2017-09-25T18:48:19Z
http://cmde.tabrizu.ac.ir/?_action=export&rf=summon&issue=665
Computational Methods for Differential Equations
Comput. Methods Differ. Equ.
2345-3982
2345-3982
2015
3
4
A new iteration method for solving a class of Hammerstein type integral equations system
Saeed
Karimi Jafabigloo
Maryam
Dehghan
Fariba
Takhtabnoos
In this work, a new iterative method is proposed for obtaining the approximate solution of a class of Hammerstein type Integral Equations System. The main structure of this method is based on the Richardson iterative method for solving an algebraic linear system of equations. Some conditions for existence and unique solution of this type equations are imposed. Convergence analysis and error bound estimation of the new iterative method are also discussed. Finally, some numerical examples are given to compare the performance of the proposed method with the existing methods.
Iterative method
Nonlinear integral equations system
Hammerstein integral equation
Fixed point iteration
Contraction operator
2015
10
01
231
246
http://cmde.tabrizu.ac.ir/article_4975_4e7277dbaf573b77ca57f7b2f6d7b882.pdf
Computational Methods for Differential Equations
Comput. Methods Differ. Equ.
2345-3982
2345-3982
2015
3
4
Numerical solution of Troesch's problem using Christov rational functions
Abbas
Saadatmandi
Tahereh
Abdolahi-Niasar
We present a collocation method to obtain the approximate solutionof Troesch's problem which arises in the confinement of a plasmacolumn by radiation pressure and applied physics. By using theChristov rational functions and collocation points, this methodtransforms Troesch's problem into a system of nonlinear algebraicequations. The rate of convergence is shown to be exponential. Thenumerical results obtained by the present method compares favorablywith those obtained by various methods earlier in the literature.
Troesch's problem
Christov functions
Collocation
Wiener functions
2015
10
01
247
257
http://cmde.tabrizu.ac.ir/article_5003_aaa09fae46465928c72b2411e693a1d4.pdf
Computational Methods for Differential Equations
Comput. Methods Differ. Equ.
2345-3982
2345-3982
2015
3
4
Solving large systems arising from fractional models by preconditioned methods
Reza
Khoshsiar Ghaziani
Mojtaba
Fardi
Mehdi
Ghasemi
This study develops and analyzes preconditioned Krylov subspace methods to solve linear systemsarising from discretization of the time-independent space-fractional models. First, we apply shifted Grunwald formulas to obtain a stable finite difference approximation to fractional advection-diffusion equations. Then, we employee two preconditioned iterative methods, namely, the preconditioned generalized minimal residual (preconditioned GMRES) method and the preconditioned conjugate gradient for normal residual( preconditioned CGN) method, to solve the corresponding discritized systems. We further make comparisons between the preconditioners commonly used in the parallelization of the preconditioned Krylov subspace methods. The results suggest that preconditioning technique is a promising candidate for solving large-scale linear systems arising from fractional models.
Krylov subspace methods
. Preconditioning techniques
Fractional model
2015
10
01
258
273
http://cmde.tabrizu.ac.ir/article_5427_0c086889fda355db3a47f172f6d03568.pdf
Computational Methods for Differential Equations
Comput. Methods Differ. Equ.
2345-3982
2345-3982
2015
3
4
Finite-time stabilization of satellite quaternion attitude
Mohammad Reza
Niknam
Aghileh
Heydari
In this paper, a finite-time control scheme is presented for stabilization of the satellite chaotic attitude around its equilibrium point when its attitude is confused by a disturbed torque. Controllers and settling time of stabilizaton are obtained, based on the Lyapunov stability theorem and finite-time control scheme. This method is satisfied for any initial condition. Numerical simulations are presented to illustrate the ability and effectiveness of proposed method.
Finite-time stabilization
quaternion
satellite attitude
2015
10
01
274
283
http://cmde.tabrizu.ac.ir/article_5431_a252cee90ea89b91d31541dff4061ba8.pdf
Computational Methods for Differential Equations
Comput. Methods Differ. Equ.
2345-3982
2345-3982
2015
3
4
A rational Chebyshev functions approach for Fredholm-Volterra integro-differential equations
Mohamed
Ramadan
Kamal
Raslan
Mahmoud
Nassear
The purpose of this study is to present an approximate numerical method for solving high order linear Fredholm-Volterra integro-differential equations in terms of rational Chebyshev functions under the mixed conditions. The method is based on the approximation by the truncated rational Chebyshev series. Finally, the effectiveness of the method is illustrated in several numerical examples. The proposed method is numerically compared with others existing methods where it maintains better accuracy.
Rational Chebyshev functions
Fredholm-Volterra integro-differential equations
Collocation method
2015
10
01
284
297
http://cmde.tabrizu.ac.ir/article_5430_288edd08b120ededf342db7e75540a7b.pdf
Computational Methods for Differential Equations
Comput. Methods Differ. Equ.
2345-3982
2345-3982
2015
3
4
Valuation of installment option by penalty method
Ali
Beiranvand
Karim
Ivaz
In this paper, installment options on the underlying assetwhich evolves according to Black-Scholes model and pays constant dividendto its owner will be considered. Applying arbitrage pricing theory,the non-homogeneous parabolic partial differential equation governingthe value of installment option is derived. Then, penalty method is usedto value the European continuous installment call option.
Installment option
Black-Scholes model
penalty method
Free boundary problem
2015
10
01
298
310
http://cmde.tabrizu.ac.ir/article_5005_63ae507b538b5501876dab8b92feb175.pdf