Numerical method for a system of integro-differential equations by Lagrange interpolation

2016 ◽  
Vol 09 (04) ◽  
pp. 1650077 ◽  
Author(s):  
Yousef Jafarzadeh ◽  
Bagher Keramati
Keyword(s):  
Differential Equations ◽  
Numerical Method ◽  
Lagrange Interpolation ◽  
Higher Order ◽  
Matrix Equations ◽  
Algebraic Equations ◽  
Lagrange Polynomial ◽  
Fredholm Equations ◽  
Linear Algebraic Equations ◽  
The Matrix

In this paper, we present the Lagrange polynomial solutions to system of higher-order linear integro-differential Volterra–Fredholm equations (IDVFE). This method transforms the IDVFE into the matrix equations which is converted to a system of linear algebraic equations. Some numerical results are given to illustrate the efficiency of the method.

scholarly journals Boubaker Wavelet Functions for Solving Higher Order Integro-Differential Equations

2020 ◽  
Vol 55 (2) ◽  
Author(s):  
Eman Hassan Ouda ◽  
Suha Shihab ◽  
Mohammed Rasheed
Keyword(s):  
Original Problem ◽  
General Procedure ◽  
Operational Matrix ◽  
Higher Order ◽  
Matrix Elements ◽  
Algebraic Equations ◽  
Orthonormal Wavelet ◽  
Easy Calculation ◽  
Linear Algebraic Equations ◽  
The Matrix

In the present paper, the properties of Boubaker orthonormal polynomials are used to construct new Boubaker wavelet orthonormal functions which are continuous on the interval [0, 1). Then, a Boubaker wavelet orthonormal operational matrix of the derivative is obtained with the new general procedure. The matrix elements can be expressed in a simple form that reduces the computational complexity. The collocation method of the Boubaker orthonormal wavelet functions together with the application of the derived operational matrix of the derivative are then utilized to transform the higher-order integro-differential equation into a solution of linear algebraic equations. As a result, the solution of the original problem reduces to the solution of a linear system of algebraic equations and can be sufficiently solved by an approximate technique. The main advantage of the suggested method is that the orthonormality property greatly simplifies the original problem and leads to easy calculation of the coefficients of expansion. Special attention is needed to perform the convergence analysis. The error is analyzed when a sufficiently smooth function is expanded in terms of the Boubaker orthonormal wavelet functions, then an estimation of the upper bound of the error is calculated. The results obtained by the technique in the current work are reported by solving some numerical examples and the accuracy is checked by comparing the results with the exact solution.

Solving systems of high-order linear ordinary differential equations with variable coefficients by means of exponential Chebyshev collocation method

2017 ◽  
Vol 8 (1-2) ◽  
pp. 40 ◽  
Author(s):  
Mohamed Ramadan ◽  
Kamal Raslan ◽  
Talaat El Danaf ◽  
Mohamed A. Abd Elsalam
Keyword(s):  
Differential Equations ◽  
Ordinary Differential Equations ◽  
Collocation Method ◽  
Variable Coefficients ◽  
High Order ◽  
Matrix Equations ◽  
Algebraic Equations ◽  
Order Linear ◽  
Linear Ordinary Differential Equations ◽  
Linear Algebraic Equations

The purpose of this paper is to investigate the use of exponential Chebyshev (EC) collocation method for solving systems of high-order linear ordinary differential equations with variable coefficients with new scheme, using the EC collocation method in unbounded domains. The EC functions approach deals directly with infinite boundaries without singularities. The method transforms the system of differential equations and the given conditions to block matrix equations with unknown EC coefficients. By means of the obtained matrix equations, a new system of equations which corresponds to the system of linear algebraic equations is gained. Numerical examples are given to illustrative the validity and applicability of the method.

A shifted Legendre method for solving a population model and delay linear Volterra integro-differential equations

2017 ◽  
Vol 10 (07) ◽  
pp. 1750091 ◽  
Author(s):  
Şuayip Yüzbaşi
Keyword(s):  
Differential Equation ◽  
Differential Equations ◽  
Matrix Equation ◽  
Population Model ◽  
Estimation Method ◽  
Approximate Solutions ◽  
Algebraic Equations ◽  
Integro Differential Equation ◽  
Linear Algebraic Equations ◽  
The Matrix

In this paper, we propose a collocation method to obtain the approximate solutions of a population model and the delay linear Volterra integro-differential equations. The method is based on the shifted Legendre polynomials. By using the required matrix operations and collocation points, the delay linear Fredholm integro-differential equation is transformed into a matrix equation. The matrix equation corresponds to a system of linear algebraic equations. Also, an error estimation method for method and improvement of solutions is presented by using the residual function. Applications of population model and general delay integro-differential equation are given. The obtained results are compared with the known results.

