Seminonlinear boundary value problems for nondegenerate differential-algebraic system

The article proposes original solvability conditions and the scheme for finding solutions of the nonlinear Noetherian differential-algebraic boundary value problem. And we use the matrix pseudo-inversion technique of Moore-Penrose. The posed problem in the article continues the study of conditions of solvability and schemes for finding solutions of the nonlinear Noetherian boundary-value problems given in the monographs by A. Poincare, A.M. Lyapunov, I.G. Malkin, J. Hale, Yu.A. Ryabov, A.M. Samoylenko, N.V. Azbelev, V.P. Maksimov, L.F. Rakhmatullina and A.A. Boychuk. We studied a general case, when a linear bounded operator corresponding to the homogeneous part of the linear Noetherian differential-algebraic boundary value problem has no inverse. Sufficient conditions for reducibility of the differential algebraic equation to the system uniting a differential and algebraic equation are found. Thus, the differential-algebraic boundary value problem is reduced to the nonlinear Noetherian boundary value problem for the system of ordinary differential equations. We studied the case of the presence of simple roots of the equation for generating amplitudes. Constructive necessary and sufficient conditions of existence were obtained to find solutions to the problem in the critical case, and the converging iterative scheme was constructed. The proposed solvability conditions, and the scheme for finding solutions of the nonlinear Noetherian differential-algebraic boundary value problem are illustrated in detail by the example from the nonlinear Noetherian differential-algebraic boundary value problem for Duffing type equations. For control of the rate of the iterative scheme convergence to the exact solution of the differential-algebraic boundary value problem for the Duffing type equation, we used the residuals of the obtained approximations in the Duffing type equation in the space of continuous functions.

We have obtained the conditions of existence and a scheme for constructing solutions of a weakly nonlinear boundary value problem for a degenerate differential-algebraic system in the noncritical case. The boundary condition is determined by a weakly nonlinear vector functional. The linear part of the problem is a linear boundary value problem for a degenerate differential-algebraic system. Linear differential-algebraic boundary value problems have been studied in monographs by S. Campbell, J.R. Magnus, A.M. Samoilenko and V.P. Yakovets. In the works of A.M. Samoilenko and O.A. Boichuk, using the central canonical form, the necessary and sufficient conditions for the existence of solutions of nonlinear differential-algebraic boundary value problems were obtained. We have obtained necessary and sufficient conditions for the existence of solutions of nonlinear differential-algebraic systems without using the central canonical form, which allows us to study the solvability of differential-algebraic boundary value problems that depend on arbitrary continuous functions. This approach significantly varies the classification of nonlinear differential-algebraic boundary value problems in critical and noncritical cases. Our formulation of the weakly nonlinear differential-algebraic boundary value problem generalises the boundary value problems studied in the works of Yu.O. Mitropolsky, A.M. Samoilenko, and O.A. Boichuk. The case when a differential-algebraic system is not solvable with respect to the derivative is considered, and substitutions of the unknown are proposed. It leads the original system to a nonlinear differential-algebraic system solvable with respect to the derivative. Finally, we present an example of a nonlinear differential-algebraic antiperiodic boundary value problem for a Riccati-type equation, which demonstrates the constructiveness of the obtained necessary and sufficient conditions for the existence of solutions of nonlinear differential-algebraic systems. The obtained results can be transferred to the problems of finding conditions for the existence and schemes for constructing solutions of nonlinear degenerate differential-algebraic boundary value problems in critical cases, as well as to the problems of finding conditions for the stability of such solutions.

A nonlinear loaded differential equation with a parameter on a finite interval is studied. The interval is partitioned by the load points, at which the values of the solution to the equation are set as additional parameters. A nonlinear boundary value problem for the considered equation is reduced to a nonlinear multipoint boundary value problem for the system of nonlinear ordinary differential equations with parameters. For fixed parameters, we obtain the Cauchy problems for ordinary differential equations on the subintervals. Substituting the values of the solutions to these problems into the boundary condition and continuity conditions at the partition points, we compose a system of nonlinear algebraic equations in parameters. A method of solving the boundary value problem with a parameter is proposed. The method is based on finding the solution to the system of nonlinear algebraic equations composed.

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.

Solution of nonlinear boundary value problems — I method of third order convergence for solution of nonlinear two-point boundary value problems single second order equation

Chapter 5 - Life Is Really Nonlinear

We consider boundary value problems with periodic boundary conditions for first-order linear systems of impulsive ordinary differential equations with unknown right-hand sides and jumps of solutions at the impulse points entering into the statement of these problems which are assumed to be subjected to some quadratic restrictions. From indirect noisy observations of their solutions on a finite system of intervals, we obtain the optimal, in certain sense, estimates of images of their right-hand sides under linear continuous operators. Under the condition that the unknown correlation functions of noises in observations belong to some special sets, it is established that such estimates and estimation errors are expressed explicitly via solutions of special periodic boundary value problems for linear impulsive systems of ordinary differential equations.

