**Commenced**in January 2007

**Frequency:**Monthly

**Edition:**International

**Paper Count:**2003

# Search results for: partial differential equations

##### 2003 Exp-Function Method for Finding Some Exact Solutions of Rosenau Kawahara and Rosenau Korteweg-de Vries Equations

**Authors:**
Ehsan Mahdavi

**Abstract:**

In this paper, we apply the Exp-function method to Rosenau-Kawahara and Rosenau-KdV equations. Rosenau-Kawahara equation is the combination of the Rosenau and standard Kawahara equations and Rosenau-KdV equation is the combination of the Rosenau and standard KdV equations. These equations are nonlinear partial differential equations (NPDE) which play an important role in mathematical physics. Exp-function method is easy, succinct and powerful to implement to nonlinear partial differential equations arising in mathematical physics. We mainly try to present an application of Exp-function method and offer solutions for common errors wich occur during some of the recent works.

**Keywords:**
Exp-function method,
Rosenau Kawahara equation,
Rosenau Korteweg-de Vries equation,
nonlinear partial differential
equation.

##### 2002 Adomian Decomposition Method Associated with Boole-s Integration Rule for Goursat Problem

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

**Abstract:**

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

##### 2001 Laplace Technique to Find General Solution of Differential Equations without Initial Conditions

**Authors:**
Adil Al-Rammahi

**Abstract:**

Laplace transformations have wide applications in engineering and sciences. All previous studies of modified Laplace transformations depend on differential equation with initial conditions. The purpose of our paper is to solve the linear differential equations (not initial value problem) and then find the general solution (not particular) via the Laplace transformations without needed any initial condition. The study involves both types of differential equations, ordinary and partial.

**Keywords:**
Differential Equations,
Laplace Transformations.

##### 2000 An Efficient Collocation Method for Solving the Variable-Order Time-Fractional Partial Differential Equations Arising from the Physical Phenomenon

**Authors:**
Haniye Dehestani,
Yadollah Ordokhani

**Abstract:**

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

##### 1999 A Nonconforming Mixed Finite Element Method for Semilinear Pseudo-Hyperbolic Partial Integro-Differential Equations

**Authors:**
Jingbo Yang,
Hong Li,
Yang Liu,
Siriguleng He

**Abstract:**

In this paper, a nonconforming mixed finite element method is studied for semilinear pseudo-hyperbolic partial integrodifferential equations. By use of the interpolation technique instead of the generalized elliptic projection, the optimal error estimates of the corresponding unknown function are given.

**Keywords:**
Pseudo-hyperbolic partial integro-differential equations,
Nonconforming mixed element method,
Semilinear,
Error
estimates.

##### 1998 Numerical Study of a Class of Nonlinear Partial Differential Equations

**Authors:**
Kholod M. Abu-Alnaja

**Abstract:**

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

##### 1997 Development of Extended Trapezoidal Method for Numerical Solution of Volterra Integro-Differential Equations

**Authors:**
Fuziyah Ishak,
Siti Norazura Ahmad

**Abstract:**

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.

##### 1996 The Non-Uniqueness of Partial Differential Equations Options Price Valuation Formula for Heston Stochastic Volatility Model

**Authors:**
H. D. Ibrahim,
H. C. Chinwenyi,
T. Danjuma

**Abstract:**

An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.

**Keywords:**
Option price valuation,
Partial Differential Equations,
Black-Scholes PDEs,
Ito process.

##### 1995 Solving SPDEs by a Least Squares Method

**Authors:**
Hassan Manouzi

**Abstract:**

We present in this paper a useful strategy to solve stochastic partial differential equations (SPDEs) involving stochastic coefficients. Using the Wick-product of higher order and the Wiener-Itˆo chaos expansion, the SPDEs is reformulated as a large system of deterministic partial differential equations. To reduce the computational complexity of this system, we shall use a decomposition-coordination method. To obtain the chaos coefficients in the corresponding deterministic equations, we use a least square formulation. Once this approximation is performed, the statistics of the numerical solution can be easily evaluated.

