In this note we consider some basic, yet unusual, issues pertaining to the accuracy and stability of numerical integration methods to follow the solution of first order and second order initial value problems (IVP). I...In this note we consider some basic, yet unusual, issues pertaining to the accuracy and stability of numerical integration methods to follow the solution of first order and second order initial value problems (IVP). Included are remarks on multiple solutions, multi-step methods, effect of initial value perturbations, as well as slowing and advancing the computed motion in second order problems.展开更多
In this paper, using the differentiability of the solution with respect to the initial value and the parameter, we present a method which, different from Liapunov's direct method. will determine the stability oj t...In this paper, using the differentiability of the solution with respect to the initial value and the parameter, we present a method which, different from Liapunov's direct method. will determine the stability oj the non-stationary solution of the initial value problem when the non-stationary solution remains unknown.展开更多
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 or...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.展开更多
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 d...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.展开更多
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, robus...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.展开更多
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 ...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.展开更多
Interest in the construction of efficient methods for solving initial value problems that have some peculiar properties with it or its solution is recently gaining wide popularity. Based on the assumption that the sol...Interest in the construction of efficient methods for solving initial value problems that have some peculiar properties with it or its solution is recently gaining wide popularity. Based on the assumption that the solution is representable by nonlinear trigonometric expressions, this work presents an explicit single-step nonlinear method for solving first order initial value problems whose solution possesses singularity. The stability and convergence properties of the constructed scheme are also presented. Implementation of the new method on some standard test problems compared with those discussed in the literature proved its accuracy and efficiency.展开更多
In this paper,we study the surface instability of a cylindrical pore in the absence of stress.This instability is called the Rayleigh-Plateau instabilty.We consider the model developed by Spencer et al.[18],Kirill et ...In this paper,we study the surface instability of a cylindrical pore in the absence of stress.This instability is called the Rayleigh-Plateau instabilty.We consider the model developed by Spencer et al.[18],Kirill et al.[10]and Boutat et al.[2]in the case without stress.We obtain a nonlinear parabolic PDE of order four.We show the local existence and uniqueness of the solution of this problem by using Faedo-Galerkin method.The main results are the global existence of the solution and the convergence to the mean value of the initial data for long time.Numerical tests are also presented in this study.展开更多
Applying the theory Of stratification, it is proved that the system of the two-dimensional non-hydrostatic revolving fluids is unstable in the two-order continuous function class. The construction of solution space is...Applying the theory Of stratification, it is proved that the system of the two-dimensional non-hydrostatic revolving fluids is unstable in the two-order continuous function class. The construction of solution space is given and the solution approach is offered. The sufficient and necessary conditions of the existence of formal solutions are expressed for some typical initial and boundary value problems and the calculating formulae to formal solutions are presented in detail.展开更多
In this paper, we used an interpolation function to derive a Numerical Integrator that can be used for solving first order Initial Value Problems in Ordinary Differential Equation. The numerical quality of the Integra...In this paper, we used an interpolation function to derive a Numerical Integrator that can be used for solving first order Initial Value Problems in Ordinary Differential Equation. The numerical quality of the Integrator has been analyzed to authenticate the reliability of the new method. The numerical test showed that the finite difference methods developed possess the same monotonic properties with the analytic solution of the sampled Initial Value Problems.展开更多
In this article, the nonlinear stability of viscous shock wave for 1-D compressible Navier-Stokes system is studied. By the standard local existence method, it is found that the solution exists on a finite time interv...In this article, the nonlinear stability of viscous shock wave for 1-D compressible Navier-Stokes system is studied. By the standard local existence method, it is found that the solution exists on a finite time interval [0,T](T<∞). However, this method is not available for global existence since the solution may blow up as time t tends to infinity. Thus a priori estimate needs to be established, which can reduce the upper bound of the solution on the time interval [0,T]. Moreover, the bound of the solution at time t=T is made equal to the bound at the initial time. By the same method, it is known the solution exists on [T,2T],[2T,3T],….Thus the global existence of the solution is obtained. During the process of obtaining a priori estimate by the standard method, some additional conditions are proposed. To weaken those conditions, two suitable weighted functions were chosen, a double side weighted energy method was used, and a priori estimate was obtained under some weaker conditions. Thus when the adiabatic exponent γ satisfies 1<γ<1.5, the solution not only exists globally but also tends to a viscous shock wave as time goes to infinity.展开更多
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 condit...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.展开更多
Under the sign assumptions we investigate the global existence of solutions of the initial value problem x＇ =f（t, x, x＇）, x（0） = A, where the scalar function f（t, x,p） may be singular at x = A.
