Differential Equations Via Approximation Methods

2014 ◽  
pp. 61-65
Author(s):  
César Pérez López
Keyword(s):  
Differential Equations ◽  
Approximation Methods

scholarly journals New Approximation Methods Based on Fuzzy Transform for Solving SODEs: II

2018 ◽  
Vol 1 (3) ◽  
pp. 30 ◽  
Author(s):  
Hussein ALKasasbeh ◽  
Irina Perfilieva ◽  
Muhammad Ahmad ◽  
Zainor Yahya
Keyword(s):  
Numerical Methods ◽  
Differential Equations ◽  
Trapezoidal Rule ◽  
Approximation Methods ◽  
System Of Differential Equations ◽  
Fuzzy Transform ◽  
Fuzzy Partition ◽  
Fuzzy Approximation ◽  
One Step ◽  
Basic Functions

In this research, three approximation methods are used in the new generalized uniform fuzzy partition to solve the system of differential equations (SODEs) based on fuzzy transform (FzT). New representations of basic functions are proposed based on the new types of a uniform fuzzy partition and a subnormal generating function. The main properties of a new uniform fuzzy partition are examined. Further, the simpler form of the fuzzy transform is given alongside some of its fundamental results. New theorems and lemmas are proved. In accordance with the three conventional numerical methods: Trapezoidal rule (one step) and Adams Moulton method (two and three step modifications), new iterative methods (NIM) based on the fuzzy transform are proposed. These new fuzzy approximation methods yield more accurate results in comparison with the above-mentioned conventional methods.

scholarly journals A New Approach to Approximate Solutions for Nonlinear Differential Equation

2018 ◽  
Vol 2018 ◽  
pp. 1-8
Author(s):  
Safia Meftah
Keyword(s):  
Differential Equation ◽  
Differential Equations ◽  
Small Parameter ◽  
Perturbation Method ◽  
Periodic Solutions ◽  
Asymptotic Expansions ◽  
Nonlinear Differential Equations ◽  
Approximate Solutions ◽  
Approximation Methods ◽  
New Approach

The question discussed in this study concerns one of the most helpful approximation methods, namely, the expansion of a solution of a differential equation in a series in powers of a small parameter. We used the Lindstedt-Poincaré perturbation method to construct a solution closer to uniformly valid asymptotic expansions for periodic solutions of second-order nonlinear differential equations.

scholarly journals Approximation methods and the generalised Fuller index for semi-flows in Banach spaces

1986 ◽  
Vol 29 (3) ◽  
pp. 299-308 ◽  
Author(s):  
A. J. B. Potter
Keyword(s):  
Differential Equations ◽  
Ordinary Differential Equations ◽  
Periodic Solutions ◽  
Banach Spaces ◽  
Functional Differential Equations ◽  
Periodic Points ◽  
Approximation Methods ◽  
Functional Differential ◽  
Linear Differential ◽  
Fuller Index

In [3] Fuller introduced an index (now called the Fuller index) in order to study periodic solutions of ordinary differential equations. The objective of this paper is to give a simple generalisation of the Fuller index which can be used to study periodic points of flows in Banach spaces. We do not claim any significant breakthrough but merely suggest that the simplistic approach, presented here, might prove useful for the study of non-linear differential equations. We show our results can be used to study functional differential equations.

An introduction to numerical methods for stochastic differential equations

Acta Numerica ◽  
1999 ◽  
Vol 8 ◽  
pp. 197-246 ◽  
Author(s):  
Eckhard Platen
Keyword(s):  
Numerical Analysis ◽  
Numerical Methods ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
The Other ◽  
Weak Approximation ◽  
Approximation Methods ◽  
Unified Framework ◽  
Stochastic Nature ◽  
The One

This paper aims to give an overview and summary of numerical methods for the solution of stochastic differential equations. It covers discrete time strong and weak approximation methods that are suitable for different applications. A range of approaches and results is discussed within a unified framework. On the one hand, these methods can be interpreted as generalizing the well-developed theory on numerical analysis for deterministic ordinary differential equations. On the other hand they highlight the specific stochastic nature of the equations. In some cases these methods lead to completely new and challenging problems.

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