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．     

Volterra积分方程的蒙特卡罗数值求解方法

本文讨论了第一类、第二类以及具有奇异核的Volterra积分方程的数值解问题.利用重要抽样蒙特卡罗随机模拟方法获得积分方程解的近似计算结果.通过对文献中算例的实现表明文中所提方法扩展了Volterra型积分方程的数值求解方法,     

利用随机模拟方法求解第二类积分方程

给出一种求解第二类Fredholm和Volterra积分方程的数值算法,算法在数值积分技术的基础上使用Monte Carlo随机模拟方法求积分方程的近似解.通过数值例子证明了该算法是有效的.     

Volterra方程数值解中带自适应步长控制的Runge-Kutta方法(英文)

在本文中我们构造了解第二类Volterra方程的一般Runge-Kutta方法,并且研究了第二类Volterra方程数值解法的自适应步长控制。     

随机Volterra积分方程相容解的稳定性

本文考虑了随机Volterra积分方程相容解的稳定性.应用Lyapunov第二方法,并以推广的Ito公式为工具,给出了随机Volterra积分方程相容解的几乎确定指数稳定和矩指数稳定的充分性原则.     

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.     

积分算子方程的连续型配置方法

1．引言由于对积分算子方程来说，配置法比Galerkin法具计算量小的优点（少算一重积分），故配置法更受人们重视．但已有的文献几乎都是将配置空间取作非连续的分片多项式样条空间，以得到某种超收敛结果（如［1，2］）．这种方法存在下列不足：（a）光滑核Volterra积分方程与光滑核Fredholm积分方程具完全不同的收敛性质［1］，且需用不同的方法获得其加速收敛结果（比较［31与［4］），尽管Volterra积分方程在理论上被看作是Fredholm积分方程的特殊情形；（b）光滑核Volterra积分方程的配置解不具任何超收敛性，其迭代配置解也只在结点…     

多滞量积分方程基于高阶插值的分步配置方法

1．引言考虑多滞量Volterra积分方程其中常数假定已知函数R在定义域内连续，以保证方程（1.1）存在唯一解形如（1．1）的Volterra延滞积分方程常出现在物理问题和生物模型中［2］．由于“滞量”的影响，对其作理论分析和数值研究均比“古典”的Volterra积分方程更为困难．近来人们对Volterra延滞积分方程的数值求解越来越感兴趣[3，4]，但目前的工作基本上只限于单滞量的情形：并采用所谓的“约束”网格（即要求步长人整除一，且假定T是，的整数倍（否则，应在更大的区间上求解），以保证数值解在结点集上具有理想的收敛率．显然，这些限…     

Voherra方程数值解中带自适应步长控制的Runge—Kutta方法

在本文中我们构造了解第二类Volterra方程的一般Runge—Kutta方法,并且研究了第二类Voherra方程数值解法的自适应步长控制。     

非线性积分方程在权空间(R~n,w(t))的唯一可解性(英)

本文对于一般的Fredholm积分方程组，在权空间｛R~n，C[I，w（t）]｝内给出了更一般的存在唯一性定理，如果方程是Volterra型积分方程，便得了解存在唯一的更弱条件，推广和改进了已有结果，且把这些结果推广到权空间｛R~n，L~p[I，(t）]｝．最后研究了第一类积分方程的可解性．     

A numerical method based on hybrid orthonormal Bernstein and improved block-pulse functions for solving Volterra–Fredholm integral equations

This paper deals with the numerical solution of the integral equations of linear second kind Volterra–Fredholm. These integral equations are commonly used in engineering and mathematical physics to solve many of the problems. A hybrid of Bernstein and improved block-pulse functions method is introduced and used where the key point is to transform linear second-type Volterra–Fredholm integral equations into an algebraic equation structure that can be solved using classical methods. Numeric examples are given which demonstrate the related features of the process.     

On Volterra partial integral equations in the space of continuous functions of three variables

It is well known that any Volterra integral equation of the second kind with compact operator is uniquely solvable. Partial integral operators are not compact, even in the general case of continuous kernels. Unique solvability conditions for Volterra partial integral equations of the second kind in the space of continuous functions of three variables are considered. Conditions for a Volterra partial integral equation to be equivalent to a three-dimensional Volterra integral equation with compact operator are obtained. Continuum analogues of matrix equations for some problems of scattering theory are reduced to the Volterra partial integral equations under examination. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 38, Suzdal Conference-2004, Part 3, 2006.     

The first passage time density of Ornstein–Uhlenbeck process with continuous and impulsive excitations

The first passage time of the Ornstein–Uhlenbeck process plays a prototype role in various noise-induced escape problems. In order to calculate the first passage time density of the Ornstein–Uhlenbeck process modulated by continuous and impulsive periodic excitations using the second kind Volterra integral equation method, we adopt an approximation scheme of approaching Dirac delta function by alpha function to transform the involved discontinuous dynamical threshold into a smooth one. It is proven that the first passage time of the approximate model converges to the first passage time of the original model in probability as the approximation exponent alpha tends to infinity. For given parameters, our numerical realizations further demonstrate that good approximation effect can be achieved when the approximation exponent alpha is 10.     

