Nonlinear Second-order Boundary Value Problems Research Articles

Numerical Approximations of a Class of Nonlinear Second-Order Boundary Value Problems using Galerkin-Compact Finite Difference Method

In this study, we examine numerical approximations for 2nd-order linear-nonlinear differential equations with diverse boundary conditions, followed by the residual corrections of the first approximations. We first obtain numerical results using the Galerkin weighted residual approach with Bernstein polynomials. The generation of residuals is brought on by the fact that our first approximation is computed using numerical methods. To minimize these residuals, we use the compact finite difference scheme of 4th-order convergence to solve the error differential equations in accordance with the error boundary conditions. We also introduce the formulation of the compact finite difference method of fourth-order convergence for the nonlinear BVPs. The improved approximations are produced by adding the error values derived from the approximations of the error differential equation to the weighted residual values. Numerical results are compared to the exact solutions and to the solutions available in the published literature to validate the proposed scheme, and high accuracy is achieved in all cases.

About the existence and uniqueness of solutions for some second-order nonlinear BVPs

The significance of our work is to solve some second-order nonlinear boundary value problems. To do this, we take into account the equivalence of the problems considered with certain integral equations, we will obtain a fixed-point-type result for these integral equations. This result provides us the existence and uniqueness of solutions for the second-order nonlinear boundary value problems considered. As a novelty, we will use for this fixed-point-type result a family of third order iterative processes to approximate the solution, instead of the usually considered method of Successive Approximations of linear convergence.

Error analysis of modified Runge–Kutta–Nyström methods for nonlinear second-order delay boundary value problems

This paper is concerned with the numerical solutions of nonlinear second-order boundary value problems with time-variable delay. By adapting Runge–Kutta–Nyström (RKN) methods and combining Lagrange interpolation, a class of modified RKN (MRKN) methods are suggested for solving the problems. Under some suitable conditions, MRKN methods are proved to be convergent of order min{p,q}, where p,q are the local orders of MRKN methods and Lagrange interpolation, respectively. Numerical experiments further confirm the computational effectiveness and accuracy of MRKN methods.

Solving Nonlinear Boundary Value Problems with Nonlinear Integral Boundary Conditions by Local and Nonlocal Boundary Shape Functions Methods

The paper considers the second-order nonlinear boundary value problem (NBVP), which is equipped with nonlinear integral boundary conditions (BCs). Two novel iterative algorithms are developed to overcome the difficulty of NBVP with double nonlinearities involved. In the first iterative algorithm, two nonlocal shape functions incorporating the linear integral terms are derived, and a nonlocal boundary shape function (NBSF) is formulated to assist the solution. Let the solution be the NBSF so that the NBVP can be exactly transformed into an initial value problem. The new variable is a free function in the NBSF, and its initial values are given. For the NBVP with linear integral BCs, three unknown constants are to be determined, while for the nonlinear integral BCs, five unknown constants are to be determined. Two-point local shape functions and local boundary shape functions are derived for the second iterative algorithm, wherein the integral terms in the boundary conditions are viewed as unknown constants. By a few iterations, four unknown constants can be determined quickly. Through numerical experiments, these two iterative algorithms are found to be powerful for seeking quite accurate solutions. The second algorithm is slightly better than the first, with fewer iterations and a more accurate solution.

Numerical and Approximate Analytic Solutions of Second- order Nonlinear Boundary Value Problems

The shooting method consists of guessing unknown initial values, transforming a second-order nonlinear boundary value problem (BVP) to an initial value problem and integrating it to obtain the values at the right end to match the specified boundary condition, which acts as a target equation. In the shooting method, the key issue is accurately solving the target equation to obtain highly precise initial values. Due to the implicit and nonlinear property, we develop a generalized derivative-free Newton method (GDFNM) to solve the target equation, which offers very accurate initial values. Numerical examples are examined to show that the shooting method together with the GDFNM can generate a very accurate solution. Additionally, the GDFNM can successfully solve the three-point nonlinear BVPs with high accuracy. A new splitting-linearizing method is developed to express the approximate analytic solutions of nonlinear BVPs in terms of elementary functions, which adopts the Lyapunov technique by inserting a dummy parameter into the governing equation and the power series solution. Then, linearized differential equations are sequentially solved to derive the analytic solution.

