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.     

On spline function approximations to the solution of volterra integral equations of the first kind

A procedure, using spline functions of degreem, for the solution of linear Volterra integral equations of the first kind is presented. The method produces an approximate solution of classC ^m-1, is order (m+1) and is shown to be numerically stable form≦4.     

Recent advances in the numerical analysis of Volterra functional differential equations with variable delays

The numerical analysis of Volterra functional integro-differential equations with vanishing delays has to overcome a number of challenges that are not encountered when solving ‘classical’ delay differential equations with non-vanishing delays. In this paper I shall describe recent results in the analysis of optimal (global and local) superconvergence orders in collocation methods for such evolutionary problems. Following a brief survey of results for equations containing Volterra integral operators with non-vanishing delays, the discussion will focus on pantograph-type Volterra integro-differential equations with (linear and nonlinear) vanishing delays. The paper concludes with a section on open problems; these include the asymptotic stability of collocation solutions _uh$u_h$ on uniform meshes for pantograph-type functional equations, and the analysis of collocation methods for pantograph-type functional equations with advanced arguments.     

A product integration method for a class of singular first kind Volterra equations

Summary Convergence of a midpoint product integration method for singular first kind Volterra equations with kernels of the formk(t, s)(t–s) ^– , 0<<1, wherek(t, s) is continuous, is examined. It is shown that convergence of order one holds if the solution of the Volterra equation has a Lipschitz continuous first derivative andk(t, s) is suitably smooth. In addition, convergence is shown to hold when the solution has only Lipschitz continuity and the same conditions onk(t, s) apply. An existence theorem of Kowalewski is used to relate these conditions on the solution to conditions on the data andk(t, s).     

First Kind Cordial Volterra Integral Equations 1

For (pure) cordial Volterra integral equations of the first kind, we establish stability estimates of the solution in the scales of Banach spaces of C ^m -smooth functions on (0, T] and on [0, T]. This enables to estimate the error of polynomial or generalized polynomial approximate solutions which are easy to be determined.     

On the discretization of differential and Volterra integral equations with variable delay

In this paper we analyze the attainable order ofm-stage implicit (collocation-based) Runge-Kutta methods for differential equations and Volterra integral equations of the second kind with variable delay of the formqt (0<q<1). It will be shown that, in contrast to equations without delay, or equations with constant delay, collocation at the Gauss (-Legendre) points will no longer yield the optimal (local) orderO(h ^2m ). This work was supported by the Natural Sciences and Engineering Research Council of Canada (NSERC Research Grant OGP0009406).     

Spectral collocation methods for nonlinear weakly singular Volterra integro‐differential equations

In this paper, a spectral collocation approximation is proposed for neutral and nonlinear weakly singular Volterra integro‐differential equations (VIDEs) with non‐smooth solutions. We use some suitable variable transformations to change the original equation into a new equation, so that the solution of the resulting equation possesses better regularity, and the the Jacobi orthogonal polynomial theory can be applied conveniently. Under reasonable assumptions on the nonlinearity, we carry out a rigorous error analysis in L^∞ norm and weighted L² norm. To perform the numerical simulations, some test examples (linear and nonlinear) are considered with nonsmooth solutions, and numerical results are presented. Further more, the comparative study of the proposed methods with some existing numerical methods is provided.     

ANALYSIS OF THE LIMIT CYCLE OF A GENERALISED VAN DER POL EQUATION BY A TIME TRANSFORMATION METHOD

Abstract

The properties of the limit cycle of a generalised van der Pol equation of the form ü + u = ε (1—u²ⁿ)u, where ε is small and n is any positive integer, are investigated by applying a time transformation perturbation method due to Burton. It is found that as n increases the amplitude of the limit cycle oscillation decreases and its period increases. The time transformation solution is compared with the solution derived using the method of multiple scales and with a numerical solution. It is found that, to first order in ε, the time transformation solution for the limit cycle agrees better with the numerical solution than the multiple scales solution. Both perturbation solutions give the same result for the period of the limit cycle to second order in ε. The accuracy of the time transformation solution decreases as n increases.     

Multistep Hermite collocation methods for solving Volterra Integral Equations

In this paper, we propose a new class of multistep collocation methods for solving nonlinear Volterra Integral Equations, based on Hermite interpolation. These methods furnish an approximation of the solution in each subinterval by using approximated values of the solution, as well as its first derivative, in the r previous steps and m collocation points. Convergence order of the new methods is determined and their linear stability is analyzed. Some numerical examples show efficiency of the methods.     

On the spline collocation method for the single layer equation related to time-fractional diffusion

The boundary element spline collocation method is studied for the time-fractional diffusion equation in a bounded two-dimensional domain. We represent the solution as the single layer potential which leads to a Volterra integral equation of the first kind. We discretize the boundary integral equation with the spline collocation method on uniform meshes both in spatial and time variables. In the stability analysis we utilize the Fourier analysis technique developed for anisotropic pseudodifferential equations. We prove that the collocation solution is quasi-optimal under some stability condition for the mesh parameters. We have to assume that the mesh parameter in time satisfies (h_t=c h^\frac2a)(h_t=c h^{\frac{2}{\alpha}}), where (h) is the spatial mesh parameter.     

On small solutions of delay equations in infinite dimensions

LetX be a Banach space and 1p<. LetL be a bounded linear operator fromL ^p ([–1,0],X) intoX. Consider the delay differential equationu(t)=Lu _t ,u(0)=x,u ₀=f on the state spaceL ^p ([–1,0],X). We prove that a mild solutionu(t)=u(t;x,f) is a small solution if and only if the Laplace transform ofu(t;x,f) extends to an entire function. The same result holds for the state spaceC([–1,0],X).This paper was written while the authors were affiliated with the University of Tübingen. It is part of a research project supported by the Deutsche Forschungsgemeinschaft DFG. The authors warmly thank Professor Rainer Nagel and the AG Funktionalanalysis for the stimulating and enjoyable working environment.Support by DAAD is gratefully acknowledged.Support by an Individual Fellowship from the Human Capital and Mobility programme of the European Community is gratefully acknowledged.     

