NUMERICAL SOLUTION FOR CLASS OF ONE DIMENSIONAL PARABOLIC PARTIAL INTEGRO DIFFERENTIAL EQUATIONS VIA LEGENDRE SPECTRAL COLLOCATION METHOD

Size: px
Start display at page:

Download "NUMERICAL SOLUTION FOR CLASS OF ONE DIMENSIONAL PARABOLIC PARTIAL INTEGRO DIFFERENTIAL EQUATIONS VIA LEGENDRE SPECTRAL COLLOCATION METHOD"

Transcription

1 Journal of Fractional Calculus and Applications, Vol. 5(3S) No., pp (6th. Symp. Frac. Calc. Appl. August, 01). ISSN: NUMERICAL SOLUTION FOR CLASS OF ONE DIMENSIONAL PARABOLIC PARTIAL INTEGRO DIFFERENTIAL EQUATIONS VIA LEGENDRE SPECTRAL COLLOCATION METHOD G. I. EL BAGHDADY, M. S. EL AZAB Abstract. Partial integro-differential equations occur in many fields of science and engineering. In this work, we apply the Legendre spectral collocation method to obtain approximate solutions for some types of parabolic partial integro differential equations (PPIDEs). In the first approach, we converted our equation into two coupled equivalent linear Volterra equations of the second kind. In the second approach, we approximate the integration by replacing it by using Gauss quadrature formulas to obtain a linear algebraic system that can be solved by direct or iterative methods. Finally, some numerical examples are included to illustrate the validity and applicability of the proposed technique. 1. Introduction Many problems in science and engineering arise in the system mixed of a partial differential equation and the integral terms involving the unknown function. We are concerned with an efficient numerical approximation scheme of the mathematical model of a physical phenomenon involving contaminant transport process with memory term. Mathematically, the simplest example of such a problem would be represented by the one dimensional parabolic partial integro differential equation of the form: t u(x, t) u(x, t) + p(x) u(x, t) = t 0 k(x, t s)u(x, s)ds + f(x, t), (1) associated with the initial condition and Dirichlet boundary conditions: u(x, 0) = u 0 (x), x Ω = [, 1], () u(0, t) = 0, u(1, t) = 0, t I = [0, T ], (3) where and denote the Laplace and gradient operators, respectively. Here (x, t) Q Ω I, where I [0, T ], T > 0 is a time interval and Ω R 010 Mathematics Subject Classification. Primary 35R09, 5K05, 97N50, 5D05. Key words and phrases. Spectral collocation method, Legendre polynomials, Legendre Differentiation matrix, Gauss quadrature formulas, parabolic partial integro differential equations. 1

2 G. I. EL BAGHDADY, M. S. EL AZAB JFCA-01/5(3S) [, 1] is a bounded domain with boundary Ω {, 1}. For implementation of high-order methods such as spectral methods, we assume that the functions p(x), f(x, t), k(t s) and u 0 (x) are smooth enough on Q. Problems of type (1) (3) represent the mathematical model of several physical phenomena involving process with memory term. For example, they describe compression of poro-viscoelastic media [1, ], heat conduction through materials with memory term [, 3], the nonlocal reactive flows in porous media [, 5], and non- Fickian flow of fluid in porous media [6]. Many authors have considered the numerical solution of parabolic partial integro differential equations by various methods. The method of lines used in [7] and the discontinuous Galerkin method in [8]. In [9], they use Galerkin mixed finite element methods and ADI orthogonal spline collocation [10, 11] and the references therein. Also in [1, 13] they introduce some solutions to a class of (PPIDEs). In [1, 15] the method of radial basis functions was used to nonlinear and linear equations respectively. Finally, F. Fakhar-Izadi and M. Dehghan proposed spectral method for parabolic Volterra integro-differential equations based on Legendre collocation scheme [16]. In recent years, the scientists have paid much attention to spectral method due to its high accuracy (see for instance, [17, 18, 19, 0, 1, 38] and the references therein). Spectral methods are powerful approaches for the numerical solution for ordinary or partial differential equations on a simple domain and if the data defining the problem are smooth [, 3]. Volterra integral and ordinary Volterra integro-differential equations have a wide interest by using many methods of spectral type. In [] H. Brunner used Collocation methods for second-order Volterra integro-differential equations. Multistep collocation method is also used for Volterra integral equations in [5]. Chebyshev spectral collocation method for the solution of Volterra integral and ordinary Volterra integro-differential equations are discussed in [6]. In [7] Tang introduces Legendre-spectral method with its error analysis for ordinary Volterra integro-differential equation of the second kind. Another spectral method using Legendre spectral Galerkin method was introduced for second-kind Volterra integral equations [8]. Also some authors [9, 31, 30] introduce Chebyshev spectral collocation method for Volterra integral equations. All of these papers that mentioned before were devoted to VIEs and ordinary VIDEs, but in this article we considered the solution to parabolic partial integro differential ones (PPIDEs). Our goal in this paper is to apply Legendre spectral collocation method for both space and time variables that are an extension of the method presented in [7, 3, 16]. The organization of this work is as follows. In Section, we present the Legendre spectral collocation method for discretizing the introduced problem. As a result a set of algebraic linear equations are formed and a solution of the considered problem is discussed. In Section 3, we present some numerical examples to illustrate the effectiveness of the proposed method. Finally, in Section we review some concluding remarks.. Legendre Spectral Collocation Method In this section, we apply the Legendre spectral-collocation method to problem (1) (3). Before making this, we will introduce some basic properties of the most commonly used set of orthogonal polynomials[33, 3]; Legendre polynomials.

3 JFCA-01/5(3S) LEGENDRE SPECTRAL COLLOCATION METHOD 3.1. Legendre polynomials. The Legendre polynomials L n (x), n = 0, 1,..., are the Eigenfunctions of the singular Sturm Liouville problem ( d (1 x ) dl ) n(x) + n(n + 1)L n (x) = 0, dx dx they are mutually orthogonal with respect to L ω inner product on the interval [, 1] with the weight function ω(x) = 1, this imply to 1 L n (x)l m (x)dx = n + 1 δ nm, where δ nm is the Kronecker delta. The Legendre polynomials satisfy the following three term recurrence relations L 0 (x) = 1, L 1 (x) = x, (n + 1)L n+1 (x) = (n + 1)xL n (x) nl n (x), n 1, () and 1 ( L n (x) = L (n + 1) n+1 (x) L n(x) ), n 1. Unfortunately there are no explicit forms for the Legendre points and their quadrature weights like Chebyshev points and corresponding weights. They are found in expressions related to Legendre polynomials, for example the Legendre-Gauss- Lobatto (LGL) points are zeros of (1 x )L N (x), and the corresponding quadrature weights are 1 ω n = N(N + 1) [L N (x n )], 0 n N... Legendre spectral collocation method. Now, consider problem (1) (3) on bounded domain Q. Because of the orthogonally property of the Legendre polynomials on the interval [, 1], we transfer equation (1) from [0, T ] to an equivalent problem defined in the interval [, 1], by using the substitution t = T (τ + 1), τ [, 1], then equation (1) becomes, for all x, τ [, 1] U U + p(x) U = T τ in which U := U(x, τ) = u T (τ+1) 0 k (x, T (τ + 1) s ) u(x, s)ds + g(x, τ), (5) (x, T ) (τ + 1), g(x, τ) = f (x, T ) (τ + 1). By using the following linear transformation in equation (5) s = T (ρ + 1), ρ [, 1], by converting the integration interval from [0, T (τ + 1)/] to the interval [, τ], so that equation (5) becomes U T τ U + p(x) U = T τ K(x, τ ρ)u(x, ρ)dρ + g(x, τ), (6)

4 G. I. EL BAGHDADY, M. S. EL AZAB JFCA-01/5(3S) where K(x, τ ρ) = k(x, T (τ ρ)/). Define an auxiliary function Φ(x, τ) = g(x, τ) + T τ K(x, τ ρ)u(x, ρ)dρ. (7) which we will use it in the next approximation. In order to approximate problem (1) (3) by spectral methods, we restart equation (6) as two equivalent Volterra integral equations of the second kind by using the aid of equation (7) as the following τ Φ(x, τ) = g(x, τ) + T K(x, τ ρ)u(x, ρ)dρ, Φ(x, τ) = (8) U T τ U + p(x) U. by integrating both sides in the second part of equation (8) over the interval [, τ] with respect to τ, we get the required two linear equations of (VIEs) as the following Φ(x, τ) = g(x, τ) + T U(x, τ) = u 0 (x) + T τ τ K(x, τ ρ)u(x, ρ)dρ, [ ] Φ(x, ξ) + U(x, ξ) p(x) U(x, ξ) dξ. Let the collocation points{(x i, τ j )} i,j be the set of (N + 1)(M + 1) points, in which {x i } N i=0 are the Legendre Gauss Lobatto points (LGL nodes), and {τ j} M j=0 are the Legendre Gauss points (LG nodes). Equation (9) holds at the collocation points such that, for all 0 j M yields Φ(x i, τ j ) = g(x i, τ j ) + T τj K(x i, τ j ρ)u(x i, ρ)dρ, 0 i N, U(x i, τ j ) = u 0 (x i ) + T τj [ ] (10) Φ(x i, ξ) + U(x i, ξ) p(x i ) U(x i, ξ) dξ, 1 i N 1. For approximating the integral terms in equation (10), first the integral interval will transfer from [, τ] to a fixed one [, 1] by using the following change of variables ξ(τ j, θ) = ρ(τ j, θ) = τ j + 1 θ + τ j 1, θ [, 1], where {θ} p are the roots of the (p+1) th Legendre polynomials. Then (10) becomes: Φ(x i, τ j ) = g(x i, τ j ) + T (τ j + 1) 1 ( ) ( ). K x i, τ j ρ(τ j, θ) U x i, τ j ρ(τ j, θ) dθ, U(x i, τ j ) = u 0 (x i ) + T (τ j + 1) 1 ( ) Φ x i, ξ(τ j, θ) dθ + T (τ j + 1) (11) 1 [ ( ) ( )]. U x i, ξ(τ j, θ) p(x i ) U x i, ξ(τ j, θ) dθ. (9)

