To solve the first-order differential equation derived from the problem of a free-falling object and the problem arising from Newton’s law of cooling, the study compares the numerical solutions obtained from Picard’...To solve the first-order differential equation derived from the problem of a free-falling object and the problem arising from Newton’s law of cooling, the study compares the numerical solutions obtained from Picard’s and Taylor’s series methods. We have carried out a descriptive analysis using the MATLAB software. Picard’s and Taylor’s techniques for deriving numerical solutions are both strong mathematical instruments that behave similarly. All first-order differential equations in standard form that have a constant function on the right-hand side share this similarity. As a result, we can conclude that Taylor’s approach is simpler to use, more effective, and more accurate. We will contrast Rung Kutta and Taylor’s methods in more detail in the following section.展开更多
This paper deals with the numerical solution of initial value problems for systems of differential equations with two delay terms. We investigate the stability of adaptations of the θ-methods in the numerical solutio...This paper deals with the numerical solution of initial value problems for systems of differential equations with two delay terms. We investigate the stability of adaptations of the θ-methods in the numerical solution of test equations u'(t) = a 11 u(t) + a12v(t) + b11 u(t - τ1) + b12v(t-τ2,v'(t) = a21 u(t) + a22 v(t) + b21 u(t -τ1,) + b22 v(t -τ2), t>0,with initial conditionsu(t)=u0(t),v(t) =v0(t), t≤0.where aij, bij∈C, τj >0, i,j = 1,2,, and u0(t), v0(t)are continuous and complex valued. Sufficient conditions for the asymptotic stability of test equation are derived. Furthermore, with respect to an appropriate definition of stability for the numerical method, it is proved that the linear θ-method is stable if and only if 1/2≤θ≤1 and the one-leg θ-method is stable if and only if θ= 1.展开更多
This paper investigates some known difference schemes for the numerical solution to parabolic differential equation with derivative boundary conditions by the fictitious domain method.The stability and convergence in...This paper investigates some known difference schemes for the numerical solution to parabolic differential equation with derivative boundary conditions by the fictitious domain method.The stability and convergence in L ∞ are proven.展开更多
This paper deals with the numerical solution of initial value problems for pantograph differential equations with variable delays. We investigate the stability of one leg θ-methods in the numerical solution of these ...This paper deals with the numerical solution of initial value problems for pantograph differential equations with variable delays. We investigate the stability of one leg θ-methods in the numerical solution of these problems. Sufficient conditions for the asymptotic stability of θ-methods are given by Fourier analysis and Ergodic theory.展开更多
In this work, a conceptual numerical solution of the two-dimensional wave partial differential equation (PDE) is developed by coupling the Complex Variable Boundary Element Method (CVBEM) and a generalized Fourier ser...In this work, a conceptual numerical solution of the two-dimensional wave partial differential equation (PDE) is developed by coupling the Complex Variable Boundary Element Method (CVBEM) and a generalized Fourier series. The technique described in this work is suitable for modeling initial-boundary value problems governed by the wave equation on a rectangular domain with Dirichlet boundary conditions and an initial condition that is equal on the boundary to the boundary conditions. The new numerical scheme is based on the standard approach of decomposing the global initial-boundary value problem into a steady-state component and a time-dependent component. The steady-state component is governed by the Laplace PDE and is modeled with the CVBEM. The time-dependent component is governed by the wave PDE and is modeled using a generalized Fourier series. The approximate global solution is the sum of the CVBEM and generalized Fourier series approximations. The boundary conditions of the steady-state component are specified as the boundary conditions from the global BVP. The boundary conditions of the time-dependent component are specified to be identically zero. The initial condition of the time-dependent component is calculated as the difference between the global initial condition and the CVBEM approximation of the steady-state solution. Additionally, the generalized Fourier series approximation of the time-dependent component is fitted so as to approximately satisfy the derivative of the initial condition. It is shown that the strong formulation of the wave PDE is satisfied by the superposed approximate solutions of the time-dependent and steady-state components.展开更多
A number of phenomena and processes in geosciences can be summarized by second order partial differential equations. The major numerical methods for their solution include the classical finite difference method and th...A number of phenomena and processes in geosciences can be summarized by second order partial differential equations. The major numerical methods for their solution include the classical finite difference method and the finite element method newly developed in the last two or three decades. Since 1977 the author has proved that for the Laplace and Poisson equations, these two methods are identical and are different only in the process of formulation. For transient problems, such as heat conduction in the earth and the groundwater and oil-gas unsteady flow in porous media, there are some differences in resulting linear algebraic euqations. In general, two methods give similar results, but when the time step is decreased to some extent, the resulting algebraic equation will be consistent with the anti-heat conduction equation rather than the original heat conduction equation. This is the reason why unrealistic potentials are produced by the finite element method. Such a problem can be overcome by using the lumped mass procedure, but it makes the two methods identical again.To improve the traditional finite difference method, it is quite desirable to introduce the common practice of the finite element method to define the parameters in elements rather than on nodes.展开更多