scholarly journals NUMERICAL CALCULATION OF NONSTATIONARY FRACTIONAL DIFFERENTIAL EQUATION IN PROBLEMS OF MODELING TOXIC SUBSTANCES DISTRIBUTION IN GROUND WATERS

2019 ◽  
pp. 70-80
Author(s):  
Alexandra Alekseyevna Afanasyeva ◽  
Tatyana Nikolayevna Shvetsova-Shilovskaya ◽  
Dmitriy Evgenevich Ivanov ◽  
Denis Igorevich Nazarenko ◽  
Elena Victorovna Kazarezova
Keyword(s):  
Differential Equation ◽  
Analytical Solution ◽  
Differential Equations ◽  
Difference Scheme ◽  
Numerical Method ◽  
Fractional Differential Equation ◽  
Numerical Solutions ◽  
Algebraic Equations ◽  
Linear Algebraic Equations ◽  
Fractional Differential

At present, the theory of fractional calculus is widely used in many fields of science for modeling various processes. Differential equations with fractional derivatives are used to model the migration of pollutants in porous inhomogeneous media and allow a more correct description of the behavior of pollutants at large distances from the source. The analytical solution of differential equations with fractional order derivatives is often very complicated or even impossible. There has been proposed a numerical method for solving fractional differential equations in partial derivatives with respect to time to describe the migration of pollutants in groundwater. An implicit difference scheme is developed for the numerical solution of a non-stationary fractional differential equation, which is an analogue of the well-known implicit Crank-Nicholson difference scheme. The system of difference equations is presented in matrix form. The solution of the problem is reduced to the multiple solution of a tridiagonal system of linear algebraic equations by the tridiagonal matrix algorithm. The results of evaluating the spread of pollutant in groundwater based on the numerical method for model examples are presented. The concentrations of the substance obtained on the basis of the analytical and numerical solutions of the unsteady one-dimensional fractional differential equation are compared. The results obtained using the proposed method and on the basis of the well-known analytical solution of the fractional differential equation are in fairly good agreement with each other. The relative error is on average 9%. In contrast to the well-known analytical solution, the developed numerical method can be used to model the spread of pollutants in groundwater, taking into account their biodegradation.

scholarly journals Haar Wavelet Collocation Method for Solving Riccati and Fractional Riccati Differential Equations

2016 ◽  
Vol 17 ◽  
pp. 46-56 ◽  
Author(s):  
S.C. Shiralashetti ◽  
A.B. Deshi
Keyword(s):  
Differential Equations ◽  
Collocation Method ◽  
Numerical Solutions ◽  
Operational Matrix ◽  
Haar Wavelet ◽  
Algebraic Equations ◽  
Riccati Differential Equations ◽  
Wavelet Collocation Method ◽  
Linear Algebraic Equations ◽  
The Matrix

In this paper, numerical solutions of Riccati and fractional Riccati differential equations are obtained by the Haar wavelet collocation method. An operational matrix of integration based on the Haar wavelet is established, and the procedure for applying the matrix to solve these equations. The fundamental idea of Haar wavelet method is to convert the proposed differential equations into a group of non-linear algebraic equations. The accuracy of approximate solution can be further improved by increasing the level of resolution and an error analysis is computed. The examples are given to demonstrate the fast and flexibility of the method. The results obtained are in good agreement with the exact in comparison with existing ones and it is shown that the technique introduced here is robust, easy to apply and is not only enough accurate but also quite stable.

scholarly journals Matrix Approach To The Direct Computation Method For The Solution of Fredholm Integro-Differential Equations of The Second Kind With Degenerate Kernels

CAUCHY ◽  
2020 ◽  
Vol 6 (3) ◽  
pp. 100-108
Author(s):  
Nathaniel Mahwash Kamoh ◽  
Geoffrey Kumlengand ◽  
Joshua Sunday
Keyword(s):  
Differential Equations ◽  
Computation Method ◽  
Matrix Approach ◽  
Algebraic Equations ◽  
Direct Computation ◽  
Closed Form Solutions ◽  
Linear Algebraic Equations ◽  
The Matrix ◽  
Sum Of Products ◽  
Finite Sum

In this paper, a matrix approach to the direct computation method for solving Fredholm integro-differential equations (FIDEs) of the second kind with degenerate kernels is presented. Our approach consists of reducing the problem to a set of linear algebraic equations by approximating the kernel with a finite sum of products and determining the unknown constants by the matrix approach. The proposed method is simple, efficient and accurate; it approximates the solutions exactly with the closed form solutions. Some problems are considered using maple programme to illustrate the simplicity, efficiency and accuracy of the proposed method.