5 JFCA-01/5(3S) LEGENDRE SPECTRAL COLLOCATION METHOD 5 Now, to approximate the integration in equation (11), we use (p+1) point Legendre- Gauss quadrature formula with the corresponding Legendre weights {ω k } p. Equation (11) becomes Φ(x i, τ j ) g(x i, τ j ) + T (τ j + 1) ( ) ( ). ω k K x i, τ j ρ(τ j, θ k ) U x i, τ j ρ(τ j, θ k ), U(x i, τ j ) u 0 (x i ) + T (τ j + 1). ω k [ U ( x i, ξ(τ j, θ k ) ( ) ω k Φ x i, ξ(τ j, θ k ) + T (τ j + 1) ) ( p(x i ) U x i, ξ(τ j, θ k ) where {θ k } p are roots of the (p + 1) th Legendre polynomial. Now, we use Lagrange interpolation polynomials to expand the functions Φ and U as Φ M N (x, σ) U M N (x, σ) N n=0 m=0 N n=0 m=0 l n (x)f m (σ)φ(x n, τ m ), l n (x)f m (σ)u(x n, τ m ), where l n (x) and F m (σ)are the n th and m th Lagrange basis functions corresponding to non uniform meshes of {x i } and {τ j } respectively. After enforcing the homogeneous boundary conditions at x 0 = and x N = 1 the first and the last terms in the interpolation polynomial of U are omitted. Therefore, we have U M N (x, σ) N )], (1) (13) l n (x)f m (σ)u(x n, τ m ). (1) Now we can approximate U and U in equation (1) by using the interpolation polynomial of U from the previous equation as the following (U M N ) = (U M N ) x (x, σ) N N (UN M ) = (UN M ) xx (x, σ) l n(x)f m (σ)u(x n, τ m ), l n(x)f m (σ)u(x n, τ m ), where l n(x) and l n(x) are the first and the second derivative of Lagrange interpolation basis polynomials l n (x) respectively, such that l n(x) P N and l n(x) P N. By replacing the interpolation polynomials of Φ, U, and approximation to U and U from equations (13), (1) and (15), respectively in equation (1) and write Φ(x i, τ j ) = Φ i,j, U(x i, τ j ) = U i,j, g(x i, τ j ) = g i,j, ρ(τ j, θ k ) = ρ i,k, ξ(τ j, θ k ) = ξ i,k. (15)

6 6 G. I. EL BAGHDADY, M. S. EL AZAB JFCA-01/5(3S) After replacing in equation (1), each equation in it can be reformulated respectively as Φ i,j g i,j + T (τ j + 1) { N l n (x i )U(x n, τ m ) }. ω k K(x i, τ j ρ j,k )F m (ρ j,k ), (16) U i,j u 0 (x i ) + T (τ j + 1) { N n=0 m=0 N p(x i ) N l n (x i )Φ(x n, τ m ) + l n(x i )U(x n, τ m ) } p l n(x i )U(x n, τ m ) ω k F m (ξ j,k ). (17) Now, we will define the differentiation matrices, which are an essential building block for collocation methods used in spectral schemes [38,, 3]. The differentiation matrices have a connection with the first and the second derivative of Lagrange interpolation basis polynomials. Denoting d i,n := l n(x i ), we introduce the second order differentiation matrix as the following D = (d i,k ) 0 i,k N which is the second order to differentiation matrix D. By writing the entries of D = Di,k for {x i} as ) 1 D i,k (D i,i, i k Di,k x = i x k N Di,l, i = k, l=0,i l where D i,k are the entries of the so called differentiation matrix of dimension (N + 1). The entries of the differentiation matrix can be defined for (LGL) points (cf. [38]) as the following N(N + 1), i = k = 0, L N (x i ) 1, i k, D i,k = L N (x k ) x i x k (18) 0, i, k [1, N 1], N(N + 1), i = k = N. Now rewrite equations (16) and (17) in the matrix form as { Φ(N+1)(M+1) = G (N+1)(M+1) + LU (N)(M+1), U (N)(M+1) = U + AΦ (N+1)(M+1) + (B + C)U (N)(M+1), where Φ, G, U and U represent vectors defined as in the following: Φ (N+1)(M+1) = vec [Φ i,j ], G (N+1)(M+1) = vec[g i,j ], 0 i N, U (N)(M+1) = vec[u i,j ], 1 i N, 0 j M, u 0 (x ) u 0 (x 3 ) u 0 (x N ) U = vec...., u 0 (x ) u 0 (x 3 ) u 0 (x N ) (19)

7 JFCA-01/5(3S) LEGENDRE SPECTRAL COLLOCATION METHOD 7 in which the (vec) operator reshapes any matrix into a vector by placing columns of the matrix below each other from the first to the last. For the other matrices each one can described as block ones as the following: A = (A i j ), A is a matrix with a dimension (N + 1)(N 1) (N + 1) in which the first and last (N + 1) columns are zeros, and each block matrix (A i j ) has a dimension of (N + 1) (N + 1). For each 0 m M, 0 j M, 1 i N 1, 1 n N 1, the other entries of (A i j ) can be given by the following formula (A i j) i,n+1 = T (τ j + 1) ω k F m (ξ j,k ), the shape of the global matrix A will be 0 A 1 j 0 0 A = A N j 0 L = (L i j ), L is a matrix with a dimension (N + 1) (N + 1)(N 1) in which the first and last (N + 1) rows are zeros, and each block matrix (L i j ) has a dimension of (N + 1) (N + 1). For each m, j, i, n, the other entries of (L i j ) can be given by the following formula (L i j) i+1,n = T (τ j + 1) ω k K(x i, τ j ρ j,k )F m (ρ j,k ), B = (Bj i ), B is a matrix with a dimension (N + 1)(N 1) (N + 1)(N 1) in which each block matrix (Bj i ) has a dimension of (N + 1) (N + 1). For each m, j, i, n, the entries of (Bj i ) can be found from the following relation (B i j) i,n = T (τ j + 1) ω k F m (ξ j,k )Di,n, Finally, C = (Cj i ) which is similar to the matrix B. For each m, j, i, n, the entries of (Cj i ) can be found from the following relation (C i j) i,n = T (τ j + 1) p(x i ) ω k F m (ξ j,k )D i,n. To solve the coupled equations system in equation (19), we convert them to a linear algebraic system as follows (I (B + C) AL) U (N)(M+1) = U + AG (N+1)(M+1). By solving the previous system, we obtain an approximation to U (N)(M+1) then the approximation to the original problem for all x (, 1) and t [0, T ] can obtain by u(x, t) N l n (x)f m ( T t 1)U(x n, τ m ).

8 8 G. I. EL BAGHDADY, M. S. EL AZAB JFCA-01/5(3S) 3. Numerical examples In order to test the utility of the proposed new method, we apply the new scheme to the following two examples whose exact solutions are provided in each case. For both examples, we take T = 1, p = N = M, and consider {θ k } N as the Legendre- Gauss points, and proceed as in Section. To show the efficiency of the present method for our problem in comparison with the exact solution, we calculate for different values of N the maximum error defined by E = max U i,j u(x i, T (τ j + 1) ). 1 i N 0 j M All the computations are carried out in double precision arithmetic using Matlab (R009b). To obtain sufficient accurate calculations, variable arithmetic precision (vpa) is employed with digit being assigned to be 3. The code was executed on a second generation Intel Core i5 10M,.3 Ghz Laptop. Example 3.1. [16] Consider the linear PPIDE (1)-(3) with the kernel k(x, t) = cos xt and the forcing function f(x, t) = ( 8x 3 +13x +p(x)(1 x 3 x ) ) e (x+t) + ( x )( xsin(xt) cos(xt) ) e x, so that the exact solution will be u(x, t) = (1 x )e (x+t). Table 1. Maximum L errors for Example 3.1. values of N. with different p 1 (x) p (x) N E E E E E E E E E E E E E E-13 In Table 1, we take p 1 (x) = x 3 e x and p (x) = x 3 sin(x)e x /(1 + x ). In Figure 1, the exact solution and numerical solution are plotted with p(x) = x 3 sin(x)e x /(1+x ) and the nonuniform set of collocation points (x i, t j ) at N = 16. Example 3.. [16] Consider the linear PPIDE (1)-(3) with the kernel k(x, t) = xt and the forcing function f(x, t) = ( x 6 1x 5 1 p(x)(1 x 6 ) ) sin(x + t) x(1 x 6 ) ( t sin(x) cos(x) ) + ( 1 + x + 30x x 6 x 7 6x 5 p(x) ) cos(x + t), so that the exact solution will be u(x, t) = (1 x 6 ) cos (x + t). In Table, we take p 1 (x) = cos(x )e x /(1 + x ) and p (x) = x 3 sin(x)e x /(1 + x ).

