SAID-BALL POLYNOMIALS FOR SOLVING LINEAR SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS

Said-Ball polynomials with collocation method are used to numerically solve a system of linear ordinary differential equations. The matrix forms of Said-Ball polynomials of the solution, derivatives, and conditions are done. The linear system of ordinary differential equations with appropriate conditions is reduced to the linear algebraic equations system with unknown Said-Ball coefficients. Solving the resulting system determines the coefficients of Said-Ball polynomials. By Substituting these values in the polynomial, we get the problem\u27s exact and approximate solutions. The obtaining numerical results show the proposed method\u27s accuracy and reliability when compared with the other works and exact solution

Solving fractional Fredholm integro-differential equations by Laguerre polynomials

The main purpose of this study was to present an approximation method based on the Laguerre polynomials to obtain the solutions of the fractional linear Fredholm integro-differential equations. This method transforms the integro-differential equation to a system of linear algebraic equations by using the collocation points. In addition, the matrix relation for Caputo fractional derivative of Laguerre polynomials is also obtained. Besides, some examples are presented to illustrate the accuracy of the method and the results are discussed

A Taylor method for numerical solution of generalized pantograph equations with linear functional argument

AbstractThis paper is concerned with a generalization of a functional differential equation known as the pantograph equation which contains a linear functional argument. In this paper, we introduce a numerical method based on the Taylor polynomials for the approximate solution of the pantograph equation with retarded case or advanced case. The method is illustrated by studying the initial value problems. The results obtained are compared by the known results

A new approach to find an approximate solution of linear initial value problems with high degree of accuracy

This work investigates a new approach to find closed form solution to linear initial value problems (IVP). Classical Bernoulli polynomials have been used to derive a finite set of orthonormal polynomials and a finite operational matrix to simplify derivatives in IVP. These orthonormal polynomials together with the operational matrix of relevant order provides a robust approximation to the solution of a linear initial value problem by converting the IVP into a set of algebraic equations. Depending upon the nature of a problem, a polynomial of degree n or numerical approximation can be obtained. The technique has been demonstrated through four examples. In each example, obtained solution has been compared with available exact or numerical solution. High degree of accuracy has been observed in numerical values of solutions for considered problems

Fourier operational matrices of differentiation . . .

This paper introduces Fourier operational matrices of differentiation and transmission for solving high-order linear differential and difference equations with constant coefficients. Moreover, we extend our methods for generalized Pantograph equations with variable coefficients by using Legendre Gauss collocation nodes. In the case of numerical solution of Pantograph equation, an error problem is constructed by means of the residual function and this error problem is solved by using the mentioned collocation scheme. When the exact solution of the problem is not known, the absolute errors can be computed approximately by the numerical solution of the error problem. The reliability and efficiency of the presented approaches are demonstrated by several numerical examples, and also the results are compared with different methods

A novel third kind Chebyshev wavelet collocation method for the numerical solution of stochastic fractional Volterra integro-differential equations

In the formulation of natural processes like emissions, population development, financial markets, and the mechanical systems, in which the past affect both the present and the future, Volterra integro-differential equations appear. Moreover, as many phenomena in the real world suffer from disturbances or random noise, it is normal and healthy for them to go from probabilistic models to stochastic models. This article introduces a new approach to solve stochastic fractional Volterra integro-differential equations based on the operational matrix method of Chebyshev wavelets of third kind and stochastic operational matrix of Chebyshev wavelets of third kind. Also, we have given the convergence and error analysis of the proposed method. A variety of numerical experiments are carried out to demonstrate our theoretical findings.Publisher's Versio

Poly-Genocchi polynomials and its applications

In this paper, we discussed some new properties on the newly defined family of Genocchi polynomials, called poly-Genocchi polynomials. These polynomials are extensions from the Genocchi polynomials via generating function involving polylogarithm function. We succeeded in deriving the analytical expression and obtained higher order and higher index of poly-Genocchi polynomials for the first time. We also showed that the orthogonal version of poly-Genocchi polynomials could be presented as multiple shifted Legendre polynomials and Catalan numbers. Furthermore, we extended the determinant form and recurrence relation of shifted Genocchi polynomials sequence to shifted poly-Genocchi polynomials sequence. Then, we apply the poly-Genocchi polynomials to solve the fractional differential equation, including the delay fractional differential equation via the operational matrix method with a collocation scheme. The error bound is presented, while the numerical examples show that this proposed method is efficient in solving various problems