THE QUASI-BOUNDARY VALUE METHOD FOR IDENTIFYING THE INITIAL VALUE OF THE SPACE-TIME FRACTIONAL DIFFUSION EQUATION

In this article,we consider to solve the inverse initial value problem for an inhomogeneous space-time fractional diffusion equation.This problem is ill-posed and the quasi-boundary value method is proposed to deal with this inverse problem and obtain the series expression of the regularized solution for the inverse initial value problem.We prove the error estimates between the regularization solution and the exact solution by using an a priori regularization parameter and an a posteriori regularization parameter choice rule.Some numerical results in one-dimensional case and two-dimensional case show that our method is efficient and stable.

A simultaneous space-time wavelet method for nonlinear initial boundary value problems

A high-precision and space-time fully decoupled numerical method is developed for a class of nonlinear initial boundary value problems. It is established based on a proposed Coiflet-based approximation scheme with an adjustable high order for the functions over a bounded interval, which allows the expansion coefficients to be explicitly expressed by the function values at a series of single points. When the solution method is used, the nonlinear initial boundary value problems are first spatially discretized into a series of nonlinear initial value problems by combining the proposed wavelet approximation and the conventional Galerkin method, and a novel high-order step-by-step time integrating approach is then developed for the resulting nonlinear initial value problems with the same function approximation scheme based on the wavelet theory. The solution method is shown to have the N th-order accuracy, as long as the Coiflet with [0, 3 N-1]compact support is adopted, where N can be any positive even number. Typical examples in mechanics are considered to justify the accuracy and efficiency of the method.

Laguerre-Gauss collocation method for initial value problems of second order ODEs

This paper proposes a new collocation method for initial value problems of second order ODEs based on the Laguerre-Gauss interpolation. It provides the global numerical solutions and possesses the spectral accuracy. Numerical results demonstrate its high efficiency.

Numerical Treatment of Initial Value Problems of Nonlinear Ordinary Differential Equations by Duan-Rach-Wazwaz Modified Adomian Decomposition Method

We employ the Duan-Rach-Wazwaz modified Adomian decomposition method for solving initial value problems for the systems of nonlinear ordinary differential equations numerically. In order to confirm practicality, robustness and reliability of the method, we compare the results from the modified Adomian decomposition method with those from the MATHEMATICA solutions and also from the fourth-order Runge Kutta method solutions in some cases. Furthermore, we apply Padé approximants technique to improve the solutions of the modified decomposition method whenever the exact solutions exist.

Homotopy Analysis Method for Solving Initial Value Problems of Second Order with Discontinuities

In this paper, the standard homotopy analysis method was applied to initial value problems of the second order with some types of discontinuities, for both linear and nonlinear cases. To show the high accuracy of the solution results compared with the exact solution, a comparison of the numerical results was made applying the standard homotopy analysis method with the iteration of the integral equation and the numerical solution with the Simpson rule. Also, the maximum absolute error, , the maximum relative error, the maximum residual error and the estimated order of convergence were given. The research is meaningful and I recommend it to be published in the journal.

Mean Square Numerical Methods for Initial Value Random Differential Equations

In this paper, the random Euler and random Runge-Kutta of the second order methods are used in solving random differential initial value problems of first order. The conditions of the mean square convergence of the numerical solutions are studied. The statistical properties of the numerical solutions are computed through numerical case studies.

A Comparative Study on Numerical Solutions of Initial Value Problems (IVP) for Ordinary Differential Equations (ODE) with Euler and Runge Kutta Methods

This paper mainly presents Euler method and fourth-order Runge Kutta Method (RK4) for solving initial value problems (IVP) for ordinary differential equations (ODE). The two proposed methods are quite efficient and practically well suited for solving these problems. In order to verify the ac-curacy, we compare numerical solutions with the exact solutions. The numerical solutions are in good agreement with the exact solutions. Numerical comparisons between Euler method and Runge Kutta method have been presented. Also we compare the performance and the computational effort of such methods. In order to achieve higher accuracy in the solution, the step size needs to be very small. Finally we investigate and compute the errors of the two proposed methods for different step sizes to examine superiority. Several numerical examples are given to demonstrate the reliability and efficiency.

Recent Modifications of Adomian Decomposition Method for Initial Value Problem in Ordinary Differential Equations

In this paper, some modifications of Adomian decomposition method are presented for solving initial value problems in ordinary differential equations. Also, the restarted and two-step methods are applied to the problem. The effectiveness of the each modified is verified by several examples.

