A Nonclassical Radau Collocation Method for Nonlinear Initial-Value Problems with Applications to Lane-Emden Type Equations

We propose a numerical method for solving nonlinear initial-value problems of Lane-Emden type. The method is based upon nonclassical Gauss-Radau collocation points, and weighted interpolation. Nonclassical orthogonal polynomials, nonclassical Radau points and weighted interpolation are introduced on arbitrary intervals. Then they are utilized to reduce the computation of nonlinear initial-value problems to a system of nonlinear algebraic equations. We also present the comparison of this work with some well-known results and show that the present solution is very accurate.

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A Numerical Method for Lane-Emden Equations Using Hybrid Functions and the Collocation Method

Journal of Applied Mathematics ◽

10.1155/2012/316534 ◽

2012 ◽

Vol 2012 ◽

pp. 1-9 ◽

Cited By ~ 3

Author(s):

Changqing Yang ◽

Jianhua Hou

Keyword(s):

Differential Equation ◽

Numerical Method ◽

Collocation Method ◽

Chebyshev Polynomials ◽

Initial Value Problems ◽

Algebraic Equations ◽

Initial Value ◽

Numerical Examples ◽

Hybrid Functions ◽

Block Pulse Functions

A numerical method to solve Lane-Emden equations as singular initial value problems is presented in this work. This method is based on the replacement of unknown functions through a truncated series of hybrid of block-pulse functions and Chebyshev polynomials. The collocation method transforms the differential equation into a system of algebraic equations. It also has application in a wide area of differential equations. Corresponding numerical examples are presented to demonstrate the accuracy of the proposed method.

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A Multiple-Step Legendre-Gauss Collocation Method for Solving Volterra’s Population Growth Model

Mathematical Problems in Engineering ◽

10.1155/2013/783069 ◽

2013 ◽

Vol 2013 ◽

pp. 1-6 ◽

Cited By ~ 2

Author(s):

Majid Tavassoli Kajani ◽

Mohammad Maleki ◽

Adem Kılıçman

Keyword(s):

Population Growth ◽

Collocation Method ◽

Initial Value Problems ◽

Initial Conditions ◽

Algebraic Equations ◽

Infinite Domain ◽

Initial Value ◽

Step Size ◽

Integral Term ◽

Multiple Step

A new shifted Legendre-Gauss collocation method is proposed for the solution of Volterra’s model for population growth of a species in a closed system. Volterra’s model is a nonlinear integrodifferential equation on a semi-infinite domain, where the integral term represents the effects of toxin. In this method, by choosing a step size, the original problem is replaced with a sequence of initial value problems in subintervals. The obtained initial value problems are then step by step reduced to systems of algebraic equations using collocation. The initial conditions for each step are obtained from the approximated solution at its previous step. It is shown that the accuracy can be improved by either increasing the collocation points or decreasing the step size. The method seems easy to implement and computationally attractive. Numerical findings demonstrate the applicability and high accuracy of the proposed method.

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A Legendre Wavelet Spectral Collocation Method for Solving Oscillatory Initial Value Problems

Journal of Applied Mathematics ◽

10.1155/2013/591636 ◽

2013 ◽

Vol 2013 ◽

pp. 1-5 ◽

Cited By ~ 7

Author(s):

A. Karimi Dizicheh ◽

F. Ismail ◽

M. Tavassoli Kajani ◽

Mohammad Maleki

Keyword(s):

Differential Equation ◽

Spectral Method ◽

Initial Value Problems ◽

Algebraic Equations ◽

Initial Value ◽

Numerical Examples ◽

Runge Kutta Method ◽

Collocation Points ◽

Oscillatory Initial Value Problems ◽

Exponentially Fitted

In this paper, we propose an iterative spectral method for solving differential equations with initial values on large intervals. In the proposed method, we first extend the Legendre wavelet suitable for large intervals, and then the Legendre-Guass collocation points of the Legendre wavelet are derived. Using this strategy, the iterative spectral method converts the differential equation to a set of algebraic equations. Solving these algebraic equations yields an approximate solution for the differential equation. The proposed method is illustrated by some numerical examples, and the result is compared with the exponentially fitted Runge-Kutta method. Our proposed method is simple and highly accurate.

