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A framework for Chebyshev spectral collocation methods for the numerical solution of functional and delay differential equations (FDEs and DDEs) is described. The framework combines interpolation via the barycentric resampling matrix with a…

Numerical Analysis · Mathematics 2024-08-15 Nicholas Hale

The article proposes an approach to complete-type and related Lyapunov-Krasovskii functionals that neither requires knowledge of the delay-Lyapunov matrix function nor does it involve linear matrix inequalities. The approach is based on…

Systems and Control · Electrical Eng. & Systems 2023-12-27 Tessina H. Scholl , Veit Hagenmeyer , Lutz Gröll

It has recently been established that the numerical solution of ordinary differential equations can be posed as a nonlinear Bayesian inference problem, which can be approximately solved via Gaussian filtering and smoothing, whenever a…

Numerical Analysis · Mathematics 2021-01-13 Filip Tronarp , Simo Sarkka , Philipp Hennig

We derive globally reliable a posteriori error estimators for a PDE-constrained optimization problem involving linear models in fluid dynamics as state equation; control constraints are also considered. The corresponding local error…

Numerical Analysis · Mathematics 2017-08-03 Alejandro Allendes , Enrique Otarola , Richard Rankin

We analyse and compare several algorithms to compute numerically periodic solutions of high-dimensional dynamical systems and investigate their Floquet stability without building the monodromy matrix. The solution and its perturbation are…

Fluid Dynamics · Physics 2025-06-17 Artur Gesla , Yohann Duguet , Patrick Le Quéré , Laurent Martin Witkowski

We present the first systematic work for deriving a posteriori error estimates for general non-polynomial basis functions in an interior penalty discontinuous Galerkin (DG) formulation for solving eigenvalue problems associated with second…

Numerical Analysis · Mathematics 2016-03-16 Lin Lin , Benjamin Stamm

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…

Methodology · Statistics 2023-10-25 Mingwei Xu , Samuel W. K. Wong , Peijun Sang

This article revisits the approximation problem of systems of nonlinear delay differential equations (DDEs) by a set of ordinary differential equations (ODEs). We work in Hilbert spaces endowed with a natural inner product including a point…

Chaotic Dynamics · Physics 2015-09-11 Mickaël D. Chekroun , Michael Ghil , Honghu Liu , Shouhong Wang

A novel efficient and high accuracy numerical method for the time-fractional differential equations (TFDEs) is proposed in this work. We show the equivalence between TFDEs and the integer-order extended parametric differential equations…

Numerical Analysis · Mathematics 2025-05-13 Peng Ding , Zhiping Mao

This paper deals with the approximation of the spectrum of linear and nonautonomous delay differential equations through the reduction of the relevant evolution semigroup from infinite to finite dimension. The focus is placed on classic…

Numerical Analysis · Mathematics 2010-01-27 Dimitri Breda , Stefano Maset , Rossana Vermiglio

We solve by Chebyshev spectral collocation some genuinely nonlinear Liouville-Bratu-Gelfand type, 1D and a 2D boundary value problems. The problems are formulated on the square domain $[-1, 1]\times[-1, 1]$ and the boundary condition…

Numerical Analysis · Mathematics 2020-11-30 Calin-Ioan Gheorghiu

A spectral method is developed for the direct solution of linear ordinary differential equations with variable coefficients. The method leads to matrices which are almost banded, and a numerical solver is presented that takes O(m^2n)…

Numerical Analysis · Mathematics 2012-08-16 Sheehan Olver , Alex Townsend

Some uniform decay estimates are established for solutions of the following type of retarded integral inequalities: $$y(t)\leq E(t,\tau)||y_\tau||+\int_\tau^t K_1(t,s)||y_s||ds+\int_t^\infty K_2(t,s)||y_s||ds+\rho, \hspace{0.5cm}…

Dynamical Systems · Mathematics 2020-08-18 Desheng Li , Qiang Liu , Xuewei Ju

Pseudospectral approximation provides a means to approximate the dynamics of delay differential equations (DDE) by ordinary differential equations (ODE). This article develops a computer-aided algorithm to determine the distance between the…

Dynamical Systems · Mathematics 2024-05-14 Shane Kepley , Babette A. J. de Wolff

We present numerical solutions for differential equations by expanding the unknown function in terms of Chebyshev polynomials and solving a system of linear equations directly for the values of the function at the extrema (or zeros) of the…

Computational Physics · Physics 2009-10-31 Bogdan Mihaila , Ioana Mihaila

This paper introduces a fast and numerically stable algorithm for the solution of fourth-order linear boundary value problems on an interval. This type of equation arises in a variety of settings in physics and signal processing. Our method…

Numerical Analysis · Computer Science 2020-01-13 William Leeb , Vladimir Rokhlin

In this study linear and nonlinear higher order singularly perturbed problems are examined by a numerical approach, the differential quadrature method. Here, the main idea is using Chebyshev polynomials to acquire the weighting coefficient…

Numerical Analysis · Mathematics 2017-05-29 Gülsemay Yıgıt , Mustafa Bayram

In this paper, we demonstrate that the explicit ADER approach as it is used inter alia in [1] can be seen as a special interpretation of the deferred correction (DeC) method as introduced in [2]. By using this fact, we are able to embed…

Numerical Analysis · Mathematics 2022-11-17 Maria Han Veiga , Philipp Öffner , Davide Torlo

This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…

Optimization and Control · Mathematics 2017-01-03 Dongcai Su

This paper develops a computational method for studying stable/unstable manifolds attached to periodic orbits of differential equations. The method uses high order Chebyshev-Taylor series approximations in conjunction with the…

Numerical Analysis · Mathematics 2018-02-14 J. D. Mireles James , Maxime Murray
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