9 JFCA-01/5(3S) LEGENDRE SPECTRAL COLLOCATION METHOD 9 (a) Exact solution (b) Approximated solution Figure 1. Exact and Numerical solutions for p (x) with x [, 1] and t [0, T ] at N = 16 Table. Maximum L errors for Example 3.. values of N. with different p 1 (x) p (x) N E E E E E E E E E E E E E-1.75E-1 (a) Exact solution (b) Approximated solution Figure. Exact and Approximated solutions for p (x) with x [, 1] and t [0, T ] at N = 16. See Example 3.. In Figure, the exact solution and numerical solution are plotted with p(x) = x 3 sin(x)e x /(1+x ) and the nonuniform set of collocation points (x i, t j ) at N = 16.. Conclusion In this work, we used a new competitive numerical scheme based on the Legendre spectral collocation method to find the approximated solution of one dimensional parabolic partial integro differential equations of volterra type. we restate the original problem as two equivalent equations and use the Legendre-collocation methods

10 10 G. I. EL BAGHDADY, M. S. EL AZAB JFCA-01/5(3S) for each one which leads to conversion of the problem to solving a linear algebraic system. Moreover, we demonstrate the efficiency and accuracy of the proposed method with some numerical examples on bounded domain even with using a small number of collocation points. References [1] E. G. Yanik and G. Fairweather, Finite element methods for parabolic and hyperbolic partial integro differential equations, Nonlinear Anal. 1 (1988) pp [] M. Renardy, W. Hrusa and J. Nohel, Mathematical Problems in Viscoelasticity, (Pitman monographs and Surveys in pure Appl. Math., New York, wiley, ). [3] T. A. Burton, Volterra Integral and Differential Equations (Mathematics in Science and Engineering, Elsevier, nd edition, 005), 0. [] G. Dagan, The significance of heterogeneity of evolving scales to transport in porous formations, Water Resour. Res., 30 (199) pp [5] J. Cushman and T. Glinn, Nonlocal dispersion in media with continuously evolving scales of heterogeneity, Transport in Porous Media, 13 (1993) pp [6] R. Ewing, Y. Lin and J. Wang, A numerical approximation of non Fickian flows with mixing length growth in porous media, Acta. Math. Univ. Comenian., LXX (001) pp [7] J. P. Kauthen, The method of lines for parabolic partial integro differential equations, Journal of Integral equations and Application, (199), pp [8] S. Larsson, V. Thomée and L.B. Wahlbin, Numerical solution of parabolic integro differential equations by the discontinuous Galerkin method, Math. Comput., 67 (1998), pp [9] Amiya K. Pani and G. Fairweather, H 1 -Galerkin mixed finite element methods for parabolic partial integro differential equations, IMA Journal of Numerical Analysis, (00) pp [10] Amiya K. Pani, G. Fairweather and Ryan I. Fernandes, Alternating dirction implict orthogonal spline collocation methods for an evolution equation with positive type memory term, SIAM J. NUMER. ANAL., 6 (008) pp [11] Amiya K. Pani, G. Fairweather and Ryan I. Fernandes, ADI orthogonal spline collocation methods for parabolic partial integro differential equations, IMA Journal of Numerical Analysis, 30 (010) pp [1] R. Zacher, Boundedness of weak solutions to evolutionary partial integro differential equations with discontinuous coefficients, J. Math. Anal. Appl., 38 (008), pp [13] E.W. Sachs and A.K. Strauss, Efficient solution of a partial integro differential equation in finance, Appl. Numer. Math., 58 (008), pp [1] Z. Avazzadeh, M. Heydari, W. Chen and G. B. Loghmani, A numerical solution of nonlinear parabolic-type Volterra partial integro differential equations using radial basis functions, Eng. Anal. Boundary Elem., 36 (01) pp [15] Z. Avazzadeh, M. Heydari, W. Chen and G. B. Loghmani, Smooth solution of partial integro differential equations using radial basis functions, Journal of Applied Analysis and Computation, (01) pp [16] F. Fakhar-Izadi and M. Dehghan, The spectral methods for parabolic Volterra integro differential equations, Journal of Computational and Applied Mathematics, 35 (011) pp [17] C. Canuto, A. Quarteroni, M. Y. Hussaini and T. A. Zang, Spectral Methods Fundamentals in Single Domains, (Scientific Computation, Springer, New York, NY, USA, 006). [18] L. N. Trefethen, Spectral Methods in MATLAB, (Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 000). [19] C. Canuto, A. Quarteroni, M. Y. Hussaini and T. A. Zang, Spectral Methods in Fluid Dynamics, (Springer Series in Computational Physics, Springer, New York, NY, USA, 1988). [0] W. Guo, G. Labrosse and R. Narayanan, The Application of the Chebyshev Spectral Method in Transport Phenomena, (Notes in Applied and Computational Mechanics, 68, Springer Verlag Berlin Heidelberg, 01). [1] J. P. Boyd, Chebyshev and Fourier Spectral Methods, (Dover, New York, NY, USA, nd edition, 000). [] J. Shen and T. Tang, Spectral and High Order Methods with applications, (Science Press, Beijing, China, 006).

11 JFCA-01/5(3S) LEGENDRE SPECTRAL COLLOCATION METHOD 11 [3] B. Y. Guo, Spectral Methods and their Applications, (World Scientific, River Edge, NJ, 1998.) [] M. Aguilar and H. Brunner, Collocation methods for second order Volterra integro differential equations, Appl. Numer. Math., (1988) pp [5] D. Conte and B. Paternoster, Multistep collocation methods for Volterra Integral Equations, Applied Numerical Mathematics, 59 (009) pp [6] Tobin A. Driscoll, Automatic spectral collocation for integral, integro differential, and integrally reformulated differential equations, Journal of Computational Physics, 9 (010) pp [7] T. Tang, On spectral methods for Volterra integral equations and the convergence analysis, J. Comput. Math., 6 (008) pp [8] Z. Wan, Y. Chen and Y. Huang, Legendre spectral Galerkin method for second kind Volterra integral equations, Front. Math. China, (009) pp [9] Foroogh Ghanei and Ali Salimi Shamloo, Numerical Solution of Volterra Integral Equations Using the Chebyshev-Collocation Spectral Methods, International Journal of Science and Engineering Investigations, 1 (01) pp [30] Zhendong Cu and Yanping Chen, Chebyshev spectral collocation method for Volterra integral equations, Recent Advances in Scientific Computing and Applications, Contemporary Mathematics, 586 (013) pp [31] Wu Hua and Zhang Jue, Chebyshev-Collocation Spectral Method for Volterra Integro- Differential equations, Journal of Shanghhai University (Natural Science), 17 (011) pp [3] Ying Jun jiang, On spectral methods for Volterra type integro Differential equations, Journal of Computational and Applied Mathematics, 30 (009) pp [33] W. Gautschi, Orthogonal Polynomials: Computation and Approximation, (Oxford University Press Inc., New York, NY, USA, 00). [3] G. Szegö, Orthogonal Polynomials, (AMS Providence, Rhode Island, USA, 5th edition, 1975). [35] B. Costa and W. S. Don, On the computation of high order pseudospectral derivatives, Appl. Numer. Math., 33 (000) pp [36] Elsayed M. E. Elbarbary and Salah M. El-Sayed, Higher order pseudospectral differentiation matrices, Appl. Numer. Math., 55 (005) pp [37] R. Baltensperger and M. R. Trummer, Spectral Differencing with a twist, J. Indus. and Appl. Math., (003) pp [38] J. S. Hesthaven, S. Gottlieb and D. Gottlieb, Spectral Methods for Time-Dependent Problems, (Cambridge University Press, 007). G. I. El Baghdady Faculty of Engineering, Mansoura University, Mansoura, Egypt address: amoun1973@yahoo.com M. S. El Azab Faculty of Engineering, Mansoura University, Mansoura, Egypt address: ms elazab@hotmail.com

1462. Jacobi pseudo-spectral Galerkin method for second kind Volterra integro-differential equations with a weakly singular kernel

1462. Jacobi pseudo-spectral Galerkin method for second kind Volterra integro-differential equations with a weakly singular kernel 1462. Jacobi pseudo-spectral Galerkin method for second kind Volterra integro-differential equations with a weakly singular kernel Xiaoyong Zhang 1, Junlin Li 2 1 Shanghai Maritime University, Shanghai,

