随机Volterra积分方程的广义样本解

本文研究了随机积分方程的广义样本解.利用随机微分方程转换为带参数常微分方程的方法,给出了一类随机Volterra积分方程的广义样本解,这类方程在许多应用领域是常见的.     

倒向随机Volterra积分方程适应解的表示

倒向随机Volterra积分方程可以看作(确定性)Volterra积分方程和倒向随机微分方程的推广,在随机最优控制理论和数学金融学中有诸多应用.本文利用正倒向随机微分方程适应解表示的思想,得到所研究的一类倒向随机Volterra积分方程适应解的表示.这样的结果对研究适应解的正则性以及数值计算有重要的意义.     

微分变换法求解二维非线性Volterra积分微分方程

为了解决二维非线性Volterra积分微分方程的求解问题,本文给出微分变换法.利用该方法将方程中的微分部分和积分部分进行变换,这样简化了原方程,进而得到非线性代数方程组,从而将原问题转换为求解非线性代数方程组的解,使得计算更简便.文中最后数值算例说明了该方法的可行性和有效性.     

刚性多滞量积分微分方程的Runge—Kutta方法

本文研究了求解刚性多滞量积分微分方程的Runge-Kutta方法的非线性稳定性和计算有效性.经典Runge—Kutta方法连同复合求积公式和Pouzet求积公式被改造用于求解一类刚性多滞量Volterra型积分微分方程.其分析导出了:在适当条件下,扩展的Runge-Kutta方法是渐近稳定和整体稳定的.此外,数值试验表明所给出的方法是高度有效的.     

地下水在粘弹性含水层系中不定常渗流

本文研究了地下水在粘弹性含水层系中不定常渗流动态。在前人工作的基础上导出了新的微分-积分方程组。已知的微分方程组是它的特殊情况。新的线性微分-积分方程组描写了弱压缩流体在粘弹性含水层系中流动。用Laplace变换的方法求得了微分-积分方程组的解析解。粘弹性增加了含水层系的非均质性,即具有延迟和补给的性质。数值反演解和解析解符合得较好。它们给出了地下水在这种非均质含水层系中水位变化动态。     

一类新的弱奇性Volterra 积分不等式解的估计

收稿研究了一类新的含有多个非线性项的弱奇性Volterra积分不等式解的估计,所得结果推广了过去关于弱奇性Volterra型积分不等式的相关结果,并用实例给出了解的估计.     

中立型微分方程组连续线性多步法

我们曾对中立型微分方程组给出了任意阶的单步解法.但是,就计算量来说,多步法比较优越.本文将给出连续线性多步法,它类似于常微分方程组Adams线性多步法.当方程是常微且取离散解时,它就是Adams法;当方程不含导数时,它是某类Volterra泛函微分方程组的线性多步法(Volterra微分积分方程与迟延方程为其特例).本文的算法在     

一种改进的Adomian分解方法

给出了一种新的改进Adomian分解方法,新方法能有效地解决传统Adomian分解方法及其改进方法的不足.将新改进方法应用于第二类Volterra积分方程、积分-微分方程求解,并与传统Adomian分解方法及其改进方法作比较分析,结果表明提出的新改进方法能返回方程精确解析解.     

三维非线性抛物型积分-微分方程的A.D.I.Galerkin方法及其分析

研究三维非线性抛物型积分-微分方程的A.D.I.Galerkin方法.通过交替方向,化三维为一维,简化计算;通过Galerkin法,保持高精度.成功处理了Volterra项的影响;对所提Galerkin及A.D.I.Galerkin格式给出稳定性和收敛性分析,得到最佳H1和L2模估计.     

分数积分的一种数值计算方法及其应用

提出了一种只需要存储部分历史数据的分数积分的数值计算方法,并给出了误差估计。这种方法可对包含分数积分和分数导数的积分-微分方程进行较长时间的数值计算,克服了存储全部历史数据的困难,并能对计算误差进行控制。作为应用,给出了具有分数导数型本构关系的粘弹性Timoshenko梁的动力学行为研究的控制方程,利用分离变量法讨论梁在简谐激励作用下的动力响应,然后用新提出的数值方法对控制方程进行数值计算,数值计算结果和理论结果进行了比较,它们比较吻合。     

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 Nyström interpolant for some weakly singular linear Volterra integral equations

We consider a second kind weakly singular Volterra integral equation defined by a non-compact operator and derive a Nyström type interpolant of the solution based on Gauss-Radau nodes. Assuming the stability of the interpolant, which is confirmed by the numerical tests, we derive convergence estimates.     

A hybrid collocation method for a nonlinear Volterra integral equation with weakly singular kernel

This work is concerned with the numerical solution of a nonlinear weakly singular Volterra integral equation. Owing to the singular behavior of the solution near the origin, the global convergence order of product integration and collocation methods is not optimal. In order to recover the optimal orders a hybrid collocation method is used which combines a non-polynomial approximation on the first subinterval followed by piecewise polynomial collocation on a graded mesh. Some numerical examples are presented which illustrate the theoretical results and the performance of the method. A comparison is made with the standard graded collocation method.     

A generalization of discrete Gronwall inequality and its application to weakly singular Volterra integral equation of the second kind

This paper presents a new discrete Gronwall inequality. Using the inequality, we prove convergence and error estimate of the numerical solutions of the second weakly singular Volterra integral equation, where discrete equation is derived by Novot's quadrature formula.     

Operational matrix approach for solution of integro-differential equations arising in theory of anomalous relaxation processes in vicinity of singular point

In this paper we study the numerical solution of singular Abel–Volterra integro-differential equations, which are typical for the theory of anomalous diffusion and viscoelastic delayed stresses. The proposed method is based on application of the operational and almost operational matrices to derivatives and integrals in a vicinity of the kernel’s singular point. As examples, two orthonormal systems are considered: Bernstein polynomials and Legendre wavelets. The methods convert the singular integro-differential equation in to a system of algebraic equations that implies two advantages: (i) one does not need to introduce artificial smoothing factors into the singular integrand and (ii) the direct estimation of computational error around singular point is possible via the obtained explicit expression. The examples of numerical solution and their discussion are presented.     

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.     

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.     

Numerical solution of the mathematical model of internal-diffusion kinetics of adsorption

A numerical method is proposed for solving a nonlinear weakly singular Volterra integral equation of the second kind which arises in the study of the mathematical model of internal-diffusion kinetics of adsorption of a substance from an aqueous solution of constant and bounded volume. The efficiency of the method is demonstrated using prototype examples and in application to inverse problems of adsorption kinetics.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 63, pp. 30–38, 1987.     

Numerical solution of a nonuniquely solvable Volterra integral equation using extrapolation methods

In this work the numerical solution of a Volterra integral equation with a certain weakly singular kernel, depending on a real parameter μ, is considered. Although for certain values of μ this equation possesses an infinite set of solutions, we have been able to prove that Euler's method converges to a particular solution. It is also shown that the error allows an asymptotic expansion in fractional powers of the stepsize, so that general extrapolation algorithms, like the E-algorithm, can be applied to improve the numerical results. This is illustrated by means of some examples.