An entirely new framework is established for developing various single- and multi-step formulations for the numerical integration of ordinary differential equations. Besides polynomials, unconventional base-functions ...An entirely new framework is established for developing various single- and multi-step formulations for the numerical integration of ordinary differential equations. Besides polynomials, unconventional base-functions with trigonometric and exponential terms satisfying different conditions are employed to generate a number of formulations. Performances of the new schemes are tested against well-known numerical integrators for selected test cases with quite satisfactory results. Convergence and stability issues of the new formulations are not addressed as the treatment of these aspects requires a separate work. The general approach introduced herein opens a wide vista for producing virtually unlimited number of formulations.展开更多
An idea of relaxing the effect of delay when computing the Runge-Kutta stages in the current step and a class of two-step continuity Runge-Kutta methods （TSCRK） is presented. Their construction, their order conditio...An idea of relaxing the effect of delay when computing the Runge-Kutta stages in the current step and a class of two-step continuity Runge-Kutta methods （TSCRK） is presented. Their construction, their order conditions and their convergence are studied. The two-step continuity Runge-Kutta methods possess good numerical stability properties and higher stage-order, and keep the explicit process of computing the Runge-Kutta stages. The numerical experiments show that the TSCRK methods are efficient.展开更多
The computational uncertainty principle states that the numerical computation of nonlinear ordinary differential equations（ODEs） should use appropriately sized time steps to obtain reliable solutions.However,the int...The computational uncertainty principle states that the numerical computation of nonlinear ordinary differential equations（ODEs） should use appropriately sized time steps to obtain reliable solutions.However,the interval of effective step size（IES） has not been thoroughly explored theoretically.In this paper,by using a general estimation for the total error of the numerical solutions of ODEs,a method is proposed for determining an approximate IES by translating the functions for truncation and rounding errors.It also illustrates this process with an example.Moreover,the relationship between the IES and its approximation is found,and the relative error of the approximation with respect to the IES is given.In addition,variation in the IES with increasing integration time is studied,which can provide an explanation for the observed numerical results.The findings contribute to computational step-size choice for reliable numerical solutions.展开更多
A backward differentiation formula (BDF) has been shown to be an effective way to solve a system of ordinary differential equations (ODEs) that have some degree of stiffness. However, sometimes, due to high-frequency ...A backward differentiation formula (BDF) has been shown to be an effective way to solve a system of ordinary differential equations (ODEs) that have some degree of stiffness. However, sometimes, due to high-frequency variations in the external time series of boundary conditions, a small time-step is required to solve the ODE system throughout the entire simulation period, which can lead to a high computational cost, slower response, and need for more memory resources. One possible strategy to overcome this problem is to dynamically adjust the time-step with respect to the system’s stiffness. Therefore, small time-steps can be applied when needed, and larger time-steps can be used when allowable. This paper presents a new algorithm for adjusting the dynamic time-step based on a BDF discretization method. The parameters used to dynamically adjust the size of the time-step can be optimally specified to result in a minimum computation time and reasonable accuracy for a particular case of ODEs. The proposed algorithm was applied to solve the system of ODEs obtained from an activated sludge model (ASM) for biological wastewater treatment processes. The algorithm was tested for various solver parameters, and the optimum set of three adjustable parameters that represented minimum computation time was identified. In addition, the accuracy of the algorithm was evaluated for various sets of solver parameters.展开更多
The Adomian decomposition method (ADM) can be used to solve a wide range of problems and usually gets the solution in a series form. In this paper, we propose two-step Adomian Decomposition Method (TSAM) for nonlinear...The Adomian decomposition method (ADM) can be used to solve a wide range of problems and usually gets the solution in a series form. In this paper, we propose two-step Adomian Decomposition Method (TSAM) for nonlinear integro-differential equations that will facilitate the calculations. In this modification, compared to the standard Adomian decomposition method, the size of calculations was reduced. This modification also avoids computing Adomian polynomials. Numerical results are given to show the efficiency and performance of this method.展开更多
