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In this study, we examine numerical approximations for 2nd-order linear-nonlinear differential equations with diverse boundary conditions, followed by the residual corrections of the first approximations. We first obtain numerical results…

Numerical Analysis · Mathematics 2023-06-19 Shovan Sourav Datta Pranta , Md. Shafiqul Islam

A new analytical approximation function is proposed to accurately fit the solution of a fractional differential equation of order one-half, whose nonhomogeneous term is defined by a modified Bessel function of the first kind. The exact…

General Mathematics · Mathematics 2025-12-03 Byron Droguett , Pablo Martin , Eduardo Rojas , Jorge Olivares

For the problems indicated in the title, a further development of a new approach (different from those applied before) is given. A basic problem under consideration arises in viscous incompressible fluid dynamics and describes self-similar…

Analysis of PDEs · Mathematics 2018-04-18 Nadezhda Konyukhova , Sergey Kurochkin , Mikhail Soloviev

It is well known that exact notions of model abstraction and reduction for dynamical systems may not be robust enough in practice because they are highly sensitive to the specific choice of parameters. In this paper we consider this problem…

Systems and Control · Computer Science 2018-07-19 Luca Cardelli , Mirco Tribastone , Max Tschaikowski , Andrea Vandin

In this paper, we consider the nonlinear doubly singular boundary value problems $(p(x)y'(x))'+ q(x)f(x,y(x))=0,~0<x<1$ with Dirichlet/Neumann boundary conditions at $x=0$ and Robin type boundary conditions at $x=1$. Due to the presence of…

Numerical Analysis · Mathematics 2017-11-27 Randhir Singh

We study the following ultraparabolic equation \[ \frac{\partial}{\partial t}u\left(t,s\right)+\frac{\partial}{\partial…

Analysis of PDEs · Mathematics 2014-08-11 Vo Anh Khoa , Le Trong Lan , Nguyen Thi Yen Ngoc , Nguyen Huy Tuan

In this paper we obtain several informative error bounds on function approximation for the policy evaluation algorithm proposed by Basu et al. when the aim is to find the risk-sensitive cost represented using exponential utility. The main…

Machine Learning · Computer Science 2019-10-23 Prasenjit Karmakar , Shalabh Bhatnagar

In this paper we study a utility maximization problem with both optimal control and optimal stopping in a finite time horizon. The value function can be characterized by a variational equation that involves a free boundary problem of a…

Mathematical Finance · Quantitative Finance 2018-10-23 Jingtang Ma , Jie Xing , Harry Zheng

We use a numerical-analytic technique to construct a sequence of successive approximations to the solution of a system of fractional differential equations, subject to Dirichlet boundary conditions. We prove the uniform convergence of the…

Numerical Analysis · Mathematics 2022-09-05 Kateryna Marynets , Dona Pantova

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

To extract the approximate solutions in the case of nonlinear fractional order differential equations with the homogeneous and nonhomogeneous boundary conditions, the weighted residual method is embedded here. We exploit three methods such…

Numerical Analysis · Mathematics 2024-04-05 Umme Ruman , Md. Shafiqul Islam

This paper aims at obtaining, by means of integral transforms, analytical approximations in short times of solutions to boundary value problems for the one-dimensional reaction-diffusion equation with constant coefficients. The general form…

Analysis of PDEs · Mathematics 2023-05-23 Anani Kwassi

In this paper, on the basis of a (Fenchel) duality theory on the continuous level, we derive an $\textit{a posteriori}$ error identity for arbitrary conforming approximations of a primal formulation and a dual formulation of variational…

Numerical Analysis · Mathematics 2024-10-25 Harbir Antil , Sören Bartels , Alex Kaltenbach , Rohit Khandelwal

We present a new view onto the successive approximations' approach in study of the two-point nonlinear fractional boundary value problems. In order to reduce the original problem and further construct its approximate solution we use the…

Classical Analysis and ODEs · Mathematics 2021-01-22 Kateryna Marynets

Boundary integral equations are an efficient and accurate tool for the numerical solution of elliptic boundary value problems. The solution is expressed as a layer potential; however, the error in its evaluation grows large near the…

Numerical Analysis · Mathematics 2013-10-22 Alex H. Barnett

A compact and accurate solution method is provided for problems whose infinite power series solution diverges and/or whose series coefficients are only known up to a finite order. The method only requires that either the power series…

Numerical Analysis · Mathematics 2017-02-09 Nathaniel S. Barlow , Christopher R. Stanton , Nicole Hill , Steven J. Weinstein , Allyssa G. Cio

In this paper, within scaling invariance theory, we define and apply to the numerical solution of a similarity boundary layer model an iterative transformation method. The boundary value problem to be solved depends on a parameter and is…

Numerical Analysis · Mathematics 2020-11-20 Riccardo Fazio

Using the flow governing equation approach to similarity, Weyburne (D. Weyburne, arXiv:1701.02364, 2016) recently showed that for 2-D turbulent boundary layer flows, the Prandtl Plus scalings are NOT, in general, the proper similarity…

Fluid Dynamics · Physics 2019-11-19 David W. Weyburne

Some mathematical models of applied problems lead to the need of solving boundary value problems with a fractional power of an elliptic operator. In a number of works, approximations of such a nonlocal operator are constructed on the basis…

Numerical Analysis · Computer Science 2019-05-28 Petr N. Vabishchevich

Mathematical modeling of many physical processes such as diffusion, viscosity of fluids and combustion involves differential equations with small coefficients of higher derivatives. These may be small diffusion coefficients for modeling the…

Numerical Analysis · Mathematics 2010-02-16 Liudmila Rozanova