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This paper presents a universal numerical scheme tailored for tackling linear integral, integro-differential, and both initial and boundary value problems of ordinary differential equations. The numerical scheme is readily adapted for…

综合数学 · 数学 2026-01-23 Vladimir Kryzhniy

In order to solve an initial value problem by the variational iteration method, a sequence of functions is produced which converges to the solution under some suitable conditions. In the nonlinear case, after a few iterations the terms of…

数值分析 · 数学 2016-06-23 Davod Khojasteh Salkuyeh , Ali Tavakoli

We propose a collocation method based on multivariate polynomial splines over triangulation or tetrahedralization for the numerical solution of partial differential equations. We start with a detailed explanation of the method for the…

数值分析 · 数学 2023-04-18 Ming-Jun Lai , Jinsil Lee

This paper presents a novel approach for numerical solution of a class of fourth order time fractional partial differential equations (PDE's). The finite difference formulation has been used for temporal discretization, whereas, the space…

数值分析 · 数学 2018-09-18 Muhammad Abbas

Some variants of the numerical Picard iterations method are presented to solve an IVP for an ordinary differential system. The term numerical emphasizes that a numerical solution is computed. The method consists in replacing the right hand…

数值分析 · 数学 2017-08-09 Ernest Scheiber

To approximate solutions of a linear differential equation, we project, via trigonometric interpolation, its solution space onto a finite-dimensional space of trigonometric polynomials and construct a matrix representation of the…

数值分析 · 数学 2011-08-30 Oksana Bihun , Austin Bren , Michael Dyrud , Kristin Heysse

The Inverse Problem for the estimation of a point-wise approximation error occurring at the discretization and solving of the system of partial differential equations is addressed. The set of the differences between the numerical solutions…

数值分析 · 数学 2021-01-05 Aleksey Alekseev , Alexander Bondarev

The numerical solution methods for partial differential equation (PDE) solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods…

数值分析 · 数学 2021-03-04 Alexander Hvatov

This study introduces the reader to the theory of approximating the solution(s) of a non-linear, second order, ordinary differential equation (ODE) with piecewise polynomial functions by using the collocation method. It then focuses on the…

数值分析 · 数学 2018-05-09 J Hamish M Darbyshire

We consider regular polynomial interpolation algorithms on recursively defined sets of interpolation points which approximate global solutions of arbitrary well-posed systems of linear partial differential equations. Convergence of the…

数值分析 · 数学 2008-07-10 Joerg Kampen

We present a novel solution method for It\^o stochastic differential equations (SDEs). We subdivide the time interval into sub-intervals, then we use the quadratic polynomials for the approximation between two successive intervals. The main…

数值分析 · 数学 2024-08-01 Faezeh Nassajian Mojarrad

The analysis of complex nonlinear systems is often carried out using simpler piecewise linear representations of them. A principled and practical technique is proposed to linearize and evaluate arbitrary continuous nonlinear functions using…

最优化与控制 · 数学 2017-11-10 Guillermo Gallego , Daniel Berjón , Narciso García

We introduce a direct numerical treatment of nonlinear higher-index differential-algebraic equations by means of overdetermined polynomial least-squares collocation. The procedure is not much more computationally expensive than standard…

数值分析 · 数学 2019-03-22 Michael Hanke , Roswitha März

We consider an 1D partial integro-differential equation (PIDE) comprising of an 1D parabolic partial differential equation (PDE) and a nonlocal integral term. The control input is applied on one of the boundaries of the PIDE. Partitioning…

系统与控制 · 电气工程与系统科学 2025-09-26 Soham Chatterjee , Vivek Natarajan

By combining a certain approximation property in the spatial domain, and weighted $\ell_2$-summability of the Hermite polynomial expansion coefficients in the parametric domain obtained in [M. Bachmayr, A. Cohen, R. DeVore and G.…

数值分析 · 数学 2026-01-06 Dinh Dũng

Numerical solvers of Partial Differential Equations (PDEs) are of fundamental significance to science and engineering. To date, the historical reliance on legacy techniques has circumscribed possible integration of big data knowledge and…

数值分析 · 数学 2024-08-12 Xi Han , Fei Hou , Hong Qin

Interpolation by various types of splines is the standard procedure in many applications. In this paper we shall discuss harmonic spline "interpolation" (on the lines of a grid) as an alternative to polynomial spline interpolation (at…

数值分析 · 数学 2011-01-17 Yuliya Babenko , Tatyana Leskevich

With the immense computing power at our disposal, the numerical solution of partial differential equations (PDEs) is becoming a day-to-day task for modern computational scientists. However, the complexity of real-life problems is such that…

数值分析 · 数学 2022-04-05 Mitja Jančič , Filip Strniša , Gregor Kosec

The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…

数值分析 · 数学 2021-08-26 Junyang Wang , Jon Cockayne , Oksana Chkrebtii , T. J. Sullivan , Chris. J. Oates

We consider a non-polynomial cubic spline to develop the classes of methods for the numerical solution of singularly perturbed two-point boundary value problems. The proposed methods are second and fourth order accurate and applicable to…

数值分析 · 数学 2012-06-13 Islam Khan , Tariq Aziz
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