This work proposes and analyzes a Smolyak-type sparse grid stochastic collocation method for the approximation of statistical quantities related to the solution of partial differential equations with random coefficients and forcing terms (input data of the model). To compute solution statistics, the sparse grid stochastic collocation method uses approximate solutions, produced here by finite el...

A collocation-Galerkin method is defined for Poisson's equation on the unit 2 square, using tensor products of continuous piecewise polynomials. Optimal L and Hq orders of convergence are established. This procedure requires fewer quadratures than the corresponding Galerkin procedure. Introduction. The collocation-Galerkin method was first introduced by Diaz [2], [3] for the two-point boundary ...

In this article‎, ‎a new scheme inspired from collocation method is‎ ‎presented for numerical solution of stiff initial-value problems and Fredholm integral equations of the first kind based on the derivatives of residual function‎. ‎Then‎, ‎the error analysis‎ ‎of this method is investigated by presenting an error bound‎. ‎Numerical comparisons indicate that the‎ ‎presented method yields accur...

‎In this paper‎, ‎an approach based on statistical spline model (SSM) and collocation method is proposed to solve Volterra-Fredholm integral equations‎. ‎The set of collocation nodes is chosen so that the points yield minimal error in the nodal polynomials‎. ‎Under some standard assumptions‎, ‎we establish the convergence property of this approach‎. ‎Numerical results on some problems are given...

in this paper, we propose and analyze an efficient matrix methodbased on bell polynomials for numerically solving nonlinear fredholm- volterraintegral equations. for this aim, first we calculate operational matrix of integration and product based on bell polynomials. by using these matrices, nonlinearfredholm-volterra integral equations reduce to the system of nonlinear algebraicequations which...

In this paper‎, ‎a modern method is presented to solve a class of fractional optimal control problems (FOCPs) indirectly‎. ‎First‎, ‎the necessary optimality conditions for the FOCP are obtained in the form of two fractional differential equations (FDEs)‎. ‎Then‎, ‎the unknown functions are approximated by the hybrid functions‎, ‎including Bernoulli polynomials and Block-pulse functions based o...

In this paper the collocation method for first-kind boundary integral equations, by using piecewise constant trial functions with uniform mesh, is shown to be equivalent to a projection method for second-kind Fredholm equations. In a certain sense this projection is an interpolation projection. By introducing this technique of analysis, we particularly consider the case of polygonal boundaries....

This work introduces the weighted radial basis collocation method for boundary value problems. We first show that the employment of least-squares functional with quadrature rules constitutes an approximation of the direct collocation method. Standard radial basis collocation method, however, yields a larger solution error near boundaries. The residuals in the least-squares functional associated...