We propose a novel numerical approach for delay differential equations with vanishing proportional delays based on spectral methods. A Legendre-collocation method is employed to obtain highly accurate numerical approx...We propose a novel numerical approach for delay differential equations with vanishing proportional delays based on spectral methods. A Legendre-collocation method is employed to obtain highly accurate numerical approximations to the exact solution. It is proved theoretically and demonstrated numerically that the proposed method converges exponentially provided that the data in the are smooth. given pantograph delay differential equation展开更多
We describe the application of the spectral method to delay integro-differential equations with proportional delays. It is shown that the resulting numerical solutions exhibit the spectral convergence order. Extension...We describe the application of the spectral method to delay integro-differential equations with proportional delays. It is shown that the resulting numerical solutions exhibit the spectral convergence order. Extensions to equations with more general （nonlinear） vanishing delays are also discussed.展开更多
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...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.展开更多
The main purpose of this work is to provide a novel numerical approach for the Volterra integral equations based on a spectral approach. A Legendre-collocation method is proposed to solve the Volterra integral equatio...The main purpose of this work is to provide a novel numerical approach for the Volterra integral equations based on a spectral approach. A Legendre-collocation method is proposed to solve the Volterra integral equations of the second kind. We provide a rigorous error analysis for the proposed method, which indicates that the numerical errors decay exponentially provided that the kernel function and the source function are sufficiently smooth. Numerical results confirm the theoretical prediction of the exponential rate of convergence. The result in this work seems to be the first successful spectral approach （with theoretical justification） for the Volterra type equations.展开更多
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 transforma...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.展开更多
Fractional differential equations have recently been applied in various areas of engineering, science, finance, applied mathematics, bio-engineering and others. However, many researchers remain unaware of this field. ...Fractional differential equations have recently been applied in various areas of engineering, science, finance, applied mathematics, bio-engineering and others. However, many researchers remain unaware of this field. In this paper, an efficient numerical method for solving the fractional Advection-dispersion equation (ADE) is considered. The fractional derivative is described in the Caputo sense. The method is based on Chebyshev approximations. The properties of Chebyshev polynomials are used to reduce ADE to a system of ordinary differential equations, which are solved using the finite difference method (FDM). Moreover, the convergence analysis and an upper bound of the error for the derived formula are given. Numerical solutions of ADE are presented and the results are compared with the exact solution.展开更多
In this article we use Chebyshev spectral collocation method to deal with the Volterra integral equation which has two kinds of delay items. We use linear transformation to make the interval into a fixed interval [-1,...In this article we use Chebyshev spectral collocation method to deal with the Volterra integral equation which has two kinds of delay items. We use linear transformation to make the interval into a fixed interval [-1, 1]. Then we use the Gauss quadrature formula to approximate the solution. With the help of lemmas, we get the result that the numerical error decay exponentially in the infinity norm and the Chebyshev weighted Hilbert space norm. Some numerical experiments are given to confirm our theoretical prediction.展开更多
A Fourier-Chebyshev spectral method is proposed in this paper for solving the cavitation problem in nonlinear elasticity. The interpolation error for the cavitation solution is analyzed, the elastic energy error estim...A Fourier-Chebyshev spectral method is proposed in this paper for solving the cavitation problem in nonlinear elasticity. The interpolation error for the cavitation solution is analyzed, the elastic energy error estimate for the discrete cavitation solution is obtained, and the convergence of the method is proved. An algorithm combined a gradient type method with a damped quasi-Newton method is applied to solve the discretized nonlinear equilibrium equations. Numerical experiments show that the Fourier-Chebyshev spectral method is efficient and capable of producing accurate numerical cavitation solutions.展开更多
This work is to analyze a spectral Jacobi-collocation approximation for Volterra integral equations with singular kernel p（t, s） = （t - s）^-μ. In an earlier work of Y. Chen and T. Tang [J. Comput. Appl. Math., 20...This work is to analyze a spectral Jacobi-collocation approximation for Volterra integral equations with singular kernel p（t, s） = （t - s）^-μ. In an earlier work of Y. Chen and T. Tang [J. Comput. Appl. Math., 2009, 233：938 950], the error analysis for this approach is carried out for 0 〈 μ 〈 1/2 under the assumption that the underlying solution is smooth. It is noted that there is a technical problem to extend the result to the case of Abel-type, i.e., μ = 1/2. In this work, we will not only extend the convergence analysis by Chen and Tang to the Abel-ype but also establish the error estimates under a more general regularity assumption on the exact solution.展开更多
