On the worst scenario method: Application to uncertain nonlinear differential equations with numerical examples
On the Zero Stability of the Variable Order Variable Stepsize BDF-Formulas.
On those ordinary differential equations that are solved exactly by the improved Euler method
As a numerical method for solving ordinary differential equations , the improved Euler method is not assumed to give exact solutions. In this paper we classify all cases where this method gives the exact solution for all initial conditions. We reduce an infinite system of partial differential equations for to a finite system that is sufficient and necessary for the improved Euler method to give the exact solution. The improved Euler method is the simplest explicit second order Runge-Kutta method....
On total truncation error estimation for the one-step method
In this paper the author establishes estimation of the total truncation error after steps in the fifth order Ruge-Kutta-Huťa formula for systems of differential equations. The approach is analogous to that used by Vejvoda for the estimation of the classical formulas of the Runge-Kutta type of the 4-th order.
On Transformations of Graded Matrices, with Applications to Stiff ODE's.
One parameter family of linear difference equations and the stability problem for the numerical solution of ODEs.
One-dimensional adaptive grid generation.
One-step and Extrapolation Methods for Differential-Algebraic Systems.
One-step methods for neutral delay-differential equations with state dependent delays
One-step methods for ordinary differential equations with parameters
In the present paper we are concerned with the problem of numerical solution of ordinary differential equations with parameters. Our method is based on a one-step procedure for IDEs combined with an iterative process. Simple sufficient conditions for the convergence of this method are obtained. Estimations of errors and some numerical examples are given.
One-step methods for two-point boundary value problems in ordinary differential equations with parameters
A general theory of one-step methods for two-point boundary value problems with parameters is developed. On nonuniform nets , one-step schemes are considered. Sufficient conditions for convergence and error estimates are given. Linear or quadratic convergence is obtained by Theorem 1 or 2, respectively.
One-Step Methods of Any Order for Ordinary Differential Equations with Discontinuous Right-Hand Sides.
Operational Methods in the Environment of a Computer Algebra System
This article presents the principal results of the doctoral thesis “Direct Operational Methods in the Environment of a Computer Algebra System” by Margarita Spiridonova (Institute of mathematics and Informatics, BAS), successfully defended before the Specialised Academic Council for Informatics and Mathematical Modelling on 23 March, 2009.The presented research is related to the operational calculus approach and its representative applications. Operational methods are considered, as well as their...
Opposing flows in a one dimensional convection-diffusion problem
In this paper, we examine a particular class of singularly perturbed convection-diffusion problems with a discontinuous coefficient of the convective term. The presence of a discontinuous convective coefficient generates a solution which mimics flow moving in opposing directions either side of some flow source. A particular transmission condition is imposed to ensure that the differential operator is stable. A piecewise-uniform Shishkin mesh is combined with a monotone finite difference operator...
Optimal closing of a pair trade with a model containing jumps
A pair trade is a portfolio consisting of a long position in one asset and a short position in another, and it is a widely used investment strategy in the financial industry. Recently, Ekström, Lindberg, and Tysk studied the problem of optimally closing a pair trading strategy when the difference of the two assets is modelled by an Ornstein-Uhlenbeck process. In the present work the model is generalized to also include jumps. More precisely, we assume that the difference between the assets is an...
Optimal Convective Heat-Transport
The one-dimensional steady-state convection-diffusion problem for the unknown temperature of a medium entering the interval with the temperature and flowing with a positive velocity is studied. The medium is being heated with an intensity corresponding to for a constant . We are looking for a velocity with a given average such that the outflow temperature is maximal and discuss the influence of the boundary condition at the point on the “maximizing” function .
Optimal design of an elastic beam with a unilateral elastic foundation: semicoercive state problem
A design optimization problem for an elastic beam with a unilateral elastic foundation is analyzed. Euler-Bernoulli's model for the beam and Winkler's model for the foundation are considered. The state problem is represented by a nonlinear semicoercive problem of 4th order with mixed boundary conditions. The thickness of the beam and the stiffness of the foundation are optimized with respect to a cost functional. We establish solvability conditions for the state problem and study the existence of...
Optimal discrete approximation of continuous linear operators applicable to control problems
Optimal snapshot location for computing POD basis functions
The construction of reduced order models for dynamical systems using proper orthogonal decomposition (POD) is based on the information contained in so-called snapshots. These provide the spatial distribution of the dynamical system at discrete time instances. This work is devoted to optimizing the choice of these time instances in such a manner that the error between the POD-solution and the trajectory of the dynamical system is minimized. First and second order optimality systems are given. Numerical...
Optimal solution of some two-point boundary value problem