Taylor collocation method for solution of systems of high-order linear Fredholm–Volterra integro-differential equations

A Taylor collocation method is presented for numerically solving the system of high-order linear Fredholm–Volterra integro-differential equations in terms of Taylor polynomials. Using the Taylor collocations points, the method transforms the system of linear integro-differential equations (IDEs) and the given conditions into a matrix equation in the unknown Taylor coefficients. The Taylor coefficients can be found easily, and hence the Taylor polynomial approach can be applied. This method is also valid for the systems of differential and integral equations. Numerical examples are presented to illusturate the accuracy of the method. The symbolic algebra program Maple is used to prove the results.     

hp-Legendre–Gauss collocation method for impulsive differential equations

The original Legendre–Gauss collocation method is derived for impulsive differential equations, and the convergence is analysed. Then a new hp-Legendre–Gauss collocation method is presented for impulsive differential equations, and the convergence for the hp-version method is also studied. The results obtained in this paper show that the convergence condition for the original Legendre–Gauss collocation method depends on the impulsive differential equation, and it cannot be improved, however, the convergence condition for the hp-Legendre–Gauss collocation method depends both on the impulsive differential equation and the meshsize, and we always can choose a sufficient small meshsize to satisfy it, which show that the hp-Legendre–Gauss collocation method is superior to the original version. Our theoretical results are confirmed in two test problems.     

The alternating group explicit (AGE) iterative method for solving a Ladyzhenskaya model for stationary incompressible viscous flow

In this paper, the alternating group explicit (AGE) iterative method is applied to a nonlinear fourth-order PDE describing the flow of an incompressible fluid. This equation is a Ladyzhenskaya equation. The AGE method is shown to be extremely powerful and flexible and affords its users many advantages. Computational results are obtained to demonstrate the applicability of the method on some problems with known solutions. This paper demonstrates that the AGE method can be implemented to approximate solutions efficiently to the Navier–Stokes equations and the Ladyzhenskaya equations. Problems with a known solution are considered to test the method and to compare the computed results with the exact values. Streamfunction contours and some plots are displayed showing the main features of the solution.     

Numerical solution of stiff differential equations via Haar wavelets

A simple and effective algorithm based on Haar wavelets is proposed to the solution of stiff problems in this article. It can integrate the stiff equation with very accurate results for any length of time. The simulation result shows that the single-term Haar wavelet method is better than the improved Runge–Kutta–Fehlberg method, while the terms of both expansions are the same.     

A generalization of the Lane–Emden equation

Singular initial value problems are investigated. We consider a new class of equations of Lane–Emden or Emden–Fowler type. The coefficient of y′ rewritten in terms of a new function ? (x) such that the equation can be solved in terms of ?. Some special cases of the equation are solved as examples, to illustrate the reliableness of the method.     

Error estimates of the space–time spectral method for parabolic control problems

This work is devoted to investigate the spectral approximation of optimal control of parabolic problems. The space–time method is used to boost high-order accuracy by applying dual Petrov–Galerkin spectral scheme in time and spectral method in space. The optimality conditions are derived, and the a priori error estimates indicate the convergence of the proposed method. Numerical tests confirm the theoretical results, and show the efficiency of the method.     

Solitons and periodic solutions of coupled nonlinear evolution equations by using the sine–cosine method

In this paper, we establish exact solutions for coupled nonlinear evolution equations. The sine–cosine method is used to construct exact periodic and soliton solutions of coupled nonlinear evolution equations. Many new families of exact travelling wave solutions of the (2+1)-dimensional Konopelchenko–Dubrovsky equations and the coupled nonlinear Klein–Gordon and Nizhnik–Novikov–Veselov equations are successfully obtained. The obtained solutions include compactons, solitons, solitary patterns and periodic solutions. These solutions may be important and of significance for the explanation of some practical physical problems.     

Mean-square stability of the Euler–Maruyama method for stochastic differential delay equations with jumps

This paper deals with the mean-square (MS) stability of the Euler–Maruyama method for stochastic differential delay equations (SDDEs) with jumps. First, the definition of the MS-stability of numerical methods for SDDEs with jumps is established, and then the sufficient condition of the MS-stability of the Euler–Maruyama method for SDDEs with jumps is derived, finally a class scalar test equation is simulated and the numerical experiments verify the results obtained from theory.     

A numerical simulation for the blow-up of semi-linear diffusion equations

Many mathematical models have the property of developing singularities at a finite time; in particular, the solution u(x, t) of the semi-linear parabolic Equation (1) may blow up at a finite time T. In this paper, we consider the numerical solution with blow-up. We discretize the space variables with a spectral method and the discrete method used to advance in time is an exponential time differencing scheme. This numerical simulation confirms the theoretical results of Herrero and Velzquez [M.A. Herrero and J.J.L. Velzquez, Blow-up behavior of one-dimensional semilinear parabolic equations, Ann. Inst. Henri Poincare 10 (1993), pp. 131–189.] in the one-dimensional problem. Later, we use this method as an experimental approach to describe the various possible asymptotic behaviours with two-space variables.     

On efficient computation of highly oscillatory retarded potential integral equations

This paper presents an efficient numerical method for retarded potential integral equations with highly oscillatory spatially time-harmonic incident waves, which is based on inverse Fourier transforms and efficient algorithms for the highly oscillatory Volterra integral equation of the first kind. From the integral equation, it leads to an efficient approximation by applying the Clenshaw–Curtis-type method which costs the same operations independent of large values of frequencies. Applying inverse Fourier transforms yields numerical results on solving the retarded potential integral equations. Preliminary numerical results show the efficiency and accuracy of the approximations.     

