A direct method to solve integral and integro-differential equations of convolution type by using improved operational matrix

In this article, we use improved operational matrix of block pulse functions on interval [0,?1) to solve Volterra integral and integro-differential equations of convolution type without solving any system and projection method. We first obtain Laplace transform of the problem and then we find numerical inversion of Laplace transform by improved operational matrix of integration. Numerical examples show that the approximate solutions have a good degree of accuracy.     

Analysis of non-Fickian diffusion problems in a composite medium

The one-dimensional non-Fickian diffusion problems in a two-layered composite medium for finite and semi-infinite geometry are analyzed by using a hybrid application of the Laplace transform technique and control-volume method in conjunction with the hyperbolic shape functions, where the effect of the potential field is taken into account. The Laplace transform method used to remove the time-dependent terms in the governing differential equation and boundary conditions, and then the transformed equations are discretized by the control volume scheme. To evidence the accuracy of the present numerical method, a comparison between the present numerical results and analytical solution is made for the constant potential gradient. Results show that the present numerical results are accurate for various values of the potential gradient, relaxation time ratio, and diffusion coefficient ratio. It can be found that these values play an important role in the present problem. An interesting finding is that when the mass wave encounters an interface of the dissimilar materials, a portion of the wave is reflected and the rest is transmitted. The speed of propagation can change owing to the penetration of the mass wave into the region of the different material. The wave nature is significant only for short times and quickly dissipates with time.     

The laplace transform DBEM for mixed-mode dynamic crack analysis

A boundary element method (BEM) for the two-dimensional analysis of structures with stationary cracks subjected to dynamic loads is presented. The difficulties in modelling the structures with cracks by BEM are solved by using two different equations for coincident points on the crack surfaces. The equations are the displacement and the traction boundary integral equations. This method of analysis requires discretization of the boundary and the crack surfaces only. The time-dependent solutions are obtained by the Laplace transform method, which is used to solve several examples. The influence of the number of boundary elements and the number of Laplace parameters is investigated and a comparison with other reported solutions is shown.     

Finite element analysis of a compressible dynamic viscoelastic sphere using FFT

An extension to a compressible dynamic viscoelastic hollow sphere problem with both finite and infinite outer radius is performed. The governing viscoelastic equations of motion are transformed into the Laplace domain via the elastic–viscoelastic correspondence principle. Real and imaginary parts of the nodal displacements are obtained by solving a non-symmetric matrix equation in the complex Laplace domain. Inversion into the time domain is performed using the discrete inverse Fourier transform. Use is made of an infinite element in the infinite sphere problem. Numerical solutions are compared to both the exact Laplace and time domain solutions wherever possible.     

Atomic radial basis functions in numerical algorithms for solving boundary-value problems for the Laplace equation

A numerical method for solution of boundary-value problems of mathematical physics is described that is based on the use of radial atomic basis functions. Atomic functions are compactly supported solutions of functional-differential equations of special form. The convergence of this numerical method is investigated for the case of using an atomic function in solving the Dirichlet boundary-value problem for the Laplace equation. __________ Translated from Kibernetika i Sistemnyi Analiz, No. 4, pp. 165–178, July–August 2008.     

Numerical modeling of elastoplastic flows by the Godunov method on moving Eulerian grids

The paper proposes a numerical method for calculating elastoplastic flows on adaptive Eulerian computational grids. Elastoplastic processes are described using the Prandtl-Reuss model. The spatial discretization of the Euler equations is carried out by the Godunov method on a moving grid. In order to improve the accuracy of the scheme, piecewise linear reconstruction of the grid functions is employed using a MUSCL-type interpolation scheme generalized to unstructured grids. The basic idea of the method is to split the system of governing equations into a hydrodynamic and an elastoplastic component. The hydrodynamic equations are solved by an absolutely stable explicit-implicit scheme, and the constitutive equations (elastoplastic component) are solved by a two-stage Runge-Kutta scheme. Theoretical analysis is performed and analytical solutions are obtained for a one-dimensional model describing the structures of a shock wave and a rarefaction wave in an elastoplastic material in the approximation of uniaxial strains. The proposed method is verified by the obtained analytical solutions and the solutions calculated using alternative approaches.     

