Results 51 to 60 of about 985 (108)
, 2015 In the present paper, we obtain the approximate solutions of Fractional Order Riccati Differential Equation by Generalized Differential Transform Method (GDTM). The fractional derivatives are described in the Caputo sense.
M. Bansal, R. Jain
semanticscholar +1 more source
Spectrally accurate space-time solution of Hamiltonian PDEs
, 2018 Recently, the numerical solution of multi-frequency, highly-oscillatory Hamiltonian problems has been attacked by using Hamiltonian Boundary Value Methods (HBVMs) as spectral methods in time.
Brugnano, Luigi +3 more
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Functionally-fitted energy-preserving integrators for Poisson systems
, 2017 In this paper, a new class of energy-preserving integrators is proposed and analysed for Poisson systems by using functionally-fitted technology. The integrators exactly preserve energy and have arbitrarily high order.
Wang, Bin, Wu, Xinyuan
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APPLICATION OF MULTISTEP REPRODUCING KERNEL HILBERT SPACE METHOD FOR SOLVING GIVING UP SMOKING MODEL
, 2016 Smoking is the leading avoidable cause of death in the world. In this paper, we apply the Reproducing Kernel Hilbert Space method on the giving up smoking model to find an approximate solution of the model then we compare it with the fourth order Runge ...
S. Bushnaq, Banan Maayah, A. Alhabees
semanticscholar +1 more source
Blended General Linear Methods based on Boundary Value Methods in the GBDF family [PDF]
, 2009 Among the methods for solving ODE-IVPs, the class of General Linear Methods (GLMs) is able to encompass most of them, ranging from Linear Multistep Formulae (LMF) to RK formulae.
Brugnano, Luigi, Magherini, Cecilia
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Gaussian Approximations of Small Noise Diffusions in Kullback-Leibler Divergence [PDF]
, 2016 We study Gaussian approximations to the distribution of a diffusion. The approximations are easy to compute: they are defined by two simple ordinary differential equations for the mean and the covariance.
Sanz-Alonso, Daniel, Stuart, Andrew M.
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On the Existence of Energy-Preserving Symplectic Integrators Based upon Gauss Collocation Formulae
, 2010 We introduce a new family of symplectic integrators depending on a real parameter. When the paramer is zero, the corresponding method in the family becomes the classical Gauss collocation formula of order 2s, where s denotes the number of the internal ...
Ascher U. +7 more
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Partial Differential Equations in Applied MathematicsThe classical Kolmogorov-Petrovskii-Piskunov (KPP) equation describes physical phenomena such as combustion, chemical reaction, evolution of dominant genes, and propagation of nerve pulses.
Richard Olu Awonusika +1 more
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An adaptive stepsize algorithm for the numerical solving of initial-value problems
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2015 The present paper focuses on the efficient numerical solving of initial-value problems (IVPs) using digital computers and one-step numerical methods. We start from considering that the integration stepsize is the crucial factor in determining the number ...
Militaru Romulus
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Error analysis of QR algorithms for computing Lyapunov exponents [PDF]
, 2001 Lyapunov exponents give valuable information about long term dynamics. The discrete and continuous QR algorithms are widely used numerical techniques for computing approximate Lyapunov exponents, although they are not yet supported by a general error ...
Higham, D.J., McDonald, E.J.
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