Numerical Solution of a Class of Nonlinear System of Second-Order Boundary-Value Problems: a Fourth-Order Cubic Spline Approach

A cubic B-spline collocation approach is described and presented for the numerical solution of an extended system of linear and nonlinear second-order boundary-value problems. The system, whether regular or singularly perturbed, is tackled using a spline collocation approach constructed over uniform or non-uniform meshes. The rate of convergence is discussed theoretically and verified numerically to be of fourth-order. The efficiency and applicability of the technique are demonstrated by applying the scheme to a number of linear and nonlinear examples. The numerical solutions are contrasted with both analytical and other existing numerical solutions that exist in the literature. The numerical results demonstrate that this method is superior as it yields more accurate solutions

Fast Isogeometric Boundary Element Method based on Independent Field Approximation

An isogeometric boundary element method for problems in elasticity is presented, which is based on an independent approximation for the geometry, traction and displacement field. This enables a flexible choice of refinement strategies, permits an efficient evaluation of geometry related information, a mixed collocation scheme which deals with discontinuous tractions along non-smooth boundaries and a significant reduction of the right hand side of the system of equations for common boundary conditions. All these benefits are achieved without any loss of accuracy compared to conventional isogeometric formulations. The system matrices are approximated by means of hierarchical matrices to reduce the computational complexity for large scale analysis. For the required geometrical bisection of the domain, a strategy for the evaluation of bounding boxes containing the supports of NURBS basis functions is presented. The versatility and accuracy of the proposed methodology is demonstrated by convergence studies showing optimal rates and real world examples in two and three dimensions.Comment: 32 pages, 27 figure

Computational methods for the identification of spatially varying stiffness and damping in beams

A numerical approximation scheme for the estimation of functional parameters in Euler-Bernoulli models for the transverse vibration of flexible beams with tip bodies is developed. The method permits the identification of spatially varying flexural stiffness and Voigt-Kelvin viscoelastic damping coefficients which appear in the hybrid system of ordinary and partial differential equations and boundary conditions describing the dynamics of such structures. An inverse problem is formulated as a least squares fit to data subject to constraints in the form of a vector system of abstract first order evolution equations. Spline-based finite element approximations are used to finite dimensionalize the problem. Theoretical convergence results are given and numerical studies carried out on both conventional (serial) and vector computers are discussed

A numerical scheme for the identification of hybrid systems describing the vibration of flexible beams with tip bodies

A cubic spline based Galerkin-like method is developed for the identification of a class of hybrid systems which describe the transverse vibration to flexible beams with attached tip bodies. The identification problem is formulated as a least squares fit to data subject to the system dynamics given by a coupled system of ordnary and partial differential equations recast as an abstract evolution equation (AEE) in an appropriate infinite dimensional Hilbert space. Projecting the AEE into spline-based subspaces leads naturally to a sequence of approximating finite dimensional identification problems. The solutions to these problems are shown to exist, are relatively easily computed, and are shown to, in some sense, converge to solutions to the original identification problem. Numerical results for a variety of examples are discussed

A numerical study of radial basis function based methods for option pricing under one dimension jump-diffusion model

The aim of this paper is to show how option prices in the Jump-diffusion model can be computed using meshless methods based on Radial Basis Function (RBF) interpolation. The RBF technique is demonstrated by solving the partial integro-differential equation (PIDE) in one-dimension for the Ameri- can put and the European vanilla call/put options on dividend-paying stocks in the Merton and Kou Jump-diffusion models. The radial basis function we select is the Cubic Spline. We also propose a simple numerical algorithm for finding a finite computational range of a global integral term in the PIDE so that the accuracy of approximation of the integral can be improved. Moreover, the solution functions of the PIDE are approximated explicitly by RBFs which have exact forms so we can easily compute the global intergal by any kind of numerical quadrature. Finally, we will also show numerically that our scheme is second order accurate in spatial variables in both American and European cases