Godunov＇s method for initial-boundary value problem of scalar conservation laws

This paper is concerned with Godunov＇s scheme for the initial-boundary value problem of scalar conservation laws. A kind of Godunov＇s scheme, which satisfies the boundary entropy condition, was given. By use of the scheme, numerical simulation for the weak entropy solution to the initial-boundary value problem of scalar conservation laws is conducted.

Numerical solutions of second order initial value problems of Bratu-type via optimal homotopy asymptotic method

We present the optimal homotopy asymptotic method (OHAM) to find the numerical solution of the second order initial value problems of Bratu-type. We solve some examples to illustrate the validity and efficiency of the method.

A Spectral Method in Time for Initial-Value Problems

A time-spectral method for solution of initial value partial differential equations is outlined. Multivariate Chebyshev series are used to represent all temporal, spatial and physical parameter domains in this generalized weighted residual method (GWRM). The approximate solutions obtained are thus analytical, finite order multivariate polynomials. The method avoids time step limitations. To determine the spectral coefficients, a system of algebraic equations is solved iteratively. A root solver, with excellent global convergence properties, has been developed. Accuracy and efficiency are controlled by the number of included Chebyshev modes and by use of temporal and spatial subdomains. As examples of advanced application, stability problems within ideal and resistive magnetohydrodynamics (MHD) are solved. To introduce the method, solutions to a stiff ordinary differential equation are demonstrated and discussed. Subsequently, the GWRM is applied to the Burger and forced wave equations. Comparisons with the explicit Lax-Wendroff and implicit Crank-Nicolson finite difference methods show that the method is accurate and efficient. Thus the method shows potential for advanced initial value problems in fluid mechanics and MHD.

THE INITIAL BOUNDARY VALUE PROBLEMS FOR A NONLINEAR INTEGRABLE EQUATION WITH 3×3 LAX PAIR ON THE FINITE INTERVAL

In this paper,we apply Fokas unified method to study the initial boundary value(IBV)problems for nonlinear integrable equation with 3×3 Lax pair on the finite interval[0,L].The solution can be expressed by the solution of a 3×3 Riemann-Hilbert(RH)problem.The relevant jump matrices are written in terms of matrix-value spectral functions s(k),S(k),S_(l)(k),which are determined by initial data at t=0,boundary values at x=0 and boundary values at x=L,respectively.What's more,since the eigenvalues of 3×3 coefficient matrix of k spectral parameter in Lax pair are three different values,search for the path of analytic functions in RH problem becomes a very interesting thing.

Numerical Treatment of Initial-Boundary Value Problems with Mixed Boundary Conditions

In this paper, we extend the reliable modification of the Adomian Decom-position Method coupled to the Lesnic’s approach to solve boundary value problems and initial boundary value problems with mixed boundary conditions for linear and nonlinear partial differential equations. The method is applied to different forms of heat and wave equations as illustrative examples to exhibit the effectiveness of the method. The method provides the solution in a rapidly convergent series with components that can be computed iteratively. The numerical results for the illustrative examples obtained show remarkable agreement with the exact solutions. We also provide some graphical representations for clear-cut comparisons between the solutions using Maple software.

Discretized Multisplitting AOR Waveform Relaxation Algorithms for Initial Value Problem of Systems of ODEs

The multisplitting algorithm for solving large systems of ordinary differential equations on parallel computers was introduced by Jeltsch and Pohl in [1]. On fixed time intervals conver gence results could be derived if the subsystems are solving exactly.Firstly,in theis paper,we deal with an extension of the waveform relaxation algorithm by us ing multisplittin AOR method based on an overlapping block decomposition. We restricted our selves to equidistant timepoints and dealed with the case that an implicit integration method was used to solve the subsystems numerically in parallel. Then we have proved convergence of multi splitting AOR waveform relaxation algorithm on a fixed window containing a finite number of timepoints.

