Asymptotic behaviour of the solutions of second order functional differential equations

This paper presents integral criteria to determine the asymptotic behaviour of the solutions of second order nonlinear differential equations of the type y^″(x)+q(x)f(y(x))=0, with q(x)>0 and f(y) odd and positive for y>0, as x tends to +∞. It also compares them with the results obtained by Chanturia (1975) in [11] for the same problem.     

The existence of a solution for a fractional differential equation with nonlinear boundary conditions considered using upper and lower solutions in reverse order

Using the method of upper and lower solutions in reverse order, we present an existence theorem for a linear fractional differential equation with nonlinear boundary conditions.     

Analytical solution of the linear fractional system of commensurate order

A useful representation of fractional order systems is the state space representation. For the linear fractional systems of commensurate order, the state space representation is defined as for regular integer state space representation with the state vector differentiated to a real order. This paper presents a solution of the linear fractional order systems of commensurate order in the state space. The solution is obtained using a technique based on functions of square matrices and the Cayley-Hamilton theorem. The technique developed for linear systems of integer order is extended to derive analytical solutions of linear fractional systems of commensurate order. The basic ideas and the derived formulations of the technique are presented. Both, homogeneous and inhomogeneous cases with usual input functions are solved. The solution is calculated in the form of a linear combination of suitable fundamental functions. The presented results are illustrated by analyzing some examples to demonstrate the effectiveness of the presented analytical approach.     

Convergence analysis and numerical implementation of a second order numerical scheme for the three-dimensional phase field crystal equation

In this paper we analyze and implement a second-order-in-time numerical scheme for the three-dimensional phase field crystal (PFC) equation. The numerical scheme was proposed in Hu et al. (2009), with the unique solvability and unconditional energy stability established. However, its convergence analysis remains open. We present a detailed convergence analysis in this article, in which the maximum norm estimate of the numerical solution over grid points plays an essential role. Moreover, we outline the detailed multigrid method to solve the highly nonlinear numerical scheme over a cubic domain, and various three-dimensional numerical results are presented, including the numerical convergence test, complexity test of the multigrid solver and the polycrystal growth simulation.     

An application of the decomposition method for second order wave equations

In this paper we study the solution of a linear and nonlinear damped wave and dissipative wave equations by Adomian decomposition method. We illustrate that the analytic solutions and a reliable numerical approximation of the damped wave and dissipative wave equations are calculated in the form of a series with easily computable components. The nonhomogeneous problem is quickly solved by observing the self-canceling"noise"terms whose sum vanishes in the limit. In comparison to traditional techniques, the series based technique of Adomian decomposition method is shown to evaluate solutions accurately and cheaply.     

A distribution-free geometric upper bound for the probability of error of a minimum distance classifier

An upperbound to the probability of error per class in a multivariate pattern classification is derived. The bound, given by

$\text{P(E|class w}{}_{\mathrm{i}}\text{)≤}\text{N}\text{R}{}^2{}_{\mathrm{i}}$

is derived with minimal assumptions; specifically the mean vectors exist and are distinct and the covariance matrices exist and are non-singular. No other assumptions are made about the nature of the distributions of the classes. In equation (i) N is the number of features in the feature (vector) space and R_i is a measure of the “radial neighbourhood” of a class. An expression for R_i is developed. A comparison to the multivariate Gaussian hypothesis is presented.     

The use of polynomial spline functions for the solution of system of second order delay differential equations

This paper presents the use of spline functions of polynomial form to approximate the solution of system of second order delay differential equations. The error analysis and stability of the method are theoretically investigated. A numerical example is given to illustrate the applicability, accuracy and stability of the proposed method.     

Optimal injection operator and high order schemes for multigrid solution of 3D poisson equation

We present a multigrid solution of the three dimensional Poisson equation with a fourth order 19-point compact finite difference scheme. Using a red–black ordering of the grid points and some geometric considerations, we derive an optimal scaled injection operator for the multigrid algorithm. Numerical computations show that this operator yields not only the smallest overall CPU time, but also the best convergence rate compared to other more traditional projection operators. In addition, we present a family of 19-point compact schemes and numerically show that each one has a different optimal scaled injection operator.     

Three point discretization of order four and six for (du :dx) of the solution of non-linear singular two point boundary value problem

We present finite difference methods of order four and six for the numerical solution of (du/dx) for the non-linear differential equation u″ = f(x,u,u′), 0 < x > 1 subject to the boundary conditions u(0) = A, u(l) =B. The proposed methods require only three grid points and applicable to both singular and non-singular problems. Numerical examples are given to illustrate the methods and their convergence.     

