Galerkin Method for Numerical Solution of Volterra Integro-Differential Equations with Certain Orthogonal Basis Function

This paper concerns the implementation of the orthogonal polynomials using the Galerkin method for solving Volterra integro-differential and Fredholm integro-differential equations. The constructed orthogonal polynomials are used as basis functions in the assumed solution employed. Numerical examples for some selected problems are provided and the results obtained show that the Galerkin method with orthogonal polynomials as basis functions performed creditably well in terms of absolute errors obtained.

DEVIATION OF THE ERROR ESTIMATION FOR VOLTERRA INTEGRO-DIFFERENTIAL EQUATIONS

In this paper, we study an efficient asymptotically correction of a-posteriori er- ror estimator for the numerical approximation of Volterra integro-differential equations by piecewise polynomial collocation method. The deviation of the error for Volterra integro- differential equations by using the defect correction principle is defined. Also, it is shown that for m degree piecewise polynomial collocation method, our method provides O（hm＋l） as the order of the deviation of the error. The theoretical behavior is tested on examples and it is shown that the numerical results confirm the theoretical part.

GENERALIZED JACOBI SPECTRAL GALERKIN METHOD FOR FRACTIONAL-ORDER VOLTERRA INTEGRO-DIFFERENTIAL EQUATIONS WITH WEAKLY SINGULAR KERNELS

For fractional Volterra integro-differential equations(FVIDEs)with weakly singular kernels,this paper proposes a generalized Jacobi spectral Galerkin method.The basis functions for the provided method are selected generalized Jacobi functions(GJFs),which can be utilized as natural basis functions of spectral methods for weakly singular FVIDEs when appropriately constructed.The developed method's spectral rate of convergence is determined using the L^(∞)-norm and the weighted L^(2)-norm.Numerical results indicate the usefulness of the proposed method.

An Extended Numerical Method by Stancu Polynomials for Solution of Integro-Differential Equations Arising in Oscillating Magnetic Fields

In this study, the Bernstein collocation method has been expanded to Stancu collocation method for numerical solution of the charged particle motion for certain configurations of oscillating magnetic fields modelled by a class of linear integro-differential equations. As the method has been improved, the Stancu polynomials that are generalization of the Bernstein polynomials have been used. The method has been tested on a physical problem how the method can be applied. Moreover, numerical results of the method have been compared with the numerical results of the other methods to indicate the efficiency of the method.

Convergence Analysis of the Legendre Spectral Collocation Methods for Second Order Volterra Integro-Differential Equations

A class of numerical methods is developed for second order Volterra integrodifferential equations by using a Legendre spectral approach.We provide a rigorous error analysis for the proposed methods,which shows that the numerical errors decay exponentially in the L∞-norm and L2-norm.Numerical examples illustrate the convergence and effectiveness of the numerical methods.

Convergence Analysis of the Spectral Methods for Weakly Singular Volterra Integro-Differential Equations with Smooth Solutions

The theory of a class of spectral methods is extended to Volterra integrodifferential equations which contain a weakly singular kernel(t−s)^(−μ) with 0<μ<1.In this work,we consider the case when the underlying solutions of weakly singular Volterra integro-differential equations are sufficiently smooth.We provide a rigorous error analysis for the spectral methods,which shows that both the errors of approximate solutions and the errors of approximate derivatives of the solutions decay exponentially in L^(∞)-norm and weighted L^(2)-norm.The numerical examples are given to illustrate the theoretical results.

EXTRAPOLATION AND A-POSTERIORI ERROR ESTIMATORS OF PETROV-GALERKIN METHODS FOR NON-LINEAR VOLTERRA INTEGRO-DIFFERENTIAL EQUATIONS

In this paper we will show that the Richardson extrapolation can be used to enhance the numerical solution generated by a Petrov-Galerkin finite element method for the initial value problem for a nonlinear Volterra integro-differential equation. As by-products, we will also show that these enhanced approximations can be used to form a class of posteriori estimators for this Petrov-Galerkin finite element method. Numerical examples are supplied to illustrate the theoretical results.

An h-p Petrov-Galerkin finite element method for linear Volterra integro-differential equations

We analyze an h-p version Petrov-Galerkin finite element method for linear Volterra integrodifferential equations. We prove optimal a priori error bounds in the L2- and H1-norm that are explicit in the time steps,the approximation orders and in the regularity of the exact solution. Numerical experiments confirm the theoretical results. Moreover,we observe that the numerical scheme superconverges at the nodal points of the time partition.

THE WELL-POSEDNESS OF FRACTIONAL INTEGRO-DIFFERENTIAL EQUATIONS IN COMPLEX BANACH SPACES

Let X be a complex Banach space and let B and C be two closed linear operators on X satisfying the condition D(B)?D(C),and let d∈L^(1)(R_(+))and 0≤β<α≤2.We characterize the well-posedness of the fractional integro-differential equations D^(α)u(t)+CD^(β)u(t)=Bu(t)+∫_(-∞)td(t-s)Bu(s)ds+f(t),(0≤t≤2π)on periodic Lebesgue-Bochner spaces L^(p)(T;X)and periodic Besov spaces B_(p,q)^(s)(T;X).