scholarly journals Exponential Collocation Method for Solutions of Singularly Perturbed Delay Differential Equations

2013 ◽  
Vol 2013 ◽  
pp. 1-9 ◽  
Author(s):  
Şuayip Yüzbaşı ◽  
Mehmet Sezer
Keyword(s):  
Differential Equations ◽  
Matrix Equation ◽  
Delay Differential Equations ◽  
Singularly Perturbed ◽  
Singularly Perturbed Problem ◽  
Algebraic Equations ◽  
Analysis Technique ◽  
Linear Algebraic Equations ◽  
The Matrix ◽  
Delay Differential

This paper deals with the singularly perturbed delay differential equations under boundary conditions. A numerical approximation based on the exponential functions is proposed to solve the singularly perturbed delay differential equations. By aid of the collocation points and the matrix operations, the suggested scheme converts singularly perturbed problem into a matrix equation, and this matrix equation corresponds to a system of linear algebraic equations. Also, an error analysis technique based on the residual function is introduced for the method. Four examples are considered to demonstrate the performance of the proposed scheme, and the results are discussed.

scholarly journals New Properties of Modified Second Kind Chebyshev Polynomials

2020 ◽  
Vol 55 (3) ◽  
Author(s):  
Semaa Hassan Aziz ◽  
Mohammed Rasheed ◽  
Suha Shihab
Keyword(s):  
Differential Equation ◽  
Differential Equations ◽  
Chebyshev Polynomial ◽  
Chebyshev Polynomials ◽  
Digital Computer ◽  
Higher Order ◽  
Algebraic Equations ◽  
Equation Problem ◽  
Higher Order Differential Equations

Modified second kind Chebyshev polynomials for solving higher order differential equations are presented in this paper. This technique, along with some new properties of such polynomials, will reduce the original differential equation problem to the solution of algebraic equations with a straightforward and computational digital computer. Some illustrative examples are included. The modified second kind Chebyshev polynomial is calculated using only a small number of the modified second kind Chebyshev polynomials, which leads to attractive results.

scholarly journals A Simple Algorithm for Finding a Non-negative Basic Solution of a System of Linear Algebraic Equations

2021 ◽  
Vol 28 (3) ◽  
pp. 234-237
Author(s):  
Gleb D. Stepanov
Keyword(s):  
Simplex Method ◽  
Gaussian Elimination ◽  
Simple Algorithm ◽  
Basic Solution ◽  
Algebraic Equations ◽  
Linear Algebraic Equations ◽  
The Matrix ◽  
Linear Programming Problems ◽  
Two Stages ◽  
Computational Resources

This article describes an algorithm for obtaining a non-negative basic solution of a system of linear algebraic equations. This problem, which undoubtedly has an independent interest, in particular, is the most time-consuming part of the famous simplex method for solving linear programming problems.Unlike the artificial basis Orden’s method used in the classical simplex method, the proposed algorithm does not attract artificial variables and economically consumes computational resources.The algorithm consists of two stages, each of which is based on Gaussian exceptions. The first stage coincides with the main part of the Gaussian complete exclusion method, in which the matrix of the system is reduced to the form with an identity submatrix. The second stage is an iterative cycle, at each of the iterations of which, according to some rules, a resolving element is selected, and then a Gaussian elimination step is performed, preserving the matrix structure obtained at the first stage. The cycle ends either when the absence of non-negative solutions is established, or when one of them is found.Two rules for choosing a resolving element are given. The more primitive of them allows for ambiguity of choice and does not exclude looping (but in very rare cases). Use of the second rule ensures that there is no looping.

scholarly journals On the continuous analogue of the Seidel method

2018 ◽  
Vol 20 (4) ◽  
pp. 364-377
Author(s):  
I. V. Boikov ◽  
A. I. Boikova
Keyword(s):  
Differential Equations ◽  
Systems Of Nonlinear Equations ◽  
Algebraic Equations ◽  
Seidel Method ◽  
Linear Algebraic Equations ◽  
Nonlinear Algebraic Equations ◽  
Continuous Analogue ◽  
Solution Methods ◽  
Linear And Nonlinear ◽  
Equations With Delay

Continuous Seidel method for solving systems of linear and nonlinear algebraic equations is constructed in the article, and the convergence of this method is investigated. According to the method discussed, solving a system of algebraic equations is reduced to solving systems of ordinary differential equations with delay. This allows to use rich arsenal of numerical ODE solution methods while solving systems of algebraic equations. The main advantage of the continuous analogue of the Seidel method compared to the classical one is that it does not require all the elements of the diagonal matrix to be non-zero while solving linear algebraic equations’ systems. The continuous analogue has the similar advantage when solving systems of nonlinear equations.

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