Chebyshev Gauss Lobatto Pseudo spectral Method for One Dimensional Advection Diffusion Equation with Variable coefficients

Size: px
Start display at page:

Download "Chebyshev Gauss Lobatto Pseudo spectral Method for One Dimensional Advection Diffusion Equation with Variable coefficients"

Transcription

1 Sohag J Math 3, o, Sohag Journal of Mathematcs An Internatonal Journal Chebyshev Gauss Lobatto Pseudo spectral Method for One Dmensonal Advecton Dffuson Equaton wth Varable coeffcents Galal I El Baghdady and M S El Azab Department of Engneerng Physcs and Mathematcs, Faculty of Engneerng, Mansoura Unversty, El Gomhera St, Mansoura, Daahla, 3556, Egypt Receved: Aug 04, Revsed: Sep 05, Accepted: 8 Sep 05 Publshed onlne: Jan 06 Abstract: In ths paper, we present a Chebyshev pseudo spectral method based on a Chebyshev Gauss Lobatto zeros wth the ad of the Kronecer product formulaton for solvng one dmensonal parabolc advecton dffuson equaton wth varable coeffcents subect to a gven ntal condton and boundary condtons Frst, we ntroduce an approxmaton to the unnown functon by usng Chebyshev dfferentaton matrces and ts dervatves wth respect to space x and tme t Secondly, we convert our problem to a lnear system of equatons to unnowns at the collocaton ponts, then solve t Fnally, two examples are gven to llustrate the valdty and applcablty of the proposed technque wth the ad of L -norm error and L -norm error to the exact soluton A comparson between the presented method has been done wth cubc B-Splne fnte dfference method Keywords: One-dmensonal parabolc partal dfferental equaton, Chebyshev Pseudo spectral method, Chebyshev Dfferentaton matrces, Kronecer product Introducton The combnaton of advecton and dffuson s mportant for mass transport n fluds It s well nown that the volumetrc concentraton of a pollutant, ux, t, at a pont xa x b n a one-dmensonal movng flud wth a speed qx and dffuson coeffcent px n x drecton at tme t t 0 s gven by the one dmensonal tme dependent advecton dffuson equaton of the form u t + qx u x u px = fx,t, x wthx, t [a, b] [0, T], subect to the ntal condton and the boundary condtons ux,0=u 0 x, x [a,b], ua,t = g t, ub,t = g t, t [0,T], 3 where fx,t, u 0 x, g t and g t are nown functons and assumed to be smooth functons Whereas u s the unnown functon ote that px and qx are consdered to be postve and smooth functons quantfyng the dffuson and advecton processes, respectvely One dmensonal verson of the partal dfferental equatons whch descrbe advecton dffuson of quanttes such as mass, heat, energy, vortcst, etc [, ] Equaton has been used to descrbe heat transfer n a dranng flm [3], water transfer n sols [4], dsperson of tracers n porous meda [5], the ntruson of salt water nto fresh water aqufers, the spread of pollutants n rvers and streams [6], the dsperson of dssolved materal n estuares and coastal seas [7], contamnant dsperson n shallow laes [8], the absorpton of chemcals nto beds [9], the spread of solute n a lqud flowng through a tube, long range transport of pollutants n the atmosphere [0], forced coolng by fluds of sold materal such as wndngs n turbo generators [], thermal polluton n rver systems [], flow n porous meda [3] and dsperson of dssolved salts n groundwater [4] Many authors deal wth equaton numercally, but wth constant coeffcents, n whch qx = β and px = α For example, n [5] the authors used cubc Correspondng author e-mal: amoun973@yahoocom c 06 SP atural Scences Publshng Cor

2 8 G I El Baghdady, M S El Azab: Chebyshev Gauss Lobatto Pseudo Spectral B-splne collocaton method to fnd numercal soluton to problem wth constant coeffcents β, α The method of the fourth-order compact fnte dfference scheme was presented n [6] For the nonlnear case, the newell wghtehead segel type equatons [7], they also use cubc B-splne collocaton method In recent years there has been a hgh level of nterest of employng spectral methods for numercally solvng many types of ntegral and dfferental equatons, due to ther ease of applyng them for fnte and nfnte domans [8,9,0,,] The speed of convergence s one of the great advantages of spectral method Besdes, spectral methods have exponental rates of convergence; they also have hgh level of accuracy From the overvew of spectral approxmaton to dfferental equatons, the spectral methods have been dvded to four types, namely, collocaton [3, 4], tau [5, 6], Galern [7, 8], and Petrov Galern [9, 30] methods In the present contrbuton, whch s an extenson to the wor uses Legendre bass n [3], we construct the soluton usng the pseudo spectral technques [3, 33] wth Chebyshev bass Pseudo spectral methods are powerful approach for numercal soluton of partal dfferental equatons [34, 35, 36], whch can be traced bac to 970s [37] In pseudo spectral methods [38], there are bascally two steps to obtanng a numercal approxmaton to a soluton of dfferental equaton Frst, an approprate fnte or dscrete representaton of the soluton must be chosen Ths may be done by polynomal nterpolaton of the soluton based on some sutable nodes However, t s well nown that the Lagrange nterpolaton polynomal based on equally spaced ponts does not gve a satsfactory approxmaton to general smooth functons In fact, as the number of collocaton ponts ncreases, nterplant polynomals typcally dverge Ths poor behavor of the polynomal nterpolaton can be avoded for smoothly dfferentable functons by removng the restrcton to equally spaced collocaton ponts Good results are obtaned by relatng the collocaton ponts to the structure of classcal orthogonal polynomals, such as the well-nown Chebyshev-Gauss-Lobatto ponts The second step s to obtan a system of algebrac equatons from dscretzaton of the orgnal equaton In the case of dfferental equatons, ths second step nvolves fndng an approxmaton for the dfferental operator see [37] Many authors have consdered ths technque to solve many problems In [39, 40], pseudo spectral scheme to approxmate the optmal control problems Also, a Legendre pseudo spectral Penalty scheme used for solvng tme doman Maxwells equatons [4] The method of Hermte pseudo spectral scheme s used for Drac equaton [4], and nonlnear partal dfferental equatons [43], respectvely In [44], multdoman pseudo spectral method for nonlnear convecton dffuson equatons was presented onlnear Schrödnger equaton was dscussed n [45] by Tme Space pseudo spectral method wth Chebyshev bass Fnally, [46] pseudo spectral methods used n Quantum and Statstcal Mechancs The organzaton of ths artcle s as follows In Secton, we present some prelmnares about Chebyshev polynomals and drve some tools for dscretzng the ntroduced problem In secton 3, we summarze the applcaton of Chebyshev pseudo spectral method to the soluton of the problem 3 As a result a set of algebrac lnear equatons are formed and a soluton of the consdered problem s dscussed In Secton 4, we present some numercal examples to demonstrate the effectveness of the proposed method To llustrate the valdty and applcablty of the proposed technque, A comparson between the presented method has been obtaned wth cubc B-Splne fnte dfference method n [7, 47] Prelmnares and otatons In ths secton, we gve some notatons about most commonly used set of orthogonal polynomals, Chebyshev polynomals [48, 49] whch are defned on the nterval [-,] and can be determned wth the ad of the followng The Chebyshev polynomals T n x, n=0,,, are the Egenfunctons of the sngular Sturm-Louvlle problem d dx x dt nx dx + n x T nx=0 They are mutually orthogonal wth respect to L nner product on the nterval, wth the weght functon ωx=/ x Ths mply T n xt m xωxdx= d nπ δ nm, where δ nm s the Kronecer delta, d 0 = and d n = n The Chebyshev polynomals satsfy the followng threeterm recurrence relaton T 0 x =, T x=x, T n+ x = xt n x T n x, n, 4 and T 0 x = T x, T x=05t x, T n x = n+ T n+ x n T n x, n 5 The Rodrgues formula for Chebyshev polynomals s obtaned drectly by normalzng approprately; T n x= n n! n x dn { x n! dx n n 05} A unque feature of the Chebyshev polynomals s ther explct relatonshp wth a trgonometrc functon: T n x=cosnarccosx 6 c 06 SP atural Scences Publshng Cor