It is generally known that the solutions of deterministic and stochastic differential equations （SDEs） usually grow linearly at such a rate that they may become unbounded after a small lapse of time and may eventual...It is generally known that the solutions of deterministic and stochastic differential equations （SDEs） usually grow linearly at such a rate that they may become unbounded after a small lapse of time and may eventually blow up or explode in finite time. If the drift and diffusion functions are globally Lipschitz, linear growth may still be experienced, as well as a possible blow-up of solutions in finite time. In this paper, a nonlinear scalar delay differential equation with a constant time lag is perturbed by a multiplicative Ito-type time - space white noise to form a stochastic Fokker-Planck delay differential equation. It is established that no explosion is possible in the presence of any intrinsically slow time - space white noise of Ito - type as manifested in the resulting stochastic Fokker- Planck delay differential equation. Time - space white noise has a role to play since the solution of the classical nonlinear equation without it still exhibits explosion.展开更多
An L-stable block method based on hybrid second derivative algorithm (BHSDA) is provided by a continuous second derivative method that is defined for all values of the independent variable and applied to parabolic par...An L-stable block method based on hybrid second derivative algorithm (BHSDA) is provided by a continuous second derivative method that is defined for all values of the independent variable and applied to parabolic partial differential equations (PDEs). The use of the BHSDA to solve PDEs is facilitated by the method of lines which involves making an approximation to the space derivatives, and hence reducing the problem to that of solving a time-dependent system of first order initial value ordinary differential equations. The stability properties of the method is examined and some numerical results presented.展开更多
This paper concentrates on the differential transform method (DTM) to solve some delay differential equations (DDEs). Based on the method of steps for DDEs and using the computer algebra system Mathematica, we success...This paper concentrates on the differential transform method (DTM) to solve some delay differential equations (DDEs). Based on the method of steps for DDEs and using the computer algebra system Mathematica, we successfully apply DTM to find the analytic solution to some DDEs, including a neural delay differential equation. The results confirm the feasibility and efficiency of DTM.展开更多
In this paper, a split-step 0 （SST） method is introduced and used to solve the non- linear neutral stochastic differential delay equations with Poisson jumps （NSDDEwPJ）. The mean square asymptotic stability of the...In this paper, a split-step 0 （SST） method is introduced and used to solve the non- linear neutral stochastic differential delay equations with Poisson jumps （NSDDEwPJ）. The mean square asymptotic stability of the SST method for nonlinear neutral stochastic differential equations with Poisson jumps is studied. It is proved that under the one-sided Lipschitz condition and the linear growth condition, the SST method with ∈ E （0, 2 -√2） is asymptotically mean square stable for all positive step sizes, and the SST method with ∈ E （2 -√2, 1） is asymptotically mean square stable for some step sizes. It is also proved in this paper that the SST method possesses a bounded absorbing set which is independent of initial data, and the mean square dissipativity of this method is also proved.展开更多
Fractional calculus and special functions have contributed a lot to mathematical physics and its various branches. The great use of mathematical physics in distinguished astrophysical problems has attracted astronomer...Fractional calculus and special functions have contributed a lot to mathematical physics and its various branches. The great use of mathematical physics in distinguished astrophysical problems has attracted astronomers and physicists to pay more attention to available mathematical tools that can be widely used in solving several problems of astrophysics/physics. In view of the great importance and usefulness of kinetic equations in certain astrophysical problems, the authors derive a generalized fractional kinetic equation involving the Lorenzo-Hartley function, a generalized function for fractional calculus. The fractional kinetic equation discussed here can be used to investigate a wide class of known （and possibly also new） fractional kinetic equations, hitherto scattered in the literature. A compact and easily computable solution is established in terms of the Lorenzo-Hartley function. Special cases, involving the generalized Mittag-Leffler function and the R-function, are considered. The obtained results imply the known results more precisely.展开更多