More information

ON SPECTRAL METHODS FOR VOLTERRA INTEGRAL EQUATIONS AND THE CONVERGENCE ANALYSIS * 1. Introduction

ON SPECTRAL METHODS FOR VOLTERRA INTEGRAL EQUATIONS AND THE CONVERGENCE ANALYSIS * 1. Introduction Journal of Computational Mathematics, Vol.6, No.6, 008, 85 837. ON SPECTRAL METHODS FOR VOLTERRA INTEGRAL EQUATIONS AND THE CONVERGENCE ANALYSIS * Tao Tang Department of Mathematics, Hong Kong Baptist

More information

A Comparison between Solving Two Dimensional Integral Equations by the Traditional Collocation Method and Radial Basis Functions

A Comparison between Solving Two Dimensional Integral Equations by the Traditional Collocation Method and Radial Basis Functions Applied Mathematical Sciences, Vol. 5, 2011, no. 23, 1145-1152 A Comparison between Solving Two Dimensional Integral Equations by the Traditional Collocation Method and Radial Basis Functions Z. Avazzadeh

More information

Rational Chebyshev pseudospectral method for long-short wave equations

Rational Chebyshev pseudospectral method for long-short wave equations Journal of Physics: Conference Series PAPER OPE ACCESS Rational Chebyshev pseudospectral method for long-short wave equations To cite this article: Zeting Liu and Shujuan Lv 07 J. Phys.: Conf. Ser. 84

More information

arxiv: v1 [math.na] 4 Nov 2015

arxiv: v1 [math.na] 4 Nov 2015 ON WELL-CONDITIONED SPECTRAL COLLOCATION AND SPECTRAL METHODS BY THE INTEGRAL REFORMULATION KUI DU arxiv:529v [mathna 4 Nov 25 Abstract Well-conditioned spectral collocation and spectral methods have recently

More information

Jacobi spectral collocation method for the approximate solution of multidimensional nonlinear Volterra integral equation

Jacobi spectral collocation method for the approximate solution of multidimensional nonlinear Volterra integral equation Wei et al. SpringerPlus (06) 5:70 DOI 0.86/s40064-06-3358-z RESEARCH Jacobi spectral collocation method for the approximate solution of multidimensional nonlinear Volterra integral equation Open Access

More information

A Numerical Solution of the Lax s 7 th -order KdV Equation by Pseudospectral Method and Darvishi s Preconditioning

A Numerical Solution of the Lax s 7 th -order KdV Equation by Pseudospectral Method and Darvishi s Preconditioning Int. J. Contemp. Math. Sciences, Vol. 2, 2007, no. 22, 1097-1106 A Numerical Solution of the Lax s 7 th -order KdV Equation by Pseudospectral Method and Darvishi s Preconditioning M. T. Darvishi a,, S.

More information

Numerical Solution of Two-Dimensional Volterra Integral Equations by Spectral Galerkin Method

Numerical Solution of Two-Dimensional Volterra Integral Equations by Spectral Galerkin Method Journal of Applied Mathematics & Bioinformatics, vol.1, no.2, 2011, 159-174 ISSN: 1792-6602 (print), 1792-6939 (online) International Scientific Press, 2011 Numerical Solution of Two-Dimensional Volterra

More information

EFFICIENT SPECTRAL COLLOCATION METHOD FOR SOLVING MULTI-TERM FRACTIONAL DIFFERENTIAL EQUATIONS BASED ON THE GENERALIZED LAGUERRE POLYNOMIALS

EFFICIENT SPECTRAL COLLOCATION METHOD FOR SOLVING MULTI-TERM FRACTIONAL DIFFERENTIAL EQUATIONS BASED ON THE GENERALIZED LAGUERRE POLYNOMIALS Journal of Fractional Calculus and Applications, Vol. 3. July 212, No.13, pp. 1-14. ISSN: 29-5858. http://www.fcaj.webs.com/ EFFICIENT SPECTRAL COLLOCATION METHOD FOR SOLVING MULTI-TERM FRACTIONAL DIFFERENTIAL

More information

Spectral Collocation Method for Parabolic Partial Differential Equations with Neumann Boundary Conditions

Spectral Collocation Method for Parabolic Partial Differential Equations with Neumann Boundary Conditions Applied Mathematical Sciences, Vol. 1, 2007, no. 5, 211-218 Spectral Collocation Method for Parabolic Partial Differential Equations with Neumann Boundary Conditions M. Javidi a and A. Golbabai b a Department

More information

SPECTRAL METHODS: ORTHOGONAL POLYNOMIALS

SPECTRAL METHODS: ORTHOGONAL POLYNOMIALS SPECTRAL METHODS: ORTHOGONAL POLYNOMIALS 31 October, 2007 1 INTRODUCTION 2 ORTHOGONAL POLYNOMIALS Properties of Orthogonal Polynomials 3 GAUSS INTEGRATION Gauss- Radau Integration Gauss -Lobatto Integration

More information

A FAST SOLVER FOR ELLIPTIC EQUATIONS WITH HARMONIC COEFFICIENT APPROXIMATIONS

A FAST SOLVER FOR ELLIPTIC EQUATIONS WITH HARMONIC COEFFICIENT APPROXIMATIONS Proceedings of ALGORITMY 2005 pp. 222 229 A FAST SOLVER FOR ELLIPTIC EQUATIONS WITH HARMONIC COEFFICIENT APPROXIMATIONS ELENA BRAVERMAN, MOSHE ISRAELI, AND ALEXANDER SHERMAN Abstract. Based on a fast subtractional

More information

Chebyshev polynomials for solving two dimensional linear and nonlinear integral equations of the second kind

Chebyshev polynomials for solving two dimensional linear and nonlinear integral equations of the second kind Volume 31, N. 1, pp. 127 142, 2012 Copyright 2012 SBMAC ISSN 0101-8205 / ISSN 1807-0302 (Online) www.scielo.br/cam Chebyshev polynomials for solving two dimensional linear and nonlinear integral equations

More information

ON THE NUMERICAL SOLUTION FOR THE FRACTIONAL WAVE EQUATION USING LEGENDRE PSEUDOSPECTRAL METHOD

ON THE NUMERICAL SOLUTION FOR THE FRACTIONAL WAVE EQUATION USING LEGENDRE PSEUDOSPECTRAL METHOD International Journal of Pure and Applied Mathematics Volume 84 No. 4 2013, 307-319 ISSN: 1311-8080 (printed version); ISSN: 1314-3395 (on-line version) url: http://www.ijpam.eu doi: http://dx.doi.org/10.12732/ijpam.v84i4.1

More information

Abstract. 1. Introduction

Abstract. 1. Introduction Journal of Computational Mathematics Vol.28, No.2, 2010, 273 288. http://www.global-sci.org/jcm doi:10.4208/jcm.2009.10-m2870 UNIFORM SUPERCONVERGENCE OF GALERKIN METHODS FOR SINGULARLY PERTURBED PROBLEMS

More information

Accuracy Enhancement Using Spectral Postprocessing for Differential Equations and Integral Equations

Accuracy Enhancement Using Spectral Postprocessing for Differential Equations and Integral Equations COMMUICATIOS I COMPUTATIOAL PHYSICS Vol. 5, o. -4, pp. 779-79 Commun. Comput. Phys. February 009 Accuracy Enhancement Using Spectral Postprocessing for Differential Equations and Integral Equations Tao

More information

RATIONAL CHEBYSHEV COLLOCATION METHOD FOR SOLVING NONLINEAR ORDINARY DIFFERENTIAL EQUATIONS OF LANE-EMDEN TYPE

RATIONAL CHEBYSHEV COLLOCATION METHOD FOR SOLVING NONLINEAR ORDINARY DIFFERENTIAL EQUATIONS OF LANE-EMDEN TYPE INTERNATIONAL JOURNAL OF INFORMATON AND SYSTEMS SCIENCES Volume 6, Number 1, Pages 72 83 c 2010 Institute for Scientific Computing and Information RATIONAL CHEBYSHEV COLLOCATION METHOD FOR SOLVING NONLINEAR

More information

JACOBI SPECTRAL GALERKIN METHODS FOR VOLTERRA INTEGRAL EQUATIONS WITH WEAKLY SINGULAR KERNEL

JACOBI SPECTRAL GALERKIN METHODS FOR VOLTERRA INTEGRAL EQUATIONS WITH WEAKLY SINGULAR KERNEL Bull. Korean Math. Soc. 53 (016), No. 1, pp. 47 6 http://dx.doi.org/10.4134/bkms.016.53.1.47 JACOBI SPECTRAL GALERKIN METHODS FOR VOLTERRA INTEGRAL EQUATIONS WITH WEAKLY SINGULAR KERNEL Yin Yang Abstract.

