of functions which converges to the exact solution of the problem. Some examples are given to demonstrate the validity and applicability of the present method and a comparison is made with existing results.

Keywords: Nonlinear multi-pantograph equation, delay differential equation, differential transformation method, proportional delay conditions, closed form solution.

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Authors: Sara Barati, Karim Ivaz

Abstract:

In this paper, using a model transformation approach a system of linear delay differential equations (DDEs) with multiple delays is converted to a non-delayed initial value problem. The variational iteration method (VIM) is then applied to obtain the approximate analytical solutions. Numerical results are given for several examples involving scalar and second order systems. Comparisons with the classical fourth-order Runge-Kutta method (RK4) verify that this method is very effective and convenient.

Keywords: Variational iteration method, delay differential equations, multiple delays, Runge-Kutta method.

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Authors: Anupma Bansal

Abstract:

We seek exact solutions of the coupled Klein-Gordon-Schrödinger equation with variable coefficients with the aid of Lie classical approach. By using the Lie classical method, we are able to derive symmetries that are used for reducing the coupled system of partial differential equations into ordinary differential equations. From reduced differential equations we have derived some new exact solutions of coupled Klein-Gordon-Schrödinger equations involving some special functions such as Airy wave functions, Bessel functions, Mathieu functions etc.

Keywords: Klein-Gordon-Schödinger Equation, Lie Classical Method, Exact Solutions

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Authors: K.H.Khairul Anuar, K.I.Othman, F.Ishak, Z.B.Ibrahim, Z.Majid

Abstract:

Solving Ordinary Differential Equations (ODEs) by using Partitioning Block Intervalwise (PBI) technique is our aim in this paper. The PBI technique is based on Block Adams Method and Backward Differentiation Formula (BDF). Block Adams Method only use the simple iteration for solving while BDF requires Newtonlike iteration involving Jacobian matrix of ODEs which consumes a considerable amount of computational effort. Therefore, PBI is developed in order to reduce the cost of iteration within acceptable maximum error

Keywords: Adam Block Method, BDF, Ordinary Differential Equations, Partitioning Block Intervalwise

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Authors: Haniye Dehestani, Yadollah Ordokhani

Abstract:

In this work, we present an efficient approach for solving variable-order time-fractional partial differential equations, which are based on Legendre and Laguerre polynomials. First, we introduced the pseudo-operational matrices of integer and variable fractional order of integration by use of some properties of Riemann-Liouville fractional integral. Then, applied together with collocation method and Legendre-Laguerre functions for solving variable-order time-fractional partial differential equations. Also, an estimation of the error is presented. At last, we investigate numerical examples which arise in physics to demonstrate the accuracy of the present method. In comparison results obtained by the present method with the exact solution and the other methods reveals that the method is very effective.

Keywords: Collocation method, fractional partial differential equations, Legendre-Laguerre functions, pseudo-operational matrix of integration.

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Authors: A. M. Sagir

Abstract:

In this paper, linear multistep technique using power series as the basis function is used to develop the block methods which are suitable for generating direct solution of the special second order ordinary differential equations with associated initial or boundary conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain two different four discrete schemes, each of order (5,5,5,5)T, which were used in block form for parallel or sequential solutions of the problems. The computational burden and computer time wastage involved in the usual reduction of second order problem into system of first order equations are avoided by this approach. Furthermore, a stability analysis and efficiency of the block methods are tested on linear and non-linear ordinary differential equations and the results obtained compared favorably with the exact solution.

Keywords: Block Method, Hybrid, Linear Multistep Method, Self – starting, Special Second Order.

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Authors: Nisha Goyal, R.K. Gupta

Abstract:

Einstein vacuum equations, that is a system of nonlinear partial differential equations (PDEs) are derived from Weyl metric by using relation between Einstein tensor and metric tensor. The symmetries of Einstein vacuum equations for static axisymmetric gravitational fields are obtained using the Lie classical method. We have examined the optimal system of vector fields which is further used to reduce nonlinear PDE to nonlinear ordinary differential equation (ODE). Some exact solutions of Einstein vacuum equations in general relativity are also obtained.

Keywords: Gravitational fields, Lie Classical method, Exact solutions.