Stability of discrete volterra equations of hammerstein type

Stability conditions for Volterra equations with discrete time are obtained using direct Liapunov method, without usual assumption of the summability of the series of the coeffcients. Using such conditions, the stability of some numerical methods for second kind Volterra integral equation is analyzed.     

Solution of linear integral equations by Gregory's method

Two techniques for using Gregory's method to solve Fredholm integral equations of the second kind are described. Since the kernel function is allowed to be mildly discontinuous, Volterra integral equations of the second kind can be solved in the same manner. Some numerical examples are given.     

第二类Volterra型积分方程的Chebyshev-Legendre谱配置方法

提出了一种新的求解第二类线性Volterra型积分方程的Chebyshev谱配置方法.该方法分别对方程中积分部分的核函数和未知函数在Chebyshev-Gauss-Lobatto点上进行插值,通过Chebyshev-Legendre变换,把插值多项式表示成Legendre级数形式,从而将积分转换为内积的形式,再利用Legendre多项式的正交性进行计算.利用Chebyshev插值算子在不带权范数意义下的逼近结果,对该方法在理论上给出了L∞范数意义下的误差估计,并通过数值算例验证了算法的有效性和理论分析的正确性.     

The method of volterra integral equations in contact problems for thin-walled structural elements

We reduce the solution of contact problems in the interaction of rigid bodies (dies) with thin-walled elements (one-dimensional problems) to Volterra integral equations. We study the effect of the model describing the stress-strain state of plates on the type of integral equations and the structure of their solutions. It is shown that taking account of reducing turns the problem into a Volterra integral equation of second kind, which has a unique solution that is continuous and agrees quite well with the results obtained from the three-dimensional theory. In the case of a theory of Timoshenko type the problem is reduced to a Volterra three-dimensional theory. In the case of a theory of Timoshenko type the problem is reduced to a Volterra integral equation of first kind that has a unique continuous solution; but for dies without corners the Herz condition does not hold (p(a) ≠ 0), and the contact pressure assumes its maximal value at the end of the zone of contact. For thin-walled elements, whose state can be described by the classical Kirchhoff-Love theory, the integral equation of the problem (a Volterra equation of first kind) has a solution in the class of distributions. The contact pressure is reduced to concentrated reactions at the extreme points of the contact zone. We give a comparative analysis of the solutions in all the cases just listed (forces, normal displacements, contact pressures). Three figures, 1 table. Bibliography: 5 titles. Translated fromTeoreticheskaya i Prikladnaya Mekhanika, No. 27, 1997, pp. 96–103. Original article submitted March 15, 1997.     

A random integral quadrature method for numerical analysis of the second kind of Volterra integral equations

In this paper, a novel meshless technique termed the random integral quadrature (RIQ) method is developed for the numerical solution of the second kind of the Volterra integral equations. The RIQ method is based on the generalized integral quadrature (GIQ) technique, and associated with the Kriging interpolation function, such that it is regarded as an extension of the GIQ technique. In the GIQ method, the regular computational domain is required, in which the field nodes are scattered along straight lines. In the RIQ method however, the field nodes can be distributed either uniformly or randomly. This is achieved by discretizing the governing integral equation with the GIQ method over a set of virtual nodes that lies along straight lines, and then interpolating the function values at the virtual nodes over all the field nodes which are scattered either randomly or uniformly. In such a way, the governing integral equation is converted approximately into a system of linear algebraic equations, which can be easily solved.     

Spectral methods for weakly singular Volterra integral equations with pantograph delays

In this paper, the convergence analysis of the Volterra integral equation of second kind with weakly singular kernel and pantograph delays is provided. We use some function transformations and variable transformations to change the equation into a new Volterra integral equation with pantograph delays defined on the interval [-1, 1], so that the Jacobi orthogonal polynomial theory can be applied conveniently. We provide a rigorous error analysis for the proposed method in the L^∞-norm and the weighted L²-norm. Numerical examples are presented to complement the theoretical convergence results.     

A main theorem of spectral relationships for Volterra–Fredholm integral equation of the first kind and its applications

This paper is concerned to derive the main theorem of spectral relationships of Volterra–Fredholm integral equation (V‐FIE) of the first kind in the space L₂[?1,1]×C[0,T], ?1?x?1, 0?t?T<1. The Fredholm integral (FI) term is considered in position and its kernel takes a logarithmic form multiplying by a continuous function. While Volterra integral (VI) term in time with a positive continuous kernel. Many important special and new cases can be established from the main theorem. Moreover, we use it to solve V‐FIE of the second kind in the same space. The numerical results are computed and the error is calculated using Maple 12. Copyright © 2010 John Wiley & Sons, Ltd.