New Rothe-wavelet method for solving telegraph equations

In this article, we present a new competitive scheme to solve one of the most important cases in hyperbolic partial differential equations which is called telegraph equations. This method is based on Rothe's approximation in time discretisation and on the wavelet-Galerkin in the spatial discretisation. For comparison of wavelets, we use sin–cos, Legendre and Daubechies wavelets as basis in projection methods. For showing efficiency of method, a numerical experiment, for which the exact solution is known, is considered.     

The higher-order Levenberg–Marquardt method with Armijo type line search for nonlinear equations

To save more Jacobian calculations and achieve a faster convergence rate, Yang [A higher-order Levenberg-Marquardt method for nonlinear equations, Appl. Math. Comput. 219(22)(2013), pp. 10682–10694, doi:10.1016/j.amc.2013.04.033, 65H10] proposed a higher-order Levenberg–Marquardt (LM) method by computing the LM step and another two approximate LM steps for nonlinear equations. Under the local error bound condition, global and local convergence of this method is proved by using trust region technique. However, it is clear that the last two approximate LM steps may be not necessarily a descent direction, and standard line search technique cannot be used directly to obtain the convergence properties of this higher-order LM method. Hence, in this paper, we employ the nonmonotone second-order Armijo line search proposed by Zhou [On the convergence of the modified Levenberg-Marquardt method with a nonmonotone second order Armijo type line search, J. Comput. Appl. Math. 239 (2013), pp. 152–161] to guarantee the global convergence of this higher-order LM method. Moreover, the local convergence is also preserved under the local error bound condition. Numerical results show that the new method is efficient.     

Numerical solution of the incompressible Navier–Stokes equations with exponential type schemes

A new exponential type finite-difference scheme of second-order accuracy for solving the unsteady incompressible Navier–Stokes equation is presented. The driven flow in a square cavity is used as the model problem. Numerical results for various Reynolds numbers are given, and are in good agreement with those presented by Ghia et al. (Ghia, U., Ghia, K.N. and Shin, C.T., 1982, High-Re solutions for incompressible flow using the Navier–Stokes equations and a multi-grid method. Journal of Computational Physics, 48, 387–411.).     

Solving nonlinear Volterra–Fredholm integro-differential equations using He's variational iteration method

In this paper, a nonlinear Volterra–Fredholm integro-differential equation is solved by using He's variational iteration method. The approximate solution of this equation is calculated in the form of a sequence where its components are computed easily. The accuracy of the proposed numerical scheme is examined by comparing with the modified Adomian decomposition method. The existence and uniqueness of the solution and convergence of the proposed method are proved.     

An Oseen iterative finite-element method for stationary conduction–convection equations

An Oseen iterative finite-element method for solving the stationary conduction–convection equations is given. The stability and the error estimates of the finite-element discretization and the nonlinear equations iteration are analysed, which show that the presented method is stable and has a good convergence result. Numerical results are given to support the developed theoretical analysis and demonstrate the efficiency of the given method.     

Convergence of the modified SOR–Newton method for non-smooth equations

Motivated by Chen [On the convergence of SOR methods for nonsmooth equations. Numer. Linear Algebra Appl. 9 (2002), pp. 81–92], in this paper, we further investigate a modified SOR–Newton (MSOR–Newton) method for solving a system of nonlinear equations F(x)=0, where F is strongly monotone and locally Lipschitz continuous but not necessarily differentiable. The convergence interval of the parameter in the MSOR–Newton method is given. Compared with that of the SOR–Newton method, this interval can be enlarged. Furthermore, when the B-differential of F(x) is difficult to compute, a simple replacement can be used, which can reduce the computational load. Numerical examples show that at the same cost of computational complexity, this MSOR–Newton method can converge faster than the corresponding SOR–Newton method by choosing a suitable parameter.     

An initial-value technique to solve third-order reaction–diffusion singularly perturbed boundary-value problems

The aim of this paper is to build an efficient initial-value technique for solving a third-order reaction–diffusion singularly perturbed boundary-value problem. Using this technique, a third-order reaction–diffusion singularly perturbed boundary-value problem is reduced to three approximate unperturbed initial-value problems and then Runge–Kutta fourth-order method is used to solve these unperturbed problems numerically.     

The multi-projection method for weakly singular Fredholm integral equations of the second kind

In this paper, we propose a multi-projection method and its re-iterated algorithm for solving weakly singular Fredholm integral equations of the second kind. We apply our methods to Petrov–Galerkin versions to establish excellent superconvergence results, and we illustrate our theoretical results with a numerical example.     

Approximate solutions of Emden-Fowler type equations1

In this paper, singular initial value problems are investigated. We extend a decomposition method for different types of Emden–Fowler-like equations. Some special cases of the equation are solved as examples, to illustrate the reliableness of the method. The solutions are constructed in the form of a convergent series.     

Numerical solution of fractional delay differential equation by shifted Jacobi polynomials

In this paper, the fractional delay differential equation (FDDE) is considered for the purpose to develop an approximate scheme for its numerical solutions. The shifted Jacobi polynomial scheme is used to solve the results by deriving operational matrix for the fractional differentiation and integration in the Caputo and Riemann–Liouville sense, respectively. In addition to it, the Jacobi delay coefficient matrix is developed to solve the linear and nonlinear FDDE numerically. The error of the approximate solution of proposed method is discussed by applying the piecewise orthogonal technique. The applicability of this technique is shown by several examples like a mathematical model of houseflies and a model based on the effect of noise on light that reflected from laser to mirror. The obtained numerical results are tabulated and displayed graphically.