Optimal existence conditions for second order periodic solutions of delay differential equations with upper and lower solutions in the reverse order

In this paper we show that the monotone iterative technique provides two monotone sequences that converge uniformly to extremal (periodic) solutions of second order delay differential equations without assuming properties of monotonicity in the nonlinear part. Moreover, we obtain optimal existence conditions with upper and lower solutions in the reverse order. Our results are new even for ordinary differential equations.     

The solution of a nonclassic problem for one-dimensional hyperbolic equation using the decomposition procedure

In this article, we propose a new approach for solving an initial–boundary value problem with a non-classic condition for the one-dimensional wave equation. Our approach depends mainly on Adomian's technique. We will deal here with new type of nonlocal boundary value problems that are the solution of hyperbolic partial differential equations with a non-standard boundary specification. The decomposition method of G. Adomian can be an effective scheme to obtain the analytical and approximate solutions. This new approach provides immediate and visible symbolic terms of analytic solution as well as numerical approximate solution to both linear and nonlinear problems without linearization. The Adomian's method establishes symbolic and approximate solutions by using the decomposition procedure. This technique is useful for obtaining both analytical and numerical approximations of linear and nonlinear differential equations and it is also quite straightforward to write computer code. In comparison to traditional procedures, the series-based technique of the Adomian decomposition technique is shown to evaluate solutions accurately and efficiently. The method is very reliable and effective that provides the solution in terms of rapid convergent series. Several examples are tested to support our study.     

Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients

In this paper, a class of fuzzy random differential equations with non-Lipschitz coefficients is studied. The existence and uniqueness of solutions for fuzzy random differential equations with non-Lipschitz coefficients is first proved. Then the dependence of fuzzy random differential equations on initial values is discussed. Finally the non-confluence property of the solution for fuzzy random differential equation is investigated. Our main tool is the Gronwall lemma.     

Discrete gradient methods and linear projection methods for preserving a conserved quantity of stochastic differential equations

Numerical methods preserving a conserved quantity for stochastic differential equations are considered. A class of discrete gradient methods based on the skew-gradient form is constructed, and the sufficient condition of convergence order 1 in the mean-square sense is given. Then a class of linear projection methods is constructed. The relationship of the two classes of methods for preserving a conserved quantity is proved, which is, the constructed linear projection methods can be considered as a subset of the constructed discrete gradient methods. Numerical experiments verify our theory and show the efficiency of proposed numerical methods.     

Branch and bound algorithm for computing the minimum stability degree of parameter-dependent linear systems

We consider linear systems with unspecified parameters that lie between given upper and lower bounds. Except for a few special cases, the computation of many quantities of interest for such systems can be performed only through an exhaustive search in parameter space. We present a general branch and bound algorithm that implements this search in a systematic manner and apply it to computing the minimum stability degree.     

Necessary and sufficient conditions for the existence of a positive definite solution of a nonlinear matrix equation

Some necessary and sufficient conditions for the existence of a positive definite solution of the nonlinear matrix equation X+A*X ^?α A=Q (0<α≤1) are given. By the way an iterative method is presented. Furthermore, the convergence and error estimation of the iterative algorithm are derived. The illustrative numerical examples due to Peng are worked out.     

Solvability of nonlocal boundary value problems for ordinary differential equation of higher order with a -Laplacian

Nonlocal boundary value problems at resonance for a higher order nonlinear differential equation with a p-Laplacian are considered in this paper. By using a new continuation theorem, some existence results are obtained for such boundary value problems. An explicit example is also given in this paper to illustrate the main results.     

Fast methods for the iterative solution of linear elliptic and parabolic partial differential equations involving 2 space dimensions

Within the last decade, attention has been devoted to the introduction of several fast computational methods for solving the linear difference equations which are derived from the finite difference discretisation of many standard partial differential equations of Mathematical Physics.

In this paper, the authors develop and extend an exact factorisation technique previously applied to parabolic equations in one space dimension to the implicit difference equations which are derived from the application of alternating direction implicit methods when applied to elliptic and parabolic partial differential equations in 2 space dimensions under a variety of boundary conditions.     

A dissipative exponentially-fitted method for the numerical solution of the Schrödinger equation and related problems

In this paper a dissipative exponentially-fitted method for the numerical integration of the Schrödinger equation and related problems is developed. The method is called dissipative since is a nonsymmetric multistep method. An application to the the resonance problem of the radial Schrödinger equation and to other well known related problems indicates that the new method is more efficient than the corresponding classical dissipative method and other well known methods. Based on the new method and the method of Raptis and Cash a new variable-step method is obtained. The application of the new variable-step method to the coupled differential equations arising from the Schrödinger equation indicates the power of the new approach.