Validity of the multiple scale method for very long intervals

For a class of nonlinear oscillation problems containing a small parameter, it is known that a two-scale method using timest and t gives results valid to any desired order for time (1/). We ask when results can be obtained which are valid for (1/²) or for allt > 0. We show that there is an obstruction to introducing a third time scale ² t, and give an example in which this obstruction does not vanish, so that a third scale cannot be introduced, even though the solution exists for all time. The obstruction does vanish if the first order averaged equation vanishes, in which case the three-scale solution actually involves onlyt and ² t and is valid for time (1/²). The obstruction also vanishes if a certain contracting or dissipative condition is met, but in this case the two-scale solution is already valid for all time and the third scale is not needed. These results correspond to known results for the method of averaging, but are here proved for the multiple scale method without use of averaging.     

The numerical analysis on a Volterra equation with asymptotically periodic solution

We consider order one operational quadrature methods on a certain integro-differential equation of Volterra type on (0,∞), with piecewise linear convolution kernels. The forms of discretization solution are patterned after a continuous one of Hannsgen (1979) [2]. An l¹ remainder stability and an error bound are derived.     

Global asymptotic stability for damped half-linear oscillators

A necessary and sufficient condition is established for the equilibrium of the oscillator of half-linear type with a damping term, (?_p(x^′))^′+h(t)?_p(x^′)+?_p(x)=0 to be globally asymptotically stable. The obtained criterion is given by the form of a certain growth condition of the damping coefficient h(t) and it can be applied to not only the cases of large damping and small damping but also the case of fluctuating damping. The presented result is new even in the linear cases (p=2). It is also discussed whether a solution of the half-linear differential equation (r(t)?_p(x^′))^′+c(t)?_p(x)=0 that converges to a non-zero value exists or not. Some suitable examples are included to illustrate the results in the present paper.     

Existence and stability of periodic solution of a Lotka–Volterra predator–prey model with state dependent impulsive effects

According to biological and chemical control strategy for pest, we investigate the dynamic behavior of a Lotka–Volterra predator–prey state-dependent impulsive system by releasing natural enemies and spraying pesticide at different thresholds. By using Poincaré map and the properties of the Lambert W$W$ function, we prove that the sufficient conditions for the existence and stability of semi-trivial solution and positive periodic solution. Numerical simulations are carried out to illustrate the feasibility of our main results.     

Reducible quadrature methods for Volterra integral equations of the first kind

Quadrature rules, generated by linear multistep methods for ordinary differential equations, are employed to construct a wide class of direct quadrature methods for the numerical solution of first kind Volterra integral equations. Our class covers several methods previously considered in the literature. The methods are convergent provided that both the first and second characteristic polynomial of the linear multistep method satisfy the root condition. Furthermore, the stability behaviour for fixed positive values of the stepsizeh is analyzed, and it turns out that convergence implies (fixedh) stability. The subclass formed by the backward differentiation methods up to order six is discussed and illustrated with numerical examples.     

Traveling fronts in diffusive and cooperative Lotka–Volterra system with nonlocal delays

This paper is concerned with a diffusive and cooperative Lotka–Volterra model with distributed delays and nonlocal spatial effect. By using an iterative technique recently developed by Wang, Li and Ruan (Traveling wave fronts in reaction-diffusion systems with spatio-temporal delays, J. Differential Equations 222 (2006), 185–232), sufficient conditions are established for the existence of traveling wave front solutions connecting the zero and the positive equilibria by choosing different kernels. The result is an extension of an existing result for Fisher-KPP equation with nonlocal delay and is somewhat parallel to the existing result for diffusive and cooperative Lotka–Volterra system with discrete delays. Supported by the NNSF of China (10571078) and the Teaching and Research Award Program for Outstanding Young Teachers in Higher Education Institutions of Ministry of Education of China.     

THE LEGENDRE TYPE OPERATOR IN A LEFT DEFINITE HILBERT SPACE

Abstract

The techniques for discussing linear differential operators in left definite spaces, developed earlier for regular fourth order and singular second order operators, are applied the Legendre type operator. It is shown that the operator, with its domain merely restricted to the new space, remains self-adjoint and has the same spectrum, inverse and spectral resolution (an eigenfunction expansion) as the original L ² operator.     

Analytic integrability and characterization of centers for nilpotent singular points

A method which provides necessary conditions to obtain a local analytic first integral in a neighborhood of a nilpotent singular point is developed. As an application we provide sufficient conditions in order that systems of the form where P_n and Q_n are homogeneous polynomials of degree n = 2, 3, 4, 5 have a local analytic first integral of the form H=y²+F(x, y), where F starts with terms of order higher than 2. We remark that, in general, the existence of such integral is only guaranteed when the singular point is a nilpotent center and the system has a formal first integral, see [6]. Therefore, we characterize the nilpotent centers of systems which have a local analytic first integral.     

Invariant curves of one-step methods

This paper considers the invariant sets of numerical one-step integration methods in a neighbourhood of a hyperbolic periodic solution of a nonlinear ODE. Using results from the dynamical systems theory it was possible to show that for the usual one-step methods the invariant sets areC ^k-circles (closed curves) for small enough stepsizeh. Here we give a direct proof for that and also show that they areO(h ^p)C ^k-close to the true periodic trajectory, wherep is the order of the method.Most of this work was done during the author's visit at the Mittag-Leffler Institute, Djursholm, Sweden, academic year 1985–86.