In this paper, a class of two-step continuity Runge-Kutta（TSCRK） methods for solving singular delay differential equations（DDEs） is presented. Analysis of numerical stability of this methods is given. We consider ...In this paper, a class of two-step continuity Runge-Kutta（TSCRK） methods for solving singular delay differential equations（DDEs） is presented. Analysis of numerical stability of this methods is given. We consider the two distinct cases： （i）τ≥ h, （ii）τ 〈 h, where the delay τ and step size h of the two-step continuity Runge-Kutta methods are both constant. The absolute stability regions of some methods are plotted and numerical examples show the efficiency of the method.展开更多
According to the relationship between truncation error and step size of two implicit second-order-derivative multistep formulas based on Hermite interpolation polynomial,a variable-order and variable-step-size numeric...According to the relationship between truncation error and step size of two implicit second-order-derivative multistep formulas based on Hermite interpolation polynomial,a variable-order and variable-step-size numerical method for solving differential equations is designed.The stability properties of the formulas are discussed and the stability regions are analyzed.The deduced methods are applied to a simulation problem.The results show that the numerical method can satisfy calculation accuracy,reduce the number of calculation steps and accelerate calculation speed.展开更多
This scientific paper is a comparative analysis of two mathematical conjectures. The newly proposed -3(-n) - 1 Remer conjecture and how it is related to and a proof of the more well known 3n + 1 Collatz conjecture. An...This scientific paper is a comparative analysis of two mathematical conjectures. The newly proposed -3(-n) - 1 Remer conjecture and how it is related to and a proof of the more well known 3n + 1 Collatz conjecture. An overview of both conjectures and their respective iterative processes will be presented. Showcasing their unique properties and behavior to each other. Through a detailed comparison, we highlight the similarities and differences between these two conjectures and discuss their significance in the field of mathematics. And how they prove each other to be true.展开更多
A sparse-grid method for solving multi-dimensional backward stochastic differential equations （BSDEs） based on a multi-step time discretization scheme [31] is presented. In the multi-dimensional spatial domain, i.e....A sparse-grid method for solving multi-dimensional backward stochastic differential equations （BSDEs） based on a multi-step time discretization scheme [31] is presented. In the multi-dimensional spatial domain, i.e. the Brownian space, the conditional mathe- matical expectations derived from the original equation are approximated using sparse-grid Gauss-Hermite quadrature rule and （adaptive） hierarchical sparse-grid interpolation. Error estimates are proved for the proposed fully-discrete scheme for multi-dimensional BSDEs with certain types of simplified generator functions. Finally, several numerical examples are provided to illustrate the accuracy and efficiency of our scheme.展开更多
文摘An entirely new framework is established for developing various single- and multi-step formulations for the numerical integration of ordinary differential equations. Besides polynomials, unconventional base-functions with trigonometric and exponential terms satisfying different conditions are employed to generate a number of formulations. Performances of the new schemes are tested against well-known numerical integrators for selected test cases with quite satisfactory results. Convergence and stability issues of the new formulations are not addressed as the treatment of these aspects requires a separate work. The general approach introduced herein opens a wide vista for producing virtually unlimited number of formulations.
文摘An idea of relaxing the effect of delay when computing the Runge-Kutta stages in the current step and a class of two-step continuity Runge-Kutta methods （TSCRK） is presented. Their construction, their order conditions and their convergence are studied. The two-step continuity Runge-Kutta methods possess good numerical stability properties and higher stage-order, and keep the explicit process of computing the Runge-Kutta stages. The numerical experiments show that the TSCRK methods are efficient.