This paper studies the global existence of the classical solutions to the following problem:This problem describes the nonlinear vibrations of finite rods with nonlinear vis-coelasticity. Under certain conditions on ...This paper studies the global existence of the classical solutions to the following problem:This problem describes the nonlinear vibrations of finite rods with nonlinear vis-coelasticity. Under certain conditions on σand f , we obtained the unique existence of the global classical solution of this problem.展开更多
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 nu...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.展开更多
We study an finite-difference time-domain (FDTD) system of uniaxial perfectly matched layer (UPML) method for electromagnetic scattering problems. Particularly we analyze the discrete initial-boundary value problems o...We study an finite-difference time-domain (FDTD) system of uniaxial perfectly matched layer (UPML) method for electromagnetic scattering problems. Particularly we analyze the discrete initial-boundary value problems of the transverse magnetic mode (TM) to Maxwell's equations with Yee's algorithm. An exterior domain in two spacial dimension is truncated by a square with a perfectly matched layer filled by a certain artificial medium. Besides, an artificial boundary condition is imposed on the outer boundary of the UPML. Using energy method, we obtain the stability of this FDTD system on the truncated domain. Numerical experiments are designed to approve the theoretical analysis.展开更多
This paper presents a new simple method of implicit time integration with two control parameters for solving initial-value problems of dynamics such that its accuracy is at least of order two along with the conditiona...This paper presents a new simple method of implicit time integration with two control parameters for solving initial-value problems of dynamics such that its accuracy is at least of order two along with the conditional and unconditional stability regions of the parameters. When the control parameters in the method are optimally taken in their regions, the accuracy may be improved to reach of order three. It is found that the new scheme can achieve lower numerical amplitude dissipation and period dispersion than some of the existing methods, e.g. the Newmark method and Zhai＇s approach, when the same time step size is used. The region of time step dependent on the parameters in the new scheme is explicitly obtained. Finally, some examples of dynamic problems are given to show the accuracy and efficiency of the proposed scheme applied in dynamic systems.展开更多
In this article a new approach is considered for implementing operator splitting methods for transport problems, influenced by electric fields. Our motivation came to model PE-CVD (plasma-enhanced chemical vapor depos...In this article a new approach is considered for implementing operator splitting methods for transport problems, influenced by electric fields. Our motivation came to model PE-CVD (plasma-enhanced chemical vapor deposition) processes, means the flow of species to a gas-phase, which are influenced by an electric field. Such a field we can model by wave equations. The main contributions are to improve the standard discretization schemes of each part of the coupling equation. So we discuss an improvement with implicit Runge- Kutta methods instead of the Yee’s algorithm. Further we balance the solver method between the Maxwell and Transport equation.展开更多
This paper is concerned with nonlinear fractional differential equations with the Caputo fractional derivatives in Banach spaces. Local existence results are obtained for initial value problems with initial conditions...This paper is concerned with nonlinear fractional differential equations with the Caputo fractional derivatives in Banach spaces. Local existence results are obtained for initial value problems with initial conditions at inner points for the cases that the nonlinear parts are Lipschitz and non-Lipschitz, respectively. Hausdorff measure of non-compactness and Darbo-Sadovskii fixed point theorem are employed to deal with the non-Lipschitz case. The results obtained in this paper extend the classical Peano’s existence theorem for first order differential equations partly to fractional cases.展开更多
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 e...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.展开更多
文摘In this note we consider some basic, yet unusual, issues pertaining to the accuracy and stability of numerical integration methods to follow the solution of first order and second order initial value problems (IVP). Included are remarks on multiple solutions, multi-step methods, effect of initial value perturbations, as well as slowing and advancing the computed motion in second order problems.
文摘In this paper, using the differentiability of the solution with respect to the initial value and the parameter, we present a method which, different from Liapunov's direct method. will determine the stability oj the non-stationary solution of the initial value problem when the non-stationary solution remains unknown.
文摘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.
文摘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.
文摘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.
文摘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.
文摘Interest in the construction of efficient methods for solving initial value problems that have some peculiar properties with it or its solution is recently gaining wide popularity. Based on the assumption that the solution is representable by nonlinear trigonometric expressions, this work presents an explicit single-step nonlinear method for solving first order initial value problems whose solution possesses singularity. The stability and convergence properties of the constructed scheme are also presented. Implementation of the new method on some standard test problems compared with those discussed in the literature proved its accuracy and efficiency.
基金Supported by LMCM created by Professor Mohamed Boulanouar and PLB-K Program
文摘In this paper,we study the surface instability of a cylindrical pore in the absence of stress.This instability is called the Rayleigh-Plateau instabilty.We consider the model developed by Spencer et al.[18],Kirill et al.[10]and Boutat et al.[2]in the case without stress.We obtain a nonlinear parabolic PDE of order four.We show the local existence and uniqueness of the solution of this problem by using Faedo-Galerkin method.The main results are the global existence of the solution and the convergence to the mean value of the initial data for long time.Numerical tests are also presented in this study.