A new algorithm for numerical solution of ordinary differential equations

A numerical integration scheme which is particularly well suited to initial value problems having oscillatory or exponential solutions is proposed. The derivation of the algorithm is based on a representation of problems (that is problems having oscillatory or exponential solutions), the complex parameters have the real plane. The interpolating function has two complex parameters whose numerical estimates are obtained by using Newton-like scheme to solve three simultaneous nonlinear equations. For the above class of paoblems (that is problems having oscillatory or exponential solutions), the complex parameters have constant values throughout the interval of integration. Hence, the parameters are obtainable at the first integration step. As the approach is applicable to systems of equations, then for an initial value problem of order m, m sets of simultaneous equations have to be solved for the complex parameters.     

Fast Laplace Transform Methods for Free-Boundary Problems of Fractional Diffusion Equations

In this paper we develop a fast Laplace transform method for solving a class of free-boundary fractional diffusion equations arising in the American option pricing. Instead of using the time-stepping methods, we develop the Laplace transform methods for solving the free-boundary fractional diffusion equations. By approximating the free boundary, the Laplace transform is taken on a fixed space region to replace discretizing the temporal variable. The hyperbola contour integral method is exploited to restore the option values. Meanwhile, the coefficient matrix has theoretically proven to be sectorial. Therefore, the highly accurate approximation by the fast Laplace transform method is guaranteed. The numerical results confirm that the proposed method outperforms the full finite difference methods in regard to the accuracy and complexity.     

Solution of plane transient elastodynamic problems by finite elements and laplace transform

The general transient linear elastodynamic problem under conditions of plane stress or plane strain is numerically solved by a special finite element method combined with numerical Laplace transform. A rectangular finite element with eight degrees of freedom is constructed on the basis of the governing equations of motion in the Laplace transformed domain. Thus the problem is formulated and numerically solved in the transformed domain and the time domain response is obtained by a numerical inversion of the transformed solution. Viscoelastic material behavior is easily taken into account by invoking the correspondence principle. The method appears to have certain advantages over conventional finite element techniques.     

The dual reciprocity boundary element formulation for nonlinear diffusion problems

This paper presents an extension of the dual reciprocity boundary element method (DRBEM) to deal with nonlinear diffusion problems in which thermal conductivity, specific heat, and density coefficients are all functions of temperature. The DRBEM, recently applied to the solution of problems governed by parabolic and hyperbolic equations, consists in the transformation of the differential equation into an integral equation involving boundary integrals only, the solution of which is achieved by employing a standard boundary element discretization coupled with a two-level finite difference time integration scheme. Contrary to previous formulations for the diffusion equation, the dual reciprocity BEM utilizes the well-known fundamental solution to Laplace's equation, which is space-dependent only. This avoids complex time integrations that normally appear in formulations employing time-dependent fundamental solutions, and permits accurate numerical solutions to be obtained in an efficient way. For nonlinear problems, the integral of conductivity is introduced as a new variable to obtain a linear diffusion equation in the Kirchhoff transform space. This equation involves a modified time variable which is itself a function of position. The problem is solved in an iterative way by using an efficient Newton-Raphson technique which is shown to be rapidly convergent.     

Convergence Analysis of Iterative Laplace Transform Methods for the Coupled PDEs from Regime-Switching Option Pricing

This paper aims to analyze the convergence rates of the iterative Laplace transform methods for solving the coupled PDEs arising in the regime-switching option pricing. The so-called iterative Laplace transform methods are described as follows. The semi-discretization of the coupled PDEs with respect to the space variable using the finite difference methods (FDMs) gives the coupled ODE systems. The coupled ODE systems are solved by the Laplace transform methods among which an iteration algorithm is used in the computational process. Finally, the numerical contour integral method is used as the Laplace inversion to restore the solutions to the original coupled PDEs from the Laplace space. This Laplace approach is regarded as a better alternative to the traditional time-stepping method. The errors of the approach are caused by the FDM semi-discretization, the iteration algorithm and the Laplace inversion using the numerical contour integral. This paper provides the rigorous error analysis for the iterative Laplace transform methods by proving that the method has a second-order convergence rate in space and exponential-order convergence rate with respect to the number of the quadrature nodes for the Laplace inversion.     

