Abstract: One of the major challenges faced in solving initial and boundary problems is how to find approximate solutions with minimal deviation from the exact solution without so much rigor and complications. The Taylor series method provides a simple way of obtaining an infinite series which converges to the exact solution for initial value problems and this method of solution is somewhat limited for a two point boundary problem since the infinite series has to be truncated to include the boundary conditions. In this paper, the Ying Buzu Shu algorithm is used to solve a two point boundary nonlinear diffusion problem for the fourth and sixth order solution and compare their relative error and rate of convergence to the exact solution.
Abstract: In this work, a five step continuous method for the solution of third order ordinary differential equations was developed in block form using collocation and interpolation techniques of the shifted Legendre polynomial basis function. The method was found to be zero-stable, consistent and convergent. The application of the method in solving third order initial value problem of ordinary differential equations revealed that the method compared favorably with existing methods.
Abstract: A numerical technique in a boundary-fitted curvilinear grid model is developed to simulate the extent of inland inundation along the coastal belts of Peninsular Malaysia and Southern Thailand due to 2004 Indian ocean tsunami. Tsunami propagation and run-up are also studied in this paper. The vertically integrated shallow water equations are solved by using the method of lines (MOL). For this purpose the boundary-fitted grids are generated along the coastal and island boundaries and the other open boundaries of the model domain. A transformation is used to the governing equations so that the transformed physical domain is converted into a rectangular one. The MOL technique is applied to the transformed shallow water equations and the boundary conditions so that the equations are converted into ordinary differential equations initial value problem. Finally the 4th order Runge-Kutta method is used to solve these ordinary differential equations. The moving boundary technique is applied instead of fixed sea side wall or fixed coastal boundary to ensure the movement of the coastal boundary. The extent of intrusion of water and associated tsunami propagation are simulated for the 2004 Indian Ocean tsunami along the west coast of Peninsular Malaysia and southern Thailand. The simulated results are compared with the results obtained from a finite difference model and the data available in the USGS website. All simulations show better approximation than earlier research and also show excellent agreement with the observed data.
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.
Abstract: In this paper, we introduce a generalized Chebyshev
collocation method (GCCM) based on the generalized Chebyshev
polynomials for solving stiff systems. For employing a technique
of the embedded Runge-Kutta method used in explicit schemes, the
property of the generalized Chebyshev polynomials is used, in which
the nodes for the higher degree polynomial are overlapped with those
for the lower degree polynomial. The constructed algorithm controls
both the error and the time step size simultaneously and further
the errors at each integration step are embedded in the algorithm
itself, which provides the efficiency of the computational cost. For
the assessment of the effectiveness, numerical results obtained by the
proposed method and the Radau IIA are presented and compared.
Abstract: In this paper, we introduce a method for improving
the embedded Runge-Kutta-Fehlberg4(5) method. At each integration
step, the proposed method is comprised of two equations for the
solution and the error, respectively. These solution and error are
obtained by solving an initial value problem whose solution has the
information of the error at each integration step. The constructed algorithm
controls both the error and the time step size simultaneously and
possesses a good performance in the computational cost compared to
the original method. For the assessment of the effectiveness, EULR
problem is numerically solved.
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.
Abstract: A novel method based on Genetic Algorithm to solve the boundary value problems (BVPs) of the Falkner–Skan equation over a semi-infinite interval has been presented. In our approach, we use the free boundary formulation to truncate the semi-infinite interval into a finite one. Then we use the shooting method based on Genetic Algorithm to transform the BVP into initial value problems (IVPs). Genetic Algorithm is used to calculate shooting angle. The initial value problems arisen during shooting are computed by Runge-Kutta Fehlberg method. The numerical solutions obtained by the present method are in agreement with those obtained by previous authors.
Abstract: This paper examines the development of one step, five hybrid point method for the solution of first order initial value problems. We adopted the method of collocation and interpolation of power series approximate solution to generate a continuous linear multistep method. The continuous linear multistep method was evaluated at selected grid points to give the discrete linear multistep method. The method was implemented using a constant order predictor of order seven over an overlapping interval. The basic properties of the derived corrector was investigated and found to be zero stable, consistent and convergent. The region of absolute stability was also investigated. The method was tested on some numerical experiments and found to compete favorably with the existing methods.
Abstract: In this paper, by establishing a new comparison result, we investigate the existence of positive solutions for initial value problems of nonlinear systems of second order integro-differential equations in Banach space.We improve and generalize some results (see[5,6]), and the results is new even in finite dimensional spaces.