3 Sohag J Math 3, o, / wwwnaturalspublshngcom/journalsasp 9 In ths wor, we wll use the Chebyshev Gauss Lobatto CGL ponts as nπ x n = cos 7 Let T z denote the Chebyshev polynomal of order, then CGL nodes wll be z 0,,z, as defned n 7 ow, let {φ z} =0 be the Lagrange polynomals based on CGL nodes, that are expressed as [45,50]: φ z= =0, z z z wth the Kronecer property φ z =δ = z, = 0,,, 8 { 0,,, = It s more convenent to consder an alternatve Chrstoffel Darboux formula [3, 45], for = 0,,, where φ z= z c z z T z, 9 {, =0,, c =, Any defned functon f on the nterval [, ] may be approxmated by Lagrange polynomals as fz =0 f φ z, 0 where f ={ fz } =0 Equaton 0 wll be exact when fz s a polynomal of degree at most Equaton 0 can be expressed n the followng matrx form fz Φ F, [ ] where Φ = φ 0 z,,φ z and F=[ fz 0,, fz ]T The frst dervatve to equaton 0 can be expressed as f z =0 f φ z, where φ z s a polynomal of degree, whch can be wrtten as φ z= =0 φ z φ z, =0,, Equaton can be expressed n the followng matrx form: d dz Φ z=φ zd +, 3 where D + s the so called dfferentaton matrx wth dmenson + From the last two equatons,3 we get [D + ], = φ z The entres of the dfferentaton matrx can be defned for CGL ponts cf [5] as the followng c + c z z, +, ==0, [D + ], = 6 z z, =, +, == 6 4 ow, we ntroduce the second order dfferentaton matrx as D + whch s the dervatve to dfferentaton matrx D + The entres to the second order dfferentaton matrx can be defned for CGL ponts cf [5] as the followng [D + ], [D + ], [D z z, +], = [D +],, = =0, 5 Also, any defned functon hx on an arbtrary nterval [a, b] may be approxmated by mang transformaton from z [,] to x [a,b] as: hx =0 hx φ x a, 6 where x = { z + +a} =0 are the shfted CGL nodes assocated wth nterval [a, b] Equaton 6 can be expressed n the followng matrx form: hx Φ xh 7 [a,b] In vew of equatons 3 and 6, we conclude that d dx Φ [a,b] x= Φ [a,b] xd +, 8 For an arbtrary and M, any functon of two varables u :[a,b] [c,d] R may be approxmated by ux,y M =0 =0 where U, = u z U, φ φ M x a y c, 9 d c + +a, d c zm + +c 0 c 06 SP atural Scences Publshng Cor

4 0 G I El Baghdady, M S El Azab: Chebyshev Gauss Lobatto Pseudo Spectral Equaton 9 can be expressed based on Kronecer product n the followng matrx form: ux,y Φ U, [a,b] x ΦM [c,d] y where U s the + M+ vector as the followng form: U=[U 0,0,,U 0,M U,0,,U,M ] T The prevous representatons that are based on Kronecer product, provde some smplfcaton n calculatons when we deal wth our orgnal problem Also by usng frst and second dfferentaton matrces we can approxmate relatve dervatves of any functon from ts expanson as we can see next For example let u be approxmated as n, now we can wrte the frst dervatve to u wth respect to x as the followng: d u x x,y U dx Φ [a,b] x ΦM [c,d] y = Φ [a,b] xd + Φ M [c,d] U y = Φ [a,b] x ΦM [c,d] y D + I M+ U 3 In a smlar way, we can conclude that the frst dervatve to u wth respect to y as the followng: u y x,y Φ d c [a,b] x ΦM [c,d] y I M+ D M+ U 4 3 Chebyshev Pseudo spectral Approxmaton In order to solve problem 3, we approxmate ux, t as: ux,t Φ [a,b] x ΦM [0,T] U, t 5 where the postve and nteger numbers and M are dscretzaton parameters correspondng to space and tme dmensons, respectvely Also we wll consder {x } =0 and {t } M =0 as the CGL nodes correspondng to the ntervals[a, b] and[0, T], respectvely By usng 5 and dfferentaton matrces, we can wrte the dervatves to ux,t as the followng u x x,t Φ [a,b] xd + Φ U, M [0,T] t 6 4 u xx x,t u t x,t T Φ [a,b] xd + Φ M [0,T] t U, 7 Φ [a,b] x ΦM [0,T] td M+ U 8 ow, by substtutng from the prevous equatons n equaton, we obtan [ Φ T [a,b] x ΦM [0,T] td M+ Φ [a,b] xd + Φ M [0,T] t + qx 4px Φ [a,b] xd + ]U= ΦM [0,T] t fx,t 9 ow, for < < and < < M, we collocate the above equaton at the collocaton ponts {x,t }, ote that these collocaton ponts are the nteror ponts not le n ntal or boundary condtons After collocatng, equaton 9 becomes: [ T e + + em+ + D M+ + qx e + + D + e M+ + 4px e + + D + e M+ + ] U = fx,t, =,,, =,,M, 30 where e p s the th row of p p dentty matrx Equaton 30 can be represented n the followng matrx form usng dentty matrx: [ [I] T [I]M+ D M+ 4px [I] D + [I]M+ whch can be formed as + qx [I] D + [I] M+ ] U = F, 3 A U = F, 3 where F and U are the M vectors they tae the followng forms: F = [ f,,, f,m f,,, f,m ] T, U = [U,,,U,M U,,,U,M ] T, and A s a matrx of dmenson M+, that can be defned as [ A = [I] T [I]M+ D M+ + qx [I] D + [I] M+ 4px ] [I] D + [I]M+ For dscretzaton the ntal condton, we substtute 5 n gettng the followng Φ U=u [a,b] x ΦM [0,T] 0 0 x, a x b, ow, for 0<<, we collocate the above equaton at the collocaton ponts{x,0} After collocatng, the prevous equaton becomes: e + + em+ U = u 0 x, 33 c 06 SP atural Scences Publshng Cor

5 Sohag J Math 3, o, / wwwnaturalspublshngcom/journalsasp then n matrx form usng dentty matrx [I] + e M+ U = U 0, 34 whch can be formed as A U = U 0, 35 where U 0 and U are the + vectors, they can be descrbed as the followng forms: U 0 = [u 0 x 0,,u 0 x ] T, U = [U 0,0,,U,0 ] T, and A s a matrx of dmenson + +, that has the followng form A = [I] + e M+ Fnally, to dscrete the boundary condtons, we substtute 9 n 3 Frst, we deal wth the left boundary to fnd the reduced form, then dong the same wth the rght boundary Equaton 3 wll be Φ U=g [a,b] a ΦM [0,T] t t, 36 ow, for < < M, we collocate the above equaton at the collocaton ponts {a,t } for the frst boundary condton After collocatng, the prevous equaton becomes: e + e M+ + U 3 = g t, 37 then n matrx form usng dentty matrx e + [I] M+ U 3 = G, 38 whch can be formed as A 3 U 3 = G, 39 where G and U 3 are the M vectors, they can be descrbed as the followng forms: G = [g t,,g t M ] T, U 3 = [U 0,,,U 0,M ] T, and A 3 s a matrx of dmenson M M+, that has the followng form A 3 = e + [I] M+ Smlarly, we can wrte the equaton of the second boundary condton as the followng form e + + [I]M+ U 4 = G, 40 whch can be formed as A 4 U 4 = G, 4 where G and U 4 are the M vectors, they can be descrbed as the followng forms: G = [g t,,g t M ] T, U 4 = [U,,,U,M ] T, and A 4 s a matrx of dmenson M M+, that has the followng form A 4 = e + + [I]M+ The resultng system of equatons can be descrbed, from collectng equatons 3, 35, 39 and 4, as the followng AU=F, 4 where A s a matrx of dmenson + M+, that has the form A = [A A A 3 A 4 ] For U and F, each one s a vector wth dmensonm+, and tae the followng form U = [U U U 3 U 4 ] T, F = [F U 0 G G ] T After solvng the lnear system descrbed n 4, we can fnd the approxmated soluton to our problem 4 umercal Examples In order to test the utlty of the proposed method, we apply the new scheme to the followng examples whose exact solutons are provded n each case For both examples, we tae = M and to show the effcency of the presented method for our problems n comparson wth the exact soluton Also, to study the convergence behavor of the presented method, we appled the followng laws for dfferent values of and for t = T : The E error norm of the soluton s defned by E = Ux,t ux,t = max U,M ux,t M, The E error norm of the soluton s defned by E = Ux,t ux,t = [ ] / U,M ux,t M, = The condton number K g A of the coeffcent matrx A s gven by K g A= A g A g, g=, All the computatons are carred out n double precson arthmetc usng Matlab 790 R009b To obtan suffcent accurate calculatons, varable arthmetc precson vpa s employed wth dgt beng assgned to be 3 The code was executed on a second generaton Intel Core 540M, 3 Ghz Laptop c 06 SP atural Scences Publshng Cor

6 G I El Baghdady, M S El Azab: Chebyshev Gauss Lobatto Pseudo Spectral Example [5] Consder the problem 3 wth the ntal condton ux,0 = snπx, 0 x, and the boundary condtons are gven as { u0,t=0, 0 t, u,t=0, and the exact soluton ux,t = snπxe πt, n ths case the forcng functon wll be [ fx,t=e π t π snπx px ] + qxπ cosπx a Exact soluton Table : E error, E error, condton number of g=, g = wth dfferent values of for Example E E K A K A CPUs 6 55E E e+0 39e E-06 3E-05 e+03 7e E E-07 5e+03 39e E-09 75E-08 07e+04 75e E-0 48E-0 97e+04 4e E- 03E- 337e+04 57e E-4 9E-3 54e+04 43e E-4 9E-3 87e e In Table, we tae px = x/ + x and qx = e x In Comparng wth cubc B-Splne fnte dfference method [7, 47], the maxmum error was 444E 05 at T = for x = 00 and t = 000, mang CPU-tme equal to sec Example [5, 6] Consder the problem 3 wth the ntal condton ux,0=e 5x cos π x+05snπ x, 0 x, and the boundary condtons gven by { u0,t=e C 0 t, u,t=05e 5 C0t 0 t,, and the exact soluton ux,t=e 5x C 0t cos π x+05snπ x, n ths case the forcng functon wll be fx,t = {cos π x[ C 0 +C qx px5c + π C ] where + sn π x[ C 0 4 +C qx px5c π C ]} e 5x C 0t, C 0 = π , C = 5+ π 8, C = 5 4 π b umercal soluton Fg : Exact and umercal solutons for px, qx wth x [0,] and t [0,] at = 0 for Example Table : E error, E error, condton number of g=, g = wth dfferent values of for Example E E K A K A CPUs 6 06E-03 35E-03 36e+0 70e E-05 3E e+0 57e E-07 4E-07 5e+03 34e E-09 4E e+03 9e E- 388E- 780e e E- 76E- 3e+04 0e E- 90E- 0e+04 7e In Table, we tae px = xe x / + x and qx = e x /+x In Comparng wth cubc B-Splne fnte dfference method [7, 47], the maxmum error was 45977E 03 at T = for x=00 and t = 000, mang CPU-tme equal to 57 sec c 06 SP atural Scences Publshng Cor

