Numerical Examples: Partial Differential Equations

Author(s):  
Karel Rektorys
2017 ◽  
Vol 21 (4) ◽  
pp. 1595-1599 ◽  
Author(s):  
Yulan Wang ◽  
Dan Tian ◽  
Zhiyuan Li

The barycentric interpolation collocation method is discussed in this paper, which is not valid for singularly perturbed delay partial differential equations. A modified version is proposed to overcome this disadvantage. Two numerical examples are provided to show the effectiveness of the present method.


2021 ◽  
Vol 29 (1) ◽  
Author(s):  
I. L. El-Kalla ◽  
E. M. Mohamed ◽  
H. A. A. El-Saka

AbstractIn this paper, we apply an accelerated version of the Adomian decomposition method for solving a class of nonlinear partial differential equations. This version is a smart recursive technique in which no differentiation for computing the Adomian polynomials is needed. Convergence analysis of this version is discussed, and the error of the series solution is estimated. Some numerical examples were solved, and the numerical results illustrate the effectiveness of this version.


CALCOLO ◽  
2020 ◽  
Vol 57 (4) ◽  
Author(s):  
Daniele Boffi ◽  
Francesca Gardini ◽  
Lucia Gastaldi

AbstractWe discuss the solution of eigenvalue problems associated with partial differential equations that can be written in the generalized form $${\mathsf {A}}x=\lambda {\mathsf {B}}x$$ A x = λ B x , where the matrices $${\mathsf {A}}$$ A and/or $${\mathsf {B}}$$ B may depend on a scalar parameter. Parameter dependent matrices occur frequently when stabilized formulations are used for the numerical approximation of partial differential equations. With the help of classical numerical examples we show that the presence of one (or both) parameters can produce unexpected results.


2013 ◽  
Vol 14 (4) ◽  
pp. 851-878 ◽  
Author(s):  
Peng Chen ◽  
Nicholas Zabaras

AbstractWe develop an efficient, adaptive locally weighted projection regression (ALWPR) framework for uncertainty quantification (UQ) of systems governed by ordinary and partial differential equations. The algorithm adaptively selects the new input points with the largest predictive variance and decides when and where to add new local models. It effectively learns the local features and accurately quantifies the uncertainty in the prediction of the statistics. The developed methodology provides predictions and confidence intervals at any query input and can deal with multi-output cases. Numerical examples are presented to show the accuracy and efficiency of the ALWPR framework including problems with non-smooth local features such as discontinuities in the stochastic space.


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