In this paper, the method proposed recently by the author for the solution of probability density function (PDF) of nonlinear stochastic systems is presented in detail and extended for more general problems of stochas...In this paper, the method proposed recently by the author for the solution of probability density function (PDF) of nonlinear stochastic systems is presented in detail and extended for more general problems of stochastic differential equations (SDE), therefore the Fokker Planck Kolmogorov (FPK) equation is expressed in general form with no limitation on the degree of nonlinearity of the SDE, the type of δ correlated excitations, the existence of multiplicative excitations, and the dimension of SDE or FPK equation. Examples are given and numerical results are provided for comparing with known exact solution to show the effectiveness of the method.展开更多
In this paper, T-stability of the Euler-Maruyama method is taken into account for linear stochastic delay differential equations with multiplicative noise and constant time lag in the Under a certain condition for coe...In this paper, T-stability of the Euler-Maruyama method is taken into account for linear stochastic delay differential equations with multiplicative noise and constant time lag in the Under a certain condition for coefficients, T-stability of the numerical scheme is researched. Moreover, some numerical examples will be presented to support the theoretical results.展开更多
This paper is aimed at solving the nonlinear time-fractional partial differential equation with two small parameters arising from option pricing model in financial economics.The traditional reproducing kernel(RK)metho...This paper is aimed at solving the nonlinear time-fractional partial differential equation with two small parameters arising from option pricing model in financial economics.The traditional reproducing kernel(RK)method which deals with this problem is very troublesome.This paper proposes a new method by adaptive multi-step piecewise interpolation reproducing kernel(AMPIRK)method for the first time.This method has three obvious advantages which are as follows.Firstly,the piecewise number is reduced.Secondly,the calculation accuracy is improved.Finally,the waste time caused by too many fragments is avoided.Then four numerical examples show that this new method has a higher precision and it is a more timesaving numerical method than the others.The research in this paper provides a powerful mathematical tool for solving time-fractional option pricing model which will play an important role in financial economics.展开更多
Higher-order numeric solutions for nonlinear differential equations based on the Rach-Adomian-Meyers modified decomposition method are designed in this work. The presented one-step numeric algorithm has a high efficie...Higher-order numeric solutions for nonlinear differential equations based on the Rach-Adomian-Meyers modified decomposition method are designed in this work. The presented one-step numeric algorithm has a high efficiency due to the new, efficient algorithms of the Adomian polynomials, and it enables us to easily generate a higher-order numeric scheme such as a 10th-order scheme, while for the Runge-Kutta method, there is no general procedure to generate higher-order numeric solutions. Finally, the method is demonstrated by using the Duffing equation and the pendulum equation.展开更多
It is well-known that using the traditional reproducing kernel method(TRKM) for solving the fractional partial differential equation(FPDE) is very intractable. In this study, the adaptive single piecewise interpolatio...It is well-known that using the traditional reproducing kernel method(TRKM) for solving the fractional partial differential equation(FPDE) is very intractable. In this study, the adaptive single piecewise interpolation reproducing kernel method(ASPIRKM) is determined to solve the FPDE. This improved method not only improves the calculation accuracy, but also reduces the waste of time. Two numerical examples show that the ASPIRKM is a more time-saving numerical method than the TRKM.展开更多
This paper deals with the stability analysis of numerical methods for the solution of delay differential equations. We focus on the behaviour of three θ-methodsin the solution of the linear test equation u'(t)-A(...This paper deals with the stability analysis of numerical methods for the solution of delay differential equations. We focus on the behaviour of three θ-methodsin the solution of the linear test equation u'(t)-A(t)u(t)+B(t)u( (t)) with (t)and A(t),B(t) continuous matrix functions. The stability regions for the threeθ-methods are determined.展开更多
文摘To solve the first-order differential equation derived from the problem of a free-falling object and the problem arising from Newton’s law of cooling, the study compares the numerical solutions obtained from Picard’s and Taylor’s series methods. We have carried out a descriptive analysis using the MATLAB software. Picard’s and Taylor’s techniques for deriving numerical solutions are both strong mathematical instruments that behave similarly. All first-order differential equations in standard form that have a constant function on the right-hand side share this similarity. As a result, we can conclude that Taylor’s approach is simpler to use, more effective, and more accurate. We will contrast Rung Kutta and Taylor’s methods in more detail in the following section.