7 Sohag J Math 3, o, / wwwnaturalspublshngcom/journalsasp 3 a Exact soluton b umercal soluton Fg : Exact and umercal solutons for px, qx wth x [0,] and t [0,] at = 8 for Example 5 Concluson In ths wor, we apply Chebyshev Pseudo spectral method for one-dmensonal advecton dffuson equaton wth Vrable coeffcents on Chebyshev Gauss Lobatto nodes The man advantage of usng Chebyshev scheme nstead of usng Legendre one s that ts quadrature ponts have explct and smple expressons The dfferentaton matrces are used to represent the unnown functons Two examples are ntroduced n ths artcle to show that the proposed numercal procedure s effcent and provdes very accurate results even wth usng a small number of collocaton ponts The Pseudo spectral scheme s a powerful approach for the numercal soluton of parabolc advecton dffuson equaton References [] B J oye, umercal Solutons of Partal Dfferental Equatons, Elsever Scence Ltd, Unted Kngdom, 98 [] B J oye, umercal Soluton of Partal Dfferental Equatons, Lecture otes, 990 [3] J Isenberg and C Gutfnger, Heat transfer to a dranng flm, Int J Heat Transf 6, pp [4] J Y Parlarge, Water transport n sols, Ann Rev Fluds Mech, [5] Q Fattah and J A Hoopes, Dsperson n ansotropc homogeneous porous meda, J Hydraul Eng, pp [6] P C Chatwn and C M Allen, Mathematcal models of dsperson n rvers and estuares, Ann Rev Flud Mech 7, pp [7] F M Holly and J M Usseglo Polatera, Dsperson smulaton n two dmensonal tdal flow, J Hydraul Eng, pp [8] J R Salmon, J A Lggett and R H Gallager, Dsperson analyss n homogeneous laes, Int J umer Meth Eng 5, pp [9] L Lapdus and R Amundston, Mathematcs of absorpton n beds, J Physcal Chem 56 8, pp [0] Z Zlatev, R Berowcz and L P Prahm, Implementaton of a varable stepsze varable formula n the tme-ntegraton part of a code for treatment of long-range transport of ar pollutants, J Comput Phys 55, pp [] C R Gane and P L Stephenson, An explct numercal method for solvng transent combned heat conducton and convecton problems, Int J umer Meth Eng 4, pp [] M H Chaudhry, D E Cass and J E Ednger, Modellng of unsteady flow water temperatures, J Hydraul Eng 09 5, pp [3] Kumar, Unsteady flow aganst dsperson n fnte porous meda, J Hydrol 63, pp [4] V Guvanasen and R E Voler, umercal solutons for solute transport n unconfned aqufers, Int J umer Meth Fluds 3, pp [5] Joan Goh, Ahmad Abd Mad and Ahmad Izan Md Ismal, Cubc B Splne Collocaton Method for One-Dmensonal Heat and Advecton Dffuson Equatons, Journal of Appled Mathematcs Hndaw Publshng Corporaton Vol 0, pp 8 0 [6] A Mohebb and M Dehghan, Hgh order compact soluton of the one-dmensonal heat and advecton dffuson equatons, Appled Mathematcal Modellng Vol 34 0, pp [7] W K Zahra, W A Ouf and M S El-Azab, Cubc B- splne collocaton algorthm for the numercal soluton of newell wghtehead segel type equatons, Electronc Journal of Mathematcal Analyss and Applcatons Vol -, pp [8] W M Abd-Elhameed, E H Doha and Y H Youssr, Effcent spectral-petrov-galern methods for thrd- and ffth-order Jacob polynomals, Quaestones Mathematcae, 36, pp 5 38, 03 [9] E H Doha, A H Bhrawy, M A Abdelawy and R M Hafez, A Jacob collocaton approxmaton for nonlnear coupled vscous Burgers equaton, Central European Journal of Physcs,, pp, 04 [0] E H Doha, A H Bhrawy, M A Abdelawy and R A Van Gorder, Jacob-Gauss-Lobatto collocaton method for the numercal soluton of + nonlnear Schrödnger equatons, Journal of Computatonal Physcs, 6, pp 44 55, 04 [] E H Doha, A H Bhrawy, D Baleanu and R M Hafez, A new Jacob ratonal-gauss collocaton method for numercal soluton of generalzed Pantograph equatons, Appled umercal Mathematcs, 77, pp 43 54, 04 c 06 SP atural Scences Publshng Cor

8 4 G I El Baghdady, M S El Azab: Chebyshev Gauss Lobatto Pseudo Spectral [] F M Mahfouz, umercal smulaton of free convecton wthn an eccentrc annulus flled wth mcropolar flud usng spectral method, Appled Mathematcs and Computaton, 9, pp , 03 [3] J Ma, B W L and J R Howell, Thermal radaton heat transfer n one- and two-dmensonal enclosures usng the spectral collocaton method wth full spectrum -dstrbuton model, Internatonal Journal of Heat and Mass Transfer, 7, pp 35 43, 04 [4] W M Abd-Elhameed, E H Doha and Y H Youssr, ew wavelets collocaton method for solvng secondorder multpont boundary value problems usng Chebyshev polynomals of thrd and fourth, Abstract and Appled Analyss, vol 03, Artcle ID 54839, 9 pages, 03 [5] S R Lau and R H Prce, Sparse spectral-tau method for the three-dmensonal helcally reduced wave equaton on two center domans, Journal of Computatonal Physcs, 3, pp , 0 [6] F Ghoresh and S Yazdan, An extenson of the spectral Tau method for numercal soluton of mult-order fractonal dfferental equatons wth convergence analyss, Computers and Mathematcs wth Applcatons, 6, pp 30 43, 0 [7] E H Doha and A H Bhrawy, An effcent drect solver for multdmensonal ellptc Robn boundary value problems usng a Legendre spectral-galern method, Computers and Mathematcs wth Applcatons, 64, pp , 0 [8] T Boaca and I Boaca, Spectral galern method n the study of mass transfer n lamnar and turbulent flows, Computer Aded Chemcal Engneerng, 4, pp 99 04, 007 [9] E H Doha, A H Bhrawy and R M Hafez, A Jacob Jacob dual-petrov-galern method for thrd- and ffth-order dfferental equatons, Int J umer Meth Fluds, 539-0, pp 80-83, 0 [30] W M Abd-Elhameed, E H Doha and M A Bassuony, Two Legendre-Dual-Petrov-Galern algorthms for solvng the ntegrated forms of hgh odd-order boundary value problems, The Scentfc World Journal, Vol 03, Artcle ID 30964, pages, 03 [3] G I El-Baghdady and M S El-Azab, umercal soluton of one-dmensonal advecton-dffuson equaton wth varable coeffcents va Legendre-Gauss-Lobatto tme-space pseduospectral method, Electronc Journal of Mathematcal Analyss and Applcatons Vol 3, pp 4 05 [3] C Canuto, M Y Hussan, A Quarteron, and T A Zang, Spectral Methods n Flud Dynamcs, Sprnger Verlag, ew Yor, 988 [33] C Canuto, M Y Hussan, A Quarteron, and T A Zang, Spectral Methods: Fundamentals n Sngle Domans, Sprnger Verlag, 006 [34] A Canuto and A Quarteron, eds, Spectral and hgher order methods for partal dfferental equatons proceedng of the Icosahom 989 Conference Como, Italy Elsever Scnce 990 [35] M H Carpenter and D Gottleb, Spectral methods on arbtrary grds, Journal of Computatonal physcs 9, pp [36] J Shen, T Tang, Spectral and Hgh Order Methods wth Applcatons, Scence Press, Beng, 006 [37] L Trefethen, Spectral Methods n MATLAB, Socety for Industral and Appled Mathematcs SIAM, Phladelpha, PA, 000 [38] B Fornberg, A Practcal Gude to Pseudospectral Methods Cambrdge Unversty Press 996 [39] Mchael Ross and Farba Fahroo, Legendre Pseudospectral Approxmatons of Optmal Control Problems, Lecture otes n Control and Informaton Scence Computatonal physcs, Sprnger Verlag 95, 003 [40] M Shams, modfed pseudospectral scheme for accurate soluton of Bang Bang optmal control problems, Optm Control Appl Meth, 3, pp [4] Chun-Hao Teng and et al, A Legendre Pseudospectral Penalty Scheme for Solvng Tme Doman Maxwells Equatons, J Sc Comput 36, pp [4] Ben yu Guo, Je Shen and Cheng long Xu, Spectral and pseudospectral approxmatons usng Hermte functons: applcaton to the Drac equaton, Advances n Computatonal Mathematcs, 9, pp [43] Ben yu Guo and Cheng long Xu, Hermte Pseudospectral Method for onlnear Partal Dfferental Equatons, Mathematcal Modellng and umercal Analyss, 34, pp [44] Yuan- yuan JI and et al, Multdoman pseudospectral methods for nonlnear convecton dffuson equatons, Appl Math Mech -Engl Ed 3 0, pp [45] M Dehghan and A Talee, umercal soluton of onlnear Schrödnger equaton by usng the Tme Space Pseudo spectral Method, Wly InterScence DOI 000/num0468 pp [46] Joseph Qun Wa Lo, Pseudospectral Methods n Quantum and Statstcal Mechancs, Ph D, The Unversty of Brtsh Columba August, 008 [47] A A Mohamed Al, B-Splne Functon and ts Applcatons, Master Thess, Faculty of Engneerng, Mansoura Unversty, Egypt, 04 [48] D Funaro, Polynomal Approxmaton of Dfferental Equatons SprngerVerlag Berln Hedelberg 99 [49] B C Carlson, Specal Functons of Appled Mathematcs Acadmc Press, 977 [50] M Dehghan and M Shams, umercal soluton of two dmensonal parabolc equaton subect to nonstandard boundary specfcatons usng the Pseudospectral Legendre Method, umer Methods Partal Dfferental Eq, pp [5] J S Hesthaven, S Gottleb and D Gottleb, Spectral Methods for Tme Dependent Problems, Cambrdge Unversty Press, 007 [5] B D Welfert, Generaton of pseudo spectral dfferentaton, SIAM J umer Anal 34, pp c 06 SP atural Scences Publshng Cor