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Authors: Mahmoud Zarrini, R.N. Pralhad

Abstract:

In this chapter, we have studied Variation of velocity in incompressible fluid over a moving surface. The boundary layer equations are on a fixed or continuously moving flat plate in the same or opposite direction to the free stream with suction and injection. The boundary layer equations are transferred from partial differential equations to ordinary differential equations. Numerical solutions are obtained by using Runge-Kutta and Shooting methods. We have found numerical solution to velocity and skin friction coefficient.

Keywords: Boundary layer, continuously moving surface, shooting method, skin friction coefficient.

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Authors: N. M. Kamoh, D. G. Gyemang, M. C. Soomiyol

Abstract:

This paper compared the efficiency of Simpson’s 1/3 and 3/8 rules for the numerical solution of first order Volterra integro-differential equations. In developing the solution, collocation approximation method was adopted using the shifted Legendre polynomial as basis function. A block method approach is preferred to the predictor corrector method for being self-starting. Experimental results confirmed that the Simpson’s 3/8 rule is more efficient than the Simpson’s 1/3 rule.

Keywords: Collocation shifted Legendre polynomials, Simpson’s rule and Volterra integro-differential equations.

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Authors: Tarun Kumar Rawat, Abhirup Lahiri, Ashish Gupta

Abstract:

In this paper, we analyze the effect of noise in a single- ended input differential amplifier working at high frequencies. Both extrinsic and intrinsic noise are analyzed using time domain method employing techniques from stochastic calculus. Stochastic differential equations are used to obtain autocorrelation functions of the output noise voltage and other solution statistics like mean and variance. The analysis leads to important design implications and suggests changes in the device parameters for improved noise characteristics of the differential amplifier.

Keywords: Single-ended input differential amplifier, Noise, stochastic differential equation, mean and variance.

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Authors: Rudolf Csikja, Janos Toth

Abstract:

Methods to detect and localize time singularities of polynomial and quasi-polynomial ordinary differential equations are systematically presented and developed. They are applied to examples taken form different fields of applications and they are also compared to better known methods such as those based on the existence of linear first integrals or Lyapunov functions.

Keywords: blow up, finite escape time, polynomial ODE, singularity, Lotka–Volterra equation, Painleve analysis, Ψ-series, global existence

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Authors: Abdu Masanawa Sagir

Abstract:

In this paper, linear multistep technique using power series as the basis function is used to develop the block methods which are suitable for generating direct solution of the special second order ordinary differential equations of the form y′′ = f(x,y), a < = x < = b with associated initial or boundary conditions. The continuaous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain two different three discrete schemes, each of order (4,4,4)T, which were used in block form for parallel or sequential solutions of the problems. The computational burden and computer time wastage involved in the usual reduction of second order problem into system of first order equations are avoided by this approach. Furthermore, a stability analysis and efficiency of the block method are tested on linear and non-linear ordinary differential equations whose solutions are oscillatory or nearly periodic in nature, and the results obtained compared favourably with the exact solution.

Keywords: Block Method, Hybrid, Linear Multistep Method, Self – starting, Special Second Order.

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Authors: E. Aruchunan, J. Sulaiman

Abstract:

The objective of this paper is to analyse the application of the Half-Sweep Gauss-Seidel (HSGS) method by using the Half-sweep approximation equation based on central difference (CD) and repeated trapezoidal (RT) formulas to solve linear fredholm integro-differential equations of first order. The formulation and implementation of the Full-Sweep Gauss-Seidel (FSGS) and Half- Sweep Gauss-Seidel (HSGS) methods are also presented. The HSGS method has been shown to rapid compared to the FSGS methods. Some numerical tests were illustrated to show that the HSGS method is superior to the FSGS method.

Keywords: Integro-differential equations, Linear fredholm equations, Finite difference, Quadrature formulas, Half-Sweep iteration.

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Authors: Shishen Xie

Abstract:

In this article two algorithms, one based on variation iteration method and the other on Adomian's decomposition method, are developed to find the numerical solution of an initial value problem involving the non linear integro differantial equation where R is a nonlinear operator that contains partial derivatives with respect to x. Special cases of the integro-differential equation are solved using the algorithms. The numerical solutions are compared with analytical solutions. The results show that these two methods are efficient and accurate with only two or three iterations

Keywords: variation iteration method, decomposition method, nonlinear integro-differential equations

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Authors: Fuziyah Ishak, Mohamed B. Suleiman, Zanariah A. Majid, Khairil I. Othman

Abstract:

This paper considers the development of a two-point predictor-corrector block method for solving delay differential equations. The formulae are represented in divided difference form and the algorithm is implemented in variable stepsize variable order technique. The block method produces two new values at a single integration step. Numerical results are compared with existing methods and it is evident that the block method performs very well. Stability regions of the block method are also investigated.

