Computational Complexity of Smooth Differential Equations

Computational Complexity of Smooth Differential Equations

The computational complexity of the solution h to the ordinary differential equation h(0) = 0, h′(t) = g(t, h(t)) under various assumptions on the function g has been investigated. Kawamura showed in 2010 that the solution h can be PSPACE-hard even if g is assumed to be Lipschitz continuous and polynomial-time computable. We place further requirements on the smoothness of g and obtain the follo...

Computational complexity of solving polynomial differential equations over unbounded domains

In this paper we investigate the computational complexity of solving ordinary differential equations (ODEs) y′ = p(y) over unbounded time domains, where p is a vector of polynomials. Contrarily to the bounded (compact) time case, this problem has not been well-studied, apparently due to the “intuition” that it can always be reduced to the bounded case by using rescaling techniques. However, as ...

Computational technique of linear partial differential equations by reduced differential transform ‎method

This paper presents a class of theoretical and iterative method for linear partial differential equations. An algorithm and analytical solution with a initial condition is obtained using the reduced differential transform method. In this technique, the solution is calculated in the form of a series with easily computable components. There test modeling problems from mathematical mechanic, physi...

Computational Method for Fractional-Order Stochastic Delay Differential Equations

Dynamic systems in many branches of science and industry are often perturbed by various types of environmental noise. Analysis of this class of models are very popular among researchers. In this paper, we present a method for approximating solution of fractional-order stochastic delay differential equations driven by Brownian motion. The fractional derivatives are considered in the Caputo sense...

Computational Differential Equations