Legendre Gauss Lobatto Pseudo spectral Method for One Dimensional Advection Diffusion Equation

Legendre Gauss Lobatto Pseudo spectral Method for One Dimensional Advection Diffusion Equation Sohag J Math, o, 9-35 5 9 Sohag Journal of Mathematcs An Internatonal Journal http://dxdoorg/785/sm/5 Legendre Gauss Lobatto Pseudo spectral Method for One Dmensonal Advecton Dffuson Equaton Galal I El

More information

NON-CENTRAL 7-POINT FORMULA IN THE METHOD OF LINES FOR PARABOLIC AND BURGERS' EQUATIONS

NON-CENTRAL 7-POINT FORMULA IN THE METHOD OF LINES FOR PARABOLIC AND BURGERS' EQUATIONS IJRRAS 8 (3 September 011 www.arpapress.com/volumes/vol8issue3/ijrras_8_3_08.pdf NON-CENTRAL 7-POINT FORMULA IN THE METHOD OF LINES FOR PARABOLIC AND BURGERS' EQUATIONS H.O. Bakodah Dept. of Mathematc

More information

Application of B-Spline to Numerical Solution of a System of Singularly Perturbed Problems

Application of B-Spline to Numerical Solution of a System of Singularly Perturbed Problems Mathematca Aeterna, Vol. 1, 011, no. 06, 405 415 Applcaton of B-Splne to Numercal Soluton of a System of Sngularly Perturbed Problems Yogesh Gupta Department of Mathematcs Unted College of Engneerng &

More information

Research Article Cubic B-Spline Collocation Method for One-Dimensional Heat and Advection-Diffusion Equations

Research Article Cubic B-Spline Collocation Method for One-Dimensional Heat and Advection-Diffusion Equations Appled Mathematcs Volume 22, Artcle ID 4587, 8 pages do:.55/22/4587 Research Artcle Cubc B-Splne Collocaton Method for One-Dmensonal Heat and Advecton-Dffuson Equatons Joan Goh, Ahmad Abd. Majd, and Ahmad

More information

THE STURM-LIOUVILLE EIGENVALUE PROBLEM - A NUMERICAL SOLUTION USING THE CONTROL VOLUME METHOD

THE STURM-LIOUVILLE EIGENVALUE PROBLEM - A NUMERICAL SOLUTION USING THE CONTROL VOLUME METHOD Journal of Appled Mathematcs and Computatonal Mechancs 06, 5(), 7-36 www.amcm.pcz.pl p-iss 99-9965 DOI: 0.75/jamcm.06..4 e-iss 353-0588 THE STURM-LIOUVILLE EIGEVALUE PROBLEM - A UMERICAL SOLUTIO USIG THE

More information

Numerical Heat and Mass Transfer

Numerical Heat and Mass Transfer Master degree n Mechancal Engneerng Numercal Heat and Mass Transfer 06-Fnte-Dfference Method (One-dmensonal, steady state heat conducton) Fausto Arpno f.arpno@uncas.t Introducton Why we use models and

More information

One-sided finite-difference approximations suitable for use with Richardson extrapolation

One-sided finite-difference approximations suitable for use with Richardson extrapolation Journal of Computatonal Physcs 219 (2006) 13 20 Short note One-sded fnte-dfference approxmatons sutable for use wth Rchardson extrapolaton Kumar Rahul, S.N. Bhattacharyya * Department of Mechancal Engneerng,

More information

Lecture 12: Discrete Laplacian

Lecture 12: Discrete Laplacian Lecture 12: Dscrete Laplacan Scrbe: Tanye Lu Our goal s to come up wth a dscrete verson of Laplacan operator for trangulated surfaces, so that we can use t n practce to solve related problems We are mostly

More information

A new Approach for Solving Linear Ordinary Differential Equations

A new Approach for Solving Linear Ordinary Differential Equations , ISSN 974-57X (Onlne), ISSN 974-5718 (Prnt), Vol. ; Issue No. 1; Year 14, Copyrght 13-14 by CESER PUBLICATIONS A new Approach for Solvng Lnear Ordnary Dfferental Equatons Fawz Abdelwahd Department of

More information

CHAPTER 5 NUMERICAL EVALUATION OF DYNAMIC RESPONSE

CHAPTER 5 NUMERICAL EVALUATION OF DYNAMIC RESPONSE CHAPTER 5 NUMERICAL EVALUATION OF DYNAMIC RESPONSE Analytcal soluton s usually not possble when exctaton vares arbtrarly wth tme or f the system s nonlnear. Such problems can be solved by numercal tmesteppng

More information

Numerical Solution of One-Dimensional Heat and Wave Equation by Non-Polynomial Quintic Spline

Numerical Solution of One-Dimensional Heat and Wave Equation by Non-Polynomial Quintic Spline Internatonal Journal of Mathematcal Modellng & Computatons Vol. 05, No. 04, Fall 2015, 291-305 Numercal Soluton of One-Dmensonal Heat and Wave Equaton by Non-Polynomal Quntc Splne J. Rashdna a, and M.

More information

Solving Fractional Nonlinear Fredholm Integro-differential Equations via Hybrid of Rationalized Haar Functions

Solving Fractional Nonlinear Fredholm Integro-differential Equations via Hybrid of Rationalized Haar Functions ISSN 746-7659 England UK Journal of Informaton and Computng Scence Vol. 9 No. 3 4 pp. 69-8 Solvng Fractonal Nonlnear Fredholm Integro-dfferental Equatons va Hybrd of Ratonalzed Haar Functons Yadollah Ordokhan

More information

Convexity preserving interpolation by splines of arbitrary degree

Convexity preserving interpolation by splines of arbitrary degree Computer Scence Journal of Moldova, vol.18, no.1(52), 2010 Convexty preservng nterpolaton by splnes of arbtrary degree Igor Verlan Abstract In the present paper an algorthm of C 2 nterpolaton of dscrete

More information

Lecture 13 APPROXIMATION OF SECOMD ORDER DERIVATIVES

Lecture 13 APPROXIMATION OF SECOMD ORDER DERIVATIVES COMPUTATIONAL FLUID DYNAMICS: FDM: Appromaton of Second Order Dervatves Lecture APPROXIMATION OF SECOMD ORDER DERIVATIVES. APPROXIMATION OF SECOND ORDER DERIVATIVES Second order dervatves appear n dffusve

More information

Chapter 5. Solution of System of Linear Equations. Module No. 6. Solution of Inconsistent and Ill Conditioned Systems

Chapter 5. Solution of System of Linear Equations. Module No. 6. Solution of Inconsistent and Ill Conditioned Systems Numercal Analyss by Dr. Anta Pal Assstant Professor Department of Mathematcs Natonal Insttute of Technology Durgapur Durgapur-713209 emal: anta.bue@gmal.com 1 . Chapter 5 Soluton of System of Lnear Equatons

More information

(Online First)A Lattice Boltzmann Scheme for Diffusion Equation in Spherical Coordinate

