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
Optimale Fehlerabschätzungen mit dualen Funktionalen bei semilineraen Randwertaufgaben gewöhnlicher Differentialgleichungen.
Optimale Runge-Kutta-Verfahren der Ordnung 2 und 3.
Optimale Verfahren zur numerischen Integration von Anfangswertproblemen.
Optimally stable fifth-order integration methods: A numerical approach.
Optimum error estimates for finite-difference methods
Order and Stepsize Control in Extrapolation Methods
Order Conditions for Numerical Methods for Partitioned Ordinary Differential Equations.
Order conditions for partitioned Runge-Kutta methods
We illustrate the use of the recent approach by P. Albrecht to the derivation of order conditions for partitioned Runge-Kutta methods for ordinary differential equations.