基金supported by the National Natural Science Foundation of China[grant numbers 41375110,11471244]
文摘The computational uncertainty principle states that the numerical computation of nonlinear ordinary differential equations（ODEs） should use appropriately sized time steps to obtain reliable solutions.However,the interval of effective step size（IES） has not been thoroughly explored theoretically.In this paper,by using a general estimation for the total error of the numerical solutions of ODEs,a method is proposed for determining an approximate IES by translating the functions for truncation and rounding errors.It also illustrates this process with an example.Moreover,the relationship between the IES and its approximation is found,and the relative error of the approximation with respect to the IES is given.In addition,variation in the IES with increasing integration time is studied,which can provide an explanation for the observed numerical results.The findings contribute to computational step-size choice for reliable numerical solutions.
文摘A backward differentiation formula (BDF) has been shown to be an effective way to solve a system of ordinary differential equations (ODEs) that have some degree of stiffness. However, sometimes, due to high-frequency variations in the external time series of boundary conditions, a small time-step is required to solve the ODE system throughout the entire simulation period, which can lead to a high computational cost, slower response, and need for more memory resources. One possible strategy to overcome this problem is to dynamically adjust the time-step with respect to the system’s stiffness. Therefore, small time-steps can be applied when needed, and larger time-steps can be used when allowable. This paper presents a new algorithm for adjusting the dynamic time-step based on a BDF discretization method. The parameters used to dynamically adjust the size of the time-step can be optimally specified to result in a minimum computation time and reasonable accuracy for a particular case of ODEs. The proposed algorithm was applied to solve the system of ODEs obtained from an activated sludge model (ASM) for biological wastewater treatment processes. The algorithm was tested for various solver parameters, and the optimum set of three adjustable parameters that represented minimum computation time was identified. In addition, the accuracy of the algorithm was evaluated for various sets of solver parameters.
文摘The Adomian decomposition method (ADM) can be used to solve a wide range of problems and usually gets the solution in a series form. In this paper, we propose two-step Adomian Decomposition Method (TSAM) for nonlinear integro-differential equations that will facilitate the calculations. In this modification, compared to the standard Adomian decomposition method, the size of calculations was reduced. This modification also avoids computing Adomian polynomials. Numerical results are given to show the efficiency and performance of this method.
文摘It is generally known that the solutions of deterministic and stochastic differential equations （SDEs） usually grow linearly at such a rate that they may become unbounded after a small lapse of time and may eventually blow up or explode in finite time. If the drift and diffusion functions are globally Lipschitz, linear growth may still be experienced, as well as a possible blow-up of solutions in finite time. In this paper, a nonlinear scalar delay differential equation with a constant time lag is perturbed by a multiplicative Ito-type time - space white noise to form a stochastic Fokker-Planck delay differential equation. It is established that no explosion is possible in the presence of any intrinsically slow time - space white noise of Ito - type as manifested in the resulting stochastic Fokker- Planck delay differential equation. Time - space white noise has a role to play since the solution of the classical nonlinear equation without it still exhibits explosion.
文摘An L-stable block method based on hybrid second derivative algorithm (BHSDA) is provided by a continuous second derivative method that is defined for all values of the independent variable and applied to parabolic partial differential equations (PDEs). The use of the BHSDA to solve PDEs is facilitated by the method of lines which involves making an approximation to the space derivatives, and hence reducing the problem to that of solving a time-dependent system of first order initial value ordinary differential equations. The stability properties of the method is examined and some numerical results presented.
文摘This paper concentrates on the differential transform method (DTM) to solve some delay differential equations (DDEs). Based on the method of steps for DDEs and using the computer algebra system Mathematica, we successfully apply DTM to find the analytic solution to some DDEs, including a neural delay differential equation. The results confirm the feasibility and efficiency of DTM.
