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
The numerical analysis of heat transfer of laminar nanofluid flow over a fiat stretching sheet is presented. Two sets of boundary conditions (BCs) axe analyzed, i.e., a constant (Case 1) and a linear streamwise va...The numerical analysis of heat transfer of laminar nanofluid flow over a fiat stretching sheet is presented. Two sets of boundary conditions (BCs) axe analyzed, i.e., a constant (Case 1) and a linear streamwise variation of nanopaxticle volume fraction and wall temperature (Case 2). The governing equations and BCs axe reduced to a set of nonlinear ordinary differential equations (ODEs) and the corresponding BCs, respectively. The dependencies of solutions on Prandtl number Pr, Lewis number Le, Brownian motion number Nb, and thermophoresis number Nt are studied in detail. The results show that the reduced Nusselt number and the reduced Sherwood number increase for the BCs of Case 2 compared with Case 1. The increases of Nb, Nt, and Le numbers cause a decrease of the reduced Nusselt number, while the reduced Sherwood number increases with the increase of Nb and Le numbers. For low Prandtl numbers, an increase of Nt number can cause to decrease in the reduced Sherwood number, while it increases for high Prandtl numbers.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
An initial value problem was considered for a coupled differential system with multi-term Caputo type fractional derivatives. By means of nonlinear alternative of Leray-Schauder and Banach contraction principle,the ex...An initial value problem was considered for a coupled differential system with multi-term Caputo type fractional derivatives. By means of nonlinear alternative of Leray-Schauder and Banach contraction principle,the existence and uniqueness of solutions for the system were derived. Using a fractional predictorcorrector method, a numerical method was presented for the specified system. An example was given to illustrate the obtained results.展开更多
A variation of the direct Taylor expansion algorithm is suggested and applied to several linear and nonlinear differential equations of interest in physics and engineering, and the results are compared with those obta...A variation of the direct Taylor expansion algorithm is suggested and applied to several linear and nonlinear differential equations of interest in physics and engineering, and the results are compared with those obtained from other algorithms. It is shown that the suggested algorithm competes strongly with other existing algorithms, both in accuracy and ease of application, while demanding a shorter computation time.展开更多
In this paper the method of design of kinematical and dynamical equations of mechanical systems, applied to numerical ealization, is proposed. The corresponding difference equations, which are obtained, give a guarant...In this paper the method of design of kinematical and dynamical equations of mechanical systems, applied to numerical ealization, is proposed. The corresponding difference equations, which are obtained, give a guarantee of computations with a given precision. The equations of programmed constraints and those of constraint perturbations are defined. The stability of the programmed manifold for numerical solutions of the kinematical and dynamical equations is obtained by corresponding construction of the constraint perturbation equations. The dynamical equations of system with programmed constraints are set up in the form of Lagrange’s equations in generalized coordinates. Certain inverse problems of rigid body dynamics are examined.展开更多
In this paper, a new one-step explicit method of fourth order is derived. The new method is proved to be A-stable and L-stable, and it gives exact results when applied to the test equation y’=λy with Re(λ)【0, Also...In this paper, a new one-step explicit method of fourth order is derived. The new method is proved to be A-stable and L-stable, and it gives exact results when applied to the test equation y’=λy with Re(λ)【0, Also several numerical examples are included.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
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
A Java program in a GUI environment has been developed for the numerical solution of basic partial differential equations and applied to Au diffusion in Si affected by vacancies and self-interstitials. Text fields of ...A Java program in a GUI environment has been developed for the numerical solution of basic partial differential equations and applied to Au diffusion in Si affected by vacancies and self-interstitials. Text fields of selected parameters for the calculation are set on the display, and the calculation starts by checking the start button after putting values on the text fields. The calculated results are plotted immediately after the finish of the calculation as the concentration profiles of substitutional Au, interstitial Au, vacancies and self-interstitials, and their diffusion can be presented immediately, resulting in the identification of the diffusion mechanism. By changing the values of the text fields, new results can be represented immediately. The diffusion of Au in Si can be simulated correctly and easily by this program. Results from the program for one set of conditions are shown, including images produced on the display.展开更多
In this paper we consider a quasilinear second order ordinary diferential equation with a small parameter Firstly an approximate problem is constructed. Then an iterative procedure is developed. Finally we give an alg...In this paper we consider a quasilinear second order ordinary diferential equation with a small parameter Firstly an approximate problem is constructed. Then an iterative procedure is developed. Finally we give an algorithm whose accuracy is good for arbitrary e>0 .展开更多