Optimizing Time-Spectral Solution of Initial-Value Problems

Time-spectral solution of ordinary and partial differential equations is often regarded as an inefficient approach. The associated extension of the time domain, as compared to finite difference methods, is believed to result in uncomfortably many numerical operations and high memory requirements. It is shown in this work that performance is substantially enhanced by the introduction of algorithms for temporal and spatial subdomains in combination with sparse matrix methods. The accuracy and efficiency of the recently developed time spectral, generalized weighted residual method (GWRM) are compared to that of the explicit Lax-Wendroff and implicit Crank-Nicolson methods. Three initial-value PDEs are employed as model problems;the 1D Burger equation, a forced 1D wave equation and a coupled system of 14 linearized ideal magnetohydrodynamic (MHD) equations. It is found that the GWRM is more efficient than the time-stepping methods at high accuracies. The advantageous scalings Nt<sup style="margin-left:-6px;">1.0Ns<sup style="margin-left:-6px;">1.43 and Nt<sup style="margin-left:-6px;">0.0Ns<sup style="margin-left:-6px;">1.08 were obtained for CPU time and memory requirements, respectively, with Nt and Ns denoting the number of temporal and spatial subdomains. For time-averaged solution of the two-time-scales forced wave equation, GWRM performance exceeds that of the finite difference methods by an order of magnitude both in terms of CPU time and memory requirement. Favorable subdomain scaling is demonstrated for the MHD equations, indicating a potential for efficient solution of advanced initial-value problems in, for example, fluid mechanics and MHD.

Perturbation by Decomposition:A New Approach to Singular Initial Value Problems with Mamadu-Njoseh Polynomials as Basis Functions

This paper focuses on the application of Mamadu-Njoseh polynomials(MNPs)as basis functions for the solution of singular initial value problems in the second-order ordinary differential equations in a perturbation by decomposition approach.Here,the proposed method is an hybrid of the perturbation theory and decomposition method.In this approach,the approximate solution is slihtly perturbed with the MNPs to ensure absolute convergence.Nonlinear cases are first treated by decomposition.The method is,easy to execute with well-posed mathematical formulae.The existence and convergence of the method is also presented explicitly.Resulting numerical evidences show that the proposed method,in comparison with the Adomian Decomposition Method(ADM),Homotpy Pertubation Method and the exact solution is reliable,efficient and accuarate.

Time-Spectral Solution of Initial-Value Problems—Subdomain Approach

Temporal and spatial subdomain techniques are proposed for a time-spectral method for solution of initial-value problems. The spectral method, called the generalised weighted residual method (GWRM), is a generalisation of weighted residual methods to the time and parameter domains [1]. A semi-analytical Chebyshev polynomial ansatz is employed, and the problem reduces to determine the coefficients of the ansatz from linear or nonlinear algebraic systems of equations. In order to avoid large memory storage and computational cost, it is preferable to subdivide the temporal and spatial domains into subdomains. Methods and examples of this article demonstrate how this can be achieved.

A New Algorithm Based on Differential Transform Method for Solving Partial Differential Equation System with Initial and Boundary Conditions

In this paper, a new Fourier-differential transform method (FDTM) based on differential transformation method (DTM) is proposed. The method can effectively and quickly solve linear and nonlinear partial differential equations with initial boundary value (IBVP). According to boundary condition, the initial condition is expanded into a Fourier series. After that, the IBVP is transformed to an iterative relation in K-domain. The series solution or exact solution can be obtained. The rationality and practicability of the algorithm FDTM are verified by comparisons of the results obtained by FDTM and the existing analytical solutions.

LEGENDRE-GAUSS-RADAU SPECTRAL COLLOCATION METHOD FOR NONLINEAR SECOND-ORDER INITIAL VALUE PROBLEMS WITH APPLICATIONS TO WAVE EQUATIONS

We propose and analyze a single-interval Legendre-Gauss-Radau(LGR)spectral collocation method for nonlinear second-order initial value problems of ordinary differential equations.We design an efficient iterative algorithm and prove spectral convergence for the single-interval LGR collocation method.For more effective implementation,we propose a multi-interval LGR spectral collocation scheme,which provides us great flexibility with respect to the local time steps and local approximation degrees.Moreover,we combine the multi-interval LGR collocation method in time with the Legendre-Gauss-Lobatto collocation method in space to obtain a space-time spectral collocation approximation for nonlinear second-order evolution equations.Numerical results show that the proposed methods have high accuracy and excellent long-time stability.Numerical comparison between our methods and several commonly used methods are also provided.

Study of Stability Analysis for a Class of Fourth Order Boundary Value Problems

Fourth order differential equations are considered to develop the class of methods for the numerical solution of boundary value problems. In this paper, we have discussed the regions of absolute stability of fourth order boundary value problems. Methods proposed and derived in this paper are applied to solve a fourth-order boundary value problem. Numerical results are given to illustrate the efficiency of our methods and compared with exact solution.