Lie-Group Shooting/Boundary Shape Function Methods for Solving Nonlinear Boundary Value Problems

In the numerical integration of the second-order nonlinear boundary value problem (BVP), the right boundary condition plays the role as a target equation, which is solved either by the half-interval method (HIM) or a new derivative-free Newton method (DFNM) to be presented in the paper. With the help of a boundary shape function, we can transform the BVP to an initial value problem (IVP) for a new variable. The terminal value of the new variable is expressed as a function of the missing initial value of the original variable, which is determined through a few integrations of the IVP to match the target equation. In the new boundary shape function method (NBSFM), we solve the target equation to obtain a highly accurate missing initial value, and then compute a precise solution. The DFNM can find more accurate left boundary values, whose performance is superior than HIM. Apparently, DFNM converges faster than HIM. Then, we modify the Lie-group shooting method and combine it to the BSFM for solving the nonlinear BVP with Robin boundary conditions. Numerical examples are examined, which assure that the proposed methods together with DFNM can successfully solve the nonlinear BVPs with high accuracy.

The localized method of fundamental solutions for 2D and 3D second-order nonlinear boundary value problems

In this paper, a new framework for the numerical solutions of general nonlinear problems is presented. By employing the analog equation method, the actual problem governed by a nonlinear differential operator is converted into an equivalent problem described by a simple linear equation with unknown fictitious body forces. The solution of the substitute problem is then obtained by using the localized method of fundamental solutions, where the fictitious nonhomogeneous term is approximated using the dual reciprocity method using the radial basis functions. The main difference between the classical and the present localized method of fundamental solutions is that the latter produces sparse and banded stiffness matrix which makes the method very suitable for large-scale nonlinear simulations, since sparse matrices are much cheaper to inverse at each iterative step of the Newton's method. The present method is simple in derivation, efficient in calculation, and may be viewed as a completive alternative for nonlinear analysis, especially for large-scale problems with complex-shape geometries. Preliminary numerical experiments involving second-order nonlinear boundary value problems in both two- and three-dimensions are presented to demonstrate the accuracy and efficiency of the present method.

Solving nonlinear boundary value problems by a boundary shape function method and a splitting and linearizing method

Abstract In the paper, we develop two novel iterative methods to determine the solution of a second-order nonlinear boundary value problem (BVP), which precisely satisfies the specified non-separable boundary conditions by taking advantage of the property of the corresponding boundary shape function (BSF). The first method based on the BSF can exactly transform the BVP to an initial value problem for the new variable with two given initial values, while two unknown terminal values are determined iteratively. By using the BSF in the second method, we derive the fractional powers exponential functions as the bases, which automatically satisfy the boundary conditions. A new splitting and linearizing technique is used to transform the nonlinear BVP into linear equations at each iteration step, which are solved to determine the expansion coefficients and then the solution is available. Upon adopting those two novel methods very accurate solution for the nonlinear BVP with non-separable boundary conditions can be found quickly. Several numerical examples are solved to assess the efficiency and accuracy of the proposed iterative algorithms, which are compared to the shooting method.

Existence and uniqueness criteria for nonlinear quantum difference equations with $ p $-Laplacian

<abstract><p>Q-calculus plays an extremely important role in mathematics and physics, especially in quantum physics, spectral analysis and dynamical systems. In recent years, many scholars are committed to the research of nonlinear quantum difference equations. However, there are few works about the nonlinear $ q- $difference equations with $ p $-Laplacian. In this paper, we investigate the solvability for nonlinear second-order quantum difference equation boundary value problem with one-dimensional $ p $-Laplacian via the Leray-Schauder nonlinear alternative and some standard fixed point theorems. The obtained theorems are well illustrated with the aid of two examples.</p></abstract>

Boundary shape function iterative method for nonlinear second-order boundary value problems with nonlinear boundary conditions

