Integral equation methods for the Yukawa-Beltrami equation on the sphere

An integral equation method for solving the Yukawa-Beltrami equation on a multiply-connected sub-manifold of the unit sphere is presented. A fundamental solution for the Yukawa-Beltrami operator is constructed. This fundamental solution can be represented by conical functions. Using a suitable representation formula, a Fredholm equation of the second kind with a compact integral operator needs to be solved. The discretization of this integral equation leads to a linear system whose condition number is bounded independent of the size of the system. Several numerical examples exploring the properties of this integral equation are presented.     

On the convergence of a numerical method for a hypersingular integral equation on a closed surface

We consider a linear integral equation with a hypersingular integral treated in the sense of the Hadamard finite value. This equation arises in the solution of the Neumann boundary value problem for the Laplace equation with a representation of a solution in the form of a double-layer potential. We consider the case in which the interior or exterior boundary value problem is solved in a domain; whose boundary is a smooth closed surface, and an integral equation is written out on that surface. For the integral operator in that equation, we suggest quadrature formulas like the method of vortical frames with a regularization, which provides its approximation on the entire surface for the use of a nonstructured partition. We construct a numerical scheme for the integral equation on the basis of suggested quadrature formulas, prove an estimate for the norm of the inverse matrix of the related system of linear equations and the uniform convergence of numerical solutions to the exact solution of the hypersingular integral equation on the grid.     

Numerical solution of the linear inverse problem for the Euler-Darboux equation

An inverse problem of the reconstruction of the right-hand side of the Euler-Darboux equation is studied. This problem is equivalent to the Volterra integral equation of the third kind with the operator of multiplication by a smooth nonincreasing function. Numerical solution of this problem is constructed using an integral representation of the solution of the inverse problem, the regularization method, and the method of quadratures. The convergence and stability of the numerical method is proved.     

Convergence of the piecewise linear approximation and collocation method for a hypersingular integral equation on a closed surface

We study the numerical solution of a linear hypersingular integral equation arising when solving the Neumann boundary value problem for the Laplace equation by the boundary integral equation method with the solution represented in the form of a double layer potential. The integral in this equation is understood in the sense of Hadamard finite value. We construct quadrature formulas for the integral occurring in this equation based on a triangulation of the surface and an application of the linear approximation to the unknown function on each of the triangles approximating the surface. We prove the uniform convergence of the quadrature formulas at the interpolation nodes as the triangulation size tends to zero. A numerical solution scheme for this integral equation based on the suggested quadrature formulas and the collocation method is constructed. Under additional assumptions about the shape of the surface, we prove a uniform estimate for the error in the numerical solution at the interpolation nodes.     

On the solution of a mixed nonlinear integral equation

In this paper, we consider a mixed nonlinear integral equation of the second kind in position and time. The existence of a unique solution of this equation is discussed and proved. A numerical method is used to obtain a system of Harmmerstein integral equations of the second kind in position. Then the modified Toeplitz matrix method, as a numerical method, is used to obtain a nonlinear algebraic system. Many important theorems related to the existence and uniqueness solution to the produced nonlinear algebraic system are derived. The rate of convergence of the total error is discussed. Finally, numerical examples when the kernel of position takes a logarithmic and Carleman forms, are presented and the error estimate, in each case, is calculated.     

On the numerical method for solving a hypersingular integral equation with the computation of the solution gradient

We consider a linear integral equation, which arises when solving the Neumann boundary value problem for the Laplace equation with the representation of the solution in the form of a double layer potential, with a hypersingular integral treated in the sense of Hadamard finite value. We consider the case in which the exterior or interior problem is solved in a domain whose boundary is a closed smooth surface and the integral equation is written over that surface. A numerical scheme for solving the integral equation is constructed with the use of quadrature formulas of the type of the method of discrete singularities with a regularization for the use of an irregular grid. We prove the convergence, uniform over the grid points, of the numerical solutions to the exact solution of the hypersingular equation and, in addition, the uniform convergence of the values of the approximate finite-difference derivative operator on the numerical solution to the values on the projection of the exact solution onto the subspace of grid functions with nodes at the collocation points.     

