An L∞-error Estimate for the h-p Version Continuous Petrov-Galerkin Method for Nonlinear Initial Value Problems

2015 ◽  
Vol 5 (4) ◽  
pp. 301-311 ◽  
Author(s):  
Lijun Yi
Keyword(s):  
Error Estimate ◽  
Galerkin Method ◽  
Error Bound ◽  
Initial Value Problems ◽  
Initial Value ◽  
Numerical Examples ◽  
Time Stepping ◽  
Theoretical Results

AbstractThe h-p version of the continuous Petrov-Galerkin time stepping method is analyzed for nonlinear initial value problems. An L∞-error bound explicit with respect to the local discretization and regularity parameters is derived. Numerical examples are provided to illustrate the theoretical results.

Some misinterpretations and lack of understanding in differential operators with no singular kernels

Open Physics ◽  
2020 ◽  
Vol 18 (1) ◽  
pp. 594-612 ◽  
Author(s):  
Abdon Atangana ◽  
Emile Franc Doungmo Goufo
Keyword(s):  
Fractional Calculus ◽  
Power Law ◽  
Initial Value Problems ◽  
Differential Operators ◽  
Integral Operators ◽  
Initial Value ◽  
Complex Processes ◽  
Singular Kernels ◽  
Fractional Differential ◽  
Theoretical Results

AbstractHumans are part of nature, and as nature existed before mankind, mathematics was created by humans with the main aim to analyze, understand and predict behaviors observed in nature. However, besides this aspect, mathematicians have introduced some laws helping them to obtain some theoretical results that may not have physical meaning or even a representation in nature. This is also the case in the field of fractional calculus in which the main aim was to capture more complex processes observed in nature. Some laws were imposed and some operators were misused, such as, for example, the Riemann–Liouville and Caputo derivatives that are power-law-based derivatives and have been used to model problems with no power law process. To solve this problem, new differential operators depicting different processes were introduced. This article aims to clarify some misunderstandings about the use of fractional differential and integral operators with non-singular kernels. Additionally, we suggest some numerical discretizations for the new differential operators to be used when dealing with initial value problems. Applications of some nature processes are provided.

scholarly journals FORMULATION OF BLOCK SCHEMES WITH LINEAR MULTISTEP METHOD FOR THE APPROXIMATION OF FIRST-ORDER IVPS

2020 ◽  
Vol 4 (3) ◽  
pp. 313-322
Author(s):  
Sunday Obomeviekome Imoni ◽  
D. I. Lanlege ◽  
E. M. Atteh ◽  
J. O. Ogbondeminu
Keyword(s):  
Basis Function ◽  
Initial Value Problems ◽  
Hermite Polynomials ◽  
Multistep Method ◽  
Linear Multistep Method ◽  
Initial Value ◽  
Numerical Examples ◽  
First Order ◽  
Block Scheme ◽  
Multi Step Methods

ABSTRACT In this paper, formulation of an efficient numerical schemes for the approximation first-order initial value problems (IVPs) of ordinary differential equations (ODE) is presented. The method is a block scheme for some k-step linear multi-step methods (and) using the Hermite Polynomials a basis function. The continuous and discrete linear multi-step methods (LMM) are formulated through the technique of collocation and interpolation. Numerical examples of ODE have been examined and results obtained show that the proposed scheme can be efficient in solving initial value problems of first order ODE.

scholarly journals A New Algorithm for Solving Terminal Value Problems of q-Difference Equations

2018 ◽  
Vol 2018 ◽  
pp. 1-7
Author(s):  
Yong-Hong Fan ◽  
Lin-Lin Wang
Keyword(s):  
Exact Solution ◽  
Numerical Methods ◽  
Error Estimate ◽  
Numerical Solution ◽  
Numerical Method ◽  
Difference Equations ◽  
Initial Value Problems ◽  
Convergence Speed ◽  
Initial Value ◽  
Delta Derivatives

We propose a new algorithm for solving the terminal value problems on a q-difference equations. Through some transformations, the terminal value problems which contain the first- and second-order delta-derivatives have been changed into the corresponding initial value problems; then with the help of the methods developed by Liu and H. Jafari, the numerical solution has been obtained and the error estimate has also been considered for the terminal value problems. Some examples are given to illustrate the accuracy of the numerical methods we proposed. By comparing the exact solution with the numerical solution, we find that the convergence speed of this numerical method is very fast.

scholarly journals Numerical Solutions of Odd Order Linear and Nonlinear Initial Value Problems Using a Shifted Jacobi Spectral Approximations

2012 ◽  
Vol 2012 ◽  
pp. 1-25 ◽  
Author(s):  
A. H. Bhrawy ◽  
M. A. Alghamdi
Keyword(s):  
Galerkin Method ◽  
Initial Value Problems ◽  
Numerical Solutions ◽  
Initial Conditions ◽  
Variable Coefficients ◽  
Solution Technique ◽  
Initial Value ◽  
Spectral Approximations ◽  
Base Functions ◽  
And Performance