Nonlinear boundary conditions are difficult to be fulfilled exactly, when one employs numerical methods to treat a highly nonlinear boundary value problem (NBVP). In this paper, a novel iterative algorithm to solve NBVP involved with two coupled nonlinear boundary conditions at two-end of a unit interval is developed, of which the solution can satisfy the nonlinear boundary conditions automatically. By letting the free function in the boundary shape function (BSF) be a new variable, an initial value problem (IVP) is created from the second-order NBVP. While the initial values of the new variable are given, the terminal values are viewed as unknown parameters to be determined iteratively. Therefore, a very accurate solution for the NBVP with nonlinear boundary conditions can be quickly determined through a few iterations. Some numerical examples confirm the efficiency and accuracy of the proposed iterative scheme, wherein the examples with multiple solutions and unique solution are worked out.

The Solvability of the Discrete Boundary Value Problem on the Half-Line.

This paper provides conditions for the existence of a solution to the second-order nonlinear boundary value problem on the half-line of the form with where , . To achieve our goal, we use Schauder’s fixed-point theorem and the perturbation technique for a Fredholm operator of index 0. Moreover, we construct the necessary condition for the existence of a solution to the considered problem.

Well-posedness of a nonlinear second-order anisotropic reaction-diffusion problem with nonlinear and inhomogeneous dynamic boundary conditions

The paper is concerned with a qualitative analysis for a nonlinear second-order boundary value problem, endowed with nonlinear and inhomogeneous dynamic boundary conditions, extending the types of bounday conditions already studied. Under certain assumptions on the input data: $f_{_1}(t,x)$, $w(t,x)$ and $u_0(x)$, we prove the well-posedness (the existence, a priori estimates, regularity and uniqueness) of a classical solution in the Sobolev space $W^{1,2}_p(Q)$. This extends previous works concerned with nonlinear dynamic boundary conditions, allowing to the present mathematical model to better approximate the real physical phenomena (the anisotropy effects, phase change in $\Omega$ and at the boundary $\partial\Omega$, etc.).

On the Number of Solutions for a Certain Class of Nonlinear Second-Order Boundary-Value Problems

The boundary-value problem for the differential equation with quadratic nonlinearity x'' = −ax + bx2 with the boundary conditions x' (0) = x' (T) = 0 is considered. The number of solutions of the boundary-value problem is found. An illustrative example is presented.

Evolutionary computing for nonlinear singular boundary value problems using neural network, genetic algorithm and active-set algorithm

In this numerical study, a class of nonlinear singular boundary value problem is solved by implementation of a novel meta-heuristic computing tool based on the artificial neural networks (ANNs) modeling of system and the optimization of decision variable of ANNs through the combined strength of global search via genetic algorithms (GA) and local search ability of active-set algorithm (ASA), i.e., ANN–GA–ASA. The proposed intelligent computing solver ANN–GA–ASA exploits the input, hidden, and output layers’ structure of ANNs. This is to represent the differential model in the nonlinear singular second-order periodic boundary value problems, which are connected to form an error-based objective function (OF) and optimize the OF by the integrated heuristics of GA–ASA. The purpose to present this research is to associate the operational legacy of neural networks and to challenge such kinds of inspiring models. Two different examples of the singular periodic model have been investigated to observe the robustness, proficiency and stability of the ANN–GA–ASA. The proposed outcomes of ANN–GA–ASA are compared with reference to true results so as to establish the value of the designed scheme. Exhaustive comparison has been made and presented between the Log-sigmoidal ANNs results and the radial basis ANNs outcomes. The reliability of the results obtained is endorsed by using both types of networks as well as the value of designed schemes.

Non-local second-order boundary value problems with derivative-dependent nonlinearity.

We prove the existence of multiple positive solutions of nonlinear second-order nonlocal boundary value problems with nonlinear term having derivative dependence. We allow the nonlinearity to grow quadratically with respect to derivatives. We obtain a priori bounds for norms of derivatives by using a recently obtained Gronwall-type inequality. Three examples illustrate some of the results. This article is part of the theme issue 'Topological degree and fixed point theories in differential and difference equations'.

