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...

In order to accelerate implementation of hyperelastic materials for finite element analysis, we developed an automatic numerical algorithm that only requires the strain energy function. This saves the effort on analytical derivation and coding of stress and tangent modulus, which is time-consuming and prone to human errors. Using the one-sided Newton difference quotients, the proposed algorithm...

In order to achieve higher computational precision in approximating the first-order derivative of the target point, the 1-step-ahead numerical differentiation formulas are presented. These formulas greatly remedy some intrinsic weaknesses of the backward numerical differentiation formulas, and overcome the limitation of the central numerical differentiation formulas. In addition, a group of for...

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In this paper, an effective numerical method is introduced for the treatment of nonlinear two-dimensional Volterra-Fredholm integro-differential equations. Here, we use the so-called two-dimensional block-pulse functions.First, the two-dimensional block-pulse operational matrix of integration and differentiation has been presented. Then, by using this matrices, the nonlinear two-dimensional Vol...

In order to achieve higher computational precision in approximating the first-order derivative and discretize more effectively the continuous-time Zhang neural network (ZNN), a Taylor-type numerical differentiation rule is proposed and investigated in this paper. This rule not only greatly remedies some intrinsic weaknesses of the backward and central numerical differentiation rules, but also o...

In this paper, an effective numerical method is introduced for the treatment of nonlinear two-dimensional Volterra-Fredholm integro-differential equations. Here, we use the so-called two-dimensional block-pulse functions.First, the two-dimensional block-pulse operational matrix of integration and differentiation has been presented. Then, by using this matrices, the nonlinear two-dimensional Vol...

In this paper, we consider the construction of a new class of numerical methods based on the backward differentiation formulas (BDFs) that be equipped by including two off--step points. We represent these methods from general linear methods (GLMs) point of view which provides an easy process to improve their stability properties and implementation in a variable stepsize mode. These superioritie...