scholarly journals A Collocation Approach for Solving Time-Fractional Stochastic Heat Equation Driven by an Additive Noise

Symmetry ◽  
2020 ◽  
Vol 12 (6) ◽  
pp. 904 ◽  
Author(s):  
Afshin Babaei ◽  
Hossein Jafari ◽  
S. Banihashemi

A spectral collocation approach is constructed to solve a class of time-fractional stochastic heat equations (TFSHEs) driven by Brownian motion. Stochastic differential equations with additive noise have an important role in explaining some symmetry phenomena such as symmetry breaking in molecular vibrations. Finding the exact solution of such equations is difficult in many cases. Thus, a collocation method based on sixth-kind Chebyshev polynomials (SKCPs) is introduced to assess their numerical solutions. This collocation approach reduces the considered problem to a system of linear algebraic equations. The convergence and error analysis of the suggested scheme are investigated. In the end, numerical results and the order of convergence are evaluated for some numerical test problems to illustrate the efficiency and robustness of the presented method.

Author(s):  
S. C. Sinha ◽  
Der-Ho Wu ◽  
Vikas Juneja ◽  
Paul Joseph

Abstract In this paper a general method for the analysis of multidimensional second-order dynamic systems with periodically varying parameters is presented. The state vector and the periodic matrices appearing in the equations are expanded in Chebyshev polynomials over the principal period and the original differential problem is reduced to a set of linear algebraic equations. The technique is suitable for constructing either numerical or approximate analytical solutions. As an illustrative example, approximate analytical expressions for the Floquet characteristic exponents of Mathieu’s equation are obtained. Stability charts are drawn to compare the results the proposed method with those obtained by Runge-Kutta and perturbation methods. Numerical solutions for the flap-lag motion of a three blade helicopter rotor are constructed in the next example. The numerical accuracy and efficiency of the proposed technique is compared with standard numerical codes based on Runge-Kutta, Adams-Moulton and Gear algorithms. The results obtained in the both examples indicate that the suggested approach extremely accurate and is by far the most efficient one.


Author(s):  
K. S. Surana ◽  
H. Vijayendra Nayak

Abstract This paper presents formulations, computations and investigations of the solutions of classes C00 and C11 for two dimensional viscoelastic fluid flows in u, v, p, τijp, τijs with Phan-Thien-Tanner (PTT) constitutive model using p-version least squares finite element formulation (LSFEF). The main thrust of the research work presented in the paper is to employ ‘right classes of interpolations’ and the ‘best computational strategy’ 1) to obtain numerical solutions of governing differential equations (GDEs) for increasing Deborah numbers 2) investigate the nature of the computed solutions with the aim of establishing limiting values of the flow parameters beyond which the solutions may be possible to compute, but may not be meaningful. The investigations presented in this paper reveal the following: a) The manner in which the stresses are non-dimensionalized significantly influences the performance of the iterative procedure of solving non-linear algebraic equations. b) Solutions of the class C00 are always the wrong class of solutions of GDEs in variables u, v, p, τijp and τijs and thus spurious. c) C11 class of solutions are the right class of solutions of the GDEs in variables u, v, p, τijp and τijs. d) In the flow domains, containing sharp gradients of the dependent variables, conservation of mass is difficult to achieve at lower p-levels (worse for coarse meshes). e) An augmented form of GDEs are proposed that always ensure conservation of mass at all p-levels regardless of the mesh and the nature of the solution gradients. f) Stick-slip problem is used as a model problem. We demonstrate that converged solutions are possible to compute for all flow rates reported and that the detailed examination of the solution characteristics reveals them to be in agreement with all the physics of the flow, g) Numerical studies with graded meshes and high p-levels presented in this paper are aimed towards establishing and demonstrating detail behavior of local as well as global nature of the computed solutions, h) Various norms are proposed and tested to judge local and global dominance of elasticity or viscous behavior i) New definitions are proposed for elongational (extensional) viscosity. The proposed definitions are more in conformity and agreement with the flow physics compared to currently used definitions j) A significant aspect and strength of our work is that we utilize straightforward p-version LSFEF with C00 and C11 type interpolations without linearizing GDEs and that SUPG, SUPG/DC, SUPG/DC/LS operators are neither needed nor used.


2021 ◽  
Vol 2021 ◽  
pp. 1-10
Author(s):  
Neda Khaksari ◽  
Mahmoud Paripour ◽  
Nasrin Karamikabir

In this work, a numerical method is applied for obtaining numerical solutions of Fredholm two-dimensional functional linear integral equations based on the radial basis function (RBF). To find the approximate solutions of these types of equations, first, we approximate the unknown function as a finite series in terms of basic functions. Then, by using the proposed method, we give a formula for determining the unknown function. Using this formula, we obtain a numerical method for solving Fredholm two-dimensional functional linear integral equations. Using the proposed method, we get a system of linear algebraic equations which are solved by an iteration method. In the end, the accuracy and applicability of the proposed method are shown through some numerical applications.


