Modified Variational Iteration Method for Second Order Initial Value Problems

In this paper, we introduce a modified variational iteration method for second order initial value problems by transforming the integral of iteration process. The main advantages of this modification are that it can overcome the restriction of the form of nonlinearity term in differential equations and improve the iterative speed of conventional variational iteration method. The method is applied to some nonlinear second order initial value problems and the numerical results reveal that the modified method is accurate and efficient for second order initial value problems

A numerical algorithm for nonlinear multi-point boundary value problems

AbstractIn this paper, an algorithm is presented for solving second-order nonlinear multi-point boundary value problems (BVPs). The method is based on an iterative technique and the reproducing kernel method (RKM). Two numerical examples are provided to show the reliability and efficiency of the present method

Reproducing Kernel Method for Singular Fourth Order Four-Point Boundary Value Problems

Abstract. This paper investigates the analytical approximate solutions of singular fourth order four-point boundary value problems using reproducing kernel method (RKM). The solution obtained by using the method takes the form of a convergent series with easily computable components. However, the RKM can not be used directly to solve singular fourth order four-point boundary value problems (BVPs), since there is no method of obtaining reproducing kernel (RK) satisfying four-point boundary conditions. The aim of this paper is to fill this gap. A method for obtaining RK satisfying four-point boundary conditions is proposed so that RKM can be used to solve singular fourth order four-point BVPs. Results of numerical examples demonstrate that the method is quite accurate and efficient for singular fourth order four-point BVPs

Approximate solution to a multi-point boundary value problem involving nonlocal integral conditions by reproducing kernel method

In this work, we investigate a sequence of approximations converging to the existing unique solution of a multi-point boundary value problem(BVP) given by a linear fourth-order ordinary differential equation with variable coeffcients involving nonlocal integral conditions by using reproducing kernel method(RKM). Obtaining the reproducing kernel of the reproducing kernel space by using the original conditions given directly by RKM may be troublesome and may introduce computational costs. Therefore, in these cases, initially considering more admissible conditions which will allow the reproducing kernel to be computed more easily than the original ones and then taking into account the original conditions lead us to satisfactory results. This analysis is illustrated by a numerical example. The results demonstrate that the method is still quite accurate and effective for the cases with both derivative and integral conditions even if the accuracy is less compared to the cases with just derivative conditions

Generalized Jacobi reproducing kernel method in Hilbert spaces for solving the Black-Scholes option pricing problem arising in financial modelling

Based on the reproducing kernel Hilbert space method, a new approach is proposed to approximate the solution of the Black-Scholes equation with Dirichlet boundary conditions and introduce the reproducing kernel properties in which the initial conditions of the problem are satisfied. Based on reproducing kernel theory, reproducing kernel functions with a polynomial form will be constructed in the reproducing kernel spaces spanned by the generalized Jacobi basis polynomials. Some new error estimates for application of the method are established. The convergence analysis is established theoretically. The proposed method is successfully used for solving an option pricing problem arising in financial modelling. The ideas and techniques presented in this paper will be useful for solving many other problems

A computational method for nonlinear 2m‐th order boundary value problems

In this paper, two point boundary value problems of 2mth‐order nonlinear differential equations are considered. The existence of the solution and a new iterative algorithm which is large‐range convergent are proposed for the problems in reproducing kernel space. The advantage of the approach must lie in the fact that, on the one hand, for the arbitrary fixed initial value function, the iterative method is convergent. On the other hand, the approximate solution and its derivatives converge uniformly to the exact solution and its derivatives, respectively. Some examples are displayed to demonstrate the computation efficiency of the method. Foundation item: Supported by National Natural Science Foundation of China (No. 60572125); Heilongjiang Institute of Science and Technology (No. 07–17); Heilongjiang province education department science and technology (No. 11531324). First published online: 10 Feb 201

STUDY ON VIBRATION RESPONSE OF A NON-UNIFORM BEAM WITH NONLINEAR BOUNDARY CONDITION

Forced vibration of non-uniform beam with nonlinear boundary condition is studied in this paper by proposing an iterative model combining Adomian Decomposition Method and modal analysis. An exponentially tapered beam with a hardening nonlinearity spring boundary is simulated as a case study. The model accuracy is proved by comparing iteration results and analysis solutions with linear and weakly nonlinear boundary conditions. Sin-weep nonlinear frequency spectrum is then obtained by the proposed model. The influence of boundary nonlinearity on the vibration response of non-uniform beam is analyzed. And the effect of different excitation amplitudes on nonlinearity in the vibration response is studied. The mathematical model and numerical solutions proposed in this paper can be used to solve and analysis broad vibration problems on general non-uniform beams with different nonlinear boundary conditionsunder various excitations