Estimation of parameters in fractional subdiffusion equations by the time integral characteristics method

This paper presents an extension to the time integral characteristics method for estimation of parameters in fractional subdiffusion equations containing Riemann-Liouville and Caputo fractional time derivatives. The explicit representations of the fractional diffusion coefficient and order of fractional differentiation via a Laplace transform of the concentration field are obtained. A technique of optimal Laplace parameter determination by minimization of relative errors bounds is described. The effectivity of the proposed approach is illustrated by numerical example.     

A lattice Boltzmann model for electromagnetic waves propagating in a one-dimensional dispersive medium

A first-order extended lattice Boltzmann (LB) model with special forcing terms for one-dimensional Maxwell equations exerting on a dispersive medium, described either by the Debye or Drude model, is proposed in this study. The time dependent dispersive effect is obtained by the inverse Fourier transform of the frequency-domain permittivity and is incorporated into the LB evolution equations via equivalent forcing effects. The Chapman–Enskog multi-scale analysis is employed to ensure that proposed scheme is mathematically consistent with the targeted Maxwell’s equations at the macroscopic limit. Numerical validations are executed through simulating four representative cases to obtain their LB solutions and compare those with the analytical solutions and existing numerical solutions by finite difference time domain (FDTD). All comparisons show that the differences in numerical values are very small. The present model can thus accurately predict the dispersive effects, and demonstrate first order convergence. In addition to its accuracy, the proposed LB model is also easy to implement. Consequently, this new LB scheme is an effective approach for numerical modeling of EM waves in dispersive media.     

Discretization methods with analytical solutions for a convection–reaction equation with higher-order discretizations

We introduce an improved second-order discretization method for the convection–reaction equation by combining analytical and numerical solutions. The method is derived from Godunov's scheme, see [S.K. Godunov, Difference methods for the numerical calculations of discontinuous solutions of the equations of fluid dynamics, Mat. Sb. 47 (1959), pp. 271–306] and [R.J. LeVeque, Finite Volume Methods for Hyperbolic Problems, Cambridge Texts in Applied Mathematics, Cambridge University Press, 2002.], and uses analytical solutions to solve the one-dimensional convection-reaction equation. We can also generalize the second-order methods for discontinuous solutions, because of the analytical test functions. One-dimensional solutions are used in the higher-dimensional solution of the numerical method.

The method is based on the flux-based characteristic methods and is an attractive alternative to the classical higher-order total variation diminishing methods, see [A. Harten, High resolution schemes for hyperbolic conservation laws, J. Comput. Phys. 49 (1993), pp. 357–393.]. In this article, we will focus on the derivation of analytical solutions embedded into a finite volume method, for general and special solutions of the characteristic methods.

For the analytical solution, we use the Laplace transformation to reduce the equation to an ordinary differential equation. With general initial conditions, e.g. spline functions, the Laplace transformation is accomplished with the help of numerical methods. The proposed discretization method skips the classical error between the convection and reaction equation by using the operator-splitting method.

At the end of the article, we illustrate the higher-order method for different benchmark problems. Finally, the method is shown to produce realistic results.     

Particular solutions of Laplace and bi-harmonic operators using Matérn radial basis functions

In this paper, we derive closed-form particular solutions of Matérn radial basis functions for the Laplace and biharmonic operator in 2D and Laplace operator in 3D. These derived particular solutions are essential for the implementation of the method of particular solutions for solving various types of partial differential equations. Four numerical examples in 2D and 3D are given to demonstrate the effectiveness of the derived particular solutions.     