文摘This paper deals with the numerical solution of initial value problems for systems of differential equations with two delay terms. We investigate the stability of adaptations of the θ-methods in the numerical solution of test equations u'(t) = a 11 u(t) + a12v(t) + b11 u(t - τ1) + b12v(t-τ2,v'(t) = a21 u(t) + a22 v(t) + b21 u(t -τ1,) + b22 v(t -τ2), t>0,with initial conditionsu(t)=u0(t),v(t) =v0(t), t≤0.where aij, bij∈C, τj >0, i,j = 1,2,, and u0(t), v0(t)are continuous and complex valued. Sufficient conditions for the asymptotic stability of test equation are derived. Furthermore, with respect to an appropriate definition of stability for the numerical method, it is proved that the linear θ-method is stable if and only if 1/2≤θ≤1 and the one-leg θ-method is stable if and only if θ= 1.
文摘This paper investigates some known difference schemes for the numerical solution to parabolic differential equation with derivative boundary conditions by the fictitious domain method.The stability and convergence in L ∞ are proven.
文摘This paper deals with the numerical solution of initial value problems for pantograph differential equations with variable delays. We investigate the stability of one leg θ-methods in the numerical solution of these problems. Sufficient conditions for the asymptotic stability of θ-methods are given by Fourier analysis and Ergodic theory.
文摘In this work, a conceptual numerical solution of the two-dimensional wave partial differential equation (PDE) is developed by coupling the Complex Variable Boundary Element Method (CVBEM) and a generalized Fourier series. The technique described in this work is suitable for modeling initial-boundary value problems governed by the wave equation on a rectangular domain with Dirichlet boundary conditions and an initial condition that is equal on the boundary to the boundary conditions. The new numerical scheme is based on the standard approach of decomposing the global initial-boundary value problem into a steady-state component and a time-dependent component. The steady-state component is governed by the Laplace PDE and is modeled with the CVBEM. The time-dependent component is governed by the wave PDE and is modeled using a generalized Fourier series. The approximate global solution is the sum of the CVBEM and generalized Fourier series approximations. The boundary conditions of the steady-state component are specified as the boundary conditions from the global BVP. The boundary conditions of the time-dependent component are specified to be identically zero. The initial condition of the time-dependent component is calculated as the difference between the global initial condition and the CVBEM approximation of the steady-state solution. Additionally, the generalized Fourier series approximation of the time-dependent component is fitted so as to approximately satisfy the derivative of the initial condition. It is shown that the strong formulation of the wave PDE is satisfied by the superposed approximate solutions of the time-dependent and steady-state components.
文摘A number of phenomena and processes in geosciences can be summarized by second order partial differential equations. The major numerical methods for their solution include the classical finite difference method and the finite element method newly developed in the last two or three decades. Since 1977 the author has proved that for the Laplace and Poisson equations, these two methods are identical and are different only in the process of formulation. For transient problems, such as heat conduction in the earth and the groundwater and oil-gas unsteady flow in porous media, there are some differences in resulting linear algebraic euqations. In general, two methods give similar results, but when the time step is decreased to some extent, the resulting algebraic equation will be consistent with the anti-heat conduction equation rather than the original heat conduction equation. This is the reason why unrealistic potentials are produced by the finite element method. Such a problem can be overcome by using the lumped mass procedure, but it makes the two methods identical again.To improve the traditional finite difference method, it is quite desirable to introduce the common practice of the finite element method to define the parameters in elements rather than on nodes.