More information

An Accurate Fourier-Spectral Solver for Variable Coefficient Elliptic Equations

An Accurate Fourier-Spectral Solver for Variable Coefficient Elliptic Equations An Accurate Fourier-Spectral Solver for Variable Coefficient Elliptic Equations Moshe Israeli Computer Science Department, Technion-Israel Institute of Technology, Technion city, Haifa 32000, ISRAEL Alexander

More information

An Efficient Numerical Method for Solving. the Fractional Diffusion Equation

An Efficient Numerical Method for Solving. the Fractional Diffusion Equation Journal of Applied Mathematics & Bioinformatics, vol.1, no.2, 2011, 1-12 ISSN: 1792-6602 (print), 1792-6939 (online) International Scientific Press, 2011 An Efficient Numerical Method for Solving the Fractional

More information

A Legendre Computational Matrix Method for Solving High-Order Fractional Differential Equations

A Legendre Computational Matrix Method for Solving High-Order Fractional Differential Equations Mathematics A Legendre Computational Matrix Method for Solving High-Order Fractional Differential Equations Mohamed Meabed KHADER * and Ahmed Saied HENDY Department of Mathematics, Faculty of Science,

More information

CONVERGENCE ANALYSIS OF THE JACOBI SPECTRAL-COLLOCATION METHODS FOR VOLTERRA INTEGRAL EQUATIONS WITH A WEAKLY SINGULAR KERNEL

CONVERGENCE ANALYSIS OF THE JACOBI SPECTRAL-COLLOCATION METHODS FOR VOLTERRA INTEGRAL EQUATIONS WITH A WEAKLY SINGULAR KERNEL COVERGECE AALYSIS OF THE JACOBI SPECTRAL-COLLOCATIO METHODS FOR VOLTERRA ITEGRAL EQUATIOS WITH A WEAKLY SIGULAR KEREL YAPIG CHE AD TAO TAG Abstract. In this paper, a Jacobi-collocation spectral method

More information

The Approximate Solution of Non Linear Fredholm Weakly Singular Integro-Differential equations by Using Chebyshev polynomials of the First kind

The Approximate Solution of Non Linear Fredholm Weakly Singular Integro-Differential equations by Using Chebyshev polynomials of the First kind AUSTRALIA JOURAL OF BASIC AD APPLIED SCIECES ISS:1991-8178 EISS: 2309-8414 Journal home page: wwwajbaswebcom The Approximate Solution of on Linear Fredholm Weakly Singular Integro-Differential equations

More information

PART IV Spectral Methods

PART IV Spectral Methods PART IV Spectral Methods Additional References: R. Peyret, Spectral methods for incompressible viscous flow, Springer (2002), B. Mercier, An introduction to the numerical analysis of spectral methods,

More information

A NUMERICAL APPROXIMATION OF NONFICKIAN FLOWS WITH MIXING LENGTH GROWTH IN POROUS MEDIA. 1. Introduction

A NUMERICAL APPROXIMATION OF NONFICKIAN FLOWS WITH MIXING LENGTH GROWTH IN POROUS MEDIA. 1. Introduction Acta Math. Univ. Comenianae Vol. LXX, 1(21, pp. 75 84 Proceedings of Algoritmy 2 75 A NUMERICAL APPROXIMATION OF NONFICIAN FLOWS WITH MIXING LENGTH GROWTH IN POROUS MEDIA R. E. EWING, Y. LIN and J. WANG

More information

Solving Nonlinear Two-Dimensional Volterra Integral Equations of the First-kind Using the Bivariate Shifted Legendre Functions

Solving Nonlinear Two-Dimensional Volterra Integral Equations of the First-kind Using the Bivariate Shifted Legendre Functions International Journal of Mathematical Modelling & Computations Vol. 5, No. 3, Summer 215, 219-23 Solving Nonlinear Two-Dimensional Volterra Integral Equations of the First-kind Using the Bivariate Shifted

More information

Explicit construction of rectangular differentiation matrices

Explicit construction of rectangular differentiation matrices IMA Journal of Numerical Analysis (206) 36, 68 632 doi:0.093/imanum/drv03 Advance Access publication on April 26, 205 Explicit construction of rectangular differentiation matrices Kuan Xu Mathematical

More information

Wojciech Czernous PSEUDOSPECTRAL METHOD FOR SEMILINEAR PARTIAL FUNCTIONAL DIFFERENTIAL EQUATIONS

Wojciech Czernous PSEUDOSPECTRAL METHOD FOR SEMILINEAR PARTIAL FUNCTIONAL DIFFERENTIAL EQUATIONS Opuscula Mathematica Vol. 30 No. 2 2010 http://dx.doi.org/10.7494/opmath.2010.30.2.133 Wojciech Czernous PSEUDOSPECTRAL METHOD FOR SEMILINEAR PARTIAL FUNCTIONAL DIFFERENTIAL EQUATIONS Abstract. We present

More information

Fractional Calculus for Solving Abel s Integral Equations Using Chebyshev Polynomials

Fractional Calculus for Solving Abel s Integral Equations Using Chebyshev Polynomials Applied Mathematical Sciences, Vol. 5, 211, no. 45, 227-2216 Fractional Calculus for Solving Abel s Integral Equations Using Chebyshev Polynomials Z. Avazzadeh, B. Shafiee and G. B. Loghmani Department

More information

Least-Squares Spectral Collocation with the Overlapping Schwarz Method for the Incompressible Navier Stokes Equations

Least-Squares Spectral Collocation with the Overlapping Schwarz Method for the Incompressible Navier Stokes Equations Least-Squares Spectral Collocation with the Overlapping Schwarz Method for the Incompressible Navier Stokes Equations by Wilhelm Heinrichs Universität Duisburg Essen, Ingenieurmathematik Universitätsstr.

More information

ANALYSIS AND APPLICATION OF DIFFUSION EQUATIONS INVOLVING A NEW FRACTIONAL DERIVATIVE WITHOUT SINGULAR KERNEL

ANALYSIS AND APPLICATION OF DIFFUSION EQUATIONS INVOLVING A NEW FRACTIONAL DERIVATIVE WITHOUT SINGULAR KERNEL Electronic Journal of Differential Equations, Vol. 217 (217), No. 289, pp. 1 6. ISSN: 172-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu ANALYSIS AND APPLICATION OF DIFFUSION EQUATIONS

More information

A Differential Quadrature Algorithm for the Numerical Solution of the Second-Order One Dimensional Hyperbolic Telegraph Equation

A Differential Quadrature Algorithm for the Numerical Solution of the Second-Order One Dimensional Hyperbolic Telegraph Equation ISSN 1749-3889 (print), 1749-3897 (online) International Journal of Nonlinear Science Vol.13(01) No.3,pp.59-66 A Differential Quadrature Algorithm for the Numerical Solution of the Second-Order One Dimensional

More information

In the present work, we consider the singularly perturbed Volterra integro-differential equations (SVIDE) x K(x, t, ε, y(t)) dt, x I = [0, X], (1)

In the present work, we consider the singularly perturbed Volterra integro-differential equations (SVIDE) x K(x, t, ε, y(t)) dt, x I = [0, X], (1) ISSN 1749-3889 (print), 1749-3897 (online) International Journal of Nonlinear Science Vol.12(211) No.4,pp.43-441 An Approximation Algorithm for the Solution of the Singularly Perturbed Volterra Integro-differential

More information

Lecture 9 Approximations of Laplace s Equation, Finite Element Method. Mathématiques appliquées (MATH0504-1) B. Dewals, C.

Lecture 9 Approximations of Laplace s Equation, Finite Element Method. Mathématiques appliquées (MATH0504-1) B. Dewals, C. Lecture 9 Approximations of Laplace s Equation, Finite Element Method Mathématiques appliquées (MATH54-1) B. Dewals, C. Geuzaine V1.2 23/11/218 1 Learning objectives of this lecture Apply the finite difference

More information

MODELLING OF RECIPROCAL TRANSDUCER SYSTEM ACCOUNTING FOR NONLINEAR CONSTITUTIVE RELATIONS

MODELLING OF RECIPROCAL TRANSDUCER SYSTEM ACCOUNTING FOR NONLINEAR CONSTITUTIVE RELATIONS MODELLING OF RECIPROCAL TRANSDUCER SYSTEM ACCOUNTING FOR NONLINEAR CONSTITUTIVE RELATIONS L. X. Wang 1 M. Willatzen 1 R. V. N. Melnik 1,2 Abstract The dynamics of reciprocal transducer systems is modelled

More information

Solving the steady state diffusion equation with uncertainty Final Presentation

Solving the steady state diffusion equation with uncertainty Final Presentation Solving the steady state diffusion equation with uncertainty Final Presentation Virginia Forstall vhfors@gmail.com Advisor: Howard Elman elman@cs.umd.edu Department of Computer Science May 6, 2012 Problem

More information

Application of high-order spectral method for the time fractional mobile/immobile equation

Application of high-order spectral method for the time fractional mobile/immobile equation Computational Methods for Differential Equations http://cmde.tabrizu.ac.ir Vol. 4, No. 4, 2016, pp. 309-322 Application of high-order spectral method for the time fractional mobile/immobile equation Hossein

More information

Numerical Study of Generalized Three-Dimensional MHD Flow over a Porous Stretching Sheet