PFNN: A penalty-free neural network method for solving a class of second-order boundary-value problems on complex geometries

We present PFNN, a penalty-free neural network method, to efficiently solve a class of second-order boundary-value problems on complex geometries. To reduce the smoothness requirement, the original problem is reformulated to a weak form so that the evaluations of high-order derivatives are avoided. Two neural networks, rather than just one, are employed to construct the approximate solution, with one network satisfying the essential boundary conditions and the other handling the rest part of the domain. In this way, an unconstrained optimization problem, instead of a constrained one, is solved without adding any penalty terms. The entanglement of the two networks is eliminated with the help of a length factor function that is scale invariant and can adapt with complex geometries. We prove the convergence of the PFNN method and conduct numerical experiments on a series of linear and nonlinear second-order boundary-value problems to demonstrate that PFNN is superior to several existing approaches in terms of accuracy, flexibility and robustness.

Boundary shape function method for nonlinear BVP, automatically satisfying prescribed multipoint boundary conditions

It is difficult to exactly and automatically satisfy nonseparable multipoint boundary conditions by numerical methods. With this in mind, we develop a novel algorithm to find solution for a second-order nonlinear boundary value problem (BVP), which automatically satisfies the multipoint boundary conditions prescribed. A novel concept of boundary shape function (BSF) is introduced, whose existence is proven, and it can satisfy the multipoint boundary conditions a priori. In the BSF, there exists a free function, from which we can develop an iterative algorithm by letting the BSF be the solution of the BVP and the free function be another variable. Hence, the multipoint nonlinear BVP is properly transformed to an initial value problem for the new variable, whose initial conditions are given arbitrarily. The BSF method (BSFM) can find very accurate solution through a few iterations.

Solving second-order nonlinear boundary value problem with nonlinear boundary conditions by an iterative method

PurposeThe purpose of this paper is to solve the second-order nonlinear boundary value problem with nonlinear boundary conditions by an iterative numerical method.Design/methodology/approachThe authors introduce eigenfunctions as test functions, such that a weak-form integral equation is derived. By expanding the numerical solution in terms of the weighted eigenfunctions and using the orthogonality of eigenfunctions with respect to a weight function, and together with the non-separated/mixed boundary conditions, one can obtain the closed-form expansion coefficients with the aid of Drazin inversion formula.FindingsWhen the authors develop the iterative algorithm, removing the time-varying terms as well as the nonlinear terms to the right-hand sides, to solve the nonlinear boundary value problem, it is convergent very fast and also provides very accurate numerical solutions.Research limitations/implicationsBasically, the authors’ strategy for the iterative numerical algorithm is putting the time-varying terms as well as the nonlinear terms on the right-hand sides.Practical implicationsStarting from an initial guess with zero value, the authors used the closed-form formula to quickly generate the new solution, until the convergence is satisfied.Originality/valueThrough the tests by six numerical experiments, the authors have demonstrated that the proposed iterative algorithm is applicable to the highly complex nonlinear boundary value problems with nonlinear boundary conditions. Because the coefficient matrix is set up outside the iterative loop, and due to the property of closed-form expansion coefficients, the presented iterative algorithm is very time saving and converges very fast.

Extended cubic B-spline method for solving a system of non-linear second-order boundary value problems

Extended cubic B-spline method for solving a system of non-linear second-order boundary value problems

Smooth solutions of the surface semi-geostrophic equations

The semi-geostrophic equations have attracted the attention of the physical and mathematical communities since the work of Hoskins in the 1970s owing to their ability to model the formation of fronts in rotation-dominated flows, and also to their connection with optimal transport theory. In this paper, we study an active scalar equation, whose activity is determined by way of a Neumann-to-Dirichlet map associated to a fully nonlinear second-order Neumann boundary value problem on the infinite strip $${\mathbb {R}}^2\times (0,1)$$, that models a semi-geostrophic flow in regime of constant potential vorticity. This system is an expression of an Eulerian semi-geostrophic flow in a coordinate system originally due to Hoskins, to which we shall refer as Hoskins’ coordinates. We obtain results on the local-in-time existence and uniqueness of classical solutions of this active scalar equation in Holder spaces.