Numerical solution of random differential initial value problems: Multistep methods

2010 ◽  
Vol 34 (1) ◽  
pp. 63-75 ◽  
Author(s):  
J. C. Cortés ◽  
L. Jódar ◽  
L. Villafuerte
Keyword(s):  
Numerical Solution ◽  
Initial Value Problems ◽  
Multistep Methods ◽  
Initial Value

scholarly journals Trigonometrically-Fitted Methods: A Review

Mathematics ◽  
2019 ◽  
Vol 7 (12) ◽  
pp. 1197
Author(s):  
Changbum Chun ◽  
Beny Neta
Keyword(s):  
Initial Value Problems ◽  
Polynomial Interpolation ◽  
Multistep Methods ◽  
Error Reduction ◽  
Trigonometric Polynomials ◽  
Linear Multistep Methods ◽  
Initial Value ◽  
First Order ◽  
The Subject ◽  
Trigonometrically Fitted Methods

Numerical methods for the solution of ordinary differential equations are based on polynomial interpolation. In 1952, Brock and Murray have suggested exponentials for the case that the solution is known to be of exponential type. In 1961, Gautschi came up with the idea of using information on the frequency of a solution to modify linear multistep methods by allowing the coefficients to depend on the frequency. Thus the methods integrate exactly appropriate trigonometric polynomials. This was done for both first order systems and second order initial value problems. Gautschi concluded that “the error reduction is not very substantial unless” the frequency estimate is close enough. As a result, no other work was done in this direction until 1984 when Neta and Ford showed that “Nyström’s and Milne-Simpson’s type methods for systems of first order initial value problems are not sensitive to changes in frequency”. This opened the flood gates and since then there have been many papers on the subject.

scholarly journals A New Algorithm for Solving Terminal Value Problems of q-Difference Equations

2018 ◽  
Vol 2018 ◽  
pp. 1-7
Author(s):  
Yong-Hong Fan ◽  
Lin-Lin Wang
Keyword(s):  
Exact Solution ◽  
Numerical Methods ◽  
Error Estimate ◽  
Numerical Solution ◽  
Numerical Method ◽  
Difference Equations ◽  
Initial Value Problems ◽  
Convergence Speed ◽  
Initial Value ◽  
Delta Derivatives

We propose a new algorithm for solving the terminal value problems on a q-difference equations. Through some transformations, the terminal value problems which contain the first- and second-order delta-derivatives have been changed into the corresponding initial value problems; then with the help of the methods developed by Liu and H. Jafari, the numerical solution has been obtained and the error estimate has also been considered for the terminal value problems. Some examples are given to illustrate the accuracy of the numerical methods we proposed. By comparing the exact solution with the numerical solution, we find that the convergence speed of this numerical method is very fast.

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