The proposed methods use a Chebyshev collocation technique as well as an asymptotical linear ordinary differential equation of first-order derived from the difference between the exact solution and ...

SEVERAL current text-books on numerical mathematics give descriptions of what is called the ‘Bashforth–Adams’ process for the solution of differential equations. The method is usually ...

The Runge-Kutta Discontinuous Galerkin (RKDG) finite element method has the several advantages. First, the method is better suited than finite difference methods to handle complicated geometric ...

This paper provides a survey on the classical numerical methods to estimate the stationary solution of the Euler equations. Among them, Bellman's iteration method, projection methods and contraction ...

Using the Euler method for numerical integration, the trajectory, range, maximum height, and time of flight of projectiles are analyzed under various launch conditions. The simulation results are ...

This paper aims to present a numerical solution to the fractional stochastic differential equation by using modified three-point fractional formula. Such a formula, which can be derived from the ...

One advantage of this method is that not only we can obtain good numerical solutions for the first- and second-kind Volterra integral equations but also we can obtain acceptable solutions for the ...

Discover the unique solution to stochastic delay differential equations using Caratheodory and Euler Maruyama procedures. Learn how the Caratheodory approximate solution converges under Cauchy ...

The main contributions of this paper are as follows: • We proposed an Euler-PINNs method to estimate the time-vary parameters of the compartmental model. To the best of our knowledge, it is the first ...