Optimal Convergence Rate of q-Maruyama Method for StochasticVolterra Integro-Differential Equations with Riemann-Liouville Fractional Brownian Motion

This paper mainly considers the optimal convergence analysis of the q-Maruyama method for stochastic Volterra integro-differential equations(SVIDEs)driven by Riemann-Liouville fractional Brownian motion under the global Lipschitz and linear growth conditions.Firstly,based on the contraction mapping principle,we prove the well-posedness of the analytical solutions of the SVIDEs.Secondly,we show that the q-Maruyama method for the SVIDEs can achieve strong first-order convergence.In particular,when the q-Maruyama method degenerates to the explicit Euler-Maruyama method,our result improves the conclusion that the convergence rate is H+1/2,H∈(0,1/2)by Yang et al.,J.Comput.Appl.Math.,383(2021),113156.Finally,the numerical experiment verifies our theoretical results.

Variation of Parameters Method for Solving System of NonlinearVolterra Integro-Differential Equations

It is well known that nonlinear integro-differential equations play vital role in modeling of many physical processes,such as nano-hydrodynamics,drop wise condensation,oceanography,earthquake and wind ripple in desert.Inspired and motivated by these facts,we use the variation of parameters method for solving system of nonlinear Volterra integro-differential equations.The proposed technique is applied without any discretization,perturbation,transformation,restrictive assumptions and is free from Adomian’s polynomials.Several examples are given to verify the reliability and efficiency of the proposed technique.

A shifted Legendre method for solving a population model and delay linear Volterra integro-differential equations

In this paper, we propose a collocation method to obtain the approximate solutions of a population model and the delay linear Volterra integro-differential equations. The method is based on the shifted Legendre polynomials. By using the required matrix operations and collocation points, the delay linear Fredholm integro-differential equation is transformed into a matrix equation. The matrix equation corresponds to a system of linear algebraic equations. Also, an error estimation method for method and improve- ment of solutions is presented by using the residual function. Applications of population model and general delay integro-differential equation are given. The obtained results are compared with the known results.

PERIODIC SOLUTIONS OF SCALAR NEUTRAL VOLTERRA INTEGRO-DIFFERENTIAL EQUATIONS WITH INFINITE DELAY

This paper deals with the existence and uniqueness of periodic solutions of the following scalar neutral Volterra integro-differential equation with infinite delaywhere a, C, D, f are continuous functions, also a(t + T) = a(t), C(t + T,s + T) = C(t, s), D(t + T,s + T) = D(t, s), f(t + T) = f(t). Sufficient conditions on the existence and uniqueness of periodic solution to this equation are obtained by the contraction mapping theorem.

Piecewise Spectral Collocation Method for Second Order Volterra Integro-Differential Equations with Nonvanishing Delay

In this paper,the piecewise spectral-collocation method is used to solve the second-order Volterra integral differential equation with nonvanishing delay.In this collocation method,the main discontinuity point of the solution of the equation is used to divide the partitions to overcome the disturbance of the numerical error convergence caused by the main discontinuity of the solution of the equation.Derivative approximation in the sense of integral is constructed in numerical format,and the convergence of the spectral collocation method in the sense of the L¥and L2 norm is proved by the Dirichlet formula.At the same time,the error convergence also meets the effect of spectral accuracy convergence.The numerical experimental results are given at the end also verify the correctness of the theoretically proven results.

ON THE DECOMPOSITION PROBLEM OF STABILITY FOR VOLTERRA INTEGRO-DIFFERENTIAL EQUATIONS

Ⅰ. INTRODUCTIONIn this note, we discuss the problem of stability of the Volterra integro-differential

Solving high-order nonlinear Volterra-Fredholm integro-differential equations by differential transform method

In this paper, we apply the differential transformation method to high-order nonlinear Volterra- Fredholm integro-differential equations with se- parable kernels. Some different examples are considered the results of these examples indi-cated that the procedure of the differential transformation method is simple and effective, and could provide an accurate approximate solution or exact solution.

ANTICIPATED BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS WITH JUMPS AND APPLICATIONS TO DYNAMIC RISK MEASURES

In this paper, we focus on anticipated backward stochastic Volterra integral equations(ABSVIEs) with jumps. We solve the problem of the well-posedness of so-called M-solutions to this class of equation, and analytically derive a comparison theorem for them and for the continuous equilibrium consumption process. These continuous equilibrium consumption processes can be described by the solutions to this class of ABSVIE with jumps.Motivated by this, a class of dynamic risk measures induced by ABSVIEs with jumps are discussed.

CONVERGENCE ANALYSIS OF THE JACOBI SPECTRAL-COLLOCATION METHOD FOR FRACTIONAL INTEGRO-DIFFERENTIAL EQUATIONS

We propose and analyze a spectral Jacobi-collocation approximation for fractional order integro-differential equations of Volterra type. The fractional derivative is described in the Caputo sense. We provide a rigorous error analysis for the collection method, which shows that the errors of the approximate solution decay exponentially in L^∞ norm and weighted L^2-norm. The numerical examples are given to illustrate the theoretical results.

Solving Fractional Integro-Differential Equations by Using Sumudu Transform Method and Hermite Spectral Collocation Method

In this paper we are looking forward to finding the approximate analytical solutions for fractional integro-differential equations by using Sumudu transform method and Hermite spectral collocation method.The fractional derivatives are described in the Caputo sense.The applications related to Sumudu transform method and Hermite spectral collocation method have been developed for differential equations to the extent of access to approximate analytical solutions of fractional integro-differential equations.

A lumped mass nonconforming finite element method for nonlinear parabolic integro-differential equations on anisotropic meshes

A lumped mass approximation scheme of a low order Crouzeix-Raviart type noncon- forming triangular finite element is proposed to a kind of nonlinear parabolic integro-differential equations. The L2 error estimate is derived on anisotropic meshes without referring to the traditional nonclassical elliptic projection.