A shifted Jacobi Galerkin method is introduced to get a direct solution technique for solving the third- and fifth-order differential equations with constant coefficients subject to initial conditions. The key to the efficiency of these algorithms is to construct appropriate base functions, which lead to systems with specially structured matrices that can be efficiently inverted. A quadrature Galerkin method is introduced for the numerical solution of these problems with variable coefficients. A new shifted Jacobi collocation method based on basis functions satisfying the initial conditions is presented for solving nonlinear initial value problems. Through several numerical examples, we evaluate the accuracy and performance of the proposed algorithms. The algorithms are easy to implement and yield very accurate results.

scholarly journals A Numerical Method for Lane-Emden Equations Using Hybrid Functions and the Collocation Method

2012 ◽  
Vol 2012 ◽  
pp. 1-9 ◽  
Author(s):  
Changqing Yang ◽  
Jianhua Hou
Keyword(s):  
Differential Equation ◽  
Numerical Method ◽  
Collocation Method ◽  
Chebyshev Polynomials ◽  
Initial Value Problems ◽  
Algebraic Equations ◽  
Initial Value ◽  
Numerical Examples ◽  
Hybrid Functions ◽  
Block Pulse Functions

A numerical method to solve Lane-Emden equations as singular initial value problems is presented in this work. This method is based on the replacement of unknown functions through a truncated series of hybrid of block-pulse functions and Chebyshev polynomials. The collocation method transforms the differential equation into a system of algebraic equations. It also has application in a wide area of differential equations. Corresponding numerical examples are presented to demonstrate the accuracy of the proposed method.

scholarly journals Spectral approximations to the fractional integral and derivative

2012 ◽  
Vol 15 (3) ◽  
Author(s):  
Changpin Li ◽  
Fanhai Zeng ◽  
Fawang Liu
Keyword(s):  
Boundary Value Problems ◽  
Collocation Method ◽  
Caputo Derivative ◽  
Initial Value Problems ◽  
Fractional Integral ◽  
Jacobi Polynomials ◽  
Boundary Value ◽  
Initial Value ◽  
Numerical Examples ◽  
Spectral Approximations

AbstractIn this paper, the spectral approximations are used to compute the fractional integral and the Caputo derivative. The effective recursive formulae based on the Legendre, Chebyshev and Jacobi polynomials are developed to approximate the fractional integral. And the succinct scheme for approximating the Caputo derivative is also derived. The collocation method is proposed to solve the fractional initial value problems and boundary value problems. Numerical examples are also provided to illustrate the effectiveness of the derived methods.

scholarly journals Eulerian time-stepping schemes for the non-stationary Stokes equations on time-dependent domains

2022 ◽  
Author(s):  
Erik Burman ◽  
Stefan Frei ◽  
Andre Massing
Keyword(s):  
Parabolic Equation ◽  
Stokes Equations ◽  
A Priori ◽  
Time Dependent ◽  
Numerical Examples ◽  
Time Stepping ◽  
Discretisation Error ◽  
Moving Domains ◽  
Theoretical Results ◽  
Norm Error

AbstractThis article is concerned with the discretisation of the Stokes equations on time-dependent domains in an Eulerian coordinate framework. Our work can be seen as an extension of a recent paper by Lehrenfeld and Olshanskii (ESAIM: M2AN 53(2):585–614, 2019), where BDF-type time-stepping schemes are studied for a parabolic equation on moving domains. For space discretisation, a geometrically unfitted finite element discretisation is applied in combination with Nitsche’s method to impose boundary conditions. Physically undefined values of the solution at previous time-steps are extended implicitly by means of so-called ghost penalty stabilisations. We derive a complete a priori error analysis of the discretisation error in space and time, including optimal $$L^2(L^2)$$ L 2 ( L 2 ) -norm error bounds for the velocities. Finally, the theoretical results are substantiated with numerical examples.

EXPONENTIALLY AND TRIGONOMETRICALLY FITTED EXPLICIT ADVANCED STEP-POINT (EAS) METHODS FOR INITIAL VALUE PROBLEMS WITH OSCILLATING SOLUTIONS

2003 ◽  
Vol 14 (02) ◽  
pp. 175-184 ◽  
Author(s):  
G. PSIHOYIOS ◽  
T. E. SIMOS
Keyword(s):  
Numerical Solution ◽  
Initial Value Problems ◽  
Initial Value ◽  
Numerical Examples ◽  
Oscillating Solutions ◽  
Exponentially Fitted ◽  
Predictor Corrector ◽  
Area Of Application

In this paper, an exponentially fitted and trigonometrically fitted predictor–corrector class of methods is developed. These methods represent a totally new area of application for the explicit advanced step-point or EAS methods developed by Psihoyios and Cash. Numerical examples show that the newly developed procedure is much more efficient than well-known methods for the numerical solution of initial value problems with oscillating solutions.

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