2021 ◽  
Vol 2021 ◽  
pp. 1-13
Author(s):  
Naila Rafiq ◽  
Naveed Yaqoob ◽  
Nasreen Kausar ◽  
Mudassir Shams ◽  
Nazir Ahmad Mir ◽  
...  

The nonlinear equation is a fundamentally important area of study in mathematics, and the numerical solutions of the nonlinear equations are also an important part of it. Fuzzy sets introduced by Zedeh are an extension of classical sets, which have several applications in engineering, medicine, economics, finance, artificial intelligence, decision-making, and so on. The most special types of fuzzy sets are fuzzy numbers. The important fuzzy numbers are trapezoidal fuzzy and triangular fuzzy numbers, which have several applications. In this research article, we propose an efficient numerical iterative method for estimating roots of fuzzy nonlinear equations, which are based on the special type of fuzzy number called triangular fuzzy number. Convergence analysis proves that the order of convergence of the numerical method is three. Some real-life applications are considered as numerical test problems from engineering, which contain fuzzy quantities in the parametric form. Engineering models include fractional conversion of nitrogen-hydrogen feed into ammonia and Van der Waal’s equation for calculating the volume and pressure of a gas and motion of the object under constant force of gravity. Numerical illustrations are given to show the dominance efficiency of the newly constructed iterative schemes as compared to existing methods in the literature.


2008 ◽  
Author(s):  
Z. Z. Xia ◽  
P. Zhang ◽  
R. Z. Wang

A new finite difference method, which removes the need for staggered grids in fluid dynamic computation, is presented. Pressure checker boarding is prevented through a dual-velocity scheme that incorporates the influence of pressure on velocity gradients. A supplementary velocity resulting from the discrete divergence of pressure gradient, together with the main velocity driven by the discretized pressure first-order gradient, is introduced for the discretization of continuity equation. The method in which linear algebraic equations are solved using incomplete LU factorization, removes the pressure-correction equation, and was applied to rectangle duct flow and natural convection in a cubic cavity. These numerical solutions are in excellent agreement with the analytical solutions and those of the algorithm on staggered grids. The new method is shown to be superior in convergence compared to the original one on staggered grids.


Open Physics ◽  
2016 ◽  
Vol 14 (1) ◽  
pp. 463-472 ◽  
Author(s):  
Abdulnasir Isah ◽  
Chang Phang

AbstractIn this work, we propose a new operational method based on a Genocchi wavelet-like basis to obtain the numerical solutions of non-linear fractional order differential equations (NFDEs). To the best of our knowledge this is the first time a Genocchi wavelet-like basis is presented. The Genocchi wavelet-like operational matrix of a fractional derivative is derived through waveletpolynomial transformation. These operational matrices are used together with the collocation method to turn the NFDEs into a system of non-linear algebraic equations. Error estimates are shown and some illustrative examples are given in order to demonstrate the accuracy and simplicity of the proposed technique.


2020 ◽  
Vol 20 (3) ◽  
pp. 537-544
Author(s):  
SUAYIP YUZBASI ◽  
EMRAH GOK ◽  
MEHMET SEZER

Singularly perturbed differential equations are encountered in mathematical modelling of processes in physics and engineering. Aim of this study is to give a collocation approach for solutions of singularly perturbed two-point boundary value problems. The method provides obtaining the approximate solutions in the form of Müntz-Legendre polynomials by using collocation points and matrix relations. Singularly perturbed problem is transformed into a system of linear algebraic equations. By solving this system, the approximate solution is computed. Also, an error estimation is done using the residual function and the approximate solutions are improved by means of the estimated error function. Two numerical examples are given to show the applicability of the method.


2021 ◽  
Vol 2021 ◽  
pp. 1-16
Author(s):  
Ahmed Elmoasry ◽  
Mudassir Shams ◽  
Naveed Yaqoob ◽  
Nasreen Kausar ◽  
Yaé Ulrich Gaba ◽  
...  

In this research article, we propose efficient numerical iterative methods for estimating roots of interval-valued trapezoidal fuzzy nonlinear equations. Convergence analysis proves that the order of convergence of numerical schemes is 3. Some real-life applications are considered from optimization as numerical test problems which contain interval-valued trapezoidal fuzzy quantities in parametric form. Numerical illustrations are given to show the dominance efficiency of the newly constructed iterative schemes as compared to existing methods in literature.


2016 ◽  
Vol 20 (3) ◽  
pp. 933-937
Author(s):  
Yi Tian ◽  
Zai-Zai Yan

In this paper, we present a numerical method based on random sampling for a parabolic problem. This method combines use of the Crank-Nicolson method and Monte Carlo method. In the numerical algorithm, we first discretize governing equations by Crank-Nicolson method, and obtain a large sparse system of linear algebraic equations, then use Monte Carlo method to solve the linear algebraic equations. To illustrate the usefulness of this technique, we apply it to some test problems.


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