Numerical Study of Generalized Three-Dimensional MHD Flow over a Porous Stretching Sheet Journal of Applied Fluid Mechanics, Vol. 7, No. 3, pp. 473-483, 2014. Available online at www.jafmonline.net, ISSN 1735-3572, EISSN 1735-3645. Numerical Study of Generalized Three-Dimensional MHD Flow

More information

A Gauss Lobatto quadrature method for solving optimal control problems

A Gauss Lobatto quadrature method for solving optimal control problems ANZIAM J. 47 (EMAC2005) pp.c101 C115, 2006 C101 A Gauss Lobatto quadrature method for solving optimal control problems P. Williams (Received 29 August 2005; revised 13 July 2006) Abstract This paper proposes

More information

DETERMINATION OF AN UNKNOWN SOURCE TERM IN A SPACE-TIME FRACTIONAL DIFFUSION EQUATION

DETERMINATION OF AN UNKNOWN SOURCE TERM IN A SPACE-TIME FRACTIONAL DIFFUSION EQUATION Journal of Fractional Calculus and Applications, Vol. 6(1) Jan. 2015, pp. 83-90. ISSN: 2090-5858. http://fcag-egypt.com/journals/jfca/ DETERMINATION OF AN UNKNOWN SOURCE TERM IN A SPACE-TIME FRACTIONAL

More information

A collocation method for solving the fractional calculus of variation problems

A collocation method for solving the fractional calculus of variation problems Bol. Soc. Paran. Mat. (3s.) v. 35 1 (2017): 163 172. c SPM ISSN-2175-1188 on line ISSN-00378712 in press SPM: www.spm.uem.br/bspm doi:10.5269/bspm.v35i1.26333 A collocation method for solving the fractional

More information

Numerical analysis of the one-dimensional Wave equation subject to a boundary integral specification

Numerical analysis of the one-dimensional Wave equation subject to a boundary integral specification Numerical analysis of the one-dimensional Wave equation subject to a boundary integral specification B. Soltanalizadeh a, Reza Abazari b, S. Abbasbandy c, A. Alsaedi d a Department of Mathematics, University

More information

SMOOTHNESS PROPERTIES OF SOLUTIONS OF CAPUTO- TYPE FRACTIONAL DIFFERENTIAL EQUATIONS. Kai Diethelm. Abstract

SMOOTHNESS PROPERTIES OF SOLUTIONS OF CAPUTO- TYPE FRACTIONAL DIFFERENTIAL EQUATIONS. Kai Diethelm. Abstract SMOOTHNESS PROPERTIES OF SOLUTIONS OF CAPUTO- TYPE FRACTIONAL DIFFERENTIAL EQUATIONS Kai Diethelm Abstract Dedicated to Prof. Michele Caputo on the occasion of his 8th birthday We consider ordinary fractional

More information

256 Summary. D n f(x j ) = f j+n f j n 2n x. j n=1. α m n = 2( 1) n (m!) 2 (m n)!(m + n)!. PPW = 2π k x 2 N + 1. i=0?d i,j. N/2} N + 1-dim.

256 Summary. D n f(x j ) = f j+n f j n 2n x. j n=1. α m n = 2( 1) n (m!) 2 (m n)!(m + n)!. PPW = 2π k x 2 N + 1. i=0?d i,j. N/2} N + 1-dim. 56 Summary High order FD Finite-order finite differences: Points per Wavelength: Number of passes: D n f(x j ) = f j+n f j n n x df xj = m α m dx n D n f j j n= α m n = ( ) n (m!) (m n)!(m + n)!. PPW =

More information

Instructions for Matlab Routines

Instructions for Matlab Routines Instructions for Matlab Routines August, 2011 2 A. Introduction This note is devoted to some instructions to the Matlab routines for the fundamental spectral algorithms presented in the book: Jie Shen,

More information

A Modification in Successive Approximation Method for Solving Nonlinear Volterra Hammerstein Integral Equations of the Second Kind

A Modification in Successive Approximation Method for Solving Nonlinear Volterra Hammerstein Integral Equations of the Second Kind Journal of Mathematical Extension Vol. 8, No. 1, (214), 69-86 A Modification in Successive Approximation Method for Solving Nonlinear Volterra Hammerstein Integral Equations of the Second Kind Sh. Javadi

More information

Spectral method for the unsteady incompressible Navier Stokes equations in gauge formulation

Spectral method for the unsteady incompressible Navier Stokes equations in gauge formulation Report no. 04/09 Spectral method for the unsteady incompressible Navier Stokes equations in gauge formulation T. W. Tee I. J. Sobey A spectral method which uses a gauge method, as opposed to a projection

More information

Research Article A Legendre Wavelet Spectral Collocation Method for Solving Oscillatory Initial Value Problems

Research Article A Legendre Wavelet Spectral Collocation Method for Solving Oscillatory Initial Value Problems Applied Mathematics Volume 013, Article ID 591636, 5 pages http://dx.doi.org/10.1155/013/591636 Research Article A Legendre Wavelet Spectral Collocation Method for Solving Oscillatory Initial Value Problems

More information

A WELL-CONDITIONED COLLOCATION METHOD USING A PSEUDOSPECTRAL INTEGRATION MATRIX

A WELL-CONDITIONED COLLOCATION METHOD USING A PSEUDOSPECTRAL INTEGRATION MATRIX A WELL-CONDITIONED COLLOCATION METHOD USING A PSEUDOSPECTRAL INTEGRATION MATRIX LI-LIAN WANG, MICHAEL DANIEL SAMSON, AND XIAODAN ZHAO Abstract. In this paper, a well-conditioned collocation method is constructed

More information

The Chebyshev Collection Method for Solving Fractional Order Klein-Gordon Equation

The Chebyshev Collection Method for Solving Fractional Order Klein-Gordon Equation The Chebyshev Collection Method for Solving Fractional Order Klein-Gordon Equation M. M. KHADER Faculty of Science, Benha University Department of Mathematics Benha EGYPT mohamedmbd@yahoo.com N. H. SWETLAM

More information

RESEARCH ARTICLE. Spectral Method for Solving The General Form Linear Fredholm Volterra Integro Differential Equations Based on Chebyshev Polynomials

RESEARCH ARTICLE. Spectral Method for Solving The General Form Linear Fredholm Volterra Integro Differential Equations Based on Chebyshev Polynomials Journal of Modern Methods in Numerical Mathematics ISSN: 29-477 online Vol, No, 2, c 2 Modern Science Publishers wwwm-sciencescom RESEARCH ARTICLE Spectral Method for Solving The General Form Linear Fredholm

More information

Introduction. J.M. Burgers Center Graduate Course CFD I January Least-Squares Spectral Element Methods

Introduction. J.M. Burgers Center Graduate Course CFD I January Least-Squares Spectral Element Methods Introduction In this workshop we will introduce you to the least-squares spectral element method. As you can see from the lecture notes, this method is a combination of the weak formulation derived from

More information

Spatial Resolution Properties of Mapped Spectral Chebyshev Methods

Spatial Resolution Properties of Mapped Spectral Chebyshev Methods Spatial Resolution Properties of Mapped Spectral Chebyshev Methods Bruno Costa Wai-Sun Don Aline Simas June 4, 006 Abstract In this article we clarify some fundamental questions on the resolution power

More information

Solving a class of nonlinear two-dimensional Volterra integral equations by using two-dimensional triangular orthogonal functions.

Solving a class of nonlinear two-dimensional Volterra integral equations by using two-dimensional triangular orthogonal functions. Journal of Mathematical Modeling Vol 1, No 1, 213, pp 28-4 JMM Solving a class of nonlinear two-dimensional Volterra integral equations by using two-dimensional triangular orthogonal functions Farshid

More information

Equations Introduction

Equations Introduction Chapter 9 90 Introduction Partial Differential Equations The numerical treatment of partial differential equations is, by itself, a vast subject Partial differential equations are at the heart of many,

More information

IDENTIFICATION OF UNKNOWN COEFFICIENT IN TIME FRACTIONAL PARABOLIC EQUATION WITH MIXED BOUNDARY CONDITIONS VIA SEMIGROUP APPROACH

IDENTIFICATION OF UNKNOWN COEFFICIENT IN TIME FRACTIONAL PARABOLIC EQUATION WITH MIXED BOUNDARY CONDITIONS VIA SEMIGROUP APPROACH Dynamic Systems and Applications 24 (215) 341-348 IDENTIFICATION OF UNKNOWN COEFFICIENT IN TIME FRACTIONAL PARABOLIC EQUATION WITH MIXED BOUNDARY CONDITIONS VIA SEMIGROUP APPROACH EBRU OZBILGE AND ALI

More information

Interpolation approximations based on Gauss Lobatto Legendre Birkhoff quadrature

Interpolation approximations based on Gauss Lobatto Legendre Birkhoff quadrature Journal of Approximation Theory 161 009 14 173 www.elsevier.com/locate/jat Interpolation approximations based on Gauss Lobatto Legendre Birkhoff quadrature Li-Lian Wang a,, Ben-yu Guo b,c a Division of

