Generalized Jacobi Spectral-Galerkin Method for Nonlinear Volterra Integral Equations with Weakly Singular Kernels

We propose a generalized Jacobi spectral-Galerkin method for the nonlinear Volterra integral equations (VIEs) with weakly singular kernels. We establish the existence and uniqueness of the numerical solution, and characterize the convergence of the proposed method under reasonable assumptions on the nonlinearity. We also present numerical results which are consistent with the theoretical predictions.     

Collocation methods for fractional integro-differential equations with weakly singular kernels

In this paper, the piecewise polynomial collocation methods are used for solving the fractional integro-differential equations with weakly singular kernels. We present that a suitable transformation can convert fractional integro-differential equations to one type of second kind Volterra integral equations (VIEs) with weakly singular kernels. Then we solve the VIEs by standard piecewise polynomial collocation methods. It is shown that such kinds of methods are able to yield optimal convergence rate. Finally, some numerical experiments are given to show that the numerical results are consistent with the theoretical results.     

Open problems in the discretization of volterra integral equations

The open problems (and conjectures) discussed in this paper arise in the discretization of Volterra integral equations, including equations with weakly singular kernels and delay arguments, by collocation methods in piecewise polynomial spaces. They focus on questions of stability versus accuracy; extrapolation on regular and graded meshes; and equations with certain variable delays     

Solution of nonlinear weakly singular Volterra integral equations using the fractional‐order Legendre functions and pseudospectral method

In this article, our main goal is to render an idea to convert a nonlinear weakly singular Volterra integral equation to a non‐singular one by new fractional‐order Legendre functions. The fractional‐order Legendre functions are generated by change of variable on well‐known shifted Legendre polynomials. We consider a general form of singular Volterra integral equation of the second kind. Then the fractional Legendre–Gauss–Lobatto quadratures formula eliminates the singularity of the kernel of the integral equation. Finally, the Legendre pseudospectral method reduces the solution of this problem to the solution of a system of algebraic equations. This method also can be utilized on fractional differential equations as well. The comparison of results of the presented method and other numerical solutions shows the efficiency and accuracy of this method. Also, the obtained maximum error between the results and exact solutions shows that using the present method leads to accurate results and fast convergence for solving nonlinear weakly singular Volterra integral equations. Copyright © 2015 John Wiley & Sons, Ltd.     

A survey of recent advances in the numerical treatment of Volterra integral and integro-differential equations

The present survey paper samples recent advances in the numerical analysis of Volterra integral equations of the first and second kind and of integro-differential equations (including equations with weakly singular kernels); except for some important earlier references the discussion focuses on the development which has taken place during the last dozen years. A fairly extensive bibliography (selected to be representative rather than comprehensive) complements the paper.     

Generalized Dirichlet‐to‐Neumann Map in Time‐Dependent Domains

We study the heat, linear Schrödinger (LS), and linear KdV equations in the domain l(t) < x < ∞ , 0 < t < T , with prescribed initial and boundary conditions and with l(t) a given differentiable function. For the first two equations, we show that the unknown Neumann or Dirichlet boundary value can be computed as the solution of a linear Volterra integral equation with an explicit weakly singular kernel. This integral equation can be derived from the formal Fourier integral representation of the solution. For the linear KdV equation we show that the two unknown boundary values can be computed as the solution of a system of linear Volterra integral equations with explicit weakly singular kernels. The derivation in this case makes crucial use of analyticity and certain invariance properties in the complex spectral plane. The above Volterra equations are shown to admit a unique solution.     