The aim of this paper is to obtain the numerical solutions of fractional Volterra integrodifferential equations by the Jacobi spectral collocation method using the Jacobi-Gauss collocation points.We convert the fracti...The aim of this paper is to obtain the numerical solutions of fractional Volterra integrodifferential equations by the Jacobi spectral collocation method using the Jacobi-Gauss collocation points.We convert the fractional order integro-differential equation into integral equation by fractional order integral,and transfer the integro equations into a system of linear equations by the Gausssian quadrature.We furthermore perform the convergence analysis and prove the spectral accuracy of the proposed method in L∞norm.Two numerical examples demonstrate the high accuracy and fast convergence of the method at last.展开更多
While the approximate solutions of one-dimensional nonlinear Volterra-Fredholm integral equations with smooth kermels are now well understood,no systematic studies of the numerical solutions of their multi-dimensional...While the approximate solutions of one-dimensional nonlinear Volterra-Fredholm integral equations with smooth kermels are now well understood,no systematic studies of the numerical solutions of their multi-dimensional counterparts exist.In this paper,we provide an efficient numerical approach for the multi-dimensional nonlinear Volterra-Fredholm integral equations based on the multi-variate Legendre-collocation approach.Spectral collocation methods for multi-dimensional nonlinear integral equations are known to cause major difficulties from a convergence analysis point of view.Consequently,rigorous error estimates are provided in the weighted Sobolev space showing the exponential decay of the numerical errors.The existence and uniqueness of the numerical solution are established.Numerical experiments are provided to support the theoretical convergence analysis.The results indicate that our spectral collocation method is more flexible with better accuracy than the existing ones.展开更多
We target here to solve numerically a class of nonlinear fractional two-point boundary value problems involving left-and right-sided fractional derivatives.The main ingredient of the proposed method is to recast the p...We target here to solve numerically a class of nonlinear fractional two-point boundary value problems involving left-and right-sided fractional derivatives.The main ingredient of the proposed method is to recast the problem into an equivalent system of weakly singular integral equations.Then,a Legendre-based spectral collocation method is developed for solving the transformed system.Therefore,we can make good use of the advantages of the Gauss quadrature rule.We present the construction and analysis of the collocation method.These results can be indirectly applied to solve fractional optimal control problems by considering the corresponding Euler–Lagrange equations.Two numerical examples are given to confirm the convergence analysis and robustness of the scheme.展开更多
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 gen...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.展开更多
This paper is devoted to implementing the Legendre spectral collocation method to introduce numerical solutions of a certain class of fractional variational problems (FVPs). The properties of the Legendre polynomials ...This paper is devoted to implementing the Legendre spectral collocation method to introduce numerical solutions of a certain class of fractional variational problems (FVPs). The properties of the Legendre polynomials and Rayleigh-Ritz method are used to reduce the FVPs to the solution of system of algebraic equations. Also, we study the convergence analysis. The obtained numerical results show the simplicity and the efficiency of the proposed method.展开更多
基金The research of HB was supported by the Natural Sciences and Engineering Research Council (NSERC) of Canada and by the Research Grants Council of Hong KongThe research of TT was supported by Hong Kong Baptist University,the Research Grants Council of Hong Kong and he was supported in part by the Chinese Academy of Sciences while visiting its Institute of Computational Mathematics.
文摘We propose a novel numerical approach for delay differential equations with vanishing proportional delays based on spectral methods. A Legendre-collocation method is employed to obtain highly accurate numerical approximations to the exact solution. It is proved theoretically and demonstrated numerically that the proposed method converges exponentially provided that the data in the are smooth. given pantograph delay differential equation
文摘We describe the application of the spectral method to delay integro-differential equations with proportional delays. It is shown that the resulting numerical solutions exhibit the spectral convergence order. Extensions to equations with more general （nonlinear） vanishing delays are also discussed.
基金This work is supported by the Foundation for Talent Introduction of Guangdong Provincial University,Guangdong Province Universities and Colleges Pearl River Scholar Funded Scheme(2008)National Science Foundation of China(10971074).
文摘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.
基金supported by CERG Grants of Hong Kong Research Grant CouncilFRG grants of Hong Kong Baptist University
文摘The main purpose of this work is to provide a novel numerical approach for the Volterra integral equations based on a spectral approach. A Legendre-collocation method is proposed to solve the Volterra integral equations of the second kind. We provide a rigorous error analysis for the proposed method, which indicates that the numerical errors decay exponentially provided that the kernel function and the source function are sufficiently smooth. Numerical results confirm the theoretical prediction of the exponential rate of convergence. The result in this work seems to be the first successful spectral approach （with theoretical justification） for the Volterra type equations.
基金supported by the State Key Program of National Natural Science Foundation of China(11931003)the National Natural Science Foundation of China(41974133,11671157)。
文摘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.
