173 research outputs found

    Computing continuous-time growth models with boundary conditions via wavelets.

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    This paper presents an algorithm for solving boundary value differential equations, which often arise in economics from the application of Pontryagin’s maximum principle. We propose a wavelet-collocation algorithm, study its convergence properties and illustrate how this approach can be applied to different economic problemsWavelets; Continuous-time growth models; Boundary value problems;

    Numerical Solution of Airy Differential Equation by Using Haar Wavelet

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    Haar wavelet is exceedingly simple and optimized completely for computers, so that it can be used for solving ordinary differential equations and partial differential equations without a hassle. In this paper, numerical solutions of Airy differential equations have been obtained by using the Haar Wavelet Method . Comparisons with exact solutions make clear that the Haar Wavelet Method is a powerful candidate for solving the Airy differential equation. Moreover the use of Haar wavelets is found to be accurate, uncomplicated, speedy, adaptable and convenient with very small computation costs and the extra perk of being computationally attractive. Key Words: Orthogonal Wavelet, Airy Equation, Function Approximation, Operational Matri

    Numerical solution of the inverse Gardner equation

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    In this paper, the numerical solution of the inverse Gardner equation will be considered. The Haar wavelet collocation method (HWCM) will be used to determine the unknown boundary condition which is estimated from an over-specified condition at a boundary. In this regard, we apply the HWCM for discretizing the space derivatives and then use a quasilinearization technique to linearize the nonlinear term in the equations. It is proved that the proposed method has the order of convergence O(∆x). The efficiency and robustness of the proposed approach for solving the inverse Gardner equation are demonstrated by one numerical example.Publisher's Versio

    Laguerre wavelet solution of Bratu and Duffing equations

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    The aim of this study is to solve the Bratu and Duffing equations by using the Laguerre wavelet method. The solution of these nonlinear equations is approximated by Laguerre wavelets which are defined by well known Laguerre polynomials. One of the advantages of the proposed method is that it does not require the approximation of the nonlinear term like other numerical methods. The application of the method converts the nonlinear differential equation to a system of algebraic equations. The method is tested on four examples and the solutions are compared with the analytical and other numerical solutions and it is observed that the proposed method has a better accuracy.Publisher's Versio

    Adaptive multiresolution computations applied to detonations

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    A space-time adaptive method is presented for the reactive Euler equations describing chemically reacting gas flow where a two species model is used for the chemistry. The governing equations are discretized with a finite volume method and dynamic space adaptivity is introduced using multiresolution analysis. A time splitting method of Strang is applied to be able to consider stiff problems while keeping the method explicit. For time adaptivity an improved Runge--Kutta--Fehlberg scheme is used. Applications deal with detonation problems in one and two space dimensions. A comparison of the adaptive scheme with reference computations on a regular grid allow to assess the accuracy and the computational efficiency, in terms of CPU time and memory requirements.Comment: Zeitschrift f\"ur Physicalische Chemie, accepte

    Non-uniform Haar Wavelet Method for Solving Singularly Perturbed Differential Difference Equations of Neuronal Variability

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    A non-uniform Haar wavelet method is proposed on specially designed non-uniform grid for the numerical treatment of singularly perturbed differential-difference equations arising in neuronal variability.We convert the delay and shift terms using Taylor series up to second order and then the problem with delay and shift is converted into a new problem without the delay and shift terms. Then it is solved by using non-uniform Haar wavelet. Two test examples have been demonstrated to show the accuracy of the non-uniform Haar wavelet method. The performance of the present method yield more accurate results on increasing the resolution level and converges fast in comparison to uniform Haar wavelet
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