Keywords: block method, delay differential equations, predictor-corrector, stability region, variable stepsize variable order.

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Authors: Andrei A. Kolyshkin

Abstract:

In the present paper some recommendations for the use of software package “Mathematica" in a basic numerical analysis course are presented. The methods which are covered in the course include solution of systems of linear equations, nonlinear equations and systems of nonlinear equations, numerical integration, interpolation and solution of ordinary differential equations. A set of individual assignments developed for the course covering all the topics is discussed in detail.

Keywords: Numerical methods, "Mathematica", e-learning.

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Authors: N. A. Samat, D. F. Percy

Abstract:

The main aim of this study is to describe and introduce a method of numerical analysis in obtaining approximate solutions for the SIR-SI differential equations (susceptible-infectiverecovered for human populations; susceptible-infective for vector populations) that represent a model for dengue disease transmission. Firstly, we describe the ordinary differential equations for the SIR-SI disease transmission models. Then, we introduce the numerical analysis of solutions of this continuous time, discrete space SIR-SI model by simplifying the continuous time scale to a densely populated, discrete time scale. This is followed by the application of this numerical analysis of solutions of the SIR-SI differential equations to the estimation of relative risk using continuous time, discrete space dengue data of Kuala Lumpur, Malaysia. Finally, we present the results of the analysis, comparing and displaying the results in graphs, table and maps. Results of the numerical analysis of solutions that we implemented offers a useful and potentially superior model for estimating relative risks based on continuous time, discrete space data for vector borne infectious diseases specifically for dengue disease. 

Keywords: Dengue disease, disease mapping, numerical analysis, SIR-SI differential equations.

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Authors: Weihua Ruan, Kuan-Chou Chen

Abstract:

This paper is concerned with a system of Hamilton-Jacobi-Bellman equations coupled with an autonomous dynamical system. The mathematical system arises in the differential game formulation of political economy models as an infinite-horizon continuous-time differential game with discounted instantaneous payoff rates and continuously and discretely varying state variables. The existence of a weak solution of the PDE system is proven and a computational scheme of approximate solution is developed for a class of such systems. A model of democratization is mathematically analyzed as an illustration of application.

Keywords: Differential games, Hamilton-Jacobi-Bellman equations, infinite horizon, political-economy models.

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Authors: Rahul Bansal, Sudipta Majumdar

Abstract:

This paper presents the closed form nonlinear expressions of bipolar junction transistor (BJT) differential amplifier (DA) using perturbation method. Circuit equations have been derived using Kirchhoff’s voltage law (KVL) and Kirchhoff’s current law (KCL). The perturbation method has been applied to state variables for obtaining the linear and nonlinear terms. The implementation of the proposed method is simple. The closed form nonlinear expressions provide better insights of physical systems. The derived equations can be used for signal processing applications.

Keywords: Differential amplifier, perturbation method, Taylor series.

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Authors: Mohd Agos Salim Nasir, Ros Fadilah Deraman, Siti Salmah Yasiran

Abstract:

The Goursat partial differential equation arises in linear and non linear partial differential equations with mixed derivatives. This equation is a second order hyperbolic partial differential equation which occurs in various fields of study such as in engineering, physics, and applied mathematics. There are many approaches that have been suggested to approximate the solution of the Goursat partial differential equation. However, all of the suggested methods traditionally focused on numerical differentiation approaches including forward and central differences in deriving the scheme. An innovation has been done in deriving the Goursat partial differential equation scheme which involves numerical integration techniques. In this paper we have developed a new scheme to solve the Goursat partial differential equation based on the Adomian decomposition (ADM) and associated with Boole-s integration rule to approximate the integration terms. The new scheme can easily be applied to many linear and non linear Goursat partial differential equations and is capable to reduce the size of computational work. The accuracy of the results reveals the advantage of this new scheme over existing numerical method.

Keywords: Goursat problem, partial differential equation, Adomian decomposition method, Boole's integration rule.

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Authors: Bhanu Gupta

Abstract:

In this paper, the criteria of Ψ-eventual stability have been established for generalized impulsive differential systems of multiple dependent variables. The sufficient conditions have been obtained using piecewise continuous Lyapunov function. An example is given to support our theoretical result.

