Spline Method with Three Collocation Parameters for Solving Ninth-Order General Differential Equations Subject to Boundary Conditions

In this paper, we use polynomial splines of eleventh degree with three collocation points to develop a method for computing approximations to the solution and its derivatives up to ninth order for general linear and nonlinear ninth-order boundary-value problems (BVPs). The study shows that the spline method with three collocation points when is applied to these problems is existent and unique. We prove that the proposed method if applied to ninth-order BVPs is stable and consistent of order eleven, and it possesses convergence rate greater than six. Finally, some numerical experiments are presented for illustrating the theoretical results and by comparing the results of our method with the other methods, we reveal that the proposed method is better than others.

Numerical Simulation Stochastic of Differential Equations by Using Spline Function Approximations

In this paper, spline approximations with five collocation points are used for the numerical simulation of stochastic of differential equations(SDE). First, we have modeled continuous-valued discrete wiener process, and then numerical asymptotic stochastic stability of spline method is studied when applied to SDEs. The study shows that the method when applied to linear and nonlinear SDEs are stable and convergent. Moreover, the scheme is tested on two linear and nonlinear problems to illustrate the applicability and efficiency of the purposed method. Comparisons of our results with Euler–Maruyama method, Milstein’s method and Runge-Kutta method, it reveals that the our scheme is better than others.

Numerical Treatment of Delay-Differential Equations by Using Spline Hermite Approximations

In this paper, spline technique with five collocation parameters for finding the numerical solutions of delay differential equations (DDEs) is introduced. The presented method is based on the approximating the exact solution by C4-Hermite spline interpolation and as well as five collocation points at every subinterval of DDE.The study shows that the spline solution of purposed technique is existent and unique and has strongly stable for some collocation parameters. Moreover, this method if applied to test problem will be consistent, p-stable and convergent from order nine .In addition ,it possesses unbounded region of p-stability. Numerical experiments for four examples are given to verify the reliability and efficiency of the purposed technique. Comparisons show that numerical results of our method are more accurate than other methods.