Collocation Methods for General Caputo Two-Point Boundary Value Problems

A general class of two-point boundary value problems involving Caputo fractional-order derivatives is considered. Such problems have been solved numerically in recent papers by Pedas and Tamme, and by Kopteva and Stynes, by transforming them to integral equations then solving these by piecewise-polynomial collocation. Here a general theory for this approach is developed, which encompasses the use of a variety of transformations to Volterra integral equations of the second kind. These integral equations have kernels comprising a sum of weakly singular terms; the general structure of solutions to such problems is analysed fully. Then a piecewise-polynomial collocation method for their solution is investigated and its convergence properties are derived, for both the basic collocation method and its iterated variant. From these results, an optimal choice can be made for the transformation to use in any given problem. Numerical results show that our theoretical convergence bounds are often sharp.     

Non-equivalence of the conventional boundary integral formulation and its elimination for two-dimensional mixed potential problems

For a given mixed type potential problem, the corresponding conventional boundary integral equation is shown to yield non-equivalent solutions. Numerical results show that the conventional boundary integral formulation yields incorrect potential and flux results when the distance scale in the fundamental solution approaches its degenerate value. Such a kind of non-equivalence of the conventional boundary integral equation can be eliminated by the use of the necessary and sufficient boundary integral formulation which always ensures the equivalence of solutions.     

Numerical solution of hybrid fuzzy differential equation IVPs by a characterization theorem

In this paper, we study hybrid fuzzy differential equation initial value problems (IVPs). We consider the problem of finding their numerical solutions by using a recent characterization theorem of Bede for fuzzy differential equations. We prove a corollary to Bede’s characterization theorem and give a characterization theorem for hybrid fuzzy differential equation IVPs. Then we prove that any suitable numerical method for ODEs can be applied piecewise to numerically solve hybrid fuzzy differential equation IVPs. Numerical examples are provided which connect the new results with previous findings.     

Viscosity solutions and optimal control problems with integral constraints

We discuss optimal control problems with integral state-control constraints. We rewrite the problem in an equivalent form as an optimal control problem with state constraints for an extended system, and prove that the value function, although possibly discontinuous, is the unique viscosity solution of the constrained boundary value problem for the corresponding Hamilton–Jacobi equation. The state constraint is the epigraph of the minimal solution of a second Hamilton–Jacobi equation. Our framework applies, for instance, to systems with design uncertainties.     

A novel finite element method for two-point boundary value problems

A finite element method is presented for solving boundary value problems for ordinary differential equations in which the general solution of the differential equation is computed first, followed by a selection procedure for the particular solution of the boundary value problem from the general solution. In this method, the discrete representation of the differential equation is a singular matrix equation, which is solved by using generalized matrix inversion. The technique is applied to both linear and nonlinear boundary value problems and to boundary value problems requiring eigenvalue evaluation. The solution of several examples involving different types of two-point boundary value problems is presented.     

Die Lösung des Anfangs-Randwertproblems für die Wärmeleitungsgleichung im ℝ3 mit einer Integralgleichungs-methode nach dem Rotheverfahrenmit einer Integralgleichungs-methode nach dem Rotheverfahren

We are looking for a solution of the initial boundary value problem for the threedimensional heat equation in a compact domain with a boundary of continous curvature. We use Rothe's line method, which works by discretisation of the time variable. For every time step there remains an elliptic boundary value problem, which is solved by means of an integral equation. The so obtained approximate solutions converge to the exact solution of the original problem. In case of a sphere we find a simple error estimate for the approximation. For two initial conditions the practical computations show, that the integral equations method yields useful results with relative small effort.     

Differential quadrature method (DQM) for a class of singular two-point boundary value problems

Differential quadrature method is applied in this work to solve singular two-point boundary value problems with a linear or non-linear nature. It is demonstrated through numerical examples that accurate results for the problem with different types of boundary conditions can be obtained using a considerably small number of grid points. The relative, root mean square and maximum absolute errors in computed solutions are given to show the performance of the method.     