Keywords: impulsive differential equations, Lyapunov function, eventual stability

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Authors: Li Xiguang

Abstract:

In this paper, by constructing a special set and utilizing fixed point index theory, we study the existence of solution for the boundary value problem of second-order singular differential equations in Banach space, which improved and generalize the result of related paper.

Keywords: Banach space, cone, fixed point index, singular equation.

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Authors: Khairil Iskandar Othman, Zarina Bibi Ibrahim, Mohamed Suleiman

Abstract:

A parallel block method based on Backward Differentiation Formulas (BDF) is developed for the parallel solution of stiff Ordinary Differential Equations (ODEs). Most common methods for solving stiff systems of ODEs are based on implicit formulae and solved using Newton iteration which requires repeated solution of systems of linear equations with coefficient matrix, I - hβJ . Here, J is the Jacobian matrix of the problem. In this paper, the matrix operations is paralleled in order to reduce the cost of the iterations. Numerical results are given to compare the speedup and efficiency of parallel algorithm and that of sequential algorithm.

Keywords: Backward Differentiation Formula, block, ordinarydifferential equations.

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Authors: Kholod M. Abu-Alnaja

Abstract:

In this work, we derive two numerical schemes for solving a class of nonlinear partial differential equations. The first method is of second order accuracy in space and time directions, the scheme is unconditionally stable using Von Neumann stability analysis, the scheme produced a nonlinear block system where Newton-s method is used to solve it. The second method is of fourth order accuracy in space and second order in time. The method is unconditionally stable and Newton's method is used to solve the nonlinear block system obtained. The exact single soliton solution and the conserved quantities are used to assess the accuracy and to show the robustness of the schemes. The interaction of two solitary waves for different parameters are also discussed.

Keywords: Crank-Nicolson Scheme, Douglas Scheme, Partial Differential Equations

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Authors: Faranak Rabiei, Fudziah Ismail, S. Norazak, Saeid Emadi

Abstract:

In this paper we developed the Improved Runge-Kutta Nystrom (IRKN) method for solving second order ordinary differential equations. The methods are two step in nature and require lower number of function evaluations per step compared with the existing Runge-Kutta Nystrom (RKN) methods. Therefore, the methods are computationally more efficient at achieving the higher order of local accuracy. Algebraic order conditions of the method are obtained and the third and fourth order method are derived with two and three stages respectively. The numerical results are given to illustrate the efficiency of the proposed method compared to the existing RKN methods.

Keywords: Improved Runge-Kutta Nystrom method, Two step method, Second-order ordinary differential equations, Order conditions

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Authors: Li Xiguang

Abstract:

In this paper, by constructing a special set and utilizing fixed point theory, we study the existence and multiplicity of the positive solutions for systems of nonlinear third-order differential equations with p-laplacian, which improve and generalize the result of related paper.

Keywords: p-Laplacian, cone, fixed point theorem, positive solution.

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Authors: Felix Che Shu

Abstract:

We give an explicit formula for the general solution of a one dimensional linear delay differential equation with multiple delays, which are integer multiples of the smallest delay. For an equation of this class with two delays, we derive two equations with single delays, whose stability is sufficient for the stability of the equation with two delays. This presents a new approach to the study of the stability of such systems. This approach avoids requirement of the knowledge of the location of the characteristic roots of the equation with multiple delays which are generally more difficult to determine, compared to the location of the characteristic roots of equations with a single delay.

Keywords: Delay Differential Equation, Explicit Solution, Exponential Stability, Lyapunov Exponents, Multiple Delays.

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Authors: M. Saravi, F. Ashrafi, S.R. Mirrajei

Abstract:

As we know, most differential equations concerning physical phenomenon could not be solved by analytical method. Even if we use Series Method, some times we need an appropriate change of variable, and even when we can, their closed form solution may be so complicated that using it to obtain an image or to examine the structure of the system is impossible. For example, if we consider Schrodinger equation, i.e., We come to a three-term recursion relations, which work with it takes, at least, a little bit time to get a series solution[6]. For this reason we use a change of variable such as or when we consider the orbital angular momentum[1], it will be necessary to solve. As we can observe, working with this equation is tedious. In this paper, after introducing Clenshaw method, which is a kind of Spectral method, we try to solve some of such equations.

Keywords: Chebyshev polynomials, Clenshaw method, ODEs, Spectral methods

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