scholarly journals Numerical Schemes for Fractional Ordinary Differential Equations

10.5772/34965 ◽  
2012 ◽  
Author(s):  
Weihua Deng ◽  
Can Li
Keyword(s):  
Differential Equations ◽  
Ordinary Differential Equations ◽  
Numerical Schemes

Pathwise convergent higher order numerical schemes for random ordinary differential equations

2007 ◽  
Vol 463 (2087) ◽  
pp. 2929-2944 ◽  
Author(s):  
Peter E Kloeden ◽  
Arnulf Jentzen
Keyword(s):  
Stochastic Process ◽  
Brownian Motion ◽  
Vector Field ◽  
Differential Equations ◽  
Ordinary Differential Equations ◽  
Higher Order ◽  
Time Variable ◽  
Numerical Schemes ◽  
Hölder Continuous ◽  
Usual Order

Random ordinary differential equations (RODEs) are ordinary differential equations (ODEs) with a stochastic process in their vector field. They can be analysed pathwise using deterministic calculus, but since the driving stochastic process is usually only Hölder continuous in time, the vector field is not differentiable in the time variable, so traditional numerical schemes for ODEs do not achieve their usual order of convergence when applied to RODEs. Nevertheless deterministic calculus can still be used to derive higher order numerical schemes for RODEs via integral versions of implicit Taylor-like expansions. The theory is developed systematically here and applied to illustrative examples involving Brownian motion and fractional Brownian motion as the driving processes.

scholarly journals New Approximation Methods Based on Fuzzy Transform for Solving SODEs: I

2018 ◽  
Vol 1 (3) ◽  
pp. 29 ◽  
Author(s):  
Hussein ALKasasbeh ◽  
Irina Perfilieva ◽  
Muhammad Ahmad ◽  
Zainor Yahya
Keyword(s):  
Numerical Methods ◽  
Differential Equations ◽  
Error Analysis ◽  
Ordinary Differential Equations ◽  
Approximation Methods ◽  
Numerical Schemes ◽  
Fuzzy Transform ◽  
Two Stage ◽  
Numerical Examples ◽  
One Stage

In this paper, new approximation methods for solving systems of ordinary differential equations (SODEs) by fuzzy transform (FzT) are introduced and discussed. In particular, we propose two modified numerical schemes to solve SODEs where the technique of FzT is combined with one-stage and two-stage numerical methods. Moreover, the error analysis of the new approximation methods is discussed. Finally, numerical examples of the proposed approach are confirmed, and applications are presented.

Normal form method in search for periodic solutions of ordinary differential equations. Case of the fourth order

2018 ◽  
pp. 24-34
Author(s):  
V. F. Edneral ◽  
O. D. Timofeevskaya
Keyword(s):  
Normal Form ◽  
Differential Equations ◽  
Ordinary Differential Equations ◽  
Periodic Solutions ◽  
Fourth Order ◽  
Numerical Solutions ◽  
Numerical Calculations ◽  
Computational Time ◽  
Resonant Normal Form ◽  
Normal Form Method

Introduction:The method of resonant normal form is based on reducing a system of nonlinear ordinary differential equations to a simpler form, easier to explore. Moreover, for a number of autonomous nonlinear problems, it is possible to obtain explicit formulas which approximate numerical calculations of families of their periodic solutions. Replacing numerical calculations with their precalculated formulas leads to significant savings in computational time. Similar calculations were made earlier, but their accuracy was insufficient, and their complexity was very high.Purpose:Application of the resonant normal form method and a software package developed for these purposes to fourth-order systems in order to increase the calculation speed.Results:It has been shown that with the help of a single algorithm it is possible to study equations of high orders (4th and higher). Comparing the tabulation of the obtained formulas with the numerical solutions of the corresponding equations shows good quantitative agreement. Moreover, the speed of calculation by prepared approximating formulas is orders of magnitude greater than the numerical calculation speed. The obtained approximations can also be successfully applied to unstable solutions. For example, in the Henon — Heyles system, periodic solutions are surrounded by chaotic solutions and, when numerically integrated, the algorithms are often unstable on them.Practical relevance:The developed approach can be used in the simulation of physical and biological systems.

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