Non-equivalence of the conventional boundary integral formulation and its elimination for plane elasticity problems

Compared with a given boundary value problem of plane elasticity, the corresponding conventional boundary integral equation is shown to yield non-equivalent solutions which are dependent upon Poisson's ratio and geometry. Such a non-equivalence of solutions of boundary integral equations can be eliminated by using a necessary and sufficient boundary integral formulation proposed by He [Necessary and sufficient BIE-BEM: its theory and practice. Ph.D. Dissertation, Zhejiang University, Hangzhou, China (1993)]. Numerical analysis shows that the conventional boundary integral equation yields incorrect non-equivalent results when the scale in the fundamental solution is near its degenerate scale value. Also, this non-equivalence can be remedied by using the necessary and sufficient boundary integral equation.     

A solution of nonlinear TPBVP's occuring in optimal control

A new method is presented to obtain feedback solution for nonsingular optimal control problems, which lead to polynomial type nonlinear two-point boundary-value problems. Examples of such problems treated in the paper are quadratic state regulators for nonlinear systems with an analytic generator including the special case of a bilinear problem, linear quadratic regulators with magnitude constraints on the control variables, and also linear problems with nonquadratic performance indices.The solution method is based on solving a related two-point boundary value problem by using an equivalent functional equation and the theory of the so-called polynomial operators. Considerations are made in discrete form and the resulting algorithms are readily applicable to direct computing and control. Due to computational burden the method is restricted to low dimensional problems. Demonstration of the use of the method is given by designing nonlinear regulators for two computer controlled pilot processes.     

Impulsive Synchronization of Stochastic Neural Networks via Controlling Partial States

In this paper the perceptron neural networks are applied to approximate the solution of fractional optimal control problems. The necessary (and also sufficient in most cases) optimality conditions are stated in a form of fractional two-point boundary value problem. Then this problem is converted to a Volterra integral equation. By using perceptron neural network’s ability in approximating a nonlinear function, first we propose approximating functions to estimate control, state and co-state functions which they satisfy the initial or boundary conditions. The approximating functions contain neural network with unknown weights. Using an optimization approach, the weights are adjusted such that the approximating functions satisfy the optimality conditions of fractional optimal control problem. Numerical results illustrate the advantages of the method.     

A boundary value approach for a class of linear singularly perturbed boundary value problems

A new boundary value technique, which is simple to use and easy to implement, is presented for a class of linear singularly perturbed two-point boundary value problems with a boundary layer at one end (left or right) point of the underlying interval. As with other methods, the original problem is partitioned into inner and outer solution of differential equations. The method is distinguished by the following fact: the inner region problem is solved as a two-point boundary layer correction problem and the outer region problem of the differential equation is solved as initial-value problem with initial condition at end point. Some numerical experiments have been included to demonstrate the applicability of the proposed method.     

Solution of linear dynamic systems with initial or boundary value conditions by shifted Chebyshev approximations

The shifted Chebyshev polynomial approximation is employed to solve the linear, constant parameter, ordinary differential equations of initial or two-point boundary value problems. An effective recursive algorithm is developed to calculate the expansion coefficients of the shifted Chebyshev series. An effective transformation is proposed to transform the two-point boundary value problem into an initial value problem. An illustrative example is included to show that the computational results are accurate.     

Numerical study for two-point boundary value problems using Green''s functions

In this paper, we study the Green's function to find numerical solutions of second-order ordinary differential equations for two-point boundary value problems. We derive some properties of Green's function which can be applied to a Green's function integral formula. And we discuss and analyze numerical solutions which are obtained by the Green's function method and a shooting method.     

Triple positive solutions of a boundary value problem for nonlinear singular second-order differential equations of mixed type with -Laplacian

In this paper, we establish the existence of triple positive solutions of a two-point boundary value problem for the nonlinear singular second-order differential equations of mixed type with a p-Laplacian operator. We also demonstrate that the results obtained can be applied to study certain higher order mixed boundary value problems. Finally, an example is given to demonstrate the use of the main results of this paper.     