A regularization procedure for the auto‐correlation equation

The paper deals with the auto‐correlation equation and its regularization by means of a Lavrent'ev regularization procedure in L². The solution of this quadratic integral equation of the first kind and of the regularized equation of the second kind are obtained by reduction to a boundary value problem for the Fourier transform of the solution. We prove convergence of the approximate solution to the exact solution and derive a stability estimate for the error. Copyright © John Wiley & Sons, Ltd.     

A new consistent discrete‐velocity model for the Boltzmann equation

This paper discusses the convergence of a new discrete‐velocity model to the Boltzmann equation. First the consistency of the collision integral approximation is proved. Based on this we prove the convergence of solutions for a modified model to renormalized solutions of the Boltzmann equation. In a numerical example, the solutions to the discrete problems are compared with the exact solution of the Boltzmann equation in the space‐homogeneous case. Copyright © 2002 John Wiley & Sons, Ltd.     

On the numerical solution of a logarithmic integral equation of the first kind for the Helmholtz equation

Summary We describe a quadrature method for the numerical solution of the logarithmic integral equation of the first kind arising from the single-layer approach to the Dirichlet problem for the two-dimensional Helmholtz equation in smooth domains. We develop an error analysis in a Sobolev space setting and prove fast convergence rates for smooth boundary data.     

Initial boundary and inverse problems for the inhomogeneous equation of a mixed parabolic-hyperbolic equation

A problem with inhomogeneous boundary and initial conditions is studied for an inhomogeneous equation of mixed parabolic-hyperbolic type in a rectangular domain. The solution is constructed as the sum of an orthogonal series. A criterion for the uniqueness of the solution is established. It is shown that the uniqueness of the solution and the convergence of the series depend on the ratio of the sides of the rectangle from the hyperbolic part of the mixed domain. On the basis of this problem, inverse problems for finding the factors of the time-dependent right-hand sides of the original equation of mixed type are stated and studied for the first time. The corresponding uniqueness theorems and the existence of solutions are proved using the theory of integral equations for inverse problems.     

Tikhonov regularization method for a backward problem for the time-fractional diffusion equation

This paper is devoted to solve a backward problem for a time-fractional diffusion equation with variable coefficients in a general bounded domain by the Tikhonov regularization method. Based on the eigenfunction expansion of the solution, the backward problem for searching the initial data is changed to solve a Fredholm integral equation of the first kind. The conditional stability for the backward problem is obtained. We use the Tikhonov regularization method to deal with the integral equation and obtain the series expression of solution. Furthermore, the convergence rates for the Tikhonov regularized solution can be proved by using an a priori regularization parameter choice rule and an a posteriori regularization parameter choice rule. Two numerical examples in one-dimensional and two-dimensional cases respectively are investigated. Numerical results show that the proposed method is effective and stable.     

Two-sided estimates for the solution of a nonlinear integral equation in a diffusion problem

For a particular nonlinear integral equation, its solution is constructed using sharp two-sided estimates and their convergence to the solution is proved.     

Numerical algorithm based on transmutation for solving inverse wave equation

This paper develops algorithms for solving an undetermined coefficient problem for a wave equation. The algorithms are based on an integral representation for the solution to the wave equation obtained by using transmutation. The convergence of the algorithm is studied and numerical experiments are performed.     

一维热传导方程移动边界识别的计算方法

构造了一种正则化的积分方程方法来由Cauchy数据确定一维热传导方程的移动边界．在将区域延拓至规则区域后,通过Fourier方法将问题转化为一个第一类Volterra积分方程．然后分别用Lavrentiev正则化方法以及Tikhonov正则化方法将不稳定的第一类Volterra积分方程转化为适定的第二类积分方程,并分别将积分方程转化为常微分方程组,并用Runge—Kutta方法数值求解,以及直接离散来求解．最后通过自由边界上的条件得到数值的移动边界．通过一些数值试验表明此方法是有效可行的,并且给出的方法无需迭代,数值计算较简单．     

Convergence of a splitting method for the nonlinear Boltzmann equation

Convergence of a splitting method scheme for the nonlinear Boltzmann equation is considered. Using the splitting method scheme, boundedness of the positive solutions in a space of continuous functions is obtained. By means of the solution boundedness and some a priori estimates, convergence of the splitting method scheme and uniqueness of the limiting element are proved. The limiting element satisfies an equivalent integral Boltzmann equation. Thereby global in time solvability of the nonlinear Boltzmann equation is shown.     