The brief presentation of the method of fast expansions is given to solve nonlinear differential equations. Application rules of the operator of fast expansions are specified for solving differential equations. According to the method of fast expansions, an unknown function can be represented as the sum of the boundary function and Fourier series sines and cosines for one variable. The special construction of the boundary functions leads to reasonably fast convergence of the Fourier series, so that for engineering calculations, it is sufficient to consider only the first three members. The method is applicable both to linear and nonlinear integro-differential systems. By means of applying the method of fast expansions to nonlinear Navier-Stokes equations the problem is reduced to a closed system of ordinary differential equations, which solution doesn't represent special difficulties. We can reapply the method of fast expansions to the resulting system of differential equations and reduce the original problem to a system of algebraic equations. If the problem is n -dimensional, then after n -fold application of the method of fast expansions the problem will be reduced to a closed algebraic system. Finally, we obtain an analytic-form solution of complicated boundary value problem in partial derivatives. The flow of an incompressible viscous fluid of Navier–Stokes is considered in a curvilinear pipe. The problem is reduced to solving a closed system of ordinary differential equations with boundary conditions by the method of fast expansions. The article considers peculiarities of finding the coefficients of boundary functions and Fourier coefficients for the zero-order and first-order operators of fast expansions. Obtaining the analytic-form solution is of great interest, because it allows to analyze and to investigate the influence of various factors on the properties of the viscous fluid in specific cases.

We establish necessary and sufficient conditions for the solvability of the nonlinear boundary-value problem in the critical case and develop a scheme for the construction of solutions of this problem. By using the Newton–Kantorovich method, we propose a new iterative scheme for the determination of solutions to the weakly nonlinear boundary-value problem for a system of ordinary differential equations in the critical case. As examples of application of the constructed iterative scheme, we obtain approximations to the solutions of a periodic boundary-value problem for the Duffing and Lienard equations. To check the accuracy of the established approximations to the solutions of the periodic boundary-value problem for the Duffing and Lienard equations, we use discrepancies in the original equations.

A method is proposed to transform a system of differential algebraic equations (D.A.E.) to a system of ordinary differential equations (O.D.E.) which can be solved relatively easily by standard numerical techniques.Two examples, including a model of an absorption tower, are given to illustrate the utility of the method. The example problems reveal that this easily implemented technique offers significant savings in CPU time compared to the numerical solution of the untransformed D.A.E.s particularly when the algebraic equations are nonlinear.Furthermore, it appears to be faster and/or more reliable than other numerical schemes which have been recently developed for equations of this type.

This paper proposes the implementation of dynamic power systems as a system of differential algebraic equations (DAEs) and to solve it by means of DAE solvers, because it is easier and more natural to write the equations as a system of DAEs than to write them as a system of ordinary differential equations (ODEs). Problem-solving environments have recently included routines in their packages to solve DAEs. One of these routines has been used to simulate a power system composed of a nonlinear, three-phase, three-legged transformer, a load and all their possible connections. The magnetic transformer relations and the connections give some of the algebraic equations of the DAE system.

We establish necessary and sufficient conditions for the existence of solutions of weakly nonlinear degenerate boundary-value problems for systems of ordinary differential equations with a Noetherian operator in the linear part. We propose a convergent iterative procedure for finding solutions and establish the relationship between necessary and sufficient conditions.

Numerical solution of two-point boundary value problems

A numerical method is suggested for solving systems of nonautonomous loaded linear ordinary differential equations with nonseparated multipoint and integral conditions. The method is based on the convolution of integral conditions into local ones. As a result, the original problem is reduced to an initial value (Cauchy) problem for systems of ordinary differential equations and linear algebraic equations. The approach proposed is used in combination with the linearization method to solve systems of loaded nonlinear ordinary differential equations with nonlocal conditions. An example of a loaded parabolic equation with nonlocal initial and boundary conditions is used to show that the approach can be applied to partial differential equations. Numerous numerical experiments on test problems were performed with the use of the numerical formulas and schemes proposed.

There are few numerical techniques available to solve third order boundary value problems. In this paper, we present Galerkin weighted residual method for constructing the numerical solution of third order linear and nonlinear boundary value problems with two point boundary conditions. The method is formulated as a rigorous matrix form. Several numerical examples of both linear and nonlinear boundary value problems in the literature are presented to illustrate the reliability and efficiency of the proposed method. The present method is quite efficient and yields better results when compared with the existing methods in the literature. Keywords: Galerkin method, Third order linear and nonlinear BVPs, Bernstein Polynomials.