Extrapolation method for solving weakly singular nonlinear Volterra integral equations of the second kind

Based on a new generalization of discrete Gronwall inequality in [L. Tao, H. Yong, A generalization of discrete Gronwall inequality and its application to weakly singular Volterra integral equality of the second kind, J. Math. Anal. Appl. 282 (2003) 56-62], Navot's quadrature rule for computing integrals with the end point singularity in [I. Navot, A further extension of Euler-Maclaurin summation formula, J. Math. Phys. 41 (1962) 155-184] and a transformation in [P. Baratella, A. Palamara Orsi, A new approach to the numerical solution of weakly singular Volterra integral equations, J. Comput. Appl. Math. 163 (2004) 401-418], a new quadrature method for solving nonlinear weakly singular Volterra integral equations of the second kind is presented. The convergence of the approximation solution and the asymptotic expansion of the error are proved, so by means of the extrapolation technique we not only obtain a higher accuracy order of the approximation but also get a posteriori estimate of the error.     

On the approximate solution of weakly singular integro-differential equations of Volterra type

Recently, the convergence rate of the collocation method for integral and integro-differential equations with weakly singular kernels has been studied in a series of papers [1–7]. The present paper belongs to the same series. We analyze the possibility of constructing approximate solutions of high-order accuracy on a uniform or almost uniform grid for weakly singular integro-differential equations of Volterra type.Translated from Differentsialnye Uravneniya, Vol. 40, No. 9, 2004, pp. 1271–1279.Original Russian Text Copyright © 2004 by Pedas.     

Product integration methods for solving a system of nonlinear Volterra integral equations

In this paper the technique of subtracting out singularities is used to derive explicit and implicit product Euler schemes with order one convergence and a product trapezoidal scheme with order two convergence for a system of Volterra integral equations with a weakly singular kernel. The convergence proofs of the numerical schemes are presented; these are nonstandard since the nonlinear function involved in the integral equation system does not satisfy a global Lipschitz condition.     

Hammerstein型弱奇异积分方程的β-多项式配置方法

1．引言对VOlterra弱奇异积分方程和积一微分方程之配置方法已有不少文章讨论［1－6］．由于其解在左端点处的非光滑性[3]并要得到m-1次多项式配置解的最优收敛率。，需采用所谓的等级网格．早期M作［1,2］是将等级指数r取为1，a表征核（t—s）ak（t，8）的奇异程度），但...     

Efficient methods for Volterra integral equations with highly oscillatory Bessel kernels

In this paper, we introduce efficient methods for the approximation of solutions to weakly singular Volterra integral equations of the second kind with highly oscillatory Bessel kernels. Based on the asymptotic analysis of the solution, we derive corresponding convergence rates in terms of the frequency for the Filon method, and for piecewise constant and linear collocation methods. We also present asymptotic schemes for large values of the frequency. These schemes possess the property that the numerical solutions become more accurate as the frequency increases.     

Spectral methods for weakly singular Volterra integral equations with smooth solutions

We propose and analyze a spectral Jacobi-collocation approximation for the linear Volterra integral equations (VIEs) of the second kind with weakly singular kernels. In this work, we consider the case when the underlying solutions of the VIEs are sufficiently smooth. In this case, we provide a rigorous error analysis for the proposed method, which shows that the numerical errors decay exponentially in the infinity norm and weighted Sobolev space norms. Numerical results are presented to confirm the theoretical prediction of the exponential rate of convergence.     

Generalized Jacobi spectral Galerkin method for fractional pantograph differential equation

This work is concerned with the extension of the Jacobi spectral Galerkin method to a class of nonlinear fractional pantograph differential equations. First, the fractional differential equation is converted to a nonlinear Volterra integral equation with weakly singular kernel. Second, we analyze the existence and uniqueness of solutions for the obtained integral equation. Then, the Galerkin method is used for solving the equivalent integral equation. The error estimates for the proposed method are also investigated. Finally, illustrative examples are presented to confirm our theoretical analysis.     

Superconvergence of collocation methods for Volterra and Abel integral equations of the second kind

Summary This paper deals with the question of the attainable order of convergence in the numerical solution of Volterra and Abel integral equations by collocation methods in certain piecewise polynomial spaces and which are based on suitable interpolatory quadrature for the resulting moment integrals. The use of a (nonlinear) variation of constants formula for the representation of the error function in terms of the defect allows for a unified treatment of equations with continuous and weakly singular kernels.     

