ISSN Print: 2381-1110  ISSN Online: 2381-1129
American Journal of Computer Science and Information Engineering  
Manuscript Information
 
 
ϵ-Least Square Support Vector Method for Solving Differential Equations
American Journal of Computer Science and Information Engineering
Vol.3 , No. 1, Publication Date: Mar. 28, 2016, Page: 1-6
2395 Views Since March 28, 2016, 1800 Downloads Since Mar. 28, 2016
 
 
Authors
 
[1]    

Mojtaba Baymani, Department of Computer and Mathematics, Quchan University of Advanced Technology, Quchan, Iran.

[2]    

Omid Teymoori, Department of Computer and Mathematics, Quchan University of Advanced Technology, Quchan, Iran.

[3]    

Seyed GHasem Razavi, Department of Mathematics, Ferdowsi University of Mashhad, Mashhad, Iran.

 
Abstract
 

In this paper, a new method based on ϵ-Least Square Support Vector Machines (ϵ-LSSVM’s) is developed for obtaining the solution of the ordinary differential equations in an analytical function form. The approximate solution procedure is based upon forming of support vector machines (SVM’s) whose parameters are adjusted to solve a quadratic programming problem. The details of the method are discussed, and the capabilities of the method are illustrated by solving some differential equations. The performance of the method and the accuracy of the results are evaluated by comparing with the available numerical and analytical solutions.


Keywords
 

Ordinary Differential Equation, ϵ-Least Squares Support Vector Machine, Quadratic Programming Problem, Constrained Optimization Problem


Reference
 
[01]    

S. D. Conte, C. de Boor, "Elementary numerical analysis, an algorithmic approach”, Third Edition, 1980.

[02]    

D. R. Kincaid, E. W. Cheney, "Numerical analysis mathematics of scientific computing",third ed., Brooks/Cole, Pasific Grove CA, 2002.

[03]    

I. L. Lagaris, A. Likas, D. I. Fotiadis, "Artificial neural networks for solving ordinary and partial differential equations",IEEE Transactions on Neural Networks, 9(5), 987-1000(1998).

[04]    

A. Malek, R. Shekari Beidokhti, Numerical solution for high order differential equations using a hybrid neural network optimization method, Applied Mathematics and Computation 183, 260-271(2006).

[05]    

H. S. Yazdi, M. Pakdaman, H. Modaghegh, Unsupervised kernel least square algorithm for solving Ordinary Differential Equations, Neurocomputing 74, 2062-2071, (2011).

[06]    

G. E. Fasshauer, Solving Differential Equations with Radial Basis Functions: Multilevel Methods and Smoothing, Advances in Computational Mathematics, 11(2), 139-159(1999).

[07]    

G. Burgess, Finding Approximate Analytic Solutions to Differential Equations Using Genetic Programming, Surveillance Systems Division, Electronics and Surveillance Research Laboratory, Department of Defense, Australia, 1999.

[08]    

I. G. Tsulos, I. E. Lagaris, Solving differential equations with genetic programming”, Genetic Programming Evolable Machines, 7, 33-54(2006).

[09]    

J. R. Koza, Genetic Programming: On the programming of Computer by Means of Natural Selection. MIT Press: Cambridge, MA, 1992.

[10]    

V. Vapnik, "Statistical learning theory", New York: Wiley (1998).

[11]    

V. Vapnik, "The natural of statistical learning theory", Springer New York (1995).

[12]    

Y. Xu, X. Pan, Structural least square twin support vector machine for classification, Springer Science and Business Media New York, 42, 527-536(2015).

[13]    

S. Mehrkanoon, T. Flack and J. A. K. Suykens, Approximate solutions to ordinary differential equations using least squares support vector machines, IEEE Transactions on Neural Networks and Learning Systems 23, 1356-1367(2012).

[14]    

S. Mehrkanoon, J. A. K. Suykens, LS-SVM approximate solution to linear time varying descriptor systems”, Automatica, 48, 2502-2511(2012).

[15]    

Y. J. Tian, X. C. Ju, Z. Qi and Y. Shi, Efficient sparse least squares support vector machines for pattern classification, Computers and Mathematics with Applications 28(6), (2013).

[16]    

J. A. K. Suykens and J. Vandewalle, Least squares support vector machine classifier, Neural Processing Letters 9(3), 293-300(1999).

[17]    

D. Tax and R. Duin, Support vector domain description, Pattern Recognition Letter 20, 1191-1199(1999).

[18]    

D. Tax and R. Duin, Support vector data description", Machine Learning 54, 45-66 (2004).





 
  Join Us
 
  Join as Reviewer
 
  Join Editorial Board
 
share:
 
 
Submission
 
 
Membership