Pedro M. Lima

Efficient Numerical Solution of the Density Profile Equation in Hydrodynamics

We discuss the numerical treatment of a nonlinear second order boundary value problem in ordinary differential equations posed on an unbounded domain which represents the density profile equation for the description of the formation of microscopical bubbles in a non-homogeneous fluid. For an efficient numerical solution the problem is transformed to a finite interval and polynomial collocation is applied to the resulting boundary value problem with essential singularity. We demonstrate that this problem is well-posed and the involved collocation methods show their classical convergence order. Moreover, we investigate what problem statement yields favorable conditioning of the associated collocation equations. Thus, collocation methods provide a sound basis for the implementation of a standard code equipped with an a posteriori error estimate and an adaptive mesh selection procedure. We present a code based on these algorithmic components that we are currently developing especially for the numerical solution of singular boundary value problems of arbitrary, mixed order, which also admits to solve problems in an implicit formulation. Finally, we compare our approach to a solution method proposed in the literature and conclude that collocation is an easy to use, reliable and highly accurate way to solve problems of the present type.

Analysis and numerical methods for fractional differential equations with delay

In this paper, we consider fractional differential equations with delay. We focus on linear equations. We summarise existence and uniqueness theory based on the method of steps and we give a theorem on the propagation of derivative discontinuities. We discuss the dependence of the solution on the parameters of the equation and conclude with a numerical treatment and examples based on the adaptation of a fractional backward difference method to the delay case.

Numerical solution of a class of two-dimensional nonlinear Volterra integral equations using Legendre polynomials

In this paper, a method for finding an approximate solution of a class of two-dimensional nonlinear Volterra integral equations is discussed. The properties of two-dimensional shifted Legendre functions are presented. The operational matrices of integration and product together with the collocation points are utilized to reduce the solution of the integral equation to the solution of a system of nonlinear algebraic equations. Some results concerning the error analysis are obtained. We also consider the application of the method to the solution of certain partial differential equations. Illustrative examples are included to demonstrate the validity and applicability of the technique.

An extrapolation method for a Volterra integral equation with weakly singular kernel

Abstract In this work we consider second kind Volterra integral equations with weakly singular kernels. By introducing some appropriate function spaces we prove the existence of an asymptotic error expansion for Eulers method. This result allows the use of certain extrapolation procedures which is illustrated by means of some numerical examples.

Bubbles and droplets in nonlinear physics models: Analysis and numerical simulation of singular nonlinear boundary value problem

For a second-order nonlinear ordinary differential equation (ODE), a singular Boundary value problem (BVP) is investigated which arises in hydromechanics and nonlinear field theory when static centrally symmetric bubble-type (droplet-type) solutions are sought. The equation, defined on a semi-infinite interval 0 < r < ∞, possesses a regular singular point as r→ 0 and an irregular one as r→ ∞. We give the restrictions to the parameters for a correct mathematical statement of the limit boundary conditions in singular points and their accurate transfer into the neighborhoods of these points using certain results for singular Cauchy problems and stable initial manifolds. The necessary and sufficient conditions for the existence of bubble-type (droplet-type) solutions are discussed (in the form of additional restrictions to the parameters) and some estimates are obtained. A priori detailed analysis of a singular nonlinear BVP leads to efficient shooting methods for solving it approximately. Some results of the numerical experiments are displayed and their physical interpretation is discussed.

Numerical methods and asymptotic error expansions for the Emden-Fowler equations

In the present paper we analyse a numerical method for computing the solution of some boundary-value problems for the Emden-Fowler equations. The differential equations are discretized by a finite-difference method and we derive asymptotic expansions for the discretization error. Based on these asymptotic expansions, we use an extrapolation algorithm to accelerate the convergence of the numerical method.

Analytical and numerical investigation of mixed-type functional differential equations

This paper is concerned with the approximate solution of a linear non-autonomous functional differential equation, with both advanced and delayed arguments. We search for a solution x(t), defined for t@?[-1,k], (k@?N), that satisfies this equation almost everywhere on [0,k-1] and assumes specified values on the intervals [-1,0] and (k-1,k]. We provide a discussion of existence and uniqueness theory for the problems under consideration and describe numerical algorithms for their solution, giving an analysis of their convergence.

Two-dimensional integral–algebraic systems: Analysis and computational methods

Abstract In this article we formulate sufficient conditions for the existence and uniqueness of solution to systems of two-dimensional Volterra integral equations, in which the coefficient of the main term is a singular matrix. A numerical method is introduced which can be applied to approximate the solution when the given conditions are satisfied. The convergence of this method is proved and illustrated by numerical examples.

Numerical Modelling of a Functional Differential Equation with Deviating Arguments Using a Collocation Method

This paper is concerned with the approximate solution of a functional differential equation of the form: x′(t) = α(t)x(t)+β(t)x(t−1)+γ(t)x(t+1). We search for a solution x, defined for t∈[−1,k],(k∈N), which takes given values onn the intervals [−1,0] and (k−1,k]. Continuing the work started in [10], we introduce and anlyse some new computational methods for the solution of this problem which are applicable both in the case of constant and variable coefficients. Numerical results are presented and compared with the results obtained by other methods.

Finite element solution of a linear mixed-type functional differential equation

This paper is devoted to the approximate solution of a linear first-order functional differential equation which involves delayed and advanced arguments. We seek a solution x, defined for t ∈ (0, k − 1],(k ∈ IN ), which takes given values on the intervals [ − 1, 0] and (k − 1, k]. Continuing the work started in previous articles on this subject, we introduce and analyse a computational algorithm based on the finite element method for the solution of this problem which is applicable both in the case of constant and variable coefficients. Numerical results are presented and compared with the results obtained by other methods.