This paper investigates nonlinear dynamical behaviors in transverse motion of an axially accelerating viscoelastic beam via the differential quadrature method. The governing equation, a nonlinear partial-differential ...This paper investigates nonlinear dynamical behaviors in transverse motion of an axially accelerating viscoelastic beam via the differential quadrature method. The governing equation, a nonlinear partial-differential equation, is derived from the viscoelastic constitution relation using the material derivative. The differential quadrature scheme is developed to solve numerically the governing equation. Based on the numerical solutions, the nonlinear dynamical behaviors are identified by use of the Poincare map and the phase portrait. The bifurcation diagrams are presented in the case that the mean axial speed and the amplitude of the speed fluctuation are respectively varied while other parameters are fixed. The Lyapunov exponent and the initial value sensitivity of the different points of the beam, calculated from the time series based on the numerical solutions, are used to indicate periodic motions or chaotic motions occurring in the transverse motion of the axially accelerating viscoelastic beam.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
A framework to obtain numerical solution of the fractional partial differential equation using Bernstein polynomials is presented. The main characteristic behind this approach is that a fractional order operational ma...A framework to obtain numerical solution of the fractional partial differential equation using Bernstein polynomials is presented. The main characteristic behind this approach is that a fractional order operational matrix of Bernstein polynomials is derived. With the operational matrix, the equation is transformed into the products of several dependent matrixes which can also be regarded as the system of linear equations after dispersing the variable. By solving the linear equations, the numerical solutions are acquired. Only a small number of Bernstein polynomials are needed to obtain a satisfactory result. Numerical examples are provided to show that the method is computationally efficient.展开更多
We investigate under what conditions transient simulation could be used to integrate backward in time so that the initial field could be recovered from later histories. In this paper we use realistic examples and find...We investigate under what conditions transient simulation could be used to integrate backward in time so that the initial field could be recovered from later histories. In this paper we use realistic examples and find that, in long histories, traces of the initial field would be present only in the exact analytical solutions. We conclude that the recovery of initial field is possible only if the equations could be solved analytically or only short time periods are involved. In practice, it is not possible to detect those traces by measurements or observations. If numerical procedures are used, truncation and discretization errors are always present. Fine-tuning of system parameters used or transforming time into another pseudo time frame may allow numerical integration to be carried out backward in time. But numerical instability is still a problem. Large spurious increases found by numerical procedures are most likely due to numerical inaccuracy and instability.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
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The numerical analysis of heat transfer of laminar nanofluid flow over a fiat stretching sheet is presented. Two sets of boundary conditions (BCs) axe analyzed, i.e., a constant (Case 1) and a linear streamwise variation of nanopaxticle volume fraction and wall temperature (Case 2). The governing equations and BCs axe reduced to a set of nonlinear ordinary differential equations (ODEs) and the corresponding BCs, respectively. The dependencies of solutions on Prandtl number Pr, Lewis number Le, Brownian motion number Nb, and thermophoresis number Nt are studied in detail. The results show that the reduced Nusselt number and the reduced Sherwood number increase for the BCs of Case 2 compared with Case 1. The increases of Nb, Nt, and Le numbers cause a decrease of the reduced Nusselt number, while the reduced Sherwood number increases with the increase of Nb and Le numbers. For low Prandtl numbers, an increase of Nt number can cause to decrease in the reduced Sherwood number, while it increases for high Prandtl numbers.
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.
基金National Natural Science Foundation of China(No.11371087)
文摘An initial value problem was considered for a coupled differential system with multi-term Caputo type fractional derivatives. By means of nonlinear alternative of Leray-Schauder and Banach contraction principle,the existence and uniqueness of solutions for the system were derived. Using a fractional predictorcorrector method, a numerical method was presented for the specified system. An example was given to illustrate the obtained results.
文摘A variation of the direct Taylor expansion algorithm is suggested and applied to several linear and nonlinear differential equations of interest in physics and engineering, and the results are compared with those obtained from other algorithms. It is shown that the suggested algorithm competes strongly with other existing algorithms, both in accuracy and ease of application, while demanding a shorter computation time.
