scholarly journals On the consistency of finite-difference methods for the solution of initial-value problems

1967 ◽  
Vol 19 (1) ◽  
pp. 125-132 ◽  
Author(s):  
M.N Spijker
Keyword(s):  
Finite Difference ◽  
Initial Value Problems ◽  
Finite Difference Methods ◽  
Initial Value ◽  
Difference Methods

scholarly journals A Step Block Algorithm for Solving First Order Initial Value Problems in Ordinary Differential Equations

2017 ◽  
Vol 2 (1) ◽  
Author(s):  
Emmanuel O Adeyefa ◽  
Oluwatosin Fadaka
Keyword(s):  
Finite Difference ◽  
Differential Equations ◽  
Ordinary Differential Equations ◽  
Initial Value Problems ◽  
Finite Difference Methods ◽  
Initial Value ◽  
Step Method ◽  
Block Algorithm ◽  
One Step ◽  
Difference Methods

The implementation of the newly formulated polynomials, ADEM-B orthogonal polynomials,  valid in the interval [-1, 1] with respect to weight function is our major focus in this work. The polynomials, which serve as basis function are employed to develop finite difference methods. Varying off-step points are considered for only One-Step method for the solution of the initial value problems of Ordinary Differential Equations (ODEs).  By selection of points for both interpolation and collocation, threeimportant class of block finite difference methods are produced. The methods are analyzed for their basic properties and findings show that they are accurate and convergent.

Finite Difference Methods

2018 ◽  
Author(s):  
S. G. Rajeev
Keyword(s):  
Finite Difference ◽  
Differential Operators ◽  
Finite Difference Methods ◽  
Navier Stokes ◽  
Difference Operators ◽  
Discrete Version ◽  
Initial Value ◽  
Vast Literature ◽  
Difference Methods ◽  
Radial Basis Function Method

This chapter offers a peek at the vast literature on numerical methods for partial differential equations. The focus is on finite difference methods (FDM): approximating differential operators by functions of difference operators. Padé approximants (Fornberg) give a unifying principle for deriving the various stencils used by numericists. Boundary value problems for the Poisson equation and initial value problems for the diffusion equation are solved using FDM. Numerical instability of explicit schemes are explained physically and implicit schemes introduced. A discrete version of theClebsch formulation of incompressible Euler equations is proposed. The chapter concludes with the radial basis function method and its application to a discrete version of the Lagrangian formulation of Navier–Stokes.

Biharmonic navigation using radial basis functions

Robotica ◽  
2021 ◽  
pp. 1-12
Author(s):  
Xu-Qian Fan ◽  
Wenyong Gong
Keyword(s):  
Finite Difference ◽  
Boundary Conditions ◽  
Radial Basis Functions ◽  
Real World ◽  
Biharmonic Equation ◽  
Finite Difference Methods ◽  
Basis Functions ◽  
Large Size ◽  
Radial Basis ◽  
Difference Methods

Abstract Path planning has been widely investigated by many researchers and engineers for its extensive applications in the real world. In this paper, a biharmonic radial basis potential function (BRBPF) representation is proposed to construct navigation fields in 2D maps with obstacles, and it therefore can guide and design a path joining given start and goal positions with obstacle avoidance. We construct BRBPF by solving a biharmonic equation associated with distance-related boundary conditions using radial basis functions (RBFs). In this way, invalid gradients calculated by finite difference methods in large size grids can be preventable. Furthermore, paths constructed by BRBPF are smoother than paths constructed by harmonic potential functions and other methods, and plenty of experimental results demonstrate that the proposed method is valid and effective.

scholarly journals Reliable Efficient Difference Methods for Random Heterogeneous Diffusion Reaction Models with a Finite Degree of Randomness

Mathematics ◽  
2021 ◽  
Vol 9 (3) ◽  
pp. 206
Author(s):  
María Consuelo Casabán ◽  
Rafael Company ◽  
Lucas Jódar
Keyword(s):  
Stochastic Process ◽  
Finite Difference ◽  
Coming Out ◽  
Finite Difference Methods ◽  
Diffusion Reaction ◽  
Finite Difference Schemes ◽  
Finite Degree ◽  
Mean Square Stability ◽  
Reaction Models ◽  
Difference Methods

This paper deals with the search for reliable efficient finite difference methods for the numerical solution of random heterogeneous diffusion reaction models with a finite degree of randomness. Efficiency appeals to the computational challenge in the random framework that requires not only the approximating stochastic process solution but also its expectation and variance. After studying positivity and conditional random mean square stability, the computation of the expectation and variance of the approximating stochastic process is not performed directly but through using a set of sampling finite difference schemes coming out by taking realizations of the random scheme and using Monte Carlo technique. Thus, the storage accumulation of symbolic expressions collapsing the approach is avoided keeping reliability. Results are simulated and a procedure for the numerical computation is given.

Sign in / Sign up

Export Citation Format

Share Document