基金Project supported by the National Natural Science Foundation of China (Nos.40175014, 90411006)
文摘Applying the theory Of stratification, it is proved that the system of the two-dimensional non-hydrostatic revolving fluids is unstable in the two-order continuous function class. The construction of solution space is given and the solution approach is offered. The sufficient and necessary conditions of the existence of formal solutions are expressed for some typical initial and boundary value problems and the calculating formulae to formal solutions are presented in detail.
文摘In this paper, we used an interpolation function to derive a Numerical Integrator that can be used for solving first order Initial Value Problems in Ordinary Differential Equation. The numerical quality of the Integrator has been analyzed to authenticate the reliability of the new method. The numerical test showed that the finite difference methods developed possess the same monotonic properties with the analytic solution of the sampled Initial Value Problems.
文摘In this article, the nonlinear stability of viscous shock wave for 1-D compressible Navier-Stokes system is studied. By the standard local existence method, it is found that the solution exists on a finite time interval [0,T](T<∞). However, this method is not available for global existence since the solution may blow up as time t tends to infinity. Thus a priori estimate needs to be established, which can reduce the upper bound of the solution on the time interval [0,T]. Moreover, the bound of the solution at time t=T is made equal to the bound at the initial time. By the same method, it is known the solution exists on [T,2T],[2T,3T],….Thus the global existence of the solution is obtained. During the process of obtaining a priori estimate by the standard method, some additional conditions are proposed. To weaken those conditions, two suitable weighted functions were chosen, a double side weighted energy method was used, and a priori estimate was obtained under some weaker conditions. Thus when the adiabatic exponent γ satisfies 1<γ<1.5, the solution not only exists globally but also tends to a viscous shock wave as time goes to infinity.
文摘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.
文摘Under the sign assumptions we investigate the global existence of solutions of the initial value problem x＇ =f（t, x, x＇）, x（0） = A, where the scalar function f（t, x,p） may be singular at x = A.
文摘This paper studies the global existence of the classical solutions to the following problem:This problem describes the nonlinear vibrations of finite rods with nonlinear vis-coelasticity. Under certain conditions on σand f , we obtained the unique existence of the global classical solution of this problem.
文摘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.
文摘We study an finite-difference time-domain (FDTD) system of uniaxial perfectly matched layer (UPML) method for electromagnetic scattering problems. Particularly we analyze the discrete initial-boundary value problems of the transverse magnetic mode (TM) to Maxwell's equations with Yee's algorithm. An exterior domain in two spacial dimension is truncated by a square with a perfectly matched layer filled by a certain artificial medium. Besides, an artificial boundary condition is imposed on the outer boundary of the UPML. Using energy method, we obtain the stability of this FDTD system on the truncated domain. Numerical experiments are designed to approve the theoretical analysis.
基金The project supported by the National Key Basic Research and Development Foundation of the Ministry of Science and Technology of China （G2000048702, 2003CB716707）the National Science Fund for Distinguished Young Scholars （10025208）+1 种基金 the National Natural Science Foundation of China （Key Program） （10532040） the Research Fund for 0versea Chinese （10228028）.
文摘This paper presents a new simple method of implicit time integration with two control parameters for solving initial-value problems of dynamics such that its accuracy is at least of order two along with the conditional and unconditional stability regions of the parameters. When the control parameters in the method are optimally taken in their regions, the accuracy may be improved to reach of order three. It is found that the new scheme can achieve lower numerical amplitude dissipation and period dispersion than some of the existing methods, e.g. the Newmark method and Zhai＇s approach, when the same time step size is used. The region of time step dependent on the parameters in the new scheme is explicitly obtained. Finally, some examples of dynamic problems are given to show the accuracy and efficiency of the proposed scheme applied in dynamic systems.
文摘In this article a new approach is considered for implementing operator splitting methods for transport problems, influenced by electric fields. Our motivation came to model PE-CVD (plasma-enhanced chemical vapor deposition) processes, means the flow of species to a gas-phase, which are influenced by an electric field. Such a field we can model by wave equations. The main contributions are to improve the standard discretization schemes of each part of the coupling equation. So we discuss an improvement with implicit Runge- Kutta methods instead of the Yee’s algorithm. Further we balance the solver method between the Maxwell and Transport equation.
文摘This paper is concerned with nonlinear fractional differential equations with the Caputo fractional derivatives in Banach spaces. Local existence results are obtained for initial value problems with initial conditions at inner points for the cases that the nonlinear parts are Lipschitz and non-Lipschitz, respectively. Hausdorff measure of non-compactness and Darbo-Sadovskii fixed point theorem are employed to deal with the non-Lipschitz case. The results obtained in this paper extend the classical Peano’s existence theorem for first order differential equations partly to fractional cases.
文摘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.