More information

Multiquadratic methods in the numerical. treatment of the integro-differential equations of collective non-ruin; the finite time case

Multiquadratic methods in the numerical. treatment of the integro-differential equations of collective non-ruin; the finite time case Multiquadratic methods in the numerical treatment of the integro-differential equations of collective non-ruin; the finite time case Athena Makroglou Division of Mathematics and Statistics, School of Computer

More information

A Posteriori Error Estimator for a Non-Standard Finite Difference Scheme Applied to BVPs on Infinite Intervals

A Posteriori Error Estimator for a Non-Standard Finite Difference Scheme Applied to BVPs on Infinite Intervals arxiv:1503.00037v2 [math.na] 19 Mar 2015 A Posteriori Error Estimator for a Non-Standard Finite Difference Scheme Applied to BVPs on Infinite Intervals Riccardo Fazio and Alessandra Jannelli Department

More information

THE METHOD OF LINES FOR PARABOLIC PARTIAL INTEGRO-DIFFERENTIAL EQUATIONS

THE METHOD OF LINES FOR PARABOLIC PARTIAL INTEGRO-DIFFERENTIAL EQUATIONS JOURNAL OF INTEGRAL EQUATIONS AND APPLICATIONS Volume 4, Number 1, Winter 1992 THE METHOD OF LINES FOR PARABOLIC PARTIAL INTEGRO-DIFFERENTIAL EQUATIONS J.-P. KAUTHEN ABSTRACT. We present a method of lines

More information

Spectral Methods and Inverse Problems

Spectral Methods and Inverse Problems Spectral Methods and Inverse Problems Omid Khanmohamadi Department of Mathematics Florida State University Outline Outline 1 Fourier Spectral Methods Fourier Transforms Trigonometric Polynomial Interpolants

More information

Ninth International Water Technology Conference, IWTC9 2005, Sharm El-Sheikh, Egypt 673

Ninth International Water Technology Conference, IWTC9 2005, Sharm El-Sheikh, Egypt 673 Ninth International Water Technology Conference, IWTC9 2005, Sharm El-Sheikh, Egypt 673 A NEW NUMERICAL APPROACH FOR THE SOLUTION OF CONTAMINANT TRANSPORT EQUATION Mohamed El-Gamel Department of Mathematical

More information

Quarter-Sweep Gauss-Seidel Method for Solving First Order Linear Fredholm Integro-differential Equations

Quarter-Sweep Gauss-Seidel Method for Solving First Order Linear Fredholm Integro-differential Equations MATEMATIKA, 2011, Volume 27, Number 2, 199 208 c Department of Mathematical Sciences, UTM Quarter-Sweep Gauss-Seidel Method for Solving First Order Linear Fredholm Integro-differential Equations 1 E. Aruchunan

More information

arxiv:gr-qc/ v1 6 Sep 2006

arxiv:gr-qc/ v1 6 Sep 2006 Introduction to spectral methods Philippe Grandclément Laboratoire Univers et ses Théories, Observatoire de Paris, 5 place J. Janssen, 995 Meudon Cede, France This proceeding is intended to be a first

More information

Exact Solutions for Generalized Klein-Gordon Equation

Exact Solutions for Generalized Klein-Gordon Equation Journal of Informatics and Mathematical Sciences Volume 4 (0), Number 3, pp. 35 358 RGN Publications http://www.rgnpublications.com Exact Solutions for Generalized Klein-Gordon Equation Libo Yang, Daoming

More information

Application of Taylor-Padé technique for obtaining approximate solution for system of linear Fredholm integro-differential equations

Application of Taylor-Padé technique for obtaining approximate solution for system of linear Fredholm integro-differential equations Available at http://pvamu.edu/aam Appl. Appl. Math. ISSN: 1932-9466 Vol. 12, Issue 1 (June 2017), pp. 392 404 Applications and Applied Mathematics: An International Journal (AAM) Application of Taylor-Padé

More information

Numerical solution of linear time delay systems using Chebyshev-tau spectral method

Numerical solution of linear time delay systems using Chebyshev-tau spectral method Available at http://pvamu.edu/aam Appl. Appl. Math. ISSN: 93-9466 Applications and Applied Mathematics: An International Journal (AAM) Vol., Issue (June 07), pp. 445 469 Numerical solution of linear time

More information

NUMERICAL METHOD FOR THE MIXED VOLTERRA-FREDHOLM INTEGRAL EQUATIONS USING HYBRID LEGENDRE FUNCTIONS

NUMERICAL METHOD FOR THE MIXED VOLTERRA-FREDHOLM INTEGRAL EQUATIONS USING HYBRID LEGENDRE FUNCTIONS Conference Applications of Mathematics 215, in honor of the birthday anniversaries of Ivo Babuška (9), Milan Práger (85), and Emil Vitásek (85) J. Brandts, S. Korotov, M. Křížek, K. Segeth, J. Šístek,

More information

A Product Integration Approach Based on New Orthogonal Polynomials for Nonlinear Weakly Singular Integral Equations

A Product Integration Approach Based on New Orthogonal Polynomials for Nonlinear Weakly Singular Integral Equations Acta Appl Math (21) 19: 861 873 DOI 1.17/s144-8-9351-y A Product Integration Approach Based on New Orthogonal Polynomials for Nonlinear Weakly Singular Integral Equations M. Rasty M. Hadizadeh Received:

More information

CRANK-NICOLSON FINITE DIFFERENCE METHOD FOR SOLVING TIME-FRACTIONAL DIFFUSION EQUATION

CRANK-NICOLSON FINITE DIFFERENCE METHOD FOR SOLVING TIME-FRACTIONAL DIFFUSION EQUATION Journal of Fractional Calculus and Applications, Vol. 2. Jan. 2012, No. 2, pp. 1-9. ISSN: 2090-5858. http://www.fcaj.webs.com/ CRANK-NICOLSON FINITE DIFFERENCE METHOD FOR SOLVING TIME-FRACTIONAL DIFFUSION

More information

Research Article A Note on the Solutions of the Van der Pol and Duffing Equations Using a Linearisation Method

Research Article A Note on the Solutions of the Van der Pol and Duffing Equations Using a Linearisation Method Mathematical Problems in Engineering Volume 1, Article ID 693453, 1 pages doi:11155/1/693453 Research Article A Note on the Solutions of the Van der Pol and Duffing Equations Using a Linearisation Method

More information

A Good Numerical Method for the Solution of Generalized Regularized Long Wave Equation

A Good Numerical Method for the Solution of Generalized Regularized Long Wave Equation Modern Applied Science; Vol. 11, No. 6; 2017 ISSN 1913-1844 E-ISSN 1913-1852 Published by Canadian Center of Science and Education A Good Numerical Method for the Solution of Generalized Regularized Long

More information

Numerical solution of system of linear integral equations via improvement of block-pulse functions

Numerical solution of system of linear integral equations via improvement of block-pulse functions Journal of Mathematical Modeling Vol. 4, No., 16, pp. 133-159 JMM Numerical solution of system of linear integral equations via improvement of block-pulse functions Farshid Mirzaee Faculty of Mathematical

More information

Solving Poisson s Equations Using Buffered Fourier Spectral Method

Solving Poisson s Equations Using Buffered Fourier Spectral Method Solving Poisson s Equations Using Buffered Fourier Spectral Method Yinlin Dong Hassan Abd Salman Al-Dujaly Chaoqun Liu Technical Report 2015-12 http://www.uta.edu/math/preprint/ Solving Poisson s Equations

More information

Numerical Solution of Fredholm Integro-differential Equations By Using Hybrid Function Operational Matrix of Differentiation

Numerical Solution of Fredholm Integro-differential Equations By Using Hybrid Function Operational Matrix of Differentiation Available online at http://ijim.srbiau.ac.ir/ Int. J. Industrial Mathematics (ISS 8-56) Vol. 9, o. 4, 7 Article ID IJIM-8, pages Research Article umerical Solution of Fredholm Integro-differential Equations

More information

Numerical Solution of Nonlocal Parabolic Partial Differential Equation via Bernstein Polynomial Method

Numerical Solution of Nonlocal Parabolic Partial Differential Equation via Bernstein Polynomial Method Punjab University Journal of Mathematics (ISSN 116-2526) Vol.48(1)(216) pp. 47-53 Numerical Solution of Nonlocal Parabolic Partial Differential Equation via Bernstein Polynomial Method Kobra Karimi Department

More information

Chebyshev finite difference method for solving a mathematical model arising in wastewater treatment plants

Chebyshev finite difference method for solving a mathematical model arising in wastewater treatment plants Computational Methods for Differential Equations http://cmde.tabrizu.ac.ir Vol. 6, No. 4, 2018, pp. 448-455 Chebyshev finite difference method for solving a mathematical model arising in wastewater treatment

More information

Fast Structured Spectral Methods

Fast Structured Spectral Methods Spectral methods HSS structures Fast algorithms Conclusion Fast Structured Spectral Methods Yingwei Wang Department of Mathematics, Purdue University Joint work with Prof Jie Shen and Prof Jianlin Xia

