Numerical solution of stochastic nonlinear differential equations using Wiener-Hermite expansion

Author(s):  
A. S. Al-Johani ◽  
M. A. El-Beltagy
Author(s):  
S.E. Kasenov ◽  
◽  
G.E. Kasenova ◽  
A.A. Sultangazin ◽  
B.D. Bakytbekova ◽  
...  

The article considers direct and inverse problems of a system of nonlinear differential equations. Such problems are often found in various fields of science, especially in medicine, chemistry and economics. One of the main methods for solving nonlinear differential equations is the numerical method. The initial direct problem is solved by the Rune-Kutta method with second accuracy and graphs of the numerical solution are shown. The inverse problem of finding the coefficients of a system of nonlinear differential equations with additional information on solving the direct problem is posed. The numerical solution of this inverse problem is reduced to minimizing the objective functional. One of the methods that is applicable to nonsmooth and noisy functionals, unconditional optimization of the functional of several variables, which does not use the gradient of the functional, is the Nelder-Mead method. The article presents the NellerMead algorithm. And also a numerical solution of the inverse problem is shown.


Author(s):  
Elena Adomaitienė ◽  
Skaidra Bumelienė ◽  
Gytis Mykolaitis ◽  
Arūnas Tamaševičius

A control method for desynchronizing an array of mean-field coupled FitzHugh–Nagumo-type oscillators is described. The technique is based on applying an adjustable DC voltage source to the coupling node. Both, numerical solution of corresponding nonlinear differential equations and hardware experiments with a nonlinear electrical circuit have been performed.


2013 ◽  
Vol 2013 ◽  
pp. 1-21 ◽  
Author(s):  
Mohamed A. El-Beltagy ◽  
Amnah S. Al-Johani

This paper introduces higher-order solutions of the stochastic nonlinear differential equations with the Wiener-Hermite expansion and perturbation (WHEP) technique. The technique is used to study the quadratic nonlinear stochastic oscillatory equation with different orders, different number of corrections, and different strengths of the nonlinear term. The equivalent deterministic equations are derived up to third order and fourth correction. A model numerical integral solver is developed to solve the resulting set of equations. The numerical solver is tested and validated and then used in simulating the stochastic quadratic nonlinear oscillatory motion with different parameters. The solution ensemble average and variance are computed and compared in all cases. The current work extends the use of WHEP technique in solving stochastic nonlinear differential equations.


Author(s):  
S. C. Shiralashetti ◽  
M. H. Kantli ◽  
A. B. Deshi

In this paper, we obtained the Haar wavelet-based numerical solution of the nonlinear differential equations arising in fluid dynamics, i.e., electrohydrodynamic flow, elastohydrodynamic lubrication and nonlinear boundary value problems. Error analysis is observed, it shows that the Haar wavelet-based results give better accuracy than the existing methods, which is justified through illustrative examples.


2020 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Umesh Umesh ◽  
Manoj Kumar

Purpose The purpose of this paper is to obtain the highly accurate numerical solution of Lane–Emden-type equations using modified Adomian decomposition method (MADM) for unequal step-size partitions. Design/methodology/approach First, the authors describe the standard Adomian decomposition scheme and the Adomian polynomials for solving nonlinear differential equations. After that, for the fast calculation of the Adomian polynomials, an algorithm is presented based on Duan’s corollary and Rach’s rule. Then, MADM is discussed for the unequal step-size partitions of the domain, to obtain the numerical solution of Lane–Emden-type equations. Moreover, convergence analysis and an error bound for the approximate solution are discussed. Findings The proposed method removes the singular behaviour of the problems and provides the high precision numerical solution in the large effective region of convergence in comparison to the other existing methods, as shown in the tested examples. Originality/value Unlike the other methods, the proposed method does not require linearization or perturbation to obtain an analytical and numerical solution of singular differential equations, and the obtained results are more physically realistic.


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