• Journal of applied mathematics & informatics
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• 제35권1_2호
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• pp.191-204
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• 2017

A new fifth-order weighted Runge-Kutta algorithm based on heronian mean for solving initial value problem in ordinary differential equations is considered in this paper. Comparisons in terms of numerical accuracy and size of the stability region between new proposed Runge-Kutta(5,5) algorithm, Runge-Kutta (5,5) based on Harmonic Mean, Runge-Kutta(5,5) based on Contra Harmonic Mean and Runge-Kutta(5,5) based on Geometric Mean are carried out as well. The problems, methods and comparison criteria are specified very carefully. Numerical experiments show that the new algorithm performs better than other three methods in solving variety of initial value problems. The error analysis is discussed and stability polynomials and regions have also been presented.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제28권1호
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• pp.33-58
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• 2024

This paper reviews basic concepts for Physics-Informed Neural Networks (PINN) applied to the initial value problems for ordinary differential equations. In particular, using only basic calculus, we derive the error estimates where the error functions (the differences between the true solution and the approximations expressed by neural networks) are dominated by training loss functions. Numerical experiments are conducted to validate our error estimates, visualizing the relationship between the error and the training loss for various first-order differential equations and a second-order linear equation.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제17권4호
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• pp.221-237
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• 2013

In this paper an asymptotic numerical method named as Initial Value Method (IVM) is suggested to solve the singularly perturbed weakly coupled system of reaction-diffusion type second order ordinary differential equations with negative shift (delay) terms. In this method, the original problem of solving the second order system of equations is reduced to solving eight first order singularly perturbed differential equations without delay and one system of difference equations. These singularly perturbed problems are solved by the second order hybrid finite difference scheme. An error estimate for this method is derived by using supremum norm and it is of almost second order. Numerical results are provided to illustrate the theoretical results.

• 대한수학회지
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• 제52권5호
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• pp.1069-1096
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• 2015

In this article we introduce a numerical method, named Gegenbauer wavelets method, which is derived from conventional Gegenbauer polynomials, for solving fractional initial and boundary value problems. The operational matrices are derived and utilized to reduce the linear fractional differential equation to a system of algebraic equations. We perform the convergence analysis for the Gegenbauer wavelets method. We also combine Gegenbauer wavelets operational matrix method with quasilinearization technique for solving fractional nonlinear differential equation. Quasilinearization technique is used to discretize the nonlinear fractional ordinary differential equation and then the Gegenbauer wavelet method is applied to discretized fractional ordinary differential equations. In each iteration of quasilinearization technique, solution is updated by the Gegenbauer wavelet method. Numerical examples are provided to illustrate the efficiency and accuracy of the methods.

• Journal of applied mathematics & informatics
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• 제23권1_2호
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• pp.141-152
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• 2007

In this paper a numerical method is presented to solve singularly perturbed two points boundary value problems for second order ordinary differential equations consisting a discontinuous source term. First, in this method, an asymptotic expansion approximation of the solution of the boundary value problem is constructed using the basic ideas of a well known perturbation method WKB. Then some initial value problems and terminal value problems are constructed such that their solutions are the terms of this asymptotic expansion. These initial value problems are happened to be singularly perturbed problems and therefore fitted mesh method (Shishkin mesh) are used to solve these problems. Necessary error estimates are derived and examples provided to illustrate the method.

• Journal of applied mathematics & informatics
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• 제28권3_4호
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• pp.845-862
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• 2010

In a recent paper, M.A. Noor et al. (Hindawi publishing corporation, Mathematical Problems in Engineering, Volume 2008, Article ID 696734, 11 pages, doi:10.1155/2008/696734) proposed the variational homotopy perturbation method (VHPM) for solving higher dimentional initial boundary value problems. In this paper, we consider the proposed method for analytic treatment of the linear and nonlinear ordinary differential equations, homogeneous or inhomogeneous. The results reveal that the proposed method is very effective and simple and can be applied for other linear and nonlinear problems in mathematical.