(Online First)A Lattice Boltzmann Scheme for Diffusion Equation in Spherical Coordinate Internatonal Journal of Mathematcs and Systems Scence (018) Volume 1 do:10.494/jmss.v1.815 (Onlne Frst)A Lattce Boltzmann Scheme for Dffuson Equaton n Sphercal Coordnate Debabrata Datta 1 *, T K Pal 1

More information

NUMERICAL DIFFERENTIATION

NUMERICAL DIFFERENTIATION NUMERICAL DIFFERENTIATION 1 Introducton Dfferentaton s a method to compute the rate at whch a dependent output y changes wth respect to the change n the ndependent nput x. Ths rate of change s called the

More information

Hongyi Miao, College of Science, Nanjing Forestry University, Nanjing ,China. (Received 20 June 2013, accepted 11 March 2014) I)ϕ (k)

Hongyi Miao, College of Science, Nanjing Forestry University, Nanjing ,China. (Received 20 June 2013, accepted 11 March 2014) I)ϕ (k) ISSN 1749-3889 (prnt), 1749-3897 (onlne) Internatonal Journal of Nonlnear Scence Vol.17(2014) No.2,pp.188-192 Modfed Block Jacob-Davdson Method for Solvng Large Sparse Egenproblems Hongy Mao, College of

More information

Module 3: Element Properties Lecture 1: Natural Coordinates

Module 3: Element Properties Lecture 1: Natural Coordinates Module 3: Element Propertes Lecture : Natural Coordnates Natural coordnate system s bascally a local coordnate system whch allows the specfcaton of a pont wthn the element by a set of dmensonless numbers

More information

Cubic Trigonometric B-Spline Applied to Linear Two-Point Boundary Value Problems of Order Two

Cubic Trigonometric B-Spline Applied to Linear Two-Point Boundary Value Problems of Order Two World Academy of Scence Engneerng and echnology Internatonal Journal of Mathematcal and omputatonal Scences Vol: No:0 00 ubc rgonometrc B-Splne Appled to Lnear wo-pont Boundary Value Problems of Order

More information

A Hybrid Variational Iteration Method for Blasius Equation

A Hybrid Variational Iteration Method for Blasius Equation Avalable at http://pvamu.edu/aam Appl. Appl. Math. ISSN: 1932-9466 Vol. 10, Issue 1 (June 2015), pp. 223-229 Applcatons and Appled Mathematcs: An Internatonal Journal (AAM) A Hybrd Varatonal Iteraton Method

More information

COMPARISON OF SOME RELIABILITY CHARACTERISTICS BETWEEN REDUNDANT SYSTEMS REQUIRING SUPPORTING UNITS FOR THEIR OPERATIONS

COMPARISON OF SOME RELIABILITY CHARACTERISTICS BETWEEN REDUNDANT SYSTEMS REQUIRING SUPPORTING UNITS FOR THEIR OPERATIONS Avalable onlne at http://sck.org J. Math. Comput. Sc. 3 (3), No., 6-3 ISSN: 97-537 COMPARISON OF SOME RELIABILITY CHARACTERISTICS BETWEEN REDUNDANT SYSTEMS REQUIRING SUPPORTING UNITS FOR THEIR OPERATIONS

More information

Inductance Calculation for Conductors of Arbitrary Shape

Inductance Calculation for Conductors of Arbitrary Shape CRYO/02/028 Aprl 5, 2002 Inductance Calculaton for Conductors of Arbtrary Shape L. Bottura Dstrbuton: Internal Summary In ths note we descrbe a method for the numercal calculaton of nductances among conductors

More information

Asymptotics of the Solution of a Boundary Value. Problem for One-Characteristic Differential. Equation Degenerating into a Parabolic Equation

Asymptotics of the Solution of a Boundary Value. Problem for One-Characteristic Differential. Equation Degenerating into a Parabolic Equation Nonl. Analyss and Dfferental Equatons, ol., 4, no., 5 - HIKARI Ltd, www.m-har.com http://dx.do.org/.988/nade.4.456 Asymptotcs of the Soluton of a Boundary alue Problem for One-Characterstc Dfferental Equaton

More information

Formal solvers of the RT equation

Formal solvers of the RT equation Formal solvers of the RT equaton Formal RT solvers Runge- Kutta (reference solver) Pskunov N.: 979, Master Thess Long characterstcs (Feautrer scheme) Cannon C.J.: 970, ApJ 6, 55 Short characterstcs (Hermtan

More information

ALGORITHM FOR THE CALCULATION OF THE TWO VARIABLES CUBIC SPLINE FUNCTION

ALGORITHM FOR THE CALCULATION OF THE TWO VARIABLES CUBIC SPLINE FUNCTION ANALELE ŞTIINŢIFICE ALE UNIVERSITĂŢII AL.I. CUZA DIN IAŞI (S.N.) MATEMATICĂ, Tomul LIX, 013, f.1 DOI: 10.478/v10157-01-00-y ALGORITHM FOR THE CALCULATION OF THE TWO VARIABLES CUBIC SPLINE FUNCTION BY ION

More information

A MODIFIED METHOD FOR SOLVING SYSTEM OF NONLINEAR EQUATIONS

A MODIFIED METHOD FOR SOLVING SYSTEM OF NONLINEAR EQUATIONS Journal of Mathematcs and Statstcs 9 (1): 4-8, 1 ISSN 1549-644 1 Scence Publcatons do:1.844/jmssp.1.4.8 Publshed Onlne 9 (1) 1 (http://www.thescpub.com/jmss.toc) A MODIFIED METHOD FOR SOLVING SYSTEM OF

More information

International Conference on Advanced Computer Science and Electronics Information (ICACSEI 2013) equation. E. M. E. Zayed and S. A.

International Conference on Advanced Computer Science and Electronics Information (ICACSEI 2013) equation. E. M. E. Zayed and S. A. Internatonal Conference on Advanced Computer Scence and Electroncs Informaton (ICACSEI ) The two varable (G'/G/G) -expanson method for fndng exact travelng wave solutons of the (+) dmensonal nonlnear potental

More information

Numerical Simulation of One-Dimensional Wave Equation by Non-Polynomial Quintic Spline

Numerical Simulation of One-Dimensional Wave Equation by Non-Polynomial Quintic Spline IOSR Journal of Matematcs (IOSR-JM) e-issn: 78-578, p-issn: 319-765X. Volume 14, Issue 6 Ver. I (Nov - Dec 018), PP 6-30 www.osrournals.org Numercal Smulaton of One-Dmensonal Wave Equaton by Non-Polynomal

More information

High resolution entropy stable scheme for shallow water equations

High resolution entropy stable scheme for shallow water equations Internatonal Symposum on Computers & Informatcs (ISCI 05) Hgh resoluton entropy stable scheme for shallow water equatons Xaohan Cheng,a, Yufeng Ne,b, Department of Appled Mathematcs, Northwestern Polytechncal

More information

Preconditioning techniques in Chebyshev collocation method for elliptic equations

Preconditioning techniques in Chebyshev collocation method for elliptic equations Precondtonng technques n Chebyshev collocaton method for ellptc equatons Zh-We Fang Je Shen Ha-We Sun (n memory of late Professor Benyu Guo Abstract When one approxmates ellptc equatons by the spectral

More information

DUE: WEDS FEB 21ST 2018

DUE: WEDS FEB 21ST 2018 HOMEWORK # 1: FINITE DIFFERENCES IN ONE DIMENSION DUE: WEDS FEB 21ST 2018 1. Theory Beam bendng s a classcal engneerng analyss. The tradtonal soluton technque makes smplfyng assumptons such as a constant

More information

1 Matrix representations of canonical matrices

1 Matrix representations of canonical matrices 1 Matrx representatons of canoncal matrces 2-d rotaton around the orgn: ( ) cos θ sn θ R 0 = sn θ cos θ 3-d rotaton around the x-axs: R x = 1 0 0 0 cos θ sn θ 0 sn θ cos θ 3-d rotaton around the y-axs:

More information

Solution for singularly perturbed problems via cubic spline in tension

Solution for singularly perturbed problems via cubic spline in tension ISSN 76-769 England UK Journal of Informaton and Computng Scence Vol. No. 06 pp.6-69 Soluton for sngularly perturbed problems va cubc splne n tenson K. Aruna A. S. V. Rav Kant Flud Dynamcs Dvson Scool

More information

Transfer Functions. Convenient representation of a linear, dynamic model. A transfer function (TF) relates one input and one output: ( ) system

Transfer Functions. Convenient representation of a linear, dynamic model. A transfer function (TF) relates one input and one output: ( ) system Transfer Functons Convenent representaton of a lnear, dynamc model. A transfer functon (TF) relates one nput and one output: x t X s y t system Y s The followng termnology s used: x y nput output forcng

More information

Structure and Drive Paul A. Jensen Copyright July 20, 2003

Structure and Drive Paul A. Jensen Copyright July 20, 2003 Structure and Drve Paul A. Jensen Copyrght July 20, 2003 A system s made up of several operatons wth flow passng between them. The structure of the system descrbes the flow paths from nputs to outputs.