基金Supported by Russian Fund of Fund amental Investigations(Pr.990101064)and Russian Minister of Educatin
文摘In this paper the method of design of kinematical and dynamical equations of mechanical systems, applied to numerical ealization, is proposed. The corresponding difference equations, which are obtained, give a guarantee of computations with a given precision. The equations of programmed constraints and those of constraint perturbations are defined. The stability of the programmed manifold for numerical solutions of the kinematical and dynamical equations is obtained by corresponding construction of the constraint perturbation equations. The dynamical equations of system with programmed constraints are set up in the form of Lagrange’s equations in generalized coordinates. Certain inverse problems of rigid body dynamics are examined.
文摘In this paper, a new one-step explicit method of fourth order is derived. The new method is proved to be A-stable and L-stable, and it gives exact results when applied to the test equation y’=λy with Re(λ)【0, Also several numerical examples are included.
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A Java program in a GUI environment has been developed for the numerical solution of basic partial differential equations and applied to Au diffusion in Si affected by vacancies and self-interstitials. Text fields of selected parameters for the calculation are set on the display, and the calculation starts by checking the start button after putting values on the text fields. The calculated results are plotted immediately after the finish of the calculation as the concentration profiles of substitutional Au, interstitial Au, vacancies and self-interstitials, and their diffusion can be presented immediately, resulting in the identification of the diffusion mechanism. By changing the values of the text fields, new results can be represented immediately. The diffusion of Au in Si can be simulated correctly and easily by this program. Results from the program for one set of conditions are shown, including images produced on the display.
文摘In this paper we consider a quasilinear second order ordinary diferential equation with a small parameter Firstly an approximate problem is constructed. Then an iterative procedure is developed. Finally we give an algorithm whose accuracy is good for arbitrary e>0 .
基金supported by the National Outstanding Young Scientists Fund of China(No.10725209)the National Natural Science Foundation of China(No.10672092)+1 种基金Shanghai Municipal Education Commission Scientific Research Project(No.07ZZ07)Shanghai Leading Academic Discipline Project(No.S30106)
文摘This paper investigates nonlinear dynamical behaviors in transverse motion of an axially accelerating viscoelastic beam via the differential quadrature method. The governing equation, a nonlinear partial-differential equation, is derived from the viscoelastic constitution relation using the material derivative. The differential quadrature scheme is developed to solve numerically the governing equation. Based on the numerical solutions, the nonlinear dynamical behaviors are identified by use of the Poincare map and the phase portrait. The bifurcation diagrams are presented in the case that the mean axial speed and the amplitude of the speed fluctuation are respectively varied while other parameters are fixed. The Lyapunov exponent and the initial value sensitivity of the different points of the beam, calculated from the time series based on the numerical solutions, are used to indicate periodic motions or chaotic motions occurring in the transverse motion of the axially accelerating viscoelastic beam.
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.
基金supported by the Natural Science Foundation of Hebei Province under Grant No.A2012203407
文摘A framework to obtain numerical solution of the fractional partial differential equation using Bernstein polynomials is presented. The main characteristic behind this approach is that a fractional order operational matrix of Bernstein polynomials is derived. With the operational matrix, the equation is transformed into the products of several dependent matrixes which can also be regarded as the system of linear equations after dispersing the variable. By solving the linear equations, the numerical solutions are acquired. Only a small number of Bernstein polynomials are needed to obtain a satisfactory result. Numerical examples are provided to show that the method is computationally efficient.
文摘We investigate under what conditions transient simulation could be used to integrate backward in time so that the initial field could be recovered from later histories. In this paper we use realistic examples and find that, in long histories, traces of the initial field would be present only in the exact analytical solutions. We conclude that the recovery of initial field is possible only if the equations could be solved analytically or only short time periods are involved. In practice, it is not possible to detect those traces by measurements or observations. If numerical procedures are used, truncation and discretization errors are always present. Fine-tuning of system parameters used or transforming time into another pseudo time frame may allow numerical integration to be carried out backward in time. But numerical instability is still a problem. Large spurious increases found by numerical procedures are most likely due to numerical inaccuracy and instability.
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.