here a posteriori error estimate for the numerical solution of nonlinear voltena- hammerstein equations is given. we present an error upper bound for nonlinear voltena-hammastein integral equations, in which the form of nonlinearity is algebraic and develop a posteriori error estimate for the recently proposed method of brunner for these problems (the implicitly linear collocation method).we al...

the paper presents the semi-numerical solution for the magnetohydrodynamic (mhd) viscous flow due to a stretching sheet caused by boundary layer of an incompressible viscous flow. the governing partial differential equations of momentum equations are reduced into a nonlinear ordinary differential equation (node) by using a classical similarity transformation along with appropriate boundary cond...

In recent years, numerous approaches have been utilized for finding the exact solutions to nonlinear partial differential equations. One such method is known as the new extended (G'/G)-expansion method and was proposed by Roshid et al. In this paper, we apply this method and achieve exact solutions to nonlinear partial differential equations (NLPDEs), namely the Benjamin-Ono equation. It is est...

in this paper, the multistage variational iteration method is implemented to solve a general form of the system of first-order differential equations. the convergence of the proposed method is given. to illustrate the proposed method, it is applied to a model for hiv infection of cd4+ t cells and the numerical results are compared with those of a recently proposed method.

This paper studies several computational problems about differential rational parametric equations. We present a method of implicitization for general differential rational parametric equations. We also present a method to decide whether the parameters of a set of parametric equations are independent, and if not, re-parameterize the parametric equations so that the new parametric equations have...

this paper presents an approach for solving a nonlinear stochastic differential equations (nsdes) using a new basis functions (nbfs). these functions and their operational matrices areused for representing matrix form of the nbfs. with using this method in combination with the collocation method, the nsdes are reduced a stochastic nonlinear system of equations and unknowns. then, the error anal...

duffing harmonic oscillator is a common model for nonlinear phenomena in science and engineering. this paper presents he´s energy balance method (ebm) for solving nonlinear differential equations. two strong nonlinear cases have been studied analytically. analytical results of the ebm are compared with the solutions obtained by using he´s frequency amplitude formulation (faf) and numerical solu...

in this paper, an effective numerical method is introduced for the treatment of nonlinear two-dimensional volterra-fredholm integro-differential equations. here, we use the so-called two-dimensional block-pulse functions.first, the two-dimensional block-pulse operational matrix of integration and differentiation has been presented. then, by using this matrices, the nonlinear two-dimensional vol...

In this letter, the numerical scheme of nonlinear Volterra-Fredholm integro-differential equations is proposed in a reproducing kernel Hilbert space (RKHS). The method is constructed based on the reproducing kernel properties in which the initial condition of the problem is satised. The nonlinear terms are replaced by its Taylor series. In this technique, the nonlinear Volterra-Fredholm integro...

In this paper, we present the numerical solution of ordinary differential equations (or SDEs), from each order especially second-order with time-varying and Gaussian random coefficients. We indicate a complete analysis for second-order equations in special case of scalar linear second-order equations (damped harmonic oscillators with additive or multiplicative noises). Making stochastic differe...