非线性弱奇性Volterra积分方程的谱配置法

基于已有文献的研究成果及前期工作,我们考察了非线性弱奇性Volterra积分方程（VIE）的谱配置法,并对该方法进行了收敛性分析.得到的结论是数值误差呈谱收敛.误差收敛阶与配置点个数及方程解的正则性相关.数值实验也证实了这一结论.本文的方法解决了已有文献中类似数值方法（Allaei（2016）,Sohrabi（2017））存在的问题.     

Mathematical simulation of nonlinear oscillations of viscoelastic pipelines conveying fluid

A mathematical model of the problem of nonlinear oscillations of a viscoelastic pipeline conveying fluid is developed in the paper. The Boltzmann–Volterra integral model with weakly singular kernels of heredity is used to describe the processes of pipeline strain. Using the Bubnov–Galerkin method, the mathematical model of the problem is reduced to the study of a system of ordinary integro-differential equations, where time is an independent variable. The solution of integro-differential equations is determined by a numerical method based on the elimination of the singularity in the relaxation kernel of the integral operator. Using the numerical method for unknowns, a system of algebraic equations is obtained. To solve a system of algebraic equations, the Gauss method is used. A computational algorithm is developed to solve the problems of the dynamics of viscoelastic pipelines with a flowing fluid. The algorithm of the proposed method makes it possible to investigate in detail the effect of rheological parameters on the character of vibrational strength of viscoelastic pipelines with a fluid flow, in particular, in the study of free oscillations of pipelines based on the theory of ideally elastic shells. On the basis of the computational algorithm developed, a set of applied computer programs has been created, which makes it possible to carry out numerical studies of pipeline oscillations. The influence of singularity in the heredity kernels and the geometric parameters of the pipeline on the vibrations of structures possessing viscoelastic properties is numerically investigated. It is shown that an account of viscoelastic properties of pipeline material leads decrease in the amplitude and frequency of oscillation. It is established that to reveal the influence of viscoelastic properties of structure material on the pipeline oscillations, it is necessary to use the Abel-type weakly singular kernels of heredity. The obtained results of numerical simulation can be used in the enterprises of oil and gas industries, as well as in design organizations.     

Piecewise homotopy perturbation method for solving linear and nonlinear weakly singular VIE of second kind

The purpose of this paper is to obtain the approximation solution of linear and strong nonlinear weakly singular Volterra integral equation of the second kind, especially for such a situation that the equation is of nonsmooth solution and the situation that the problem is a strong nonlinear problem. For this purpose, we firstly make a transform to the equation such that the solution of the new equation is as smooth as we like. Through modifying homotopy perturbation method, an algorithm is successfully established to solve the linear and nonlinear weakly singular Volterra integral equation of the second kind. And the convergence of the algorithm is proved strictly. Comparisons are made between our method and other methods, and the results reveal that the modified homotopy perturbation is effective.     

Fractional Multistep Methods for Weakly Singular Volterra Integral Equations of the First Kind with Perturbed Data

ABSTRACT

Fractional multistep methods were introduced by C. Lubich for the quadrature of Abel integral operators and the solution of weakly singular Volterra integral equations of the first kind with exactly given right-hand sides. In the current paper, we consider the regularizing properties of these methods to solve the mentioned integral equations of the first kind for perturbed right-hand sides. Finally, numerical results are presented.     

The regularizing properties of the composite trapezoidal method for weakly singular Volterra integral equations of the first kind

In the present paper we investigate the regularizing properties of the product trapezoidal method for solving weakly singular first kind Volterra integral equations with perturbed right-hand sides. Some numerical results are also presented.     

Discrete Wavelet Petrov–Galerkin Methods

In this paper, we develop a discrete wavelet Petrov–Galerkin method for integral equations of the second kind with weakly singular kernels suitable for solving boundary integral equations. A compression strategy for the design of a fast algorithm is suggested. Estimates for the rate of convergence and computational complexity of the method are provided.