文摘Fractional differential equations have recently been applied in various areas of engineering, science, finance, applied mathematics, bio-engineering and others. However, many researchers remain unaware of this field. In this paper, an efficient numerical method for solving the fractional Advection-dispersion equation (ADE) is considered. The fractional derivative is described in the Caputo sense. The method is based on Chebyshev approximations. The properties of Chebyshev polynomials are used to reduce ADE to a system of ordinary differential equations, which are solved using the finite difference method (FDM). Moreover, the convergence analysis and an upper bound of the error for the derived formula are given. Numerical solutions of ADE are presented and the results are compared with the exact solution.
基金Supported by Guangdong Provincial Education Projects(2021KTSCX071,HSGDJG21356-372)Project of Hanshan Normal University(521036).
文摘In this article we use Chebyshev spectral collocation method to deal with the Volterra integral equation which has two kinds of delay items. We use linear transformation to make the interval into a fixed interval [-1, 1]. Then we use the Gauss quadrature formula to approximate the solution. With the help of lemmas, we get the result that the numerical error decay exponentially in the infinity norm and the Chebyshev weighted Hilbert space norm. Some numerical experiments are given to confirm our theoretical prediction.
文摘A Fourier-Chebyshev spectral method is proposed in this paper for solving the cavitation problem in nonlinear elasticity. The interpolation error for the cavitation solution is analyzed, the elastic energy error estimate for the discrete cavitation solution is obtained, and the convergence of the method is proved. An algorithm combined a gradient type method with a damped quasi-Newton method is applied to solve the discretized nonlinear equilibrium equations. Numerical experiments show that the Fourier-Chebyshev spectral method is efficient and capable of producing accurate numerical cavitation solutions.
文摘This work is to analyze a spectral Jacobi-collocation approximation for Volterra integral equations with singular kernel p（t, s） = （t - s）^-μ. In an earlier work of Y. Chen and T. Tang [J. Comput. Appl. Math., 2009, 233：938 950], the error analysis for this approach is carried out for 0 〈 μ 〈 1/2 under the assumption that the underlying solution is smooth. It is noted that there is a technical problem to extend the result to the case of Abel-type, i.e., μ = 1/2. In this work, we will not only extend the convergence analysis by Chen and Tang to the Abel-ype but also establish the error estimates under a more general regularity assumption on the exact solution.
基金This work is supported by the National Natural Science Foundation of China(Grant Nos.11701358,11774218)。
文摘The aim of this paper is to obtain the numerical solutions of fractional Volterra integrodifferential equations by the Jacobi spectral collocation method using the Jacobi-Gauss collocation points.We convert the fractional order integro-differential equation into integral equation by fractional order integral,and transfer the integro equations into a system of linear equations by the Gausssian quadrature.We furthermore perform the convergence analysis and prove the spectral accuracy of the proposed method in L∞norm.Two numerical examples demonstrate the high accuracy and fast convergence of the method at last.
文摘While the approximate solutions of one-dimensional nonlinear Volterra-Fredholm integral equations with smooth kermels are now well understood,no systematic studies of the numerical solutions of their multi-dimensional counterparts exist.In this paper,we provide an efficient numerical approach for the multi-dimensional nonlinear Volterra-Fredholm integral equations based on the multi-variate Legendre-collocation approach.Spectral collocation methods for multi-dimensional nonlinear integral equations are known to cause major difficulties from a convergence analysis point of view.Consequently,rigorous error estimates are provided in the weighted Sobolev space showing the exponential decay of the numerical errors.The existence and uniqueness of the numerical solution are established.Numerical experiments are provided to support the theoretical convergence analysis.The results indicate that our spectral collocation method is more flexible with better accuracy than the existing ones.
基金The Russian Foundation for Basic Research(RFBR)Grant No.19-01-00019.
文摘We target here to solve numerically a class of nonlinear fractional two-point boundary value problems involving left-and right-sided fractional derivatives.The main ingredient of the proposed method is to recast the problem into an equivalent system of weakly singular integral equations.Then,a Legendre-based spectral collocation method is developed for solving the transformed system.Therefore,we can make good use of the advantages of the Gauss quadrature rule.We present the construction and analysis of the collocation method.These results can be indirectly applied to solve fractional optimal control problems by considering the corresponding Euler–Lagrange equations.Two numerical examples are given to confirm the convergence analysis and robustness of the scheme.
基金supported by the State Key Program of National Natural Science Foundation of China(Grant No.11931003)by the National Natural Science Foundation of China(Grant Nos.41974133,12126325)by the Postgraduate Scientific Research Innovation Project of Hunan Province(Grant No.CX20200620).
文摘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.
文摘This paper is devoted to implementing the Legendre spectral collocation method to introduce numerical solutions of a certain class of fractional variational problems (FVPs). The properties of the Legendre polynomials and Rayleigh-Ritz method are used to reduce the FVPs to the solution of system of algebraic equations. Also, we study the convergence analysis. The obtained numerical results show the simplicity and the efficiency of the proposed method.
