Solving the difference initial-boundary value problems by the operator exponential method

In this article I present a fast and direct method for solving several types of linear finite difference equations (FDE) with constant coefficients. The method is based on a polynomial form of the translation operator and its inverse, and can be used to find the particular solution of the FDE. This work raises the possibility of developing new ways to expand the scope of the operational methods.

Mathematical modeling of many physical processes such as diffusion, viscosity of fluids and combustion involves differential equations with small coefficients of higher derivatives. These may be small diffusion coefficients for modeling the spreading of impurities, small coefficients of viscosity in fluid flow simulation etc. The difficulty with solving such problem is that if you set the small parameter at higher derivatives to zero, the solution of the degenerate problem do...

In this article, firstly we develop a method for a type of difference equations, applicable to solve approximately a class of first order ordinary differential equation systems. In a second step, we apply the results obtained to solve a non-linear two point boundary value problem relating a flight mechanics model. We highlight the algorithm obtained seems to be robust and of easy computational implementation.

We consider the problems of the numerical solution of the Cauchy problem for an evolutionary equation with memory when the kernel of the integral term is a difference one. The computational implementation is associated with the need to work with an approximate solution for all previous points in time. In this paper, the considered nonlocal problem is transformed into a local one; a loosely coupled equation system with additional ordinary differential equations is solved. This...

In this paper a technique is given to recover the classical order of the method when explicit exponential Runge-Kutta methods integrate reaction-diffusion problems. Although methods of high stiff order for problems with vanishing boundary conditions can be constructed, that may imply increasing the number of stages and therefore, the computational cost seems bigger than the technique which is suggested here, which just adds some terms with information on the boundaries. Moreo...

The approximate solution of the Cauchy problem for second-order evolution equations is performed, first of all, using three-level time approximations. Such approximations are easily constructed and relatively uncomplicated to investigate when using uniform time grids. When solving applied problems numerically, we should focus on approximations with variable time steps. When using multilevel schemes on non-uniform grids, we should maintain accuracy by choosing appropriate appr...

A new approach for integration of the initial value problem for ordinary differential equations is suggested. The algorithm is based on approximation of the solution by a system of functions that contains orthogonal exponential polynomials.

We propose an algebraic method that finds a sequence of functions that exponentially approach the solution of any second-order ordinary differential equation (ODE) with any boundary conditions. We define an extended ODE (eODE) composed of a linear generic differential operator that depends on free parameters, $p$, plus an $\epsilon$ perturbation formed by the original ODE minus the same linear term. After the eODE's formal $\epsilon$ expansion of the solution, we can solve or...

Many applied time-dependent problems are characterized by an additive representation of the problem operator. Additive schemes are constructed using such a splitting and associated with the transition to a new time level on the basis of the solution of more simple problems for the individual operators in the additive decomposition. We consider a new class of additive schemes for problems with additive representation of the operator at the time derivative. In this paper we con...

We consider the Cauchy problem for a first-order evolution equation with memory in a finite-dimensional Hilbert space when the integral term is related to the time derivative of the solution. The main problems of the approximate solution of such nonlocal problems are due to the necessity to work with the approximate solution for all previous time moments. We propose a transformation of the first-order integrodifferential equation to a system of local evolutionary equations. W...