• Title/Summary/Keyword: initial value problem.

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AN IMPROVED IMPLICIT EULER METHOD FOR SOLVING INITIAL VALUE PROBLEMS

  • YUN, BEONG IN
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.26 no.3
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    • pp.138-155
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    • 2022
  • To solve the initial value problem we present a new single-step implicit method based on the Euler method. We prove that the proposed method has convergence order 2. In practice, numerical results of the proposed method for some selected examples show an error tendency similar to the second-order Taylor method. It can also be found that this method is useful for stiff initial value problems, even when a small number of nodes are used. In addition, we extend the proposed method by using weighted averages with a parameter and show that its convergence order becomes 2 for the parameter near $\frac{1}{2}$. Moreover, it can be seen that the extended method with properly selected values of the parameter improves the approximation error more significantly.

DIFFERENTIAL EQUATIONS ON CLOSED SUBSETS OF A PROBABILISTIC NORMED SPACE

  • Kim, Jong-Kyu;Jin, Byoung-Jae
    • Journal of applied mathematics & informatics
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    • v.5 no.1
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    • pp.223-233
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    • 1998
  • This paper is concerned with the problem of existence of solutions to the initial value problem u'(t) = A(t, u(t)), u(a) = z in a probabilistic normed space where $A : [a,b)\;{\times}\;D->E$ is continuous, D is a closed subset of a probabilistic normed space E, and $z\;{\in}\;D$. With a dissipative type condition on A, we estabilish sufficient conditions for this initial value problem to have a solution.

Tikhonov's Solution of Unstable Axisymmetric Initial Value Problem of Wave Propagation: Deteriorated Noisy Measurement Data

  • Jang, Taek-Soo;Han, So-Lyoung
    • Journal of Ocean Engineering and Technology
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    • v.22 no.4
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    • pp.1-7
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    • 2008
  • The primary aim of the paper is to solve an unstable axisymmetric initial value problem of wave propagation when given initial data that is deteriorated by noise such as measurement error. To overcome the instability of the problem, Tikhonov's regularization, known as a non-iterative numerical regularization method, is introduced to solve the problem. The L-curvecriterion is introduced to find the optimal regularization parameter for the solution. It is confirmed that fairly stable solutions are realized and that they are accurate when compared to the exact solution.

MOTION IN PARABOLIC CYLINDRICAL COORDINATES: APPLICATION TO J2 GRAVITY PERTURBED TRAJECTORIES

  • Sharaf, M.A.;Selim, H.H.;Saad, A.S.
    • Journal of The Korean Astronomical Society
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    • v.39 no.4
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    • pp.147-150
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    • 2006
  • In this paper, initial value problem for dynamical astronomy will be established using parabolic cylindrical coordinates. Computation algorithm is developed for the initial value problem of gravity perturbed trajectories. Applications of the algorithm for the problem of final state predication are illustrated by numerical examples of seven test orbits of different eccentricities. The numerical results are extremely accurate and efficient in predicating final state for gravity perturbed trajectories which is of extreme importance for scientific researches as well as for military purposes. Moreover, an additional efficiency of the algorithm is that, for each of the test orbits, the step size used for solving the differential equations of motion is larger than 70% of the step size used for obtaining its reference final state solution.

An Error Embedded Runge-Kutta Method for Initial Value Problems

  • Bu, Sunyoung;Jung, WonKyu;Kim, Philsu
    • Kyungpook Mathematical Journal
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    • v.56 no.2
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    • pp.311-327
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    • 2016
  • In this paper, we propose an error embedded Runge-Kutta method to improve the traditional embedded Runge-Kutta method. The proposed scheme can be applied into most explicit embedded Runge-Kutta methods. At each integration step, the proposed method is comprised of two equations for the solution and the error, respectively. These solution and error are obtained by solving an initial value problem whose solution has the information of the error at each integration step. The constructed algorithm controls both the error and the time step size simultaneously and possesses a good performance in the computational cost compared to the original method. For the assessment of the effectiveness, the van der Pol equation and another one having a difficulty for the global error control are numerically solved. Finally, a two-body Kepler problem is also used to assess the efficiency of the proposed algorithm.

MULTI-LEVEL ADAPTIVE SOLUTIONS TO INITIAL-VALUE PROBLEMS

  • Shamardan, A.B.;Essa, Y.M. Abo
    • Journal of applied mathematics & informatics
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    • v.7 no.1
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    • pp.215-222
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    • 2000
  • A multigrid algorithm is developed for solving the one- dimensional initial boundary value problem. The numerical solutions of linear and nonlinear Burgers; equation for various initial conditions are studied. The stability conditions are derived by Von -Neumann analysis . Numerical results are presented.

A New Initial Value for Solving Redundancy Optimization Problems (중복설계 최적화문제의 새로운 초기 값 설정에 관한 연구)

  • 이도경;이근희
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.15 no.25
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    • pp.11-14
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    • 1992
  • This paper presents a method for establishing an initial value of redundancy optimization problem to maximize system reliability of multiconstraint mixed parallel-series system. The constraints not be linear. This paper proposes a new initial value which is near to optimal solution by considering the relative median rate of the unreliability and amount of consumed resources for each subsystem. To show the efficiency of this model. numerical example and comparison with Narasimhalu is illustrated in chapter 4.

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WELL-POSEDNESS FOR THE BENJAMIN EQUATIONS

  • Kozono, Hideo;Ogawa, Takayoshi;Tanisaka, Hirooki
    • Journal of the Korean Mathematical Society
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    • v.38 no.6
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    • pp.1205-1234
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    • 2001
  • We consider the time local well-posedness of the Benjamin equation. Like the result due to Keing-Ponce-Vega [10], [12], we show that the initial value problem is time locally well posed in the Sobolev space H$^{s}$ (R) for s>-3/4.

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LINEAR ABSTRACT CAUCHY PROBLEM ASSOCIATED WITH AN EXPONENTIALLY BOUNDED C-SEMIGROUP IN A BANACH SPAC $E^*$

  • Ha, Ki-Sik;Kim, Jai-Heui;Kim, Jong-Kyu
    • Bulletin of the Korean Mathematical Society
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    • v.27 no.2
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    • pp.157-164
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    • 1990
  • The purpose of this paper is to consider the inhomogeneous initial value problem (Fig.) in a Banach space X, where Z is the generator of an exponentially bounded C-semigroup in X, f9t) : [0, T].rarw.X and x.mem.X. Davies-Pang [1] showed the corresponding homogeneous equation, this is, the equation with f(t).iden.0, has a unique solution depending continuoously on the initial value x.mem.CD(z) in the $C^{-1}$-graph norm on CD(Z) when T=.inf..

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DISCRETE EVOLUTION EQUATIONS ON NETWORKS AND A UNIQUE IDENTIFIABILITY OF THEIR WEIGHTS

  • Chung, Soon-Yeong
    • Journal of the Korean Mathematical Society
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    • v.53 no.5
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    • pp.1133-1148
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    • 2016
  • In this paper, we first discuss a representation of solutions to the initial value problem and the initial-boundary value problem for discrete evolution equations $${\sum\limits^l_{n=0}}c_n{\partial}^n_tu(x,t)-{\rho}(x){\Delta}_{\omega}u(x,t)=H(x,t)$$, defined on networks, i.e. on weighted graphs. Secondly, we show that the weight of each link of networks can be uniquely identified by using their Dirichlet data and Neumann data on the boundary, under a monotonicity condition on their weights.