Numerical Solution of Ordinary Differential Equations
نویسنده
چکیده
منابع مشابه
Numerical solution and simulation of random differential equations with Wiener and compound Poisson Processes
Ordinary differential equations(ODEs) with stochastic processes in their vector field, have lots of applications in science and engineering. The main purpose of this article is to investigate the numerical methods for ODEs with Wiener and Compound Poisson processes in more than one dimension. Ordinary differential equations with Ito diffusion which is a solution of an Ito stochastic differentia...
متن کاملNumerical method for singularly perturbed fourth order ordinary differential equations of convection-diffusion type
In this paper, we have proposed a numerical method for singularly perturbed fourth order ordinary differential equations of convection-diffusion type. The numerical method combines boundary value technique, asymptotic expansion approximation, shooting method and finite difference method. In order to get a numerical solution for the derivative of the solution, the given interval is divided in...
متن کاملNumerical solution of second-order stochastic differential equations with Gaussian random parameters
In this paper, we present the numerical solution of ordinary differential equations (or SDEs), from each order especially second-order with time-varying and Gaussian random coefficients. We indicate a complete analysis for second-order equations in special case of scalar linear second-order equations (damped harmonic oscillators with additive or multiplicative noises). Making stochastic differe...
متن کاملNumerical Solution of Heun Equation Via Linear Stochastic Differential Equation
In this paper, we intend to solve special kind of ordinary differential equations which is called Heun equations, by converting to a corresponding stochastic differential equation(S.D.E.). So, we construct a stochastic linear equation system from this equation which its solution is based on computing fundamental matrix of this system and then, this S.D.E. is solved by numerically methods. Moreo...
متن کاملChebyshev Spectral Collocation Method for Computing Numerical Solution of Telegraph Equation
In this paper, the Chebyshev spectral collocation method(CSCM) for one-dimensional linear hyperbolic telegraph equation is presented. Chebyshev spectral collocation method have become very useful in providing highly accurate solutions to partial differential equations. A straightforward implementation of these methods involves the use of spectral differentiation matrices. Firstly, we transform ...
متن کاملDifferential transform method for a a nonlinear system of differential equations arising in HIV infection of CD4+T cell
In this paper, differential transform method (DTM) is described and is applied to solve systems of nonlinear ordinary differential equations which is arising in HIV infections of cell. Intervals of validity of the solution will be extended by using Pade approximation. The results also will be compared with those results obtained by Runge-Kutta method. The technique is described and is illustrat...
متن کامل