Abstract: Taking into account that many problems of natural
sciences and engineering are reduced to solving initial-value problem
for ordinary differential equations, beginning from Newton, the
scientists investigate approximate solution of ordinary differential
equations. There are papers of different authors devoted to the
solution of initial value problem for ODE. The Euler-s known
method that was developed under the guidance of the famous
scientists Adams, Runge and Kutta is the most popular one among
these methods.
Recently the scientists began to construct the methods preserving
some properties of Adams and Runge-Kutta methods and called them
hybrid methods. The constructions of such methods are investigated
from the middle of the XX century. Here we investigate one
generalization of multistep and hybrid methods and on their base we
construct specific methods of accuracy order p = 5 and p = 6 for
k = 1 ( k is the order of the difference method).
Abstract: An evolutionary computing technique for solving initial value problems in Ordinary Differential Equations is proposed in this paper. Neural network is used as a universal approximator while the adaptive parameters of neural networks are optimized by genetic algorithm. The solution is achieved on the continuous grid of time instead of discrete as in other numerical techniques. The comparison is carried out with classical numerical techniques and the solution is found with a uniform accuracy of MSE ≈ 10-9 .
Abstract: The RK5GL3 method is a numerical method for solving
initial value problems in ordinary differential equations, and is based
on a combination of a fifth-order Runge-Kutta method and 3-point
Gauss-Legendre quadrature. In this paper we describe the propagation
of local errors in this method, and show that the global order of
RK5GL3 is expected to be six, one better than the underlying Runge-
Kutta method.
Abstract: Solution of some practical problems is reduced to the
solution of the integro-differential equations. But for the numerical
solution of such equations basically quadrature methods or its
combination with multistep or one-step methods are used. The
quadrature methods basically is applied to calculation of the integral
participating in right hand side of integro-differential equations. As
this integral is of Volterra type, it is obvious that at replacement with
its integrated sum the upper limit of the sum depends on a current
point in which values of the integral are defined. Thus we receive the
integrated sum with variable boundary, to work with is hardly.
Therefore multistep method with the constant coefficients, which is
free from noted lack and gives the way for finding it-s coefficients is
present.
Abstract: In this paper a new embedded Singly Diagonally
Implicit Runge-Kutta Nystrom fourth order in fifth order method for
solving special second order initial value problems is derived. A
standard set of test problems are tested upon and comparisons on the
numerical results are made when the same set of test problems are
reduced to first order systems and solved using the existing
embedded diagonally implicit Runge-Kutta method. The results
suggests the superiority of the new method.
Abstract: The RK1GL2X3 method is a numerical method for solving initial value problems in ordinary differential equations, and is based on the RK1GL2 method which, in turn, is a particular case of the general RKrGLm method. The RK1GL2X3 method is a fourth-order method, even though its underlying Runge-Kutta method RK1 is the first-order Euler method, and hence, RK1GL2X3 is considerably more efficient than RK1. This enhancement is achieved through an implementation involving triple-nested two-point Gauss- Legendre quadrature.
Abstract: The RK5GL3 method is a numerical method for solving
initial value problems in ordinary differential equations, and is
based on a combination of a fifth-order Runge-Kutta method and
3-point Gauss-Legendre quadrature. In this paper we describe an
effective local error control algorithm for RK5GL3, which uses local
extrapolation with an eighth-order Runge-Kutta method in tandem
with RK5GL3, and a Hermite interpolating polynomial for solution
estimation at the Gauss-Legendre quadrature nodes.
Abstract: In this paper zero-dissipative explicit Runge-Kutta
method is derived for solving second-order ordinary differential
equations with periodical solutions. The phase-lag and dissipation
properties for Runge-Kutta (RK) method are also discussed. The new
method has algebraic order three with dissipation of order infinity.
The numerical results for the new method are compared with existing
method when solving the second-order differential equations with
periodic solutions using constant step size.
Abstract: In present work are considered the scheme of
evaluation the transition probability in quantum system. It is based on
path integral representation of transition probability amplitude and its
evaluation by means of a saddle point method, applied to the part of
integration variables. The whole integration process is reduced to
initial value problem solutions of Hamilton equations with a random
initial phase point. The scheme is related to the semiclassical initial
value representation approaches using great number of trajectories. In
contrast to them from total set of generated phase paths only one path
for each initial coordinate value is selected in Monte Karlo process.
Abstract: The optimal control problem of a linear distributed
parameter system is studied via shifted Legendre polynomials (SLPs)
in this paper. The partial differential equation, representing the
linear distributed parameter system, is decomposed into an n - set
of ordinary differential equations, the optimal control problem is
transformed into a two-point boundary value problem, and the twopoint
boundary value problem is reduced to an initial value problem
by using SLPs. A recursive algorithm for evaluating optimal control
input and output trajectory is developed. The proposed algorithm is
computationally simple. An illustrative example is given to show the
simplicity of the proposed approach.