Related papers: A matrix formulation of the Tau method for the num…
In this work we present a new approach for the implementation of operational Tau method for the solutions of linear differential and integral equations. In our approach we use the three terms relation of an orthogonal polynomial basis to…
The segmented formulation of the Tau method is used to numerically solve the non-autonomous forward-backward functional differential equation x'(t) = a(t)x(t) + b(t)x(t-1) + c(t)x(t+1), where x is the unknown function, a, b, and c are known…
The solution of systems of non-autonomous linear ordinary differential equations is crucial in a variety of applications, such us nuclear magnetic resonance spectroscopy. A new method with spectral accuracy has been recently introduced in…
We introduce a new numerical method, based on Bernoulli polynomials, for solving multiterm variable-order fractional differential equations. The variable-order fractional derivative was considered in the Caputo sense, while the…
Taylor series methods show a newfound promise for the solution of non-stiff ordinary differential equations (ODEs) given the rise of new compiler-enhanced techniques for calculating high order derivatives. In this paper we detail a new…
The article presents a matrix differential operator and a pseudoinverse matrix differential operator for finding a particular solution to nonhomogeneous linear ordinary differential equations (ODE) with constant coefficients with special…
In this paper an extension of the spectral Lanczos' tau method to systems of nonlinear integro-differential equations is proposed. This extension includes (i) linearization coefficients of orthogonal polynomials products issued from…
We introduce a new method with spectral accuracy to solve linear non-autonomous ordinary differential equations (ODEs) of the kind $ \frac{d}{dt}\tilde{u}(t) = \tilde{f}(t) \tilde{u}(t)$, $\tilde{u}(-1)=1$, with $\tilde{f}(t)$ an analytic…
A system of SU(N)-matrix difference equations is solved by means of a nested version of a generalized Bethe Ansatz, also called "off shell" Bethe Ansatz. The highest weight property of the solutions is proved. (Part I of a series of…
In this paper, we investigate approximate solutions for nonlinear Fredholm integro-differential equations of fractional order. We present an operational Tau method by obtaining the Tau matrix representation. We solve a special class of…
This work investigates the application of the Newton's method for the numerical solution of a nonlinear boundary value problem formulated through an ordinary differential equation (ODE). Nonlinear ODEs arise in various mathematical modeling…
An efficient approximate version of implicit Taylor methods for initial-value problems of systems of ordinary differential equations (ODEs) is introduced. The approach, based on an approximate formulation of Taylor methods, produces a…
Inferring the parameters of ordinary differential equations (ODEs) from noisy observations is an important problem in many scientific fields. Currently, most parameter estimation methods that bypass numerical integration tend to rely on…
This paper presents a matrix-free approach for implementing the shifted boundary method (SBM) in finite element analysis. The SBM is a versatile technique for solving partial differential equations on complex geometries by shifting boundary…
We show a general method allowing the solution calculation, in the form of a power series, for a very large class of nonlinear Ordinary Differential Equations (ODEs), namely the real analytic $\sigma\pi$-ODEs (and, more in general, the real…
We present a high-order shifted Gegenbauer pseudospectral method (SGPM) to solve numerically the second-order one-dimensional hyperbolic telegraph equation provided with some initial and Dirichlet boundary conditions. The framework of the…
In this work, we concern with the high order numerical methods for coupled forward-backward stochastic differential equations (FBSDEs). Based on the FBSDEs theory, we derive two reference ordinary differential equations (ODEs) from the…
In this paper we propose a new kind of high order numerical scheme for backward stochastic differential equations(BSDEs). Unlike the traditional $\theta$-scheme, we reduce truncation errors by taking $\theta$ carefully for every subinterval…
We are interested in numerically approximating the solution ${\bf U}(t)$ of the large dimensional semilinear matrix differential equation $\dot{\bf U}(t) = { \bf A}{\bf U}(t) + {\bf U}(t){ \bf B} + {\cal F}({\bf U},t)$, with appropriate…
We introduce basic aspects of new operator method, which is very suitable for practical solving differential equations of various types. The main advantage of the method is revealed in opportunity to find compact exact operator solutions of…