Extended one-step methods for the numerical solution of ordinary differential equations

A class of one-step finite difference formulae for the numerical solution of first-order differential equations is considered. The accuracy and stability properties of these methods are investigated. By judicious choice of the coefficients in these formulae a method is derived which is both A-stable and third-order convergent. Moreover the new method is shown to be L-stable and so is appropriate for the solution of certain stiff equations. Numerical results are presented for several test problems.     

On the asymptotic stability of coupled delay differential and continuous time difference equations

A two-step Liapunov-Krasovskii methodology for checking the asymptotic stability of nonlinear coupled delay differential and continuous time difference equations is proposed here. The feasibility of such methodology is shown by means of Liapunov-Krasovskii functionals with nonconstant kernels in the integrals, for instance discretized Liapunov-Krasovskii ones. An illustrative example taken from the literature, showing the effectiveness of the proposed method, is reported.     

Study of general Taylor-like explicit methods in solving stiff ordinary differential equations

In this paper, we present a further study of Taylor-like explicit methods in solving stiff ordinary differential equations. We derive the general form for Taylor-like explicit methods in solving stiff differential equations. We also analyse the order of convergence and stability property for the general form. Moreover, we give its corresponding vector form via introducing a new definition of vector product and quotient in another article. The convergence and stability of the vector form are considered as well.     

An iterative integration scheme for solving second-order ordinary differential equations

This paper presents an iterative solution method for the numerical integration of second-order ordinary differential equations using a simple program for microcomputers (PC). The method of integration proposed is based on the geometrical considerations in the phase plane. The numerical results are compared to those obtained by the fourth-order Runge-Kutta method and to the closed form solutions when possible. Tests show good accuracy and, in some cases, computer time saving with respect to the Runge-Kutta's method for th same accuracy. The method of integration in the phase plane seems very good for treating every kind of nonlinear second-order differential equation whatever the degree of nonlinearity.     

Switching behavior of solutions of ordinary differential equations with abs-factorable right-hand sides

We consider nonsmooth dynamic systems that are formulated as the unique solutions of ordinary differential equations (ODEs) with right-hand side functions that are finite compositions of analytic functions and absolute-value functions. Various non-Zenoness results are obtained for such solutions: in particular, any absolute-value function in the ODE right-hand side can only switch between its two linear pieces finitely many times on any finite duration, even when a discontinuous control input is included. These results are extended to obtain numerically verifiable necessary conditions for the emergence of “valley-tracing modes”, in which the argument of an absolute-value function is identically zero for a nonzero duration. Such valley-tracing modes can create theoretical and numerical complications during sensitivity analysis or optimization. We show that any valley-tracing mode must begin either at the initial time, or when another absolute-value function switches between its two linear pieces.     

Analysis of systems of singular ordinary differential equations

Systems of ordinary differential equations with a small parameter at the derivative and specific features of the construction of their periodic solution are considered. Sufficient conditions of existence and uniqueness of the periodic solution are presented. An iterative procedure of construction of the steady-state solution of a system of differential equations with a small parameter at the derivative is proposed. This procedure is reduced to the solution of a system of nonlinear algebraic equations and does not involve the integration of the system of differential equations. Problems of numerical calculation of the solution are considered based on the procedure proposed. Some sources of its divergence are found, and the sufficient conditions of its convergence are obtained. The results of numerical experiments are presented and compared with theoretical ones. Translated from Kibemetika i Sistemnyi Analiz, No. 5, pp. 103–110, September–October, 1999.     

Solving large systems of linear ordinary differential equations on a vector computer

This paper is concerned with the development, analysis and implementation on a computer consisting of two vector processors of the arithmetic mean method for solving numerically large sparse sets of linear ordinary differential equations. This method has second-order accuracy in time and is stable.

The special class of differential equations that arise in solving the diffusion problem by the method of lines is considered. In this case, the proposed method has been tested on the CRAY X-MP/48 utilizing two CPUs. The numerical results are largely in keeping with the theory; a speedup factor of nearly two is obtained.     

On solving systems of ordinary differential equations on MIMD-computers

The error of solution of Cauchy problems for systems of ordinary differential equations is estimated in the case where the input data are approximate. It is shown how to prepare a program for computing the right-hand sides of the system automatically and simultaneously. Diagrams are presented to illustrate the efficiency of parallelization. __________ Translated from Kibernetika i Sistemnyi Analiz, No. 2, pp. 175–182, March–April 2007.     

p-th moment exponential stability of stochastic differential equations with impulse effect

The p-th moment exponential stability of stochastic differential equations with impulse effect is addressed.By employing the method of vector Lyapunov functions,some sufficient conditions for the p-th moment exponential stability are established.In addition,the usual restriction of the growth rate of Lyapunov function is replaced by the condition of the drift and diffusion coefficients to study the p-th moment exponential stability.Several examples are also discussed to illustrate the effectiremess of the r...     

