SvetlinG.Georgiev,İnciM.Erhan NumericalAnalysisonTimeScales Also of Interest IntegralInequalitiesonTimeScales SvetlinG.Georgiev,2018 ISBN978-3-11-070550-8,e-ISBN(PDF)978-3-11-070555-3 FunctionalAnalysiswithApplications SvetlinG.Georgiev,KhaledZennir,2019 ISBN978-3-11-065769-2,e-ISBN(PDF)978-3-11-065772-2 DataScience TimeComplexity,InferentialUncertainty,andSpacekimeAnalytics IvoD.Dinov,MilenVelchevVelev,2021 ISBN978-3-11-069780-3,e-ISBN(PDF)978-3-11-069782-7 NumericalAnalysis AnIntroduction TimoHeister,LeoG.Rebholz,FeiXue,2019 ISBN978-3-11-057330-5,e-ISBN(PDF)978-3-11-057332-9 RealAnalysis MeasureandIntegration MaratV.Markin,2019 ISBN978-3-11-060097-1,e-ISBN(PDF)978-3-11-060099-5 Svetlin G. Georgiev, İnci M. Erhan Numerical Analysis on Time Scales | MathematicsSubjectClassification2010 Primary:34N05,39A10,41A05;Secondary:65D05,65L05 Authors Prof.Dr.SvetlinG.Georgiev Prof.Dr.İnciM.Erhan KlimentOhridskiUniversityofSofia AtılımUniversity DepartmentofDifferentialEquations DepartmentofMathematics FacultyofMathematicsandInformatics 06830Ankara 1126Sofia Turkey Bulgaria [email protected] [email protected] ISBN978-3-11-078725-2 e-ISBN(PDF)978-3-11-078732-0 e-ISBN(EPUB)978-3-11-078734-4 LibraryofCongressControlNumber:2022936834 BibliographicinformationpublishedbytheDeutscheNationalbibliothek TheDeutscheNationalbibliothekliststhispublicationintheDeutscheNationalbibliografie; detailedbibliographicdataareavailableontheInternetathttp://dnb.dnb.de. ©2022WalterdeGruyterGmbH,Berlin/Boston Coverimage:maxkabakov/iStock/GettyImagesPlus Typesetting:VTeXUAB,Lithuania Printingandbinding:CPIbooksGmbH,Leck www.degruyter.com Preface Numericalanalysisisanextremelyimportantfieldinmathematicsandothernatural sciences.Almostallreallifeproblemsthataremodeledmathematicallydonothave exactsolutions.Moreover,themathematicalmodelsoftenhaveanonlinearstructure whichmakesthemevenmoredifficulttosolveanalytically.Inthissense,thedevel- opmentandconstructionofefficientnumericalmethodsgainabigsignificance.Mo- tivatedbythisfact,thestudiesrelatedtothedevelopmentofnewpowerfulnumerical methodsorimprovementoftheexistingonesarestillcontinuing. Inparticular,numericalsolutionsofdifferentialequationsareofgreatimportance sincemanyprocessesinnaturearetimedependentandtheirmathematicalmodelsare usuallydescribedbypartialorordinarydifferentialequationsandoften,bydifference equations.Thetheoryoftimescalesanddynamicequations,ontheotherhand,uni- fiesthecontinuousanddiscretemodels,thusprovidingamoregeneralviewtothe subject. Dynamic equations, which describe how quantities change across the time or space, arise in any field of study where measurements can be taken. Most realistic mathematicalmodelscannotbesolvedusingthetraditionalanalyticalmethodsfor dynamicequationsontimescales.Theymustbehandledwithcomputationalmeth- odsthatdeliverapproximatesolutions. Untilrecently,therewereveryfewstudiesrelatedtonumericalmethodsontime scales.Inthelastfewyears,someinitialresultsonthesubjecthavebeenpublished, whichinitiatedthedevelopmentofnumericalanalysisontimescales. Thisbookisdevotedtodesigning,analyzing,andapplyingcomputationaltech- niquesfordynamicequationsontimescales.Thebookprovidesmaterialforatypical firstcourse.Thisbookisanintroductiontonumericalmethodsforinitialvalueprob- lemsfordynamicequationsontimescales. Thebookcontains12chapters.InChapter1,theLagrange,σ-Lagrange,Hermite, andσ-Hermitepolynomialinterpolationsareintroduced.Fromtheseinterpolations, approximationsforthedeltaderivativeofcontinuouslydelta-differentiablefunctions arededucted.InChapter2,formulaefornumericalintegrationontimescalesarede- rivedandtheassociatedapproximationerrorsareestimated.InChapter3,linearin- terpolatingsplines,linearinterpolatingσ-splines,cubicandHermitesplinesarein- troduced. Chapter 4 is presented as a study of the Euler method. Chapters 5 and 6 considertheTaylorseriesmethodsoforder-2andorder-pandanalyzeconvergenceof thesemethods.LinearmultistepmethodsareinvestigatedinChapter7.Chapter8con- tainstheanalysisofRunge–Kuttamethods.Chapter9dealswiththeseriessolution methodforfractionaldynamicequationsanddynamicequationsontimescales.The AdomianpolynomialsmethodisinvestigatedinChapter10.Chapter11isdevotedto weaksolutionsandvariationalmethodsforsomeclassesoflineardynamicequations