**Keywords:**
Least squares,
Wick product,
SPDEs,
finite element,
Wiener chaos expansion,
gradient method.

##### 1994 Application of the Hybrid Methods to Solving Volterra Integro-Differential Equations

**Authors:**
G.Mehdiyeva,
M.Imanova,
V.Ibrahimov

**Abstract:**

**Keywords:**
Integro-differential equations,
initial value
problem,
hybrid methods,
predictor-corrector method

##### 1993 Numerical Study of Some Coupled PDEs by using Differential Transformation Method

**Authors:**
Reza Abazari,
Rasool Abazari

**Abstract:**

In this paper, the two-dimension differential transformation method (DTM) is employed to obtain the closed form solutions of the three famous coupled partial differential equation with physical interest namely, the coupled Korteweg-de Vries(KdV) equations, the coupled Burgers equations and coupled nonlinear Schrödinger equation. We begin by showing that how the differential transformation method applies to a linear and non-linear part of any PDEs and apply on these coupled PDEs to illustrate the sufficiency of the method for this kind of nonlinear differential equations. The results obtained are in good agreement with the exact solution. These results show that the technique introduced here is accurate and easy to apply.

**Keywords:**
Coupled Korteweg-de Vries(KdV) equation,
Coupled Burgers equation,
Coupled Schrödinger equation,
differential transformation method.

##### 1992 Tracking Control of a Linear Parabolic PDE with In-domain Point Actuators

**Authors:**
Amir Badkoubeh,
Guchuan Zhu

**Abstract:**

**Keywords:**
Tracking Control,
In-domain point actuation,
PartialDifferential Equations.

##### 1991 The Proof of Analogous Results for Martingales and Partial Differential Equations Options Price Valuation Formulas Using Stochastic Differential Equation Models in Finance

**Authors:**
H. D. Ibrahim,
H. C. Chinwenyi,
A. H. Usman

**Abstract:**

Valuing derivatives (options, futures, swaps, forwards, etc.) is one uneasy task in financial mathematics. The two ways this problem can be effectively resolved in finance is by the use of two methods (Martingales and Partial Differential Equations (PDEs)) to obtain their respective options price valuation formulas. This research paper examined two different stochastic financial models which are Constant Elasticity of Variance (CEV) model and Black-Karasinski term structure model. Assuming their respective option price valuation formulas, we proved the analogous of the Martingales and PDEs options price valuation formulas for the two different Stochastic Differential Equation (SDE) models. This was accomplished by using the applications of Girsanov theorem for defining an Equivalent Martingale Measure (EMM) and the Feynman-Kac theorem. The results obtained show the systematic proof for analogous of the two (Martingales and PDEs) options price valuation formulas beginning with the Martingales option price formula and arriving back at the Black-Scholes parabolic PDEs and vice versa.

**Keywords:**
Option price valuation,
Martingales,
Partial Differential Equations,
PDEs,
Equivalent Martingale Measure,
Girsanov Theorem,
Feyman-Kac Theorem,
European Put Option.

##### 1990 Constructing Distinct Kinds of Solutions for the Time-Dependent Coefficients Coupled Klein-Gordon-Schrödinger Equation

**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

##### 1989 Strict Stability of Fuzzy Differential Equations with Impulse Effect

**Authors:**
Sanjay K.Srivastava,
Bhanu Gupta

**Abstract:**

In this paper some results on strict stability heve beeb extended for fuzzy differential equations with impulse effect using Lyapunov functions and Razumikhin technique.

**Keywords:**
Fuzzy differential equations,
Impulsive differential equations,
Strict stability,
Lyapunov function,
Razumikhin technique.

##### 1988 Numerical Investigation of Two-dimensional Boundary Layer Flow Over a Moving Surface

**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.

##### 1987 On Symmetries and Exact Solutions of Einstein Vacuum Equations for Axially Symmetric Gravitational Fields

**Authors:**
Nisha Goyal,
R.K. Gupta

**Abstract:**

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

##### 1986 Numerical Solution for Integro-Differential Equations by Using Quartic B-Spline Wavelet and Operational Matrices

**Authors:**
Khosrow Maleknejad,
Yaser Rostami

**Abstract:**

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:**
Integro-differential equations,
Quartic B-spline
wavelet,
Operational matrices.

