• Title/Summary/Keyword: initial value problems

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AN ASYMPTOTIC INITIAL VALUE METHOD FOR SECOND ORDER SINGULAR PERTURBATION PROBLEMS OF CONVECTION-DIFFUSION TYPE WITH A DISCONTINUOUS SOURCE TERM

  • Valanarasu, T.;Ramanujam, N.
    • Journal of applied mathematics & informatics
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    • v.23 no.1_2
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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.

STUDIES ON MONOTONE ITERATIVE TECHNIQUE FOR NONLINEAR SYSTEM OF INITIAL VALUE PROBLEMS

  • Nanware, J.A.;Gadsing, M.N.
    • Journal of the Chungcheong Mathematical Society
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    • v.35 no.1
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    • pp.53-67
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    • 2022
  • Nonlinear system of initial value problems involving R-L fractional derivative is studied. Monotone iterative technique coupled with lower and upper solutions is developed for the problem. It is successfully applied to study qualitative properties of solutions of nonlinear system of initial value problem when the function on the right hand side is nondecreasing.

SERIES SOLUTIONS TO INITIAL-NEUMANN BOUNDARY VALUE PROBLEMS FOR PARABOLIC AND HYPERBOLIC EQUATIONS

  • Bougoffa, Lazhar;Al-Mazmumy, M.
    • Journal of applied mathematics & informatics
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    • v.31 no.1_2
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    • pp.87-97
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    • 2013
  • The purpose of this paper is to employ a new useful technique to solve the initial-Neumann boundary value problems for parabolic, hyperbolic and parabolic-hyperbolic equations and obtain a solution in form of infinite series. The results obtained indicate that this approach is indeed practical and efficient.

A NEW FIFTH-ORDER WEIGHTED RUNGE-KUTTA ALGORITHM BASED ON HERONIAN MEAN FOR INITIAL VALUE PROBLEMS IN ORDINARY DIFFERENTIAL EQUATIONS

  • CHANDRU, M.;PONALAGUSAMY, R.;ALPHONSE, P.J.A.
    • Journal of applied mathematics & informatics
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    • v.35 no.1_2
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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.

AN INITIAL VALUE TECHNIQUE FOR SINGULARLY PERTURBED DIFFERENTIAL-DIFFERENCE EQUATIONS WITH A SMALL NEGATIVE SHIFT

  • Rao, R. Nageshwar;Chakravarthy, P. Pramod
    • Journal of applied mathematics & informatics
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    • v.31 no.1_2
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    • pp.131-145
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    • 2013
  • In this paper, we present an initial value technique for solving singularly perturbed differential difference equations with a boundary layer at one end point. Taylor's series is used to tackle the terms containing shift provided the shift is of small order of singular perturbation parameter and obtained a singularly perturbed boundary value problem. This singularly perturbed boundary value problem is replaced by a pair of initial value problems. Classical fourth order Runge-Kutta method is used to solve these initial value problems. The effect of small shift on the boundary layer solution in both the cases, i.e., the boundary layer on the left side as well as the right side is discussed by considering numerical experiments. Several numerical examples are solved to demonstate the applicability of the method.

SOLVING SECOND ORDER SINGULARLY PERTURBED DELAY DIFFERENTIAL EQUATIONS WITH LAYER BEHAVIOR VIA INITIAL VALUE METHOD

  • GEBEYAW, WONDWOSEN;ANDARGIE, AWOKE;ADAMU, GETACHEW
    • Journal of applied mathematics & informatics
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    • v.36 no.3_4
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    • pp.331-348
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    • 2018
  • In this paper, an initial value method for solving a class of singularly perturbed delay differential equations with layer behavior is proposed. In this approach, first the given problem is modified in to an equivalent singularly perturbed problem by approximating the term containing the delay using Taylor series expansion. Then from the modified problem, two explicit Initial Value Problems which are independent of the perturbation parameter, ${\varepsilon}$, are produced: the reduced problem and boundary layer correction problem. Finally, these problems are solved analytically and combined to give an approximate asymptotic solution to the original problem. To demonstrate the efficiency and applicability of the proposed method three linear and one nonlinear test problems are considered. The effect of the delay on the layer behavior of the solution is also examined. It is observed that for very small ${\varepsilon}$ the present method approximates the exact solution very well.

Numerical solving of initial-value problems by Rbf basis functions

  • Gotovac, Blaz;Kozulic, Vedrana
    • Structural Engineering and Mechanics
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    • v.14 no.3
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    • pp.263-285
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    • 2002
  • This paper presents a numerical procedure for solving initial-value problems using the special functions which belong to a class of Rvachev's basis functions $R_{bf}$ based on algebraic and trigonometric polynomials. Because of infinite derivability of these functions, derivatives of all orders, required by differential equation of the problem and initial conditions, are used directly in the numerical procedure. The accuracy and stability of the proposed numerical procedure are proved on an example of a single degree of freedom system. Critical time step was also determined. An algorithm for solving multiple degree of freedom systems by the collocation method was developed. Numerical results obtained by $R_{bf}$ functions are compared with exact solutions and results obtained by the most commonly used numerical procedures for solving initial-value problems.

A WEIGHTED EULER METHOD FOR SOLVING STIFF INITIAL VALUE PROBLEMS

  • BEONG IN, YUN
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.26 no.4
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    • pp.353-361
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    • 2022
  • For an initial value problem, using a weighted average between two adjacent approximates, we propose a simple one-step method based on the Euler method. This method is useful for solving stiff initial value problem, even when the step size is not very small. Moreover, it can be seen that the proposed method with some selected weights results in improved approximation errors.

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.

ERROR ESTIMATES OF PHYSICS-INFORMED NEURAL NETWORKS FOR INITIAL VALUE PROBLEMS

  • JIHAHM YOO;JAYWON KIM;MINJUNG GIM;HAESUNG LEE
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.28 no.1
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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.