Analog of the cauchy function for a generalized equation with several deviations of the argument

We define a special multiplication of function series (skew multiplication) and a generalized Riemann-Stieltjes integral with function series as integration arguments. The generalized integrals and the skew multiplication are related by an integration by parts formula. The generalized integrals generate a family of linear generalized integral equations, which includes a family (represented in integral form via the Riemann-Stieltjes integral) of linear differential equations with several deviating arguments. A specific feature of these equations is that all deviating functions are defined on the same closed interval and map it into itself. This permits one to avoid specifying the initial functions and imposing any additional constraints on the deviating functions. We present a procedure for constructing the fundamental solution of a generalized integral equation. With respect to the skew multiplication, it is invertible and generates the product of the fundamental solution (a function of one variable) by its inverse function (a function of the second variable). Under certain conditions on the parameters of the equation, the product has all specific properties of the Cauchy function. We introduce the notion of adjoint generalized integral equation, obtain a representation of solutions of the original equation and the adjoint equation in generalized integral Cauchy form, and derive sufficient conditions for the convergence of solutions of a pair of adjoint equations.     

Numerical treatment for solving fractional Riccati differential equation

This paper presents an accurate numerical method for solving fractional Riccati differential equation (FRDE). The proposed method so called fractional Chebyshev finite difference method (FCheb-FDM). In this technique, we approximate FRDE with a finite dimensional problem. The method is based on the combination of the useful properties of Chebyshev polynomials approximation and finite difference method. The Caputo fractional derivative is replaced by a difference quotient and the integral by a finite sum. By this method the given problem is reduced to a problem for solving a system of algebraic equations, and by solving this system, we obtain the solution of FRDE. Special attention is given to study the convergence analysis and estimate an error upper bound of the obtained approximate formula. Illustrative examples are included to demonstrate the validity and applicability of the proposed technique.     

On the L2 convergence of collocation for the generalized airfoil equation

In this paper we establish the L₂ convergence of a polynomial collocation method for the solution of a class of Cauchy singular linear integral equations, which we term the generalized airfoil equation. Previous numerical results have shown that if the right hand side is smooth then convergence is rapid, with 6 decimal accuracy achievable using 8–10 basis elements. Practical problems in aerodynamics dictate that this equation be solved for discontinuous data. The convergence rate is numerically demonstrated to be $\text{O(}\text{1}\text{N}\text{)}$, where N is the number of basis elements used. Simple extrapolation is shown to be effective in accelerating the convergence, 4–5 decimal accuracy being achieved using 16 basis elements.     

The dual integral equation method for solving the heat conduction equation for an unbounded plate

The solution of the two-dimensional nonstationary heat conduction equation in axially symmetrical cylindrical coordinates for an unbounded plate is determined in this paper. A solution of the problem is given in the form of functional series, for which every term of a series represents an unknown function of a second kind integral equation. A new type of dual integral equations is used to solve a given boundary-value problem with the help of a Laplace transform and separation of variables.     

A boundary element Galerkin method for a hypersingular integral equation on open surfaces

A hypersingular boundary integral equation of the first kind on an open surface piece Γ is solved approximately using the Galerkin method. As boundary elements on rectangles we use continuous, piecewise bilinear functions which vanish on the boundary of Γ. We show how to compensate for the effect of the edge and corner singularities of the true solution of the integral equation by using an appropriately graded mesh and obtain the same convergence rate as for the case of a smooth solution. We also derive asymptotic error estimates in lower-order Sobolev norms via the Aubin–Nitsche trick. Numerical experiments for the Galerkin method with piecewise linear functions on triangles demonstrate the effect of graded meshes and show experimental rates of convergence which underline the theoretical results.