Quasi-Interpolation in a Space of C 2 Sextic Splines over Powell–Sabin Triangulations

In this work, we study quasi-interpolation in a space of sextic splines defined over Powell– Sabin triangulations. These spline functions are of class C 2 on the whole domain but fourth-order regularity is required at vertices and C 3 regularity is imposed across the edges of the refined triangulation and also at the interior point chosen to define the refinement. An algorithm is proposed to define the Powell–Sabin triangles with a small area and diameter needed to construct a normalized basis. Quasi-interpolation operators which reproduce sextic polynomials are constructed after deriving Marsden’s identity from a more explicit version of the control polynomials introduced some years ago in the literature. Finally, some tests show the good performance of these operators.Erasmus+ International Dimension programme, European CommissionPAIDI programme, Junta de Andalucía, Spai

An elegant operational matrix based on harmonic numbers: Effective solutions for linear and nonlinear fourth-order two point boundary value problems

This paper analyzes the solution of fourth-order linear and nonlinear two point boundary value problems. The suggested method is quite innovative and it is completely different from all previous methods used for solving such kind of boundary value problems. The method is based on employing an elegant operational matrix of derivatives expressed in terms of the well-known harmonic numbers. Two algorithms are presented and implemented for obtaining new approximate solutions of linear and nonlinear fourth-order boundary value problems. The two algorithms rely on employing the new introduced operational matrix for reducing the differential equations with their boundary conditions to systems of linear or nonlinear algebraic equations which can be efficiently solved by suitable solvers. For this purpose, the two spectral methods namely, Petrov-Galerkin and collocation methods are applied. Some illustrative examples are considered aiming to ascertain the wide applicability, validity, and efficiency of the two proposed algorithms. The obtained numerical results are satisfactory and the approximate solutions are very close to the analytical solutions and they are more accurate than those obtained by some other existing techniques in literature

Two different methods for numerical solution of the modified burgers’ equation

A numerical solution of the modified Burgers’ equation (MBE) is obtained by using quartic B-spline subdomain finite element method (SFEM) over which the nonlinear term is locally linearized and using quartic B-spline differential quadrature (QBDQM) method. The accuracy and efficiency of the methods are discussed by computing \u1d43f����2 and \u1d43f����∞ error norms. Comparisons are made with those of some earlier papers. The obtained numerical results show that the methods are effective numerical schemes to solve the MBE. A linear stability analysis, based on the von Neumann scheme, shows the SFEM is unconditionally stable. A rate of convergence analysis is also given for the DQM

Two Legendre-Dual-Petrov-Galerkin Algorithms for Solving the Integrated Forms of High Odd-Order Boundary Value Problems

Two numerical algorithms based on dual-Petrov-Galerkin method are developed for solving the integrated forms of high odd-order boundary value problems (BVPs) governed by homogeneous and nonhomogeneous boundary conditions. Two different choices of trial functions and test functions which satisfy the underlying boundary conditions of the differential equations and the dual boundary conditions are used for this purpose. These choices lead to linear systems with specially structured matrices that can be efficiently inverted, hence greatly reducing the cost. The various matrix systems resulting from these discretizations are carefully investigated, especially their complexities and their condition numbers. Numerical results are given to illustrate the efficiency of the proposed algorithms, and some comparisons with some other methods are made

Cubic B-spline collocation method for coupled system of ordinary differential equations with various boundary conditions

This paper is concerned with collocation approach using cubic B-spline to solve coupled system of boundary value problems with various boundary conditions. The collocation equations are methodically derived using cubic B splines, for problems with Dirichlet data and an iterative method with assured convergence is described to solve the resulting system of algebraic equations. Problems with Cauchy or mixed boundary condition have been converted into series of Dirichlet problems using the bisection method. Nonlinear problem is linearized using quasilinearization to be handled by our method. Fourth order equation is converted into a coupled second order equations and solved by the proposed method . Several illustrative examples are presented with their error norms and order of convergence.Publisher's Versio