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High Order Numerical Methods for Fractional Terminal Value Problems

Computational Methods in Applied Mathematics ◽

10.1515/cmam-2013-0022 ◽

2014 ◽

Vol 14 (1) ◽

pp. 55-70 ◽

Cited By ~ 10

Author(s):

Neville J. Ford ◽

Maria L. Morgado ◽

Magda Rebelo

Keyword(s):

Numerical Methods ◽

Boundary Value Problems ◽

Numerical Method ◽

Convergence Analysis ◽

Collocation Method ◽

Initial Value Problems ◽

Numerical Scheme ◽

Initial Value ◽

Shooting Algorithm ◽

Effective Approximation

Abstract. In this paper we present a shooting algorithm to solve fractional terminal (or boundary) value problems. We provide a convergence analysis of the numerical method, derived based upon properties of the equation being solved and without the need to impose smoothness conditions on the solution. The work is a sequel to our recent investigation where we constructed a nonpolynomial collocation method for the approximation of the solution to fractional initial value problems. Here we show that the method can be adapted for the effective approximation of the solution of terminal value problems. Moreover, we compare the efficiency of this numerical scheme against other existing methods.

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A Multiple Interval Chebyshev-Gauss-Lobatto Collocation Method for Ordinary Differential Equations

Numerical Mathematics Theory Methods and Applications ◽

10.4208/nmtma.2016.m1429 ◽

2016 ◽

Vol 9 (4) ◽

pp. 619-639 ◽

Cited By ~ 3

Author(s):

Zhong-Qing Wang ◽

Jun Mu

Keyword(s):

Differential Equations ◽

Ordinary Differential Equations ◽

Collocation Method ◽

Initial Value Problems ◽

Numerical Experiments ◽

High Order Accuracy ◽

Nonlinear Ordinary Differential Equations ◽

Initial Value ◽

Order Accuracy ◽

Long Time

AbstractWe introduce a multiple interval Chebyshev-Gauss-Lobatto spectral collocation method for the initial value problems of the nonlinear ordinary differential equations (ODES). This method is easy to implement and possesses the high order accuracy. In addition, it is very stable and suitable for long time calculations. We also obtain thehp-version bound on the numerical error of the multiple interval collocation method underH1-norm. Numerical experiments confirm the theoretical expectations.

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A Pseudospectral Algorithm for Solving Multipantograph Delay Systems on a Semi-Infinite Interval Using Legendre Rational Functions

Abstract and Applied Analysis ◽

10.1155/2014/816473 ◽

2014 ◽

Vol 2014 ◽

pp. 1-9 ◽

Cited By ~ 3

Author(s):

E. H. Doha ◽

D. Baleanu ◽

A. H. Bhrawy ◽

R. M. Hafez

Keyword(s):

Numerical Solutions ◽

Rational Functions ◽

Absolute Error ◽

Delay Systems ◽

Infinite Interval ◽

Algebraic Equations ◽

Collocation Points ◽

Nonlinear Algebraic Equations ◽

Linear And Nonlinear ◽

Pseudospectral Scheme

A new Legendre rational pseudospectral scheme is proposed and developed for solving numerically systems of linear and nonlinear multipantograph equations on a semi-infinite interval. A Legendre rational collocation method based on Legendre rational-Gauss quadrature points is utilized to reduce the solution of such systems to systems of linear and nonlinear algebraic equations. In addition, accurate approximations are achieved by selecting few Legendre rational-Gauss collocation points. The numerical results obtained by this method have been compared with various exact solutions in order to demonstrate the accuracy and efficiency of the proposed method. Indeed, for relatively limited nodes used, the absolute error in our numerical solutions is sufficiently small.

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