In this paper, a second-order nonlinear singular boundary value problem is presented, which is equivalent to the well-known Falkner-Skan equation. And the one-dimensional third-order boundary value problem on interval [Formula: see text] is equivalently transformed into a second-order boundary value problem on finite interval [Formula: see text]. The finite difference method is utilized to solv...

We study a fourth order finite difference method for the unsteady incompressible Navier-Stokes equations in vorticity formulation. The scheme is essentially compact and can be implemented very efficiently. Either Briley’s formula, or a new higher order formula, which will be derived in this paper, can be chosen as the vorticity boundary condition. By formal Taylor expansion, the new formula for...

In previous work the framework for a hypercomplex function theory in superspace was established and amply investigated. In this paper a Cauchy integral formula is obtained in this new framework by exploiting techniques from orthogonal Clifford analysis. After introducing Clifford algebra valued surfaceand volume-elements first a purely fermionic Cauchy formula is proven. Combining this formula ...

approximating the solution of differential equations of fractional order is necessary because fractional differential equations have extensively been used in physics, chemistry as well as engineering fields. in this paper with central difference approximation and newton cots integration formula, we have found approximate solution for a class of boundary value problems of fractional order. three...

The purpose of this paper is to study the higher order asymptotic distributions of the eigenvalues associated with a class of Sturm-Liouville problem with equation of the form w??=(?2f(x)?R(x)) (1), on [a,b, where ? is a real parameter and f(x) is a real valued function in C2(a,b which has a single zero (so called turning point) at point 0x=x and R(x) is a continuously differentiable function. ...

We study how much data a Bayesian observer needs to correctly infer the relative likelihoods of two events when both events are arbitrarily rare. Each period, either a blue die or a red die is tossed. The two dice land on side [Formula: see text] with unknown probabilities [Formula: see text] and [Formula: see text], which can be arbitrarily low. Given a data-generating process where [Formula: ...

We have implemented in Matlab a Gauss-like cubature formula over bivariate domains with a piecewise regular boundary, which is tracked by splines of maximum degree p (spline curvilinear polygons). The formula is exact for polynomials of degree at most 2n− 1 using N ∼ cmn nodes, 1 ≤ c ≤ p, m being the total number of points given on the boundary. It does not need any decomposition of the domain,...

We have implemented in Matlab a Gauss-like cubature formula over arbitrary bivariate domains with a piecewise regular boundary, which is tracked by splines of maximum degree p (spline curvilinear polygons). The formula is exact for polynomials of degree at most 2n− 1 using N ∼ cmn2 nodes, 1 ≤ c ≤ p, m being the total number of points given on the boundary. It does not need any decomposition of ...

Suppose V is a vectorfield on a compact manifold M with or without boundary ∂M . There is a formula, originally due to Marston Morse [Mo] in 1929, which is not as widely known as it should be. It was rediscovered in 1968 by C. Pugh [P] and by the author [G] in 1985. The formula related the index of the vectorfield V with the index of a vectorfield on part of the boundary. This formula, like de ...