More information

Linear Approximation with Regularization and Moving Least Squares

Linear Approximation with Regularization and Moving Least Squares Lnear Approxmaton wth Regularzaton and Movng Least Squares Igor Grešovn May 007 Revson 4.6 (Revson : March 004). 5 4 3 0.5 3 3.5 4 Contents: Lnear Fttng...4. Weghted Least Squares n Functon Approxmaton...

More information

ON A DETERMINATION OF THE INITIAL FUNCTIONS FROM THE OBSERVED VALUES OF THE BOUNDARY FUNCTIONS FOR THE SECOND-ORDER HYPERBOLIC EQUATION

ON A DETERMINATION OF THE INITIAL FUNCTIONS FROM THE OBSERVED VALUES OF THE BOUNDARY FUNCTIONS FOR THE SECOND-ORDER HYPERBOLIC EQUATION Advanced Mathematcal Models & Applcatons Vol.3, No.3, 2018, pp.215-222 ON A DETERMINATION OF THE INITIAL FUNCTIONS FROM THE OBSERVED VALUES OF THE BOUNDARY FUNCTIONS FOR THE SECOND-ORDER HYPERBOLIC EUATION

More information

The Finite Element Method

The Finite Element Method The Fnte Element Method GENERAL INTRODUCTION Read: Chapters 1 and 2 CONTENTS Engneerng and analyss Smulaton of a physcal process Examples mathematcal model development Approxmate solutons and methods of

More information

SHIFTED JACOBI COLLOCATION METHOD BASED ON OPERATIONAL MATRIX FOR SOLVING THE SYSTEMS OF FREDHOLM AND VOLTERRA INTEGRAL EQUATIONS

SHIFTED JACOBI COLLOCATION METHOD BASED ON OPERATIONAL MATRIX FOR SOLVING THE SYSTEMS OF FREDHOLM AND VOLTERRA INTEGRAL EQUATIONS Mathematcal and Computatonal Applcatons, Vol., o., pp. 76-93, 5 http://d.do.org/.9/mca-5-7 SHIFED JACOBI COLLOCAIO MEHOD BASED O OPERAIOAL MARIX FOR SOLVIG HE SYSEMS OF FREDHOLM AD VOLERRA IEGRAL EQUAIOS

More information

Numerical Solution of two dimensional coupled viscous Burgers Equation using the Modified Cubic B-Spline Differential Quadrature Method

Numerical Solution of two dimensional coupled viscous Burgers Equation using the Modified Cubic B-Spline Differential Quadrature Method umercal Soluton of two dmensonal coupled vscous Burgers Equaton usng the odfed Cubc B-Splne Dfferental Quadrature ethod H. S. Shukla 1, ohammad Tamsr 1*, Vneet K. Srvastava, Ja Kumar 3 1 Department of

More information

6.3.4 Modified Euler s method of integration

6.3.4 Modified Euler s method of integration 6.3.4 Modfed Euler s method of ntegraton Before dscussng the applcaton of Euler s method for solvng the swng equatons, let us frst revew the basc Euler s method of numercal ntegraton. Let the general from

More information

Lecture 21: Numerical methods for pricing American type derivatives

Lecture 21: Numerical methods for pricing American type derivatives Lecture 21: Numercal methods for prcng Amercan type dervatves Xaoguang Wang STAT 598W Aprl 10th, 2014 (STAT 598W) Lecture 21 1 / 26 Outlne 1 Fnte Dfference Method Explct Method Penalty Method (STAT 598W)

More information

EEE 241: Linear Systems

EEE 241: Linear Systems EEE : Lnear Systems Summary #: Backpropagaton BACKPROPAGATION The perceptron rule as well as the Wdrow Hoff learnng were desgned to tran sngle layer networks. They suffer from the same dsadvantage: they

More information

Chapter 12. Ordinary Differential Equation Boundary Value (BV) Problems

Chapter 12. Ordinary Differential Equation Boundary Value (BV) Problems Chapter. Ordnar Dfferental Equaton Boundar Value (BV) Problems In ths chapter we wll learn how to solve ODE boundar value problem. BV ODE s usuall gven wth x beng the ndependent space varable. p( x) q(

More information

Inner Product. Euclidean Space. Orthonormal Basis. Orthogonal

Inner Product. Euclidean Space. Orthonormal Basis. Orthogonal Inner Product Defnton 1 () A Eucldean space s a fnte-dmensonal vector space over the reals R, wth an nner product,. Defnton 2 (Inner Product) An nner product, on a real vector space X s a symmetrc, blnear,

More information

The Exact Formulation of the Inverse of the Tridiagonal Matrix for Solving the 1D Poisson Equation with the Finite Difference Method

The Exact Formulation of the Inverse of the Tridiagonal Matrix for Solving the 1D Poisson Equation with the Finite Difference Method Journal of Electromagnetc Analyss and Applcatons, 04, 6, 0-08 Publshed Onlne September 04 n ScRes. http://www.scrp.org/journal/jemaa http://dx.do.org/0.46/jemaa.04.6000 The Exact Formulaton of the Inverse

More information

An efficient algorithm for multivariate Maclaurin Newton transformation

An efficient algorithm for multivariate Maclaurin Newton transformation Annales UMCS Informatca AI VIII, 2 2008) 5 14 DOI: 10.2478/v10065-008-0020-6 An effcent algorthm for multvarate Maclaurn Newton transformaton Joanna Kapusta Insttute of Mathematcs and Computer Scence,

More information

Chapter 4 The Wave Equation

Chapter 4 The Wave Equation Chapter 4 The Wave Equaton Another classcal example of a hyperbolc PDE s a wave equaton. The wave equaton s a second-order lnear hyperbolc PDE that descrbes the propagaton of a varety of waves, such as

More information

Georgia Tech PHYS 6124 Mathematical Methods of Physics I

Georgia Tech PHYS 6124 Mathematical Methods of Physics I Georga Tech PHYS 624 Mathematcal Methods of Physcs I Instructor: Predrag Cvtanovć Fall semester 202 Homework Set #7 due October 30 202 == show all your work for maxmum credt == put labels ttle legends

More information

Modified Mass Matrices and Positivity Preservation for Hyperbolic and Parabolic PDEs

Modified Mass Matrices and Positivity Preservation for Hyperbolic and Parabolic PDEs COMMUNICATIONS IN NUMERICAL METHODS IN ENGINEERING Commun. Numer. Meth. Engng 2000; 00:6 Prepared usng cnmauth.cls [Verson: 2000/03/22 v.0] Modfed Mass Matrces and Postvty Preservaton for Hyperbolc and

More information

ME 501A Seminar in Engineering Analysis Page 1

ME 501A Seminar in Engineering Analysis Page 1 umercal Solutons of oundary-value Problems n Os ovember 7, 7 umercal Solutons of oundary- Value Problems n Os Larry aretto Mechancal ngneerng 5 Semnar n ngneerng nalyss ovember 7, 7 Outlne Revew stff equaton

More information

Using T.O.M to Estimate Parameter of distributions that have not Single Exponential Family

Using T.O.M to Estimate Parameter of distributions that have not Single Exponential Family IOSR Journal of Mathematcs IOSR-JM) ISSN: 2278-5728. Volume 3, Issue 3 Sep-Oct. 202), PP 44-48 www.osrjournals.org Usng T.O.M to Estmate Parameter of dstrbutons that have not Sngle Exponental Famly Jubran

More information

Army Ants Tunneling for Classical Simulations

Army Ants Tunneling for Classical Simulations Electronc Supplementary Materal (ESI) for Chemcal Scence. Ths journal s The Royal Socety of Chemstry 2014 electronc supplementary nformaton (ESI) for Chemcal Scence Army Ants Tunnelng for Classcal Smulatons

More information

Difference Equations

Difference Equations Dfference Equatons c Jan Vrbk 1 Bascs Suppose a sequence of numbers, say a 0,a 1,a,a 3,... s defned by a certan general relatonshp between, say, three consecutve values of the sequence, e.g. a + +3a +1

More information

MMA and GCMMA two methods for nonlinear optimization

MMA and GCMMA two methods for nonlinear optimization MMA and GCMMA two methods for nonlnear optmzaton Krster Svanberg Optmzaton and Systems Theory, KTH, Stockholm, Sweden. krlle@math.kth.se Ths note descrbes the algorthms used n the author s 2007 mplementatons

More information

Introduction to Vapor/Liquid Equilibrium, part 2. Raoult s Law:

Introduction to Vapor/Liquid Equilibrium, part 2. Raoult s Law: CE304, Sprng 2004 Lecture 4 Introducton to Vapor/Lqud Equlbrum, part 2 Raoult s Law: The smplest model that allows us do VLE calculatons s obtaned when we assume that the vapor phase s an deal gas, and

More information

A New Refinement of Jacobi Method for Solution of Linear System Equations AX=b

A New Refinement of Jacobi Method for Solution of Linear System Equations AX=b Int J Contemp Math Scences, Vol 3, 28, no 17, 819-827 A New Refnement of Jacob Method for Soluton of Lnear System Equatons AX=b F Naem Dafchah Department of Mathematcs, Faculty of Scences Unversty of Gulan,

More information

The Two-scale Finite Element Errors Analysis for One Class of Thermoelastic Problem in Periodic Composites