ontimescales.Nonlineardynamicequationsandvariationalmethodsareinvestigated inChapter12. https://doi.org/10.1515/9783110787320-201 VI | Preface Wepresumethatthereadersarefamiliarwiththebasicnotionsontimescales such as forward and backward jump operators, graininnes function, right and left scattered,denseandisolatedpoints,aswellaswiththebasiccalculusconceptson timescalessuchasthedeltadifferentiationandintegrationandtheirproperties,el- ementaryfunctionsontimescales,Taylorformula.Forthereaderswhoarestudying thetimescalesforthefirsttime,wesuggestlearningthesebasicnotionsandconcepts fromthenumerousreferencesgiveninthisbookandelsewhere. Thetextmaterialofthisbookispresentedinahighlyreadable,mathematically solidformat.Manypracticalproblemsareillustrated,displayingawidevarietyofso- lutiontechniques.Theauthorswelcomeanysuggestionsfortheimprovementofthe text. Paris/Ankara,July2022 SvetlinGeorgiev İnciErhan Contents Preface|V 1 Polynomialinterpolation|1 1.1 Lagrangeinterpolation|1 1.2 σ-Lagrangeinterpolation|9 1.3 Hermiteinterpolation|21 1.4 σ-Hermiteinterpolation|31 1.5 Deltadifferentiation|39 1.6 Advancedpracticalproblems|41 2 Numericalintegration|44 2.1 Newton–Cotesformulae|44 2.2 σ-Newton–Cotesformulae|51 2.3 Errorestimates|60 2.4 σ-Errorestimates|61 2.5 Compositequadraturerules|62 2.6 σ-Compositequadraturerules|67 2.7 TheEuler–Maclaurenexpansion|75 2.8 Theσ-Euler–MaclaurenExpansion|76 2.9 ConstructionofGaussquadraturerules|79 2.10 ErrorestimationforGaussquadraturerules|83 2.11 σ-Gaussquadraturerules|83 2.12 Errorestimationforσ-Gaussquadraturerules|85 2.13 Advancedpracticalproblems|86 3 Piecewisepolynomialapproximation|89 3.1 Linearinterpolatingsplines|89 3.2 Linearinterpolatingσ-splines|93 3.3 Cubicsplines|100 3.4 Hermitecubicsplines|114 3.5 Advancedpracticalproblems|119 4 TheEulermethod|122 4.1 Analyzingthemethod|122 4.2 Localtruncationerror|123 4.3 Globaltruncationerror|126 4.4 Numericalexamples|128 4.5 Advancedpracticalproblems|146 5 Theorder2Taylorseriesmethod–TS(2)|149 VIII | Contents 5.1 Analyzingthemethod|149 5.2 ConvergenceoftheTS(2)method|151 5.3 Thetrapezoidrule|155 5.4 Numericalexamples|157 5.5 Advancedpracticalproblems|166 6 TheorderpTaylorseriesmethod–TS(p)|168 6.1 AnalyzingtheorderpTaylorseriesmethod|168 6.2 ConvergenceanderroranalysisoftheTS(p)method|170 6.3 The2-stepAdams–Bashforthmethod–AB(2)|176 6.4 Numericalexamples|177 6.5 Advancedpracticalproblems|186 7 Linearmultistepmethods–LMMs|188 7.1 Two-stepmethods|188 7.2 Consistencyoftwo-stepmethods|189 7.3 Constructionoftwo-stepmethods|191 7.4 k-Stepmethods|195 7.5 Consistencyofk-stepmethods|196 7.6 Numericalexamples|198 7.7 Advancedpracticalproblems|203 8 Runge–Kuttamethods–RKMs|204 8.1 One-stagemethods|204 8.2 Two-stagemethods|205 8.3 Three-stagemethods|207 8.4 s-Stagemethods|209 8.5 Numericalexamples|210 8.6 Advancedpracticalproblems|226 9 Theseriessolutionmethod–SSM|227 9.1 Preliminariesonseriesrepresentations|227 9.2 TheSSMfordynamicequations|230 9.3 TheSSMforCaputofractionaldynamicequation|232 9.4 Numericalexamples|236 9.5 Advancedpracticalproblems|248 10 TheAdomianpolynomialsmethod|249 10.1 Analyzingthemethod|249 10.2 First-ordernonlineardynamicequations|255 10.3 Numericalexamples|257 10.4 Advancedpracticalproblems|265 Contents | IX 11 Weaksolutionsandvariationalmethodsforsomeclassesoflinear first-orderdynamicsystems|266 11.1 Variationalmethodsforfirst-orderlineardynamicsystems–I|266 11.2 Variationalmethodsforfirst-orderlineardynamicsystems–II|273 11.3 Advancedpracticalproblems|279 12 Variationalmethodsfornonlineardynamicequations|281 12.1 Existenceofsolutions|281 12.2 Necessaryconditionsfortheexistenceofsolutions|288 12.3 Advancedpracticalproblems|299 A Rolle’stheorem|303 B FréchetandGâteauxderivatives|309 B.1 Remainders|309 B.2 DefinitionanduniquenessoftheFréchetderivative|311 B.3 TheGâteauxderivative|317 C Pötzsche’schainrules|319 C.1 Measurechains|319 C.2 Pötzsche’schainrule|321 C.3 AgeneralizationofPötzsche’schainrule|323 D Lebesgueintegration.Lp-spaces.Sobolevspaces|329 D.1 TheLebesguedeltaintegral|329 D.2 Thespaces𝕃p(𝕋)|343 D.3 Sobolev-typespacesandgeneralizedderivatives|346 D.4 Weaksolutionsofdynamicalsystems|360 D.5 AGronwall-typeinequality|372 E Mazur’stheorem|377 Bibliography|379 Index|381