Iranian Journal of Numerical Analysis and Optimization
Volume:4 Issue: 1, Winter and Spring 2014

This paper concerns the numerical solution of the acoustic wave equation that contains interfaces in the solution domain. To solve the interface problems with high accuracy, more attention should be paid to the interfaces. In fact, any direct application of a high order finite diffierence method to these problems leads to inaccurate proximate solutions with high oscillations at the interfaces. There is however, the possibility of deriving some high order methods to resolve this phenomenon at the interfaces. In this paper, a sixth order immersed interface method for acoustic wave equation is presented. The order of accuracy is also maintained at the discontinuity using the jump conditions. Some numerical experiments are included which confirm the order of accuracy and numerical stability of the presented method.

Long time integration of large stiff systems of initial value problems, arising from chemical reactions, demands efficient methods with good accuracy and extensive absolute stability region. In this paper, we apply second derivative general linear methods to solve some stiff chemical problems such as chemical Akzo Nobel problem, HIRES problem and OREGO problem.

This paper presents a computational method for solving two types of integro-differential equations, system of nonlinear high order Volterra-Fredholm integro-differential equation(VFIDEs) and nonlinear fractional order integro-differential equations. Our tools for this aims is operational matrices of integration and fractional integration. By this method the given problems reduce to solve a system of algebraic equations. Illustrative examples are included to demonstrate the efficiency and high accuracy of the method.

On the basis of a reproducing kernel space, an iterative algorithm for solving the inverse problem for heat equation with a nonlocal boundary condition is presented. The analytical solution in the reproducing kernel space is shown in a series form and the approximate solution vn is constructed by truncating the series to n terms. The convergence of vn to the analytical solution is also proved. Results obtained by the proposed method imply that it can be considered as a simple and accurate method for solving such inverse problems.

In this paper we present a new method for solving fractional optimal control problems with delays in state and control. This method is based upon Bernstein polynomial basis and using feedback control. The main advantage of using feedback or closed-loop controls is that they can monitor their effect on the system and modify the output accordingly. In this work, we use Bernstein polynomials to transform the fractional time-varying multi-dimensional optimal control system with both state and control delays, into an algabric system in terms of the Bernstein coefficients approximating state and control functions. We use Caputo derivative of degree 0 < a ≤ 1 as the fractional derivative in our work. Finally, some numerical examples are given to illustrate the effectiveness of this method.

In this paper, an iterative scheme for extracting approximate solutions of two dimensional Volterra-Fredholm integral equations is proposed. Considering some conditions on the kernel of the integral equation obtained by discretization of the integral equation, the convergence of the approximate solution to the exact solution is investigated. Several examples are provided to demonstrate the effciency of the approach.