The Two-scale Finite Element Errors Analysis for One Class of Thermoelastic Problem in Periodic Composites 7 Asa-Pacfc Engneerng Technology Conference (APETC 7) ISBN: 978--6595-443- The Two-scale Fnte Element Errors Analyss for One Class of Thermoelastc Problem n Perodc Compostes Xaoun Deng Mngxang Deng ABSTRACT

More information

New Method for Solving Poisson Equation. on Irregular Domains

New Method for Solving Poisson Equation. on Irregular Domains Appled Mathematcal Scences Vol. 6 01 no. 8 369 380 New Method for Solvng Posson Equaton on Irregular Domans J. Izadan and N. Karamooz Department of Mathematcs Facult of Scences Mashhad BranchIslamc Azad

More information

Procedia Computer Science

Procedia Computer Science Avalable onlne at www.scencedrect.com Proceda Proceda Computer Computer Scence Scence 1 (01) 00 (009) 589 597 000 000 Proceda Computer Scence www.elsever.com/locate/proceda Internatonal Conference on Computatonal

More information

Maejo International Journal of Science and Technology

Maejo International Journal of Science and Technology Maejo Int. J. Sc. Technol. () - Full Paper Maejo Internatonal Journal of Scence and Technology ISSN - Avalable onlne at www.mjst.mju.ac.th Fourth-order method for sngularly perturbed sngular boundary value

More information

CME 302: NUMERICAL LINEAR ALGEBRA FALL 2005/06 LECTURE 13

CME 302: NUMERICAL LINEAR ALGEBRA FALL 2005/06 LECTURE 13 CME 30: NUMERICAL LINEAR ALGEBRA FALL 005/06 LECTURE 13 GENE H GOLUB 1 Iteratve Methods Very large problems (naturally sparse, from applcatons): teratve methods Structured matrces (even sometmes dense,

More information

2 Finite difference basics

2 Finite difference basics Numersche Methoden 1, WS 11/12 B.J.P. Kaus 2 Fnte dfference bascs Consder the one- The bascs of the fnte dfference method are best understood wth an example. dmensonal transent heat conducton equaton T

More information

Numerical Solutions of a Generalized Nth Order Boundary Value Problems Using Power Series Approximation Method

Numerical Solutions of a Generalized Nth Order Boundary Value Problems Using Power Series Approximation Method Appled Mathematcs, 6, 7, 5-4 Publshed Onlne Jul 6 n ScRes. http://www.scrp.org/journal/am http://.do.org/.436/am.6.77 umercal Solutons of a Generalzed th Order Boundar Value Problems Usng Power Seres Approxmaton

More information

Bezier curves. Michael S. Floater. August 25, These notes provide an introduction to Bezier curves. i=0

Bezier curves. Michael S. Floater. August 25, These notes provide an introduction to Bezier curves. i=0 Bezer curves Mchael S. Floater August 25, 211 These notes provde an ntroducton to Bezer curves. 1 Bernsten polynomals Recall that a real polynomal of a real varable x R, wth degree n, s a functon of the

More information

The Order Relation and Trace Inequalities for. Hermitian Operators

The Order Relation and Trace Inequalities for. Hermitian Operators Internatonal Mathematcal Forum, Vol 3, 08, no, 507-57 HIKARI Ltd, wwwm-hkarcom https://doorg/0988/mf088055 The Order Relaton and Trace Inequaltes for Hermtan Operators Y Huang School of Informaton Scence

More information

Suppose that there s a measured wndow of data fff k () ; :::; ff k g of a sze w, measured dscretely wth varable dscretzaton step. It s convenent to pl

Suppose that there s a measured wndow of data fff k () ; :::; ff k g of a sze w, measured dscretely wth varable dscretzaton step. It s convenent to pl RECURSIVE SPLINE INTERPOLATION METHOD FOR REAL TIME ENGINE CONTROL APPLICATIONS A. Stotsky Volvo Car Corporaton Engne Desgn and Development Dept. 97542, HA1N, SE- 405 31 Gothenburg Sweden. Emal: astotsky@volvocars.com

More information

POLYNOMIAL BASED DIFFERENTIAL QUADRATURE FOR NUMERICAL SOLUTIONS OF KURAMOTO-SIVASHINSKY EQUATION

POLYNOMIAL BASED DIFFERENTIAL QUADRATURE FOR NUMERICAL SOLUTIONS OF KURAMOTO-SIVASHINSKY EQUATION POLYOMIAL BASED DIFFERETIAL QUADRATURE FOR UMERICAL SOLUTIOS OF KURAMOTO-SIVASHISKY EQUATIO Gülsemay YİĞİT 1 and Mustafa BAYRAM *, 1 School of Engneerng and atural Scences, Altınbaş Unversty, Istanbul,

More information

PART 8. Partial Differential Equations PDEs

PART 8. Partial Differential Equations PDEs he Islamc Unverst of Gaza Facult of Engneerng Cvl Engneerng Department Numercal Analss ECIV 3306 PAR 8 Partal Dfferental Equatons PDEs Chapter 9; Fnte Dfference: Ellptc Equatons Assocate Prof. Mazen Abualtaef

More information

2.29 Numerical Fluid Mechanics

2.29 Numerical Fluid Mechanics REVIEW Lecture 10: Sprng 2015 Lecture 11 Classfcaton of Partal Dfferental Equatons PDEs) and eamples wth fnte dfference dscretzatons Parabolc PDEs Ellptc PDEs Hyperbolc PDEs Error Types and Dscretzaton

More information

Workshop: Approximating energies and wave functions Quantum aspects of physical chemistry

Workshop: Approximating energies and wave functions Quantum aspects of physical chemistry Workshop: Approxmatng energes and wave functons Quantum aspects of physcal chemstry http://quantum.bu.edu/pltl/6/6.pdf Last updated Thursday, November 7, 25 7:9:5-5: Copyrght 25 Dan Dll (dan@bu.edu) Department

More information

Appendix B. The Finite Difference Scheme

Appendix B. The Finite Difference Scheme 140 APPENDIXES Appendx B. The Fnte Dfference Scheme In ths appendx we present numercal technques whch are used to approxmate solutons of system 3.1 3.3. A comprehensve treatment of theoretcal and mplementaton

More information

2.29 Numerical Fluid Mechanics Fall 2011 Lecture 12

2.29 Numerical Fluid Mechanics Fall 2011 Lecture 12 REVIEW Lecture 11: 2.29 Numercal Flud Mechancs Fall 2011 Lecture 12 End of (Lnear) Algebrac Systems Gradent Methods Krylov Subspace Methods Precondtonng of Ax=b FINITE DIFFERENCES Classfcaton of Partal

More information

DETERMINATION OF TEMPERATURE DISTRIBUTION FOR ANNULAR FINS WITH TEMPERATURE DEPENDENT THERMAL CONDUCTIVITY BY HPM

DETERMINATION OF TEMPERATURE DISTRIBUTION FOR ANNULAR FINS WITH TEMPERATURE DEPENDENT THERMAL CONDUCTIVITY BY HPM Ganj, Z. Z., et al.: Determnaton of Temperature Dstrbuton for S111 DETERMINATION OF TEMPERATURE DISTRIBUTION FOR ANNULAR FINS WITH TEMPERATURE DEPENDENT THERMAL CONDUCTIVITY BY HPM by Davood Domr GANJI

More information

Time-Varying Systems and Computations Lecture 6

Time-Varying Systems and Computations Lecture 6 Tme-Varyng Systems and Computatons Lecture 6 Klaus Depold 14. Januar 2014 The Kalman Flter The Kalman estmaton flter attempts to estmate the actual state of an unknown dscrete dynamcal system, gven nosy

More information

Global Sensitivity. Tuesday 20 th February, 2018

Global Sensitivity. Tuesday 20 th February, 2018 Global Senstvty Tuesday 2 th February, 28 ) Local Senstvty Most senstvty analyses [] are based on local estmates of senstvty, typcally by expandng the response n a Taylor seres about some specfc values

More information

PHYS 705: Classical Mechanics. Calculus of Variations II

PHYS 705: Classical Mechanics. Calculus of Variations II 1 PHYS 705: Classcal Mechancs Calculus of Varatons II 2 Calculus of Varatons: Generalzaton (no constrant yet) Suppose now that F depends on several dependent varables : We need to fnd such that has a statonary

More information

MATH 5630: Discrete Time-Space Model Hung Phan, UMass Lowell March 1, 2018

MATH 5630: Discrete Time-Space Model Hung Phan, UMass Lowell March 1, 2018 MATH 5630: Dscrete Tme-Space Model Hung Phan, UMass Lowell March, 08 Newton s Law of Coolng Consder the coolng of a well strred coffee so that the temperature does not depend on space Newton s law of collng

More information

FUZZY GOAL PROGRAMMING VS ORDINARY FUZZY PROGRAMMING APPROACH FOR MULTI OBJECTIVE PROGRAMMING PROBLEM

FUZZY GOAL PROGRAMMING VS ORDINARY FUZZY PROGRAMMING APPROACH FOR MULTI OBJECTIVE PROGRAMMING PROBLEM Internatonal Conference on Ceramcs, Bkaner, Inda Internatonal Journal of Modern Physcs: Conference Seres Vol. 22 (2013) 757 761 World Scentfc Publshng Company DOI: 10.1142/S2010194513010982 FUZZY GOAL