文摘In this paper, the method proposed recently by the author for the solution of probability density function (PDF) of nonlinear stochastic systems is presented in detail and extended for more general problems of stochastic differential equations (SDE), therefore the Fokker Planck Kolmogorov (FPK) equation is expressed in general form with no limitation on the degree of nonlinearity of the SDE, the type of δ correlated excitations, the existence of multiplicative excitations, and the dimension of SDE or FPK equation. Examples are given and numerical results are provided for comparing with known exact solution to show the effectiveness of the method.
基金Supported by the National Natural Science Foundation of China(51008084)the Natural Science Foundation of Guangdong Province(9451009001002753)
文摘In this paper, T-stability of the Euler-Maruyama method is taken into account for linear stochastic delay differential equations with multiplicative noise and constant time lag in the Under a certain condition for coefficients, T-stability of the numerical scheme is researched. Moreover, some numerical examples will be presented to support the theoretical results.
基金the National Natural Science Foundation of China(Grant Nos.71961022,11902163,12265020,and 12262024)the Natural Science Foundation of Inner Mongolia Autonomous Region of China(Grant Nos.2019BS01011 and 2022MS01003)+5 种基金2022 Inner Mongolia Autonomous Region Grassland Talents Project-Young Innovative and Entrepreneurial Talents(Mingjing Du)2022 Talent Development Foundation of Inner Mongolia Autonomous Region of China(Ming-Jing Du)the Young Talents of Science and Technology in Universities of Inner Mongolia Autonomous Region Program(Grant No.NJYT-20-B18)the Key Project of High-quality Economic Development Research Base of Yellow River Basin in 2022(Grant No.21HZD03)2022 Inner Mongolia Autonomous Region International Science and Technology Cooperation High-end Foreign Experts Introduction Project(Ge Kai)MOE(Ministry of Education in China)Humanities and Social Sciences Foundation(Grants No.20YJC860005).
文摘This paper is aimed at solving the nonlinear time-fractional partial differential equation with two small parameters arising from option pricing model in financial economics.The traditional reproducing kernel(RK)method which deals with this problem is very troublesome.This paper proposes a new method by adaptive multi-step piecewise interpolation reproducing kernel(AMPIRK)method for the first time.This method has three obvious advantages which are as follows.Firstly,the piecewise number is reduced.Secondly,the calculation accuracy is improved.Finally,the waste time caused by too many fragments is avoided.Then four numerical examples show that this new method has a higher precision and it is a more timesaving numerical method than the others.The research in this paper provides a powerful mathematical tool for solving time-fractional option pricing model which will play an important role in financial economics.
文摘Higher-order numeric solutions for nonlinear differential equations based on the Rach-Adomian-Meyers modified decomposition method are designed in this work. The presented one-step numeric algorithm has a high efficiency due to the new, efficient algorithms of the Adomian polynomials, and it enables us to easily generate a higher-order numeric scheme such as a 10th-order scheme, while for the Runge-Kutta method, there is no general procedure to generate higher-order numeric solutions. Finally, the method is demonstrated by using the Duffing equation and the pendulum equation.
基金Natural Science Foundation of Inner Mongolia Autonomous Region of China (No.2019BS01011)Program for Young Talents of Science and Technology in Universities of Inner Mongolia Autonomous Region,China (No.NJYT-20-B18)2022 Talent Development Foundation of Inner Mongolia Autonomous Region,China。
文摘It is well-known that using the traditional reproducing kernel method(TRKM) for solving the fractional partial differential equation(FPDE) is very intractable. In this study, the adaptive single piecewise interpolation reproducing kernel method(ASPIRKM) is determined to solve the FPDE. This improved method not only improves the calculation accuracy, but also reduces the waste of time. Two numerical examples show that the ASPIRKM is a more time-saving numerical method than the TRKM.
文摘This paper deals with the stability analysis of numerical methods for the solution of delay differential equations. We focus on the behaviour of three θ-methodsin the solution of the linear test equation u'(t)-A(t)u(t)+B(t)u( (t)) with (t)and A(t),B(t) continuous matrix functions. The stability regions for the threeθ-methods are determined.
