A method of solving a nonlinear boundary value problem with a parameter for a loaded differential equation

In the article we obtained sufficient conditions of the existence of the nonlinear Noetherian boundary value problem solution for the system of differential-algebraic equations which are widely used in mechanics, economics, electrical engineering, and control theory. We studied the case of the nondegenerate system of differential algebraic equations, namely: the differential algebraic system that is solvable relatively to the derivative. In this case, the nonlinear system of differential algebraic equations is reduced to the system of ordinary differential equations with an arbitrary continuous function. The studied nonlinear differential-algebraic boundary-value problem in the article generalizes the numerous statements of the non-linear non-Gath boundary value problems considered in the monographs of А.М. Samoilenko, E.A. Grebenikov, Yu.A. Ryabov, A.A. Boichuk and S.M. Chuiko, and the obtained results can be carried over matrix boundary value problems for differential-algebraic systems. The obtained results in the article of the study of differential-algebraic boundary value problems, in contrast to the works of S. Kempbell, V.F. Boyarintsev, V.F. Chistyakov, A.M. Samoilenko and A.A. Boychuk, do not involve the use of the central canonical form, as well as perfect pairs and triples of matrices. To construct solutions of the considered boundary value problem, we proposed the iterative scheme using the method of simple iterations. The proposed solvability conditions and the scheme for finding solutions of the nonlinear Noetherian differential-algebraic boundary value problem, were illustrated with an example. To assess the accuracy of the found approximations to the solution of the nonlinear differential-algebraic boundary value problem, we found the residuals of the obtained approximations in the original equation. We also note that obtained approximations to the solution of the nonlinear differential-algebraic boundary value problem exactly satisfy the boundary condition.

A novel numerical method based on the differential transformation is proposed for solving nonlinear optimal control problems in this paper. The differential transformation is a linear operator that transforms a function from the original time and/or space domain into another domain in order to simplify the differential calculations. The optimality conditions for the optimal control problems can be represented by algebraic and differential equations. Using the differential transformation, these algebraic and differential equations with their boundary conditions are first converted into a system of nonlinear algebraic equations. Then the numerical optimal solutions are obtained in the form of finite-term Taylor series by solving the system of nonlinear algebraic equations. The differential transformation algorithm is similar to the spectral element methods in that the computational region splits into several subregions but it uses polynomials of high degrees by keeping a small number of subregions. The differential transformation algorithm could solve the finite- (or infinite-) time horizon optimal control problems formulated as either the algebraic and ordinary differential equations using Pontryagin’s minimum principle or the Hamilton–Jacobi–Bellman partial differential equation using dynamic programming in one unified framework. In addition, the differential transformation algorithm can efficiently solve optimal control problems with the piecewise continuous dynamics and/or nonsmooth control. The performance is demonstrated through illustrative examples.

The main objective of this paper is to develop new spectral solutions for linear and nonlinear fifth-order boundary value problems. For this aim, a new operational matrix of derivatives of certain nonsymmetric generalized Jacobi polynomials is established. The key idea for obtaining the suggested spectral solutions is to convert the fifth-order linear and nonlinear boundary value problems into systems of linear or nonlinear algebraic equations which can be efficiently solved by suitable solvers. A theoretical error bound is derived and the convergence analysis of the proposed expansion is proved. Numerical tests are presented aiming to ascertain the high efficiency and accuracy of the suggested algorithms.

Chapter 5 - Life Is Really Nonlinear

This paper is concerned with introducing two wavelets collocation algorithms for solving linear and nonlinear multipoint boundary value problems. The principal idea for obtaining spectral numerical solutions for such equations is employing third- and fourth-kind Chebyshev wavelets along with the spectral collocation method to transform the differential equation with its boundary conditions to a system of linear or nonlinear algebraic equations in the unknown expansion coefficients which can be efficiently solved. Convergence analysis and some specific numerical examples are discussed to demonstrate the validity and applicability of the proposed algorithms. The obtained numerical results are comparing favorably with the analytical known solutions.

A nonlinear two-point boundary-value problem for an ordinary differential equation is studied by the method of parametrization. We construct systems of nonlinear algebraic equations that enable us to find the initial approximation to the solution to the posed problem. In terms of the properties of constructed systems, we establish necessary and sufficient conditions for the existence of an isolated solution to the analyzed boundary-value problem.

Piecewise-linearized methods for the solution of two-point boundary value problems in ordinary differential equations are presented. These problems are approximated by piecewise linear ones which have analytical solutions and reduced to finding the slope of the solution at the left boundary so that the boundary conditions at the right end of the interval are satisfied. This results in a rather complex system of non-linear algebraic equations which may be reduced to a single non-linear equation whose unknown is the slope of the solution at the left boundary of the interval and whose solution may be obtained by means of the Newton–Raphson method. This is equivalent to solving the boundary value problem as an initial value one using the piecewise-linearized technique and a shooting method. It is shown that for problems characterized by a linear operator a technique based on the superposition principle and the piecewise-linearized method may be employed. For these problems the accuracy of piecewise-linearized methods is of second order. It is also shown that for linear problems the accuracy of the piecewise-linearized method is superior to that of fourth-order-accurate techniques. For the linear singular perturbation problems considered in this paper the accuracy of global piecewise linearizat ion is higher than that of finite difference and finite element methods. For non-linear problems the accuracy of piecewise-linearized methods is in most cases lower than that of fourth-order methods but comparable with that of second-order techniques owing to the linearization of the non-linear terms.

