Implicit integration processes with error estimate for the numerical solution of differential equations
نویسندگان
چکیده
منابع مشابه
Numerical solution and simulation of random differential equations with Wiener and compound Poisson Processes
Ordinary differential equations(ODEs) with stochastic processes in their vector field, have lots of applications in science and engineering. The main purpose of this article is to investigate the numerical methods for ODEs with Wiener and Compound Poisson processes in more than one dimension. Ordinary differential equations with Ito diffusion which is a solution of an Ito stochastic differentia...
متن کاملApplication of the block backward differential formula for numerical solution of Volterra integro-differential equations
In this paper, we consider an implicit block backward differentiation formula (BBDF) for solving Volterra Integro-Differential Equations (VIDEs). The approach given in this paper leads to numerical methods for solving VIDEs which avoid the need for special starting procedures. Convergence order and linear stability properties of the methods are analyzed. Also, methods with extensive stability r...
متن کاملA Meshless Method for Numerical Solution of Fractional Differential Equations
In this paper, a technique generally known as meshless numerical scheme for solving fractional dierential equations isconsidered. We approximate the exact solution by use of Radial Basis Function(RBF) collocation method. This techniqueplays an important role to reduce a fractional dierential equation to a system of equations. The numerical results demonstrate the accuracy and ability of this me...
متن کاملUsing operational matrix for numerical solution of fractional differential equations
In this article, we have discussed a new application of modification of hat functions on nonlinear multi-order fractional differential equations. The operational matrix of fractional integration is derived and used to transform the main equation to a system of algebraic equations. The method provides the solution in the form of a rapidly convergent series. Furthermore, error analysis of the pro...
متن کاملError analysis of the numerical solution of split differential equations
The operator splitting method is a widely used approach for solving partial differential equations describing physical processes. Its application usually requires the use of certain numerical methods in order to solve the different split sub-problems. The error-analysis of such a numerical approach is a complex task. In the present paper we show that an interaction error appears in the numerica...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Computer Journal
سال: 1969
ISSN: 0010-4620,1460-2067
DOI: 10.1093/comjnl/12.2.183