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.

A SPECTRAL METHOD FOR A WEAKLY SINGULAR VOLTERRA INTEGRO-DIFFERENTIAL EQUATION WITH PANTOGRAPH DELAY

In this paper,a Jacobi-collocation spectral method is developed for a Volterraintegro-differential equation with delay,which contains a weakly singular kernel.We use a function transformation and a variable transformation to change the equation into a new Volterra integral equation defined on the standard interval[-1,1],so that the Jacobi orthogonal polynomial theory can be applied conveniently.In order to obtain high order accuracy for the approximation,the integral term in the resulting equation is approximated by Jacobi spectral quadrature rules.In the end,we provide a rigorous error analysis for the proposed method.The spectral rate of convergence for the proposed method is established in both the L^(∞)-norm and the weighted L^(2)-norm.

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.

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.

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.

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.

NUMERICAL ANALYSIS OF A NONLINEAR SINGULARLY PERTURBED DELAY VOLTERRA INTEGRO-DIFFERENTIAL EQUATION ON AN ADAPTIVE GRID

In this paper,we study a nonlinear first-order singularly perturbed Volterra integro-differential equation with delay.This equation is discretized by the backward Euler for differential part and the composite numerical quadrature formula for integral part for which both an a priori and an a posteriori error analysis in the maximum norm are derived.Based on the a priori error bound and mesh equidistribution principle,we prove that there exists a mesh gives optimal first order convergence which is robust with respect to the perturbation parameter.The a posteriori error bound is used to choose a suitable monitor function and design a corresponding adaptive grid generation algorithm.Furthermore,we extend our presented adaptive grid algorithm to a class of second-order nonlinear singularly perturbed delay differential equations.Numerical results are provided to demonstrate the effectiveness of our presented monitor function.Meanwhile,it is shown that the standard arc-length monitor function is unsuitable for this type of singularly perturbed delay differential equations with a turning point.

A Spectral Method for Neutral Volterra Integro-Differential Equation with Weakly Singular Kernel

This paper is concerned with obtaining an approximate solution and an approximate derivative of the solution for neutral Volterra integro-differential equation with a weakly singular kernel.The solution of this equation,even for analytic data,is not smooth on the entire interval of integration.The Jacobi collocation discretization is proposed for the given equation.A rigorous analysis of error bound is also provided which theoretically justifies that both the error of approximate solution and the error of approximate derivative of the solution decay exponentially in L∞norm and weighted L2 norm.Numerical results are presented to demonstrate the effectiveness of the spectral method.

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).

A Spectral Method for Second Order Volterra Integro-Differential Equation with Pantograph Delay

In this paper,a Legendre-collocation spectral method is developed for the second order Volterra integro-differential equation with pantograph delay.We provide a rigorous error analysis for the proposed method.The spectral rate of convergence for the proposed method is established in both L^(2)-norm and L^(∞)-norm.

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.

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.

A Differential Quadrature Based Approach for Volterra Partial Integro-Differential Equation with a Weakly Singular Kernel

Differential quadrature method is employed by numerous researchers due to its numerical accuracy and computational efficiency,and is mentioned as potential alternative of conventional numerical methods.In this paper,a differential quadrature based numerical scheme is developed for solving volterra partial integro-differential equation of second order having a weakly singular kernel.The scheme uses cubic trigonometric B-spline functions to determine the weighting coefficients in the differential quadrature approximation of the second order spatial derivative.The advantage of this approximation is that it reduces the problem to a first order time dependent integro-differential equation(IDE).The proposed scheme is obtained in the form of an algebraic system by reducing the time dependent IDE through unconditionally stable Euler backward method as time integrator.The scheme is validated using a homogeneous and two nonhomogeneous test problems.Conditioning of the system matrix and numerical convergence of the method are analyzed for spatial and temporal domain discretization parameters.Comparison of results of the present approach with Sinc collocation method and quasi-wavelet method are also made.

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.