In this paper, a collocation approach is employed for the solution of the one-dimensional telegraph equation based on cubic B-spline. The derived method leads to a tri-diagonal linear system. Computational efficiency of the method is confirmed through numerical examples whose results are in good agreement with theory. The obtained numerical results have been compared with the results obtained b...

In this paper, we propose the cubic semi-orthogonal compactly supported B-spline wavelets as a basis functions for the efficient solution of the second kind Fredholm integral equations system. Properties of these wavelets first presented and these properties are then used to reduce the computation of system of integral equations to some algebraic equations. The exponential convergence rate of t...

In this paper, we construct a new numerical algorithm for the partial differential equation of up-and-out put barrier options under CEV model. method, use Crank-Nicolson scheme to discrete temporal variables and cubic B-spline collocation method spatial variables. The is stable has second-order convergence both time space analysis proposed discussed in detail. Finally, examples verify stability...

This Article is brought to you for free and open access by the Computer Science at ODU Digital Commons. It has been accepted for inclusion in Computer Science Faculty Publications by an authorized administrator of ODU Digital Commons. For more information, please contact [email protected]. Repository Citation Liu, Jun; Wang, Yan; and Li, Rongjian, "A Hybrid Algorithm Based on Optimal Quadr...

A parameter-uniform numerical method based on Shishkin mesh is constructed and analyzed for a weakly coupled system of singularly perturbed second order reaction-diffusion equations. A B-spline collocation method is combined with a piecewise-uniform Shishkin mesh. An asymptotic error bound (independent of the perturbation parameter ε) in the maximum norm is established theoretically. To illustr...

In this paper, we develop a collocation method based on cubic B-spline to the solution of nonlinear parabolic equation εuxx = a(x, t)ut + φ(x, t, u, ux) subject to appropriate initial, and Dirichlet boundary conditions, where ε > 0 is a small constant. We developed a new two-level three-point scheme of order O(k + h). The convergence analysis of the method is proved. Numerical results are given...

A collocation method based on optimal nodal splines is presented for the numerical solution of linear Volterra integral equations of the second kind with weakly singular kernel. Since the considered spline operator is a bounded projector we can prove that, for sequences of locally uniform meshes, the approximate solution error converges to zero at exactly the same optimal rate as the spline app...