Results 11 to 20 of about 64 (63)
Accurate Four-Step Hybrid Block Method for Solving Higher-Order Initial Value Problems
This paper focuses on developing a self-starting numerical approach that can be used for direct integration of higher-order initial value problems of Ordinary Differential Equations.
Olanegan, O. O., Adeyefa, E. O.
doaj +1 more source
Acceleration of Runge‐Kutta integration schemes
A simple accelerated third‐order Runge‐Kutta‐type, fixed time step, integration scheme that uses just two function evaluations per step is developed. Because of the lower number of function evaluations, the scheme proposed herein has a lower computational cost than the standard third‐order Runge‐Kutta scheme while maintaining the same order of local ...
Phailaung Phohomsiri, Firdaus E. Udwadia
wiley +1 more source
Generalized solutions of the fractional Burger’s equation
We investigate the solutions for the fractional Burger’s equation based on the Jumarie fractional derivative using Bernoulli polynomials. We find general solutions for such problems. Comparison with other methods is presented.
Muhammed I. Syam +4 more
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Gaussian quadrature rules and A‐stability of Galerkin schemes for ODE
The A‐stability properties of continuous and discontinuous Galerkin methods for solving ordinary differential equations (ODEs) are established using properties of Legendre polynomials and Gaussian quadrature rules. The influence on the A‐stability of the numerical integration using Gaussian quadrature rules involving a parameter is analyzed.
Ali Bensebah +2 more
wiley +1 more source
In this paper, an extension is paid to an idea of fractal and fractional derivatives which has been applied to a number of ordinary differential equations to model a system of partial differential equations.
Kolade M. Owolabi +2 more
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A Laplace decomposition algorithm applied to a class of nonlinear differential equations
In this paper, a numerical Laplace transform algorithm which is based on the decomposition method is introduced for the approximate solution of a class of nonlinear differential equations. The technique is described and illustrated with some numerical examples.
Suheil A. Khuri
wiley +1 more source
Time parallelization scheme with an adaptive time step size for solving stiff initial value problems
In this paper, we introduce a practical strategy to select an adaptive time step size suitable for the parareal algorithm designed to parallelize a numerical scheme for solving stiff initial value problems. For the adaptive time step size, a technique to
Bu Sunyoung
doaj +1 more source
A numerical approach for investigating a special class of fractional Riccati equation
A computational scheme for solving special type of fractional Riccati equation with singularly perturbed (FRSP) is investigated. It is based on dividing the equation into algebraic equation and fractional equation.
Bothayna S. Kashkari, Muhammed I. Syam
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Stability analysis of linear multistep methods for delay differential equations
Stability properties of linear multistep methods for delay differential equations with respect to the test equation 0 < λ < 1, are investigated. It is known that the solution of this equation is bounded if and only if |a| < −b and we examine whether this property is inherited by multistep methods with Lagrange interpolation and by parametrized Adams ...
V. L. Bakke, Z. Jackiewicz
wiley +1 more source
Uniform stability of linear multistep methods in Galerkin procedures for parabolic problems
Linear multistep methods are considered which have a stability region S and are D‐stable on the whole boundary ∂S ⊂ S of S. Error estimates are derived which hold uniformly for the class of initial value problems Y′ = AY + B(t), t > 0, Y(0) = Y0 with normal matrix A satisfying the spectral condition Sp(ΔtA) ⊂ S, Δt time step, Sp(A) spectrum of A ...
Eckart Gekeler
wiley +1 more source