• Journal of applied mathematics & informatics
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• 제35권3_4호
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• pp.277-302
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• 2017

In this paper, we have proposed a numerical method for Singularly Perturbed Boundary Value Problems (SPBVPs) of reaction-diffusion type of third order Ordinary Differential Equations (ODEs). The SPBVP is reduced into a weakly coupled system of one first order and one second order ODEs, one without the parameter and the other with the parameter ${\varepsilon}$ multiplying the highest derivative subject to suitable initial and boundary conditions, respectively. The numerical method combines boundary value technique, asymptotic expansion approximation, shooting method and finite difference scheme. The weakly coupled system is decoupled by replacing one of the unknowns by its zero-order asymptotic expansion. Finally the present numerical method is applied to the decoupled system. In order to get a numerical solution for the derivative of the solution, the domain is divided into three regions namely two inner regions and one outer region. The Shooting method is applied to two inner regions whereas for the outer region, standard finite difference (FD) scheme is applied. Necessary error estimates are derived for the method. Computational efficiency and accuracy are verified through numerical examples. The method is easy to implement and suitable for parallel computing. The main advantage of this method is that due to decoupling the system, the computation time is very much reduced.

• International Journal of Aeronautical and Space Sciences
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• 제3권2호
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• pp.46-58
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• 2002

An inverse method is introduced to construct benchmark problems for the numerical solution of initial value problems. Benchmark problems constructed through this method have a known exact solution, even though analytical solutions are generally not obtainable. The solution is constructed such that it lies near a given approximate numerical solution, and therefore the special case solution can be generated in a versatile and physically meaningful fashion and can serve as a benchmark problem to validate approximate solution methods. A smooth interpolation of the approximate solution is forced to exactly satisfy the differential equation by analytically deriving a small forcing function to absorb all of the errors in the interpolated approximate solution. A multi-variable orthogonal function expansion method and computer symbol manipulation are successfully used for this process. Using this special case exact solution, it is possible to directly investigate the relationship between global errors of a candidate numerical solution process and the associated tuning parameters for a given code and a given problem. Under the assumption that the original differential equation is well-posed with respect to the small perturbations, we thereby obtain valuable information about the optimal choice of the tuning parameters and the achievable accuracy of the numerical solution. Illustrative examples show the utility of this method not only for the ordinary differential equations (ODEs) but for the partial differential equations (PDEs).

• Kyungpook Mathematical Journal
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• 제48권4호
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• pp.665-684
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• 2008

Runge-Kutta-Nystr$\"{o}$m (RKN) methods provide a popular way to solve the initial value problem (IVP) for a system of ordinary differential equations (ODEs). Users of software are typically asked to specify a tolerance ${\delta}$, that indicates in somewhat vague sense, the level of accuracy required. It is clearly important to understand the precise effect of changing ${\delta}$, and to derive the strongest possible results about the behaviour of the global error that will not have regular behaviour unless an appropriate stepsize selection formula and standard error control policy are used. Faced with this situation sufficient conditions on an algorithm that guarantee such behaviour for the global error to be asympotatically linear in ${\delta}$ as ${\delta}{\rightarrow}0$, that were first derived by Stetter. Here we extend the analysis to cover a certain class of ODEs with low-order derivative discontinuities, and the class of ODEs with constant delays. We show that standard error control techniques will be successful if discontinuities are handled correctly and delay terms are calculated with sufficient accurate interpolants. It is perhaps surprising that several delay ODE algorithms that have been proposed do not use sufficiently accurate interpolants to guarantee asymptotic proportionality. Our theoretical results are illustrated numerically.

• International journal of advanced smart convergence
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• 제2권1호
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• pp.18-20
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• 2013

The significance, is to introduce a novel way to employ the improved Runge-Kutta fifth order five stage method, here after called as Modified IRK(5,5) method, for system of second order robot arm problem and variations in angles at the joints in which parameters governing with two degrees of freedom which requires lesser number of function evaluations per time step as compared to the existing ones, in order to save time and spaceAn ultimate aim of this present paper is to solve application problem such as robot arm and initial value problems by applying Runge-Kutta fifth order five stage numerical techniques. The calculated output for robot arm coincides with exact solution which is found to be better, suitable and feasible for solving real time problems.