Numerical computational approach for 6th order boundary value problems

This study introduces numerical computational methods that employ fourth-kind Chebyshev polynomials as basis functions to solve sixth-order boundary value problems. The approach transforms the BVPs into a system of linear algebraic equations, expressed as unknown Chebyshev coefficients, which are subsequently solved through matrix inversion. Numerical experiments were conducted to validate the accuracy and efficiency of the technique, demonstrating its simplicity and superiority over existing solutions. The graphical representation of the method's solution is also presented

AN ENHANCED WAVELET BASED METHOD FOR NUMERICAL SOLUTION OF HIGH ORDER BOUNDARY VALUE PROBLEMS

The Legendre wavelet collocation method (LWCM) is suggested in this study for solving high-order boundary value problems numerically. Eighth, tenth, and twelfth-order examples are used as test problems to ensure that the technique is efficient and accurate. In comparison to other approaches, the numerical results obtained using LWCM demonstrate that the method's accuracy is very good. The results indicate that the method requires less computational effort to achieve better results

A Quintic B-Spline Technique for a System of Lane-Emden Equations Arising in Theoretical Physical Applications

In the present study, we introduce a collocation approach utilizing quintic B-spline functions as bases for solving systems of Lane Emden equations which have various applications in theoretical physics and astrophysics. The method derives a solution for the provided system by converting it into a set of algebraic equations with unknown coefficients, which can be easily solved to determine these coefficients. Examining the convergence theory of the proposed method reveals that it yields a fourth-order convergent approximation. It is confirmed that the outcomes are consistent with the theoretical investigation. Tables and graphs illustrate the proficiency and consistency of the proposed method. Findings validate that the newly employed method is more accurate and effective than other approaches found in the literature. All calculations have been performed using Mathematica software

High order discretizations for spatial dependent SIR models

In this paper, an SIR model with spatial dependence is studied and results regarding its stability and numerical approximation are presented. We consider a generalization of the original Kermack and McKendrick model in which the size of the populations differs in space. The use of local spatial dependence yields a system of integro-differential equations. The uniqueness and qualitative properties of the continuous model are analyzed. Furthermore, different choices of spatial and temporal discretizations are employed, and step-size restrictions for population conservation, positivity, and monotonicity preservation of the discrete model are investigated. We provide sufficient conditions under which high order numerical schemes preserve the discrete properties of the model. Computational experiments verify the convergence and accuracy of the numerical methods.Comment: 33 pages, 5 figures, 3 table

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

Fractal curves on Banach algebras

Most of the fractal functions studied so far run through numerical values. Usually they are supported on sets of real numbers or in a complex field. This paper is devoted to the construction of fractal curves with values in abstract settings such as Banach spaces and algebras, with minimal conditions and structures, transcending in this way the numerical underlying scenario. This is performed via fixed point of an operator defined on a b-metric space of Banach-valued functions with domain on a real interval. The sets of images may provide uniparametric fractal collections of measures, operators or matrices, for instance. The defining operator is linked to a collection of maps (or iterated function system, and the conditions on these mappings determine the properties of the fractal function. In particular, it is possible to define continuous curves and fractal functions belonging to Bochner spaces of Banach-valued integrable functions. As residual result, we prove the existence of fractal functions coming from non-contractive operators as well. We provide new constructions of bases for Banach-valued maps, with a particular mention of spanning systems of functions valued on C*-algebras