More information

New Exact Traveling Wave Solutions for Two Nonlinear Evolution Equations

New Exact Traveling Wave Solutions for Two Nonlinear Evolution Equations Internatonal Conference on Computer Technology and Scence (ICCTS ) IPCSIT vol. 47 () () IACSIT Press, Sngapore DOI:.7763/IPCSIT..V47.66 New Exact Travelng Wave Solutons for Two Nonlnear Evoluton Equatons

More information

COMPOSITE BEAM WITH WEAK SHEAR CONNECTION SUBJECTED TO THERMAL LOAD

COMPOSITE BEAM WITH WEAK SHEAR CONNECTION SUBJECTED TO THERMAL LOAD COMPOSITE BEAM WITH WEAK SHEAR CONNECTION SUBJECTED TO THERMAL LOAD Ákos Jósef Lengyel, István Ecsed Assstant Lecturer, Professor of Mechancs, Insttute of Appled Mechancs, Unversty of Mskolc, Mskolc-Egyetemváros,

More information

A NUMERICAL COMPARISON OF LANGRANGE AND KANE S METHODS OF AN ARM SEGMENT

A NUMERICAL COMPARISON OF LANGRANGE AND KANE S METHODS OF AN ARM SEGMENT Internatonal Conference Mathematcal and Computatonal ology 0 Internatonal Journal of Modern Physcs: Conference Seres Vol. 9 0 68 75 World Scentfc Publshng Company DOI: 0.4/S009450059 A NUMERICAL COMPARISON

More information

GENERALIZED LAGUERRE-GAUSS-RADAU SCHEME FOR FIRST ORDER HYPERBOLIC EQUATIONS ON SEMI-INFINITE DOMAINS

GENERALIZED LAGUERRE-GAUSS-RADAU SCHEME FOR FIRST ORDER HYPERBOLIC EQUATIONS ON SEMI-INFINITE DOMAINS GENERALIZED LAGUERRE-GAUSS-RADAU SCHEME FOR FIRST ORDER HYPERBOLIC EQUATIONS ON SEMI-INFINITE DOMAINS A.H. BHRAWY 1,2, R.M. HAFEZ 3, E.O. ALZAHRANI 1, D. BALEANU 4,5, A.A. ALZAHRANI 6 1 Department of Mathematcs,

More information

4DVAR, according to the name, is a four-dimensional variational method.

4DVAR, according to the name, is a four-dimensional variational method. 4D-Varatonal Data Assmlaton (4D-Var) 4DVAR, accordng to the name, s a four-dmensonal varatonal method. 4D-Var s actually a drect generalzaton of 3D-Var to handle observatons that are dstrbuted n tme. The

More information

PRECONDITIONING TECHNIQUES IN CHEBYSHEV COLLOCATION METHOD FOR ELLIPTIC EQUATIONS

PRECONDITIONING TECHNIQUES IN CHEBYSHEV COLLOCATION METHOD FOR ELLIPTIC EQUATIONS ITERATIOAL JOURAL OF UMERICAL AALYSIS AD MODELIG Volume 15 umber 1-2 Pages 277 287 c 2018 Insttute for Scentfc Computng and Informaton PRECODITIOIG TECHIQUES I CHEBYSHEV COLLOCATIO METHOD FOR ELLIPTIC

More information

Jacobi Operational Matrix Approach for Solving Systems of Linear and Nonlinear Integro Differential Equations

Jacobi Operational Matrix Approach for Solving Systems of Linear and Nonlinear Integro Differential Equations Internatonal Journal of Mathematcal Modellng & Computatons Vol. 7, No. 1, Sprng 217, 1-25 Jacob Operatonal Matrx Approach for Solvng Systems of Lnear and Nonlnear Integro Dfferental Equatons K. Sadr a,

More information

Grid Generation around a Cylinder by Complex Potential Functions

Grid Generation around a Cylinder by Complex Potential Functions Research Journal of Appled Scences, Engneerng and Technolog 4(): 53-535, 0 ISSN: 040-7467 Mawell Scentfc Organzaton, 0 Submtted: December 0, 0 Accepted: Januar, 0 Publshed: June 0, 0 Grd Generaton around

More information

A property of the elementary symmetric functions

A property of the elementary symmetric functions Calcolo manuscrpt No. (wll be nserted by the edtor) A property of the elementary symmetrc functons A. Esnberg, G. Fedele Dp. Elettronca Informatca e Sstemstca, Unverstà degl Stud della Calabra, 87036,

More information

On the correction of the h-index for career length

On the correction of the h-index for career length 1 On the correcton of the h-ndex for career length by L. Egghe Unverstet Hasselt (UHasselt), Campus Depenbeek, Agoralaan, B-3590 Depenbeek, Belgum 1 and Unverstet Antwerpen (UA), IBW, Stadscampus, Venusstraat

More information

Report on Image warping

Report on Image warping Report on Image warpng Xuan Ne, Dec. 20, 2004 Ths document summarzed the algorthms of our mage warpng soluton for further study, and there s a detaled descrpton about the mplementaton of these algorthms.

More information

Physics 5153 Classical Mechanics. D Alembert s Principle and The Lagrangian-1

Physics 5153 Classical Mechanics. D Alembert s Principle and The Lagrangian-1 P. Guterrez Physcs 5153 Classcal Mechancs D Alembert s Prncple and The Lagrangan 1 Introducton The prncple of vrtual work provdes a method of solvng problems of statc equlbrum wthout havng to consder the

More information

n α j x j = 0 j=1 has a nontrivial solution. Here A is the n k matrix whose jth column is the vector for all t j=0

n α j x j = 0 j=1 has a nontrivial solution. Here A is the n k matrix whose jth column is the vector for all t j=0 MODULE 2 Topcs: Lnear ndependence, bass and dmenson We have seen that f n a set of vectors one vector s a lnear combnaton of the remanng vectors n the set then the span of the set s unchanged f that vector

More information

PHYS 705: Classical Mechanics. Canonical Transformation II

PHYS 705: Classical Mechanics. Canonical Transformation II 1 PHYS 705: Classcal Mechancs Canoncal Transformaton II Example: Harmonc Oscllator f ( x) x m 0 x U( x) x mx x LT U m Defne or L p p mx x x m mx x H px L px p m p x m m H p 1 x m p m 1 m H x p m x m m

More information

Copyright 2014 Tech Science Press CMC, vol.43, no.2, pp.87-95, 2014

Copyright 2014 Tech Science Press CMC, vol.43, no.2, pp.87-95, 2014 Copyrght 2014 Tech Scence Press CMC, vol.43, no.2, pp.87-95, 2014 Analytcal Treatment of the Isotropc and Tetragonal Lattce Green Functons for the Face-centered Cubc, Body-centered Cubc and Smple Cubc

More information

A Local Variational Problem of Second Order for a Class of Optimal Control Problems with Nonsmooth Objective Function

A Local Variational Problem of Second Order for a Class of Optimal Control Problems with Nonsmooth Objective Function A Local Varatonal Problem of Second Order for a Class of Optmal Control Problems wth Nonsmooth Objectve Functon Alexander P. Afanasev Insttute for Informaton Transmsson Problems, Russan Academy of Scences,

More information

Open Systems: Chemical Potential and Partial Molar Quantities Chemical Potential

Open Systems: Chemical Potential and Partial Molar Quantities Chemical Potential Open Systems: Chemcal Potental and Partal Molar Quanttes Chemcal Potental For closed systems, we have derved the followng relatonshps: du = TdS pdv dh = TdS + Vdp da = SdT pdv dg = VdP SdT For open systems,

More information

The Quadratic Trigonometric Bézier Curve with Single Shape Parameter

The Quadratic Trigonometric Bézier Curve with Single Shape Parameter J. Basc. Appl. Sc. Res., (3541-546, 01 01, TextRoad Publcaton ISSN 090-4304 Journal of Basc and Appled Scentfc Research www.textroad.com The Quadratc Trgonometrc Bézer Curve wth Sngle Shape Parameter Uzma

More information

Tensor Smooth Length for SPH Modelling of High Speed Impact

Tensor Smooth Length for SPH Modelling of High Speed Impact Tensor Smooth Length for SPH Modellng of Hgh Speed Impact Roman Cherepanov and Alexander Gerasmov Insttute of Appled mathematcs and mechancs, Tomsk State Unversty 634050, Lenna av. 36, Tomsk, Russa RCherepanov82@gmal.com,Ger@npmm.tsu.ru

More information

3.1 Expectation of Functions of Several Random Variables. )' be a k-dimensional discrete or continuous random vector, with joint PMF p (, E X E X1 E X

3.1 Expectation of Functions of Several Random Variables. )' be a k-dimensional discrete or continuous random vector, with joint PMF p (, E X E X1 E X Statstcs 1: Probablty Theory II 37 3 EPECTATION OF SEVERAL RANDOM VARIABLES As n Probablty Theory I, the nterest n most stuatons les not on the actual dstrbuton of a random vector, but rather on a number

More information