##### 1985 Numerical Treatment of Block Method for the Solution of Ordinary Differential Equations

**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.

##### 1984 Numerical Algorithms for Solving a Type of Nonlinear Integro-Differential Equations

**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

##### 1983 Some Solitary Wave Solutions of Generalized Pochhammer-Chree Equation via Exp-function Method

**Authors:**
Kourosh Parand,
Jamal Amani Rad

**Abstract:**

In this paper, Exp-function method is used for some exact solitary solutions of the generalized Pochhammer-Chree equation. It has been shown that the Exp-function method, with the help of symbolic computation, provides a very effective and powerful mathematical tool for solving nonlinear partial differential equations. As a result, some exact solitary solutions are obtained. It is shown that the Exp-function method is direct, effective, succinct and can be used for many other nonlinear partial differential equations.

**Keywords:**
Exp-function method,
generalized Pochhammer- Chree equation,
solitary wave solution,
ODE's.

##### 1982 Integral Image-Based Differential Filters

**Authors:**
Kohei Inoue,
Kenji Hara,
Kiichi Urahama

**Abstract:**

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.

##### 1981 Applications of High-Order Compact Finite Difference Scheme to Nonlinear Goursat Problems

**Authors:**
Mohd Agos Salim Nasir,
Ahmad Izani Md. Ismail

**Abstract:**

**Keywords:**
Goursat problem,
partial differential equation,
finite
difference scheme,
compact finite difference

##### 1980 Solving Stochastic Eigenvalue Problem of Wick Type

**Authors:**
Hassan Manouzi,
Taous-Meriem Laleg-Kirati

**Abstract:**

In this paper we study mathematically the eigenvalue problem for stochastic elliptic partial differential equation of Wick type. Using the Wick-product and the Wiener-Itô chaos expansion, the stochastic eigenvalue problem is reformulated as a system of an eigenvalue problem for a deterministic partial differential equation and elliptic partial differential equations by using the Fredholm alternative. To reduce the computational complexity of this system, we shall use a decomposition method using the Wiener-Itô chaos expansion. Once the approximation of the solution is performed using the finite element method for example, the statistics of the numerical solution can be easily evaluated.

**Keywords:**
Eigenvalue problem,
Wick product,
SPDEs,
finite
element,
Wiener-Itô chaos expansion.

##### 1979 ψ-exponential Stability for Non-linear Impulsive Differential Equations

**Authors:**
Bhanu Gupta,
Sanjay K. Srivastava

**Abstract:**

**Keywords:**
Exponential stability,
globally exponential stability,
impulsive differential equations,
Lyapunov function,
ψ-stability.

##### 1978 Exact Pfaffian and N-Soliton Solutions to a (3+1)-Dimensional Generalized Integrable Nonlinear Partial Differential Equations

**Authors:**
Magdy G. Asaad

**Abstract:**

**Keywords:**
Bilinear operator,
G-BKP equation,
Integrable nonlinear PDEs,
Jimbo-Miwa equation,
Ma-Fan equation,
N-soliton solutions,
Pfaffian solutions.

##### 1977 Existence of Solution for Four-Point Boundary Value Problems of Second-Order Impulsive Differential Equations (III)

**Authors:**
Li Ge

**Abstract:**

**Keywords:**
impulsive differential equations,
impulsive integraldifferential equation,
boundary value problems

##### 1976 Flow and Heat Transfer over a Shrinking Sheet: A Stability Analysis

**Authors:**
Anuar Ishak

**Abstract:**

The characteristics of fluid flow and heat transfer over a permeable shrinking sheet is studied. The governing partial differential equations are transformed into a set of ordinary differential equations, which are then solved numerically using MATLAB routine boundary value problem solver bvp4c. Numerical results show that dual solutions are possible for a certain range of the suction parameter. A stability analysis is performed to determine which solution is linearly stable and physically realizable.

**Keywords:**
Dual solutions,
heat transfer,
shrinking sheet,
stability analysis.

##### 1975 Existence of Solution for Four-Point Boundary Value Problems of Second-Order Impulsive Differential Equations (I)

**Authors:**
Li Ge

**Abstract:**

**Keywords:**
impulsive differential equations,
impulsive integraldifferentialequation,
boundary value problems

##### 1974 Existence of Solution for Four-Point Boundary Value Problems of Second-Order Impulsive Differential Equations (II)

**Authors:**
Li Ge

**Abstract:**

**Keywords:**
impulsive differential equations,
impulsive integraldifferentialequation,
boundary value problems