Numerical singular perturbation approaches based on spline approximation methods for solving problems in computational finance

Philosophiae Doctor - PhDOptions are a special type of derivative securities because their values are derived from the value of some underlying security. Most options can be grouped into either of the two categories: European options which can be exercised only on the expiration date, and American options which can be exercised on or before the expiration date. American options are much harder to deal with than European ones. The reason being the optimal exercise policy of these options which led to free boundary problems. Ever since the seminal work of Black and Scholes [J. Pol. Bean. 81(3) (1973), 637-659], the differential equation approach in pricing options has attracted many researchers. Recently, numerical singular perturbation techniques have been used extensively for solving many differential equation models of sciences and engineering. In this thesis, we explore some of those methods which are based on spline approximations to solve the option pricing problems. We show a systematic construction and analysis of these methods to solve some European option problems and then extend the approach to solve problems of pricing American options as well as some exotic options. Proposed methods are analyzed for stability and convergence. Thorough numerical results are presented and compared with those seen in the literature

Solitons and shock waves solutions for the rosenau-kdv-RLW equation

In this article, a space time numerical scheme has been proposed to approximate solutions of the nonlinear Rosenau-Korteweg-de Vries-Regularized Long Wave (Rosenau-KdV-RLW) equation which represents the dynamics of shallow water waves. The scheme is based on a septic B-spline finite element method for the spatial approximation followed by a method of lines for the temporal integration. The proposed scheme has been illustarated with two test problems involving single solitary and shock waves. To demonstrate the competency of the present numerical algorithm the error norms L2 , L and two lowest invariants MI and E I have been calculated. Linear stability analysis of the scheme has been studied using von-Neumann theory. The illustrated results confirm that the method is efficient and preserves desired accuracy

Quartic B-Spline Method for Non-Linear Second Order Singularly Perturbed Delay Differential Equations

This paper introduces a novel computational approach utilizing the quartic B-spline method on a uniform mesh for the numerical solution of non-linear singularly perturbed delay differential equations (NSP-DDE) of second-order with a small negative shift. These types of equations are encountered in various scientific and engineering disciplines, including biology, physics, and control theory. We are using quartic B-spline methods to solve NSP-DDE without linearizing the equation. Thus, the set of equations generated by the quartic B-spline technique is non-linear and the obtained equations are solved by Newton-Raphson method. The success of the approach is assessed by applying it to a numerical example for different values of perturbation and delay parameter parameters, the maximum absolute error (MAE) is obtained via the double mesh principle. The convergence rate of the proposed method is four. Obtained numerical results are compared with existing numerical techniques in literature and observe that the proposed method is superior with other numerical techniques. The quartic B-spline method provides the numerical solution at any point of the given interval. It is easy to implement on a computer and more efficient for handling second-order NSP-DDE

Numerical singular perturbation approaches based on spline approximation methods for solving problems in computational finance

Philosophiae Doctor - PhDOptions are a special type of derivative securities because their values are derived from the value of some underlying security. Most options can be grouped into either of the two categories: European options which can be exercised only on the expiration date, and American options which can be exercised on or before the expiration date. American options are much harder to deal with than European ones. The reason being the optimal exercise policy of these options which led to free boundary problems. Ever since the seminal work of Black and Scholes [J. Pol. Econ. 81(3) (1973), 637-659], the differential equation approach in pricing options has attracted many researchers. Recently, numerical singular perturbation techniques have been used extensively for solving many differential equation models of sciences and engineering. In this thesis, we explore some of those methods which are based on spline approximations to solve the option pricing problems. We show a systematic construction and analysis of these methods to solve some European option problems and then extend the approach to solve problems of pricing American options as well as some exotic options. Proposed methods are analyzed for stability and convergence. Thorough numerical results are presented and compared with those seen in the literature.South Afric