The solution of a system of nonlinear algebraic or transcendental equations is probably one of the most difficult problems in numerical analysis. In general, it is almost impossible to find the solution, unless an approximate value is already known. Linear equations occur more frequently in numerical calculations, simply because it is difficult and sometimes impossible to solve the corresponding nonlinear problem. Most of the equations governing the physical world are nonlinear, but very often for simplicity and tractability linear models are considered. Solution of boundary value problems for differential equations also lead to a nonlinear equation or a system of nonlinear equations. Solution of a system of nonlinear equations also arises in numerical analysis, while deriving certain formulae. As we have seen in Chapter 6, the Gaussian quadrature formulae can be obtained by solving a system of nonlinear equations.

The problem of numerical solution of systems of nonlinear algebraic equations with even powers is studied in this paper. Nondifferentiable (nonsmooth) unconstrained minimization problems are associated with the system under consideration, with objective functions, based on discrete l 1 - and l ∞ - norm, respectively, by using these two norms as proximity criteria, and the considered system is solved by minimizing the sum of absolute values of residuals, in the case of l 1 - norm, or by minimizing the maximal residual, in the case of l ∞ - norm, respectively. Also, a “differentiable” unconstrained minimization problem (least squares problem) is associated with the considered system of nonlinear equations, with objective function, based on the discrete l 2 -norm, and the considered system is solved by minimizing the sum of squares of the residuals. Subgradients of the objective functions of unconstrained minimization problems are calculated, and a subgradient method for solving the associated problems is presented. The iterative gradient method for solving the corresponding “differentiable” discrete least squares problem, based on l 2 - norm, is also outlined, and gradients of the objective function of the corresponding “differentiable” unconstrained minimization problems are calculated.

A mathematical model and numerical method for simulation of the continuous casting process in a variable in time domain are presented. The variable geometry of the slab is caused by the change in time of the width of the mould. The mathematical model of the process is a Stefan problem with prescribed convection and non-linear Robin boundary condition. Considered differential equation is approximated by a finite difference scheme, which is constructed in several steps. First, a semi-discrete problem is constructed using the method of characteristics with respect to the time variable. Then, at each time level, the current elliptic problem in a curvilinear domain is replaced by a problem in the parallelepiped domain using the fictitious domain method. Finally, the boundary-value problem in the parallelepiped domain is approximated by a finite-difference scheme. The constructed fully discrete problem in algebraic form is a system of nonlinear equations containing a diagonal monotone operator and a linear part with a symmetric and positive definite $$M$$ -matrix. To solve the resulting system of nonlinear algebraic equations, well-known iterative solution methods can be applied.

The influence of the temperature dependence of the thermal conductivity and heat transfer coefficients, as well as of the emissivity of a dielectric film and of an insulating base on formation of a stationary temperature field of the dielectric–base system exposed to irradiation by a continuous ion beam in air, has been studied theoretically. Analytical expressions have been obtained for the temperature fields of a sample and base, as well as a system of interrelated nonlinear algebraic equations for characteristic temperatures. With the aid of numerical solution of a system of nonlinear algebraic equations, the dependences of the temperature of the irradiated surface of the sample–base system and of the rear side of this system on the incident ion beam parameters have been found. It has been established that these dependences are nonlinear. It has been found that heating of a sample, including its irradiated surface, decreases substantially with increase in the thermal conductivity of the base.

In this paper, we present a new computational method for solving nonlinear singular boundary value problems of fractional order arising in biology. To this end, we apply the operational matrices of derivatives of shifted Legendre polynomials to reduce such problems to a system of nonlinear algebraic equations. To demonstrate the validity and applicability of the presented method, we present some numerical examples.

Modified bounded homotopies to enable a narrow bounding zone

PurposeThe purpose of this paper is to present a method for solving nonlinear differential equations with constant and/or variable coefficients and with initial and/or boundary conditions.Design/methodology/approachThe method converts the nonlinear boundary value problem into a system of nonlinear algebraic equations. By solving this system, the solution is determined. Comparing the methodology with some known techniques shows that the present approach is simple, easy to use, and highly accurate.FindingsThe proposed technique allows us to obtain an approximate solution in a series form. Test problems are given to illustrate the pertinent features of the method. The accuracy of the numerical results indicates that the technique is efficient and well suited for solving nonlinear differential equations.Originality/valueThe present approach provides a reliable technique, which avoids the tedious work needed by classical techniques and existing numerical methods. The nonlinear problem is solved without linearizing or discretizing the nonlinear terms of the equation. The method does not require physically unrealistic assumptions, linearization, discretization, perturbation, or any transformation in order to find the solutions of the given problems.

A multiple scale time domain collocation method for solving non-linear dynamical system