A Direct Matrix Method for Computing Analytical Jacobians of Discretized Nonlinear Integro-differential Equations

An efficient approximate version of implicit Taylor methods for initial-value problems of systems of ordinary differential equations (ODEs) is introduced. The approach, based on an approximate formulation of Taylor methods, produces a method that requires less evaluations of the function that defines the ODE and its derivatives than the usual version. On the other hand, an efficient numerical solution of the equation that arises from the discretization by means of Newton's me...

Single-stage or single-step high-order temporal discretizations of partial differential equations (PDEs) have shown great promise in delivering high-order accuracy in time with efficient use of computational resources. There has been much success in developing such methods for finite volume method (FVM) discretizations of PDEs. The Picard Integral formulation (PIF) has recently made such single-stage temporal methods accessible for finite difference method (FDM) discretizatio...

We propose the numerical methods for solution of the weakly regular linear and nonlinear evolutionary (Volterra) integral equation of the first kind. The kernels of such equations have jump discontinuities along the continuous curves (endogenous delays) which starts at the origin. In order to linearize these equations we use the modified Newton-Kantorovich iterative process. Then for linear equations we propose two direct quadrature methods based on the piecewise constant and...

Although being powerful, the differential transform method yet suffers from a drawback which is how to compute the differential transform of nonlinear non-autonomous functions that can limit its applicability. In order to overcome this defect, we introduce in this paper a new general formula and its related recurrence relations for computing the differential transform of any analytic nonlinear non-autonomous function with one or multi-variable. Regarding, the formula in the l...

In this paper, the numerical differentiation by integration method based on Jacobi polynomials originally introduced by Mboup, Fliess and Join is revisited in the central case where the used integration window is centered. Such method based on Jacobi polynomials was introduced through an algebraic approach and extends the numerical differentiation by integration method introduced by Lanczos. The here proposed method is used to estimate the $n^{th}$ ($n \in \mathbb{N}$) order ...

This paper has been withdrawn.

We survey the main numerical techniques for finite-dimensional nonlinear optimal control. The chapter is written as a guide to practitioners who wish to get rapidly acquainted with the main numerical methods used to efficiently solve an optimal control problem. We consider two classical examples, simple but significant enough to be enriched and generalized to other settings: Zermelo and Goddard problems. We provide sample of the codes used to solve them and make these codes a...

This paper presents a direct numerical scheme to approximate the solution of all classes of nonlinear Volterra integral equations of the first kind. This computational method is based on operational matrices and vectors. The operational vector for hybrid block pulse functions and Chebyshev polynomials is constructed. The scheme transforms the integral equation to a matrix equation and solves it with a careful estimate of the error involved. The main characteristic of the sche...

An algorithm for the numerical solution of a nonlinear integro-differential equation arising in the single-species annihilation reaction $A + A \rightarrow\varnothing$ modeling is discussed. Finite difference method together with the linear approximation of the unknown function is considered. For divergent integrals presented in the equation for dimension $d=2$ a regularization is used. Some numerical results are presented.

In this study, we propose a unified, general framework for the direct discontinuous Galerkin methods. In the new framework, the antiderivative of the nonlinear diffusion matrix is not needed. This allows a simple definition of the numerical flux, which can be used for general diffusion equations with no further modification. We also present the nonlinear stability analyses of the new direct discontinuous Galerkin methods and perform several numerical experiments to evaluate t...