Boundary value methods for Volterra integral and integro-differential equations

Numerial Methods for Volterra Integral Equations with Singular Kernels

In the last two decades the theory of Volterra integral equations and of integro-differential equations has developed extensively. New classes of methods for the numerical solution of such equations have been developed and at the same time there have been advances in the qualitative theory of these equations. More frequent use is being made of Volterra equations to model various physical and biological phenomenon as new insight has occurred into the asymptotic behaviour of solutions. In consequence, there has emerged a need for reliable and efficient methods for the numerical treatment of such equations. This thesis is concerned with an aspect of numerical solution of Volterra integral and integro-differential equations. In Chapters 1 and 2 we are concerned with background material. We provide results on the classical theory of Volterra equations in Chapter 1 and on numerical methods in Chapter 2. The original material is contained in Chapters 3, 4 and 5. Here, stability results which involve the construction and analysis of finite-term recurrence relations are presented. The techniques relate to the treatment of Volterra integral and integro-differential equations. They permit the analysis of classical and 7-modified numerical methods. The results presented should be viewed as a contribution towards an understanding of numerical stability for the methods considered. The area is one in which further work (subsequent to the present investigation and involving advanced techniques) has been performed and where open questions still remain. The techniques which are employed in this thesis are applicable in other areas of numerical analysis and therefore have intrinsic interest.

In this paper, a hybrid technique based on the combining of differential transform approach, the Laplace transformation, and Pade approximant is successfully implemented for solving Volterra Integro differential (VID) equations subject to appropriate conditions. The proposed method known as modified differential transform method (MDTM) enlarges the domain of convergence with less computational time. One of the interesting features of this algorithm is the ability to produce an analytic approximate solution in convergent power series form with few numbers of computable terms. Preliminary results on some test problems show that the new algorithm is efficient and promising for Volterra integro-differential equations and can be applied as alternatives for the integral and integro-differential (IID) equation that have no analytical solution.

Mathematical programming methods in the numerical solution of Volterra integral and integro-differential equations with weakly-singular kernel

In this paper, the differential transformation method is applied to the system of Volterra integral and integrodifferential equations with proportional delays. The method is useful for both linear and nonlinear equations. By using this method, the solutions are obtained in series forms. If the solutions of the problem can be expanded to Taylor series, then the method gives opportunity to determine the coefficients of Taylor series. Hence, the exact solution can be obtained in Taylor series form. In illustrative examples, the method is applied to a few types of systems.

This paper presents a high accuracy combination algorithm for solving the systems of nonlinear Volterra integral and integro-differential equations with weakly singular kernels of the second kind. Two quadrature algorithms for solving the systems are discussed, which possess high accuracy order and the asymptotic expansion of the errors. By means of combination algorithm, we may obtain a numerical solution with higher accuracy order than the original two quadrature algorithms. Moreover an a posteriori error estimation for the algorithm is derived. Both of the theory and the numerical examples show that the algorithm is effective and saves storage capacity and computational cost.

In this paper, authors propose a new integral transform “Rishi Transform” with application to determine the exact (analytic) solution of first kind Volterra integral equation (V.I.E.). For this purpose, authors first derived the Rishi transform of basic mathematical functions (algebraic and transcendential) and then the fundamental properties of Rishi transform is discussed, which can be used for solving ordinary differential equations (O.D.E), partial differential equations (P.D.E.), delay differential equations (D.D.E.), fractional differential equations (F.D.E.), difference equations (D.E.), integral equations (I.E.) and integro-differential equations (I.D.E.). After this, authors determined the exact (analytic) solution of general first kind V.I.E.. They have considered three numerical problems and solved them completely step by step for explaining the utility of Rishi transform. Results depict that the proposed new integral transform "Rishi Transform" provides the exact results for first kind V.I.E. without doing complicated calculation work.

Gladwin [4] proved that Newton-Gregory formulas of order larger than 2 produce unstable algorithms when applied to nonlinear Volterra integral equations of the first kind. It is shown that similar results are true for all interpolatory quadrature rules using equidistant nodes. Upper bounds for the error order of quadrature rules, which lead to stable methods are given. Some higher order stable methods are indicated.

Oscillation-free solutions to Volterra integral and integro-differential equations with periodic force terms

Linear multistep methods for ordinary differential equations in conjunction with a family of computationally efficient quadrature rules are employed to define a class of so-called multilag methods for the solution of Volterra integral and integro-differential equations. In addition, modified multilag methods are proposed which have the property that the stability behavior is independent of the choice of the quadrature rules. High order convergence of the methods is established. In particular, a special class of high order convergent methods is presented for the efficient solution of first-kind Volterra equations. Numerical experiments are reported.

The main aim of this paper is to numerically solve the first kind linear Fredholm and Volterra integral equations by using Modified Bernstein–Kantorovich operators. The unknown function in the first kind integral equation is approximated by using the Modified Bernstein–Kantorovich operators. Hence, by using discretization, the obtained linear equations are transformed into systems of algebraic linear equations. Due to the sensitivity of the solutions on the input data, significant difficulties may be encountered, leading to instabilities in the results during actualization. Consequently, to improve on the stability of the solutions which imply the accuracy of the desired results, regularization features are built into the proposed numerical approach. More stable approximations to the solutions of the Fredholm and Volterra integral equations are obtained especially when high order approximations are used by the Modified Bernstein–Kantorovich operators. Test problems are constructed to show the computational efficiency, applicability and the accuracy of the method. Furthermore, the method is also applied to second kind Volterra integral equations.

The Numerical Solution of Integral Equations on the Half-Line

On the numerical stability of the linear barycentric rational quadrature method for Volterra integral equations

New numerical method for volterra integral equation of the second kind in piezoelastic dynamic problems

Fractional integro-differential equations (FIDEs) of both Volterra and Fredholm types present considerable challenges in numerical analysis and scientific computing due to their complex structures. This paper introduces a novel approach to address such equations by employing a Cubic B-spline collocation method. This method offers a robust and systematic framework for approximating solutions to the FIDEs, facilitating precise representations of complex phenomena. Within this research, we establish the mathematical foundations of the proposed scheme, elucidate its advantages over existing methods, and demonstrate its practical utility through numerical examples. We adopt the Caputo definition for fractional derivatives and conduct a stability analysis to validate the accuracy of the method. The findings showcase the precision and efficiency of the scheme in solving FIDEs, highlighting its potential as a valuable tool for addressing a wide array of practical problems.