Computation of the singular value expansion

A method for computing the singular values and singular functions of real square-integrable kernels is presented. The analysis shows that a “good” discretization always yields a matrix whose singular value decomposition is closely related to the singular value expansion of the kernel. This relationship is important in connection with the solution of ill-posed problems since it shows that regularization of the algebraic problem, derived from an integral equation, is equivalent to regularization of the integral equation itself.     

Solution of Polynomial Systems Derived from Differential Equations

Nonlinear two-point boundary value problems arise in numerous areas of application. The existence and number of solutions for various cases has been studied from a theoretical standpoint. These results generally rely upon growth conditions of the nonlinearity. However, in general, one cannot forecast how many solutions a boundary value problem may possess or even determine the existence of a solution. In recent years numerical continuation methods have been developed which permit the numerical approximation of all complex solutions of systems of polynomial equations. In this paper, numerical continuation methods are adapted to numerically calculate the solutions of finite difference discretizations of nonlinear two-point boundary value problems. The approach taken here is to perform a homotopy deformation to successively refine discretizations. In this way additional new solutions on finer meshes are obtained from solutions on coarser meshes. The complicating issue which the complex polynomial system setting introduces is that the number of solutions grows with the number of mesh points of the discretization. To counter this, the use of filters to limit the number of paths to be followed at each stage is considered.     

非线性时滞系统次优控制的逐次逼近法

对状态变量含有时滞的非线性系统的次优控制问题进行了研究，提出了一种次优控制的逐次逼近设计方法．针对由最优控制理论导出的既含有时滞项又含有超前项的非线性两点边值问题，构造了其解序列一致收敛于原问题最优解的非齐次线性两点边值问题序列．从而将两点边值问题解序列的有限次迭代结果作为系统的次优控制律．仿真结果表明了所提出方法的有效性．     

A parameter-uniform method for singularly perturbed turning point problems exhibiting interior or twin boundary layers

A numerical scheme for a class of two-point singularly perturbed boundary value problems with an interior turning point having an interior layer or twin boundary layers is proposed. The solution of this type of problem exhibits a transition region between rapid oscillations and the exponential behaviour. The problem with interior turning point represents a one-dimensional version of stationary convection–diffusion problems with a dominant convective term and a speed field that changes its sign in the catch basin. To solve these problems numerically, we consider a scheme which comprises quintic B-spline collocation method on an appropriate piecewise-uniform mesh, which is dense in the neighbourhood of the interior/boundary layer(s). The method is shown to be parameter-uniform with respect to the singular perturbation parameter ?. Some relevant numerical examples are illustrated to verify the theoretical aspects computationally. The results compared with other existing methods show that the proposed method provides more accurate solutions.     

Meshfree Particle Methods in the Framework of Boundary Element Methods for the Helmholtz Equation

In this paper, we study electromagnetic wave scattering from periodic structures and eigenvalue analysis of the Helmholtz equation. Boundary element method (BEM) is an effective tool to deal with Helmholtz problems on bounded as well as unbounded domains. Recently, Oh et al. (Comput. Mech. 48:27–45, 2011) developed reproducing polynomial boundary particle methods (RPBPM) that can handle effectively boundary integral equations in the framework of the collocation BEM. The reproducing polynomial particle (RPP) shape functions used in RPBPM have compact support and are not periodic. Thus it is not ideal to use these RPP shape functions as approximation functions along the boundary of a circular domain. In order to get periodic approximation functions, we consider the limit of the RPP shape function as its support is getting infinitely large. We show that the basic approximation function obtained by the limit of the RPP shape function yields accurate solutions of Helmholtz problems on circular, or annular domains as well as on the infinite domains.     

Method of weighted residuals as applied to higher order,nonlinear, two-point boundary value problems

A new numerical method for solving a class of higher order nonlinear two-point boundary value problems is presented. The present paper is an extension of an earlier work where only second order problems were addressed. This iterative technique first linearizes the problem by an initial guess for the nonlinear terms. The linearized boundary value problem is transformed into an initial value problem by using a weighted residuals technique. The resulting initial value problem is then solved by utilizing a fourth order Runge-Kutta scheme. The new solution generated is used as an improved estimate and the process iterated until a desired level of convergence is attained. Numerical solutions for third and fourth order problems are included.