文摘In this paper, a split-step 0 （SST） method is introduced and used to solve the non- linear neutral stochastic differential delay equations with Poisson jumps （NSDDEwPJ）. The mean square asymptotic stability of the SST method for nonlinear neutral stochastic differential equations with Poisson jumps is studied. It is proved that under the one-sided Lipschitz condition and the linear growth condition, the SST method with ∈ E （0, 2 -√2） is asymptotically mean square stable for all positive step sizes, and the SST method with ∈ E （2 -√2, 1） is asymptotically mean square stable for some step sizes. It is also proved in this paper that the SST method possesses a bounded absorbing set which is independent of initial data, and the mean square dissipativity of this method is also proved.
文摘Fractional calculus and special functions have contributed a lot to mathematical physics and its various branches. The great use of mathematical physics in distinguished astrophysical problems has attracted astronomers and physicists to pay more attention to available mathematical tools that can be widely used in solving several problems of astrophysics/physics. In view of the great importance and usefulness of kinetic equations in certain astrophysical problems, the authors derive a generalized fractional kinetic equation involving the Lorenzo-Hartley function, a generalized function for fractional calculus. The fractional kinetic equation discussed here can be used to investigate a wide class of known （and possibly also new） fractional kinetic equations, hitherto scattered in the literature. A compact and easily computable solution is established in terms of the Lorenzo-Hartley function. Special cases, involving the generalized Mittag-Leffler function and the R-function, are considered. The obtained results imply the known results more precisely.
文摘In this paper, a class of two-step continuity Runge-Kutta（TSCRK） methods for solving singular delay differential equations（DDEs） is presented. Analysis of numerical stability of this methods is given. We consider the two distinct cases： （i）τ≥ h, （ii）τ 〈 h, where the delay τ and step size h of the two-step continuity Runge-Kutta methods are both constant. The absolute stability regions of some methods are plotted and numerical examples show the efficiency of the method.
基金supported by the National Natural Science Foundation of China Under Grant No.61773008.
文摘According to the relationship between truncation error and step size of two implicit second-order-derivative multistep formulas based on Hermite interpolation polynomial,a variable-order and variable-step-size numerical method for solving differential equations is designed.The stability properties of the formulas are discussed and the stability regions are analyzed.The deduced methods are applied to a simulation problem.The results show that the numerical method can satisfy calculation accuracy,reduce the number of calculation steps and accelerate calculation speed.
文摘This scientific paper is a comparative analysis of two mathematical conjectures. The newly proposed -3(-n) - 1 Remer conjecture and how it is related to and a proof of the more well known 3n + 1 Collatz conjecture. An overview of both conjectures and their respective iterative processes will be presented. Showcasing their unique properties and behavior to each other. Through a detailed comparison, we highlight the similarities and differences between these two conjectures and discuss their significance in the field of mathematics. And how they prove each other to be true.
基金Acknowledgments. The first author was supported by the US Air Force Office of Scientific Research under grant FA9550-11-1-0149. The first author was also supported by the Advanced Simulation Computing Research （ASCR）, Department of Energy, through the Householder Fellowship at ORNL. The ORNL is operated by UT-Battelle, LLC, for the United States Depart-ment of Energy under Contract DE-AC05-00OR22725. The second author was supported by the US Air Force Office of Scientific Research under grant FA9550-11-1-0149. The third author was supported by the Natural Science Foundation of China under grant 11171189. The third author was also supported by the Natural Science Foundation of China under grant 91130003. The thrid author was also supported by Shandong Province Natural Science Foundation under grant ZR2001AZ002.
文摘A sparse-grid method for solving multi-dimensional backward stochastic differential equations （BSDEs） based on a multi-step time discretization scheme [31] is presented. In the multi-dimensional spatial domain, i.e. the Brownian space, the conditional mathe- matical expectations derived from the original equation are approximated using sparse-grid Gauss-Hermite quadrature rule and （adaptive） hierarchical sparse-grid interpolation. Error estimates are proved for the proposed fully-discrete scheme for multi-dimensional BSDEs with certain types of simplified generator functions. Finally, several numerical examples are provided to illustrate the accuracy and efficiency of our scheme.