Lattice Boltzmann Model Based on the Rebuilding-Divergency Method for the Laplace Equation and the Poisson Equation

In this paper, a new lattice Boltzmann model based on the rebuilding-divergency method for the Poisson equation is proposed. In order to translate the Poisson equation into a conservation law equation, the source term and diffusion term are changed into divergence forms. By using the Chapman-Enskog expansion and the multi-scale time expansion, a series of partial differential equations in different time scales and several higher-order moments of equilibrium distribution functions are obtained. Thus, by rebuilding the divergence of the source and diffusion terms, the Laplace equation and the Poisson equation with the second accuracy of the truncation errors are recovered. In the numerical examples, we compare the numerical results of this scheme with those obtained by other classical method for the Green-Taylor vortex flow, numerical results agree well with the classical ones.     

New analytical method for gas dynamics equation arising in shock fronts

This work suggests a new analytical technique called the fractional homotopy analysis transform method (FHATM) for solving nonlinear homogeneous and nonhomogeneous time-fractional gas dynamics equations. The FHATM is an innovative adjustment in Laplace transform algorithm (LTA) and makes the calculation much simpler. The proposed technique solves the nonlinear problems without using Adomian polynomials and He’s polynomials which can be considered as a clear advantage of this new algorithm over decomposition and the homotopy perturbation transform method. In this paper, it can be observed that the auxiliary parameter ?$?$, which controls the convergence of the HATM approximate series solutions, also can be used in predicting and calculating multiple solutions. This is a basic and more qualitative difference in analysis between HATM and other methods. The solutions obtained by the proposed method indicate that the approach is easy to implement and computationally very attractive. The proposed method is illustrated by solving some numerical examples.     

Boundary element analysis of linear viscoelastic problems using realistic relaxation functions

This paper presents an efficient method for the stress analysis of realistic viscoelastic solids by the time-domain boundary element method. The fundamental solutions and stress kernels are obtained using the elastic-viscoelastic correspondence principle. Since it is inconvenient to obtain the Laplace transform of the relaxation functions of realistic viscoelastic solids, the method of collocation has been employed and the relaxation function has been expanded in a sum of exponentials. Numerical results of example problems show the effectiveness and applicability of the proposed method.     

Functional approximation for inversion of Laplace transforms via polynomial series

A method for finding the inverse of Laplace transforms using polynomial series is discussed. It is known that any polynomial series basis vector can be transformed into Taylor polynomials by use of a suitable transformation. In this paper, the cross product of a polynomial series basis vector is derived in terms of Taylor polynomials, and as a result the inverse of the Laplace transform is obtained, using the most commonly used polynomial series such as Legendre, Chebyshev, and Laguerre. Properties of Taylor series are first briefly presented and the required function is given as a Taylor series with unknown coefficients. Each Laplace transform is converted into a set of simultaneous linear algebraic equations that can be solved to evaluate Taylor series coefficients. The inverse Laplace transform using other polynomial series is then obtained by transforming the properties of the Taylor series to other polynomial series. The method is simple and convenient for digital computation. Illustrative examples are also given,     

Numerical solutions of generalized Burgers–Fisher and generalized Burgers–Huxley equations using collocation of cubic B-splines

In this work, we propose a numerical scheme to obtain approximate solutions of generalized Burgers–Fisher and Burgers–Huxley equations. The scheme is based on collocation of modified cubic B-spline functions and is applicable for a class of similar diffusion–convection–reaction equations. We use modified cubic B-spline functions for space variable and for its derivatives to obtain a system of first-order ordinary differential equations in time. We solve this system by using SSP-RK54 scheme. The stability of the method has been discussed and it is shown that the method is unconditionally stable. The approximate solutions have been computed without using any transformation or linearization. The proposed scheme needs less storage space and execution time. The test problems considered by the different researchers have been discussed to demonstrate the strength and utility of the proposed scheme. The computed numerical solutions are in good agreement with the exact solutions and competent with those available in the literature. The scheme is simple as well as computationally efficient. The scheme provides approximate solution not only at the grid points but also at any point in the solution range.