• Title/Summary/Keyword: Linear differential equations

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HOPF BIFURCATION IN NUMERICAL APPROXIMATION FOR DELAY DIFFERENTIAL EQUATIONS

  • Zhang, Chunrui;Liu, Mingzhu;Zheng, Baodong
    • Journal of applied mathematics & informatics
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    • v.14 no.1_2
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    • pp.319-328
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    • 2004
  • In this paper we investigate the qualitative behaviour of numerical approximation to a class delay differential equation. We consider the numerical solution of the delay differential equations undergoing a Hopf bifurcation. We prove the numerical approximation of delay differential equation had a Hopf bifurcation point if the true solution does.

NOTE ON SPECTRUM OF LINEAR DIFFERENTIAL OPERATORS WITH PERIODIC COEFFICIENTS

  • Jung, Soyeun
    • Journal of the Chungcheong Mathematical Society
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    • v.30 no.3
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    • pp.323-329
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    • 2017
  • In this paper, by rigorous calculations, we consider $L^2({\mathbb{R}})-spectrum$ of linear differential operators with periodic coefficients. These operators are usually seen in linearization of nonlinear partial differential equations about spatially periodic traveling wave solutions. Here, by using the solution operator obtained from Floquet theory, we prove rigorously that $L^2({\mathbb{R}})-spectrum$ of the linear operator is determined by the eigenvalues of Floquet matrix.

EIGENVALUE APPROACH FOR UNSTEADY FRICTION WATER HAMMER MODEL

  • Jung Bong Seog;Karney Bryan W.
    • Water Engineering Research
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    • v.5 no.4
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    • pp.177-183
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    • 2004
  • This paper introduces an eigenvalue method of transforming the hyperbolic partial differential equations of a particular unsteady friction water hammer model into characteristic form. This method is based on the solution of the corresponding one-dimensional Riemann problem that transforms hyperbolic quasi-linear equations into ordinary differential equations along the characteristic directions, which in this case arises as the eigenvalues of the system. A mathematical justification and generalization of the eigenvalues method is provided and this approach is compared to the traditional characteristic method.

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LEGENDRE MULTIWAVELET GALERKIN METHODS FOR DIFFERENTIAL EQUATIONS

  • Zhou, Xiaolin
    • Journal of applied mathematics & informatics
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    • v.32 no.1_2
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    • pp.267-284
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    • 2014
  • The multiresolution analysis for Legendre multiwavelets are given, anti-derivatives of Legendre multiwavelets are used for the numerical solution of differential equations, a special form of multilevel augmentation method algorithm is proposed to solve the disrete linear system efficiently, convergence rate of the Galerkin methods is given and numerical examples are presented.

A MATRIX FORMULATION OF THE TAU METHOD FOR FREDHOLM AND VOLTERRA LINEAR INTEGRO-DIFFERENTIAL EQUATIONS

  • Aliabadi, M.-Hosseini;Shahmorad, S.
    • Journal of applied mathematics & informatics
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    • v.9 no.2
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    • pp.667-677
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    • 2002
  • In this paper we obtain the matrix Tau Method representation of a general boundary value problem for Fredholm and Volterra integro-differential equations of order $\nu$. Some theoretical results are given that simplify the application of the Tau Method. The application of the Tau Method to the numerical solution of such problems is shown. Numerical results and details of the algorithm confirm the high accuracy and user-friendly structure of this numerical approach.

ANALYTIC TREATMENT FOR GENERALIZED (m + 1)-DIMENSIONAL PARTIAL DIFFERENTIAL EQUATIONS

  • AZ-ZO'BI, EMAD A.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.22 no.4
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    • pp.289-294
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    • 2018
  • In this work, a recently developed semi-analytic technique, so called the residual power series method, is generalized to process higher-dimensional linear and nonlinear partial differential equations. The solutions obtained takes a form of an infinite power series which can, in turn, be expressed in a closed exact form. The results reveal that the proposed generalization is very effective, convenient and simple. This is achieved by handling the (m+1)-dimensional Burgers equation.

AN EXISTENCE OF THE SOLUTION TO NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS UNDER SPECIAL CONDITIONS

  • KIM, YOUNG-HO
    • Journal of applied mathematics & informatics
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    • v.37 no.1_2
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    • pp.53-63
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    • 2019
  • In this paper, we show the existence of solution of the neutral stochastic functional differential equations under non-Lipschitz condition, a weakened linear growth condition and a contractive condition. Furthermore, in order to obtain the existence of solution to the equation we used the Picard sequence.

A NUMERICAL SCHEME TO SOLVE NONLINEAR BSDES WITH LIPSCHITZ AND NON-LIPSCHITZ COEFFICIENTS

  • FARD OMID S.;KAMYAD ALl V.
    • Journal of applied mathematics & informatics
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    • v.18 no.1_2
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    • pp.73-93
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    • 2005
  • In this paper, we attempt to present a new numerical approach to solve non-linear backward stochastic differential equations. First, we present some definitions and theorems to obtain the conditions, from which we can approximate the non-linear term of the backward stochastic differential equation (BSDE) and we get a continuous piecewise linear BSDE correspond with the original BSDE. We use the relationship between backward stochastic differential equations and stochastic controls by interpreting BSDEs as some stochastic optimal control problems, to solve the approximated BSDE and we prove that the approximated solution converges to the exact solution of the original non-linear BSDE in two different cases.

GEGENBAUER WAVELETS OPERATIONAL MATRIX METHOD FOR FRACTIONAL DIFFERENTIAL EQUATIONS

  • UR REHMAN, MUJEEB;SAEED, UMER
    • Journal of the Korean Mathematical Society
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    • v.52 no.5
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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.

Nonlinear stability analysis of porous sandwich beam with nanocomposite face sheet on nonlinear viscoelastic foundation by using Homotopy perturbation method

  • Rostamia, Rasoul;Mohammadimehr, Mehdi
    • Steel and Composite Structures
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    • v.41 no.6
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    • pp.821-829
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    • 2021
  • Nonlinear dynamic response of a sandwich beam considering porous core and nano-composite face sheet on nonlinear viscoelastic foundation with temperature-variable material properties is investigated in this research. The Hamilton's principle and beam theory are used to drive the equations of motion. The nonlinear differential equations of sandwich beam respect to time are obtained to solve nonlinear differential equations by Homotopy perturbation method (HPM). The effects of various parameters such as linear and nonlinear damping coefficient, linear and nonlinear spring constant, shear constant of Pasternak type for elastic foundation, temperature variation, volume fraction of carbon nanotube, porosity distribution and porosity coefficient on nonlinear dynamic response of sandwich beam are presented. The results of this paper could be used to analysis of dynamic modeling for a flexible structure in many industries such as automobiles, Shipbuilding, aircrafts and spacecraft with solar easured at current time step and the velocity and displacement were estimated through linear integration.