More information

arxiv: v1 [math.na] 24 Feb 2016

arxiv: v1 [math.na] 24 Feb 2016 Newton type method for nonlinear Fredholm integral equations arxiv:16.7446v1 [math.na] 4 Feb 16 Mona Nabiei, 1 Sohrab Ali Yousefi. 1, Department of Mathematics, Shahid Beheshti University, G. C. P.O. Box

More information

A robust uniform B-spline collocation method for solving the generalized PHI-four equation

A robust uniform B-spline collocation method for solving the generalized PHI-four equation Available at http://pvamu.edu/aam Appl. Appl. Math. ISSN: 1932-9466 Vol. 11, Issue 1 (June 2016), pp. 364-376 Applications and Applied Mathematics: An International Journal (AAM) A robust uniform B-spline

More information

The Spectral-Element Method: Introduction

The Spectral-Element Method: Introduction The Spectral-Element Method: Introduction Heiner Igel Department of Earth and Environmental Sciences Ludwig-Maximilians-University Munich Computational Seismology 1 / 59 Outline 1 Introduction 2 Lagrange

More information

RBF Collocation Methods and Pseudospectral Methods

RBF Collocation Methods and Pseudospectral Methods RBF Collocation Methods and Pseudospectral Methods G. E. Fasshauer Draft: November 19, 24 Abstract We show how the collocation framework that is prevalent in the radial basis function literature can be

More information

On the solution of integral equations of the first kind with singular kernels of Cauchy-type

On the solution of integral equations of the first kind with singular kernels of Cauchy-type International Journal of Mathematics and Computer Science, 7(202), no. 2, 29 40 M CS On the solution of integral equations of the first kind with singular kernels of Cauchy-type G. E. Okecha, C. E. Onwukwe

More information

ADOMIAN-TAU OPERATIONAL METHOD FOR SOLVING NON-LINEAR FREDHOLM INTEGRO-DIFFERENTIAL EQUATIONS WITH PADE APPROXIMANT. A. Khani

ADOMIAN-TAU OPERATIONAL METHOD FOR SOLVING NON-LINEAR FREDHOLM INTEGRO-DIFFERENTIAL EQUATIONS WITH PADE APPROXIMANT. A. Khani Acta Universitatis Apulensis ISSN: 1582-5329 No 38/214 pp 11-22 ADOMIAN-TAU OPERATIONAL METHOD FOR SOLVING NON-LINEAR FREDHOLM INTEGRO-DIFFERENTIAL EQUATIONS WITH PADE APPROXIMANT A Khani Abstract In this

More information

A Point Interpolation Meshless Method for the. Numerical Solution of the Singularly Perturbed. Integral and Integro-differential Equations

A Point Interpolation Meshless Method for the. Numerical Solution of the Singularly Perturbed. Integral and Integro-differential Equations Int. Journal of Math. Analysis, Vol. 7, 2013, no. 13, 643-656 HIKARI Ltd, www.m-hikari.com A Point Interpolation Meshless Method for the Numerical Solution of the Singularly Perturbed Integral and Integro-differential

More information

Discrete Projection Methods for Integral Equations

Discrete Projection Methods for Integral Equations SUB Gttttingen 7 208 427 244 98 A 5141 Discrete Projection Methods for Integral Equations M.A. Golberg & C.S. Chen TM Computational Mechanics Publications Southampton UK and Boston USA Contents Sources

More information

A Numerical Solution of Volterra s Population Growth Model Based on Hybrid Function

A Numerical Solution of Volterra s Population Growth Model Based on Hybrid Function IT. J. BIOAUTOMATIO, 27, 2(), 9-2 A umerical Solution of Volterra s Population Growth Model Based on Hybrid Function Saeid Jahangiri, Khosrow Maleknejad *, Majid Tavassoli Kajani 2 Department of Mathematics

More information

A new class of highly accurate differentiation schemes based on the prolate spheroidal wave functions

A new class of highly accurate differentiation schemes based on the prolate spheroidal wave functions We introduce a new class of numerical differentiation schemes constructed for the efficient solution of time-dependent PDEs that arise in wave phenomena. The schemes are constructed via the prolate spheroidal

More information

arxiv: v2 [math-ph] 16 Aug 2010

arxiv: v2 [math-ph] 16 Aug 2010 Numerical approximations for population growth model by Rational Chebyshev and Hermite Functions collocation approach: A comparison K. Parand 1,, A. R. Rezaei, A. Taghavi Department of Computer Sciences,

More information

A fast method for solving the Heat equation by Layer Potentials

A fast method for solving the Heat equation by Layer Potentials A fast method for solving the Heat equation by Layer Potentials Johannes Tausch Abstract Boundary integral formulations of the heat equation involve time convolutions in addition to surface potentials.

More information

GLOBAL WELL-POSEDNESS FOR NONLINEAR NONLOCAL CAUCHY PROBLEMS ARISING IN ELASTICITY

GLOBAL WELL-POSEDNESS FOR NONLINEAR NONLOCAL CAUCHY PROBLEMS ARISING IN ELASTICITY Electronic Journal of Differential Equations, Vol. 2017 (2017), No. 55, pp. 1 7. ISSN: 1072-6691. UL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu GLOBAL WELL-POSEDNESS FO NONLINEA NONLOCAL

More information

Iterative Approximation of Positive Solutions for Fractional Boundary Value Problem on the Half-line

Iterative Approximation of Positive Solutions for Fractional Boundary Value Problem on the Half-line Filomat 32:8 (28, 677 687 https://doi.org/.2298/fil8877c Published by Faculty of Sciences and Mathematics, University of Niš, Serbia Available at: http://www.pmf.ni.ac.rs/filomat Iterative Approximation

More information

Superconvergence of discontinuous Galerkin methods for 1-D linear hyperbolic equations with degenerate variable coefficients

Superconvergence of discontinuous Galerkin methods for 1-D linear hyperbolic equations with degenerate variable coefficients Superconvergence of discontinuous Galerkin methods for -D linear hyperbolic equations with degenerate variable coefficients Waixiang Cao Chi-Wang Shu Zhimin Zhang Abstract In this paper, we study the superconvergence

More information

A MODIFIED DECOUPLED SCALED BOUNDARY-FINITE ELEMENT METHOD FOR MODELING 2D IN-PLANE-MOTION TRANSIENT ELASTODYNAMIC PROBLEMS IN SEMI-INFINITE MEDIA

A MODIFIED DECOUPLED SCALED BOUNDARY-FINITE ELEMENT METHOD FOR MODELING 2D IN-PLANE-MOTION TRANSIENT ELASTODYNAMIC PROBLEMS IN SEMI-INFINITE MEDIA 8 th GRACM International Congress on Computational Mechanics Volos, 2 July 5 July 205 A MODIFIED DECOUPLED SCALED BOUNDARY-FINITE ELEMENT METHOD FOR MODELING 2D IN-PLANE-MOTION TRANSIENT ELASTODYNAMIC

More information

Differential equations, comprehensive exam topics and sample questions

Differential equations, comprehensive exam topics and sample questions Differential equations, comprehensive exam topics and sample questions Topics covered ODE s: Chapters -5, 7, from Elementary Differential Equations by Edwards and Penney, 6th edition.. Exact solutions

More information

Chapter 4: Interpolation and Approximation. October 28, 2005

Chapter 4: Interpolation and Approximation. October 28, 2005 Chapter 4: Interpolation and Approximation October 28, 2005 Outline 1 2.4 Linear Interpolation 2 4.1 Lagrange Interpolation 3 4.2 Newton Interpolation and Divided Differences 4 4.3 Interpolation Error

More information

ETNA Kent State University

ETNA Kent State University Electronic Transactions on Numerical Analysis. Volume 35, pp. 148-163, 2009. Copyright 2009,. ISSN 1068-9613. ETNA SPHERICAL QUADRATURE FORMULAS WITH EQUALLY SPACED NODES ON LATITUDINAL CIRCLES DANIELA

More information

Spectral collocation and waveform relaxation methods with Gegenbauer reconstruction for nonlinear conservation laws

Spectral collocation and waveform relaxation methods with Gegenbauer reconstruction for nonlinear conservation laws Spectral collocation and waveform relaxation methods with Gegenbauer reconstruction for nonlinear conservation laws Z. Jackiewicz and B. Zubik Kowal November 2, 2004 Abstract. We investigate Chebyshev

More information

Preface. 2 Linear Equations and Eigenvalue Problem 22

Preface. 2 Linear Equations and Eigenvalue Problem 22 Contents Preface xv 1 Errors in Computation 1 1.1 Introduction 1 1.2 Floating Point Representation of Number 1 1.3 Binary Numbers 2 1.3.1 Binary number representation in computer 3 1.4 Significant Digits

More information

http://www.springer.com/3-540-30725-7 Erratum Spectral Methods Fundamentals in Single Domains C. Canuto M.Y. Hussaini A. Quarteroni T.A. Zang Springer-Verlag Berlin Heidelberg 2006 Due to a technical error

More information