Stability of weak numerical schemes for stochastic differential equations

This paper considers numerical stability and convergence of weak schemes solving stochastic differential equations. A relatively strong notion of stability for a special type of test equations is proposed. These are stochastic differential equations with multiplicative noise. For different explicit and implicit schemes, the regions of stability are also examined.     

Exponential stability of nonlinear differential delay equations

The aim of this paper is to investigate the exponential stability of a nonlinear differential delay equation ) Introduce the corresponding differential equation (without delay) ) and assume it is exponentially stable. It will be shown in this paper that the differential delay equation will remain exponentially stable provided the time lag τ is small enough.     

Structural stability of linear difference equations in Hilbert space

In this note, we prove that linear difference equations in Hilbert space are structurally stable if and only if they have an exponential dichotomy.     

On characteristic roots and stability charts of delay differential equations

This work is devoted to the analytic study of the characteristic roots oftextitscalar autonomous delay differential equations with either real or complex coefficients. The focus is placed on the robust analysis of the position of the roots in the complex plane with respect to the variation of the coefficients, with the final aim of obtaining suitable representations for the relevant stability boundaries and charts. While the real case is almost standard (and known), the investigation of the complex case is not as immediate. Hence, a preliminary shift of the coefficients is proposed, which reduces the number of free parameters. This allows to extend the techniques used for the real case, also allowing for useful graphical visualization of the relevant stability charts. The present research is motivated on the basis of studying the stability of systems with delay. Copyright © 2011 John Wiley & Sons, Ltd.     

Further results on exponential stability of functional differential equations

General non-linear functional differential equations are considered. New explicit criteria for the exponential stability are presented. The stability criteria given in this paper include many existing results as particular cases. In particular, they unify, generalise and improve some ones published recently in [Ngoc, P. H. A. (2012). On exponential stability of non-linear differential systems with time-varying delay. Applied Mathematics Letters, 25(9), 1208–1213 and Ngoc, P. H. A. (2013b). Novel criteria for exponential stability of functional differential equations. Proceedings of the American Mathematical Society, 141(9), 3083–3091]. Two examples are given to show the effectiveness and advantage of the obtained results.     

Accelerating technique for implicit finite difference schemes for two dimensional parabolic partial differential equations

In this paper we define a new accurate fast implicit method for the finite difference solution of the two dimensional parabolic partial differential equations with first level condition, which may be obtained by any other method. The stability region is discussed. The suggested method is considered as an accelerating technique for the implicit finite difference scheme, which is used to find the first level condition. The obtained results are compared with some famous finite difference schemes and it is in satisfactory agreement with the exact solution.     

On the Liapunov-Krasovskii methodology for the ISS of systems described by coupled delay differential and difference equations

The input-to-state stability of time-invariant systems described by coupled differential and difference equations with multiple noncommensurate and distributed time delays is investigated in this paper. Such equations include neutral functional differential equations in Hale’s form (which model, for instance, partial element equivalent circuits) and describe lossless propagation phenomena occurring in thermal, hydraulic and electrical engineering. A general methodology for systematically studying the input-to-state stability, by means of Liapunov-Krasovskii functionals, with respect to measurable and locally essentially bounded inputs, is provided. The technical problem concerning the absolute continuity of the functional evaluated at the solution has been studied and solved by introducing the hypothesis that the functional is locally Lipschitz. Computationally checkable LMI conditions are provided for the linear case. It is proved that a linear neutral system in Hale’s form with stable difference operator is input-to-state stable if and only if the trivial solution in the unforced case is asymptotically stable. A nonlinear example taken from the literature, concerning an electrical device, is reported, showing the effectiveness of the proposed methodology.     

Legendre wavelet Galerkin method for solving ordinary differential equations with non-analytic solution

In this article, the Legendre wavelet operational matrix of integration is used to solve boundary ordinary differential equations with non-analytic solution. Although the standard Galerkin method using Legendre polynomials does not work well for solving ordinary differential equations in which at least one of the coefficient functions or solution function is not analytic, it is shown that the Legendre wavelet Galerkin method is very efficient and suitable for solving this kind of problems. Several numerical examples are given to illustrate the efficiency and performance of the presented method.