Discrete Galerkin method for Fredholm integro-differential equations with weakly singular kernels

Approximations to a solution and its derivatives of a boundary value problem of an nth order linear Fredholm integro-differential equation with weakly singular or other nonsmooth kernels are determined. These approximations are piecewise polynomial functions on special graded grids. For their finding a discrete Galerkin method and an integral equation reformulation of the boundary value problem are used. Optimal global convergence estimates are derived and an improvement of the convergence rate of the method for a special choice of parameters is obtained. To illustrate the theoretical results a collection of numerical results of a test problem is presented.     

Piecewise polynomial collocation for linear boundary value problems of fractional differential equations

We consider a class of boundary value problems for linear multi-term fractional differential equations which involve Caputo-type fractional derivatives. Using an integral equation reformulation of the boundary value problem, some regularity properties of the exact solution are derived. Based on these properties, the numerical solution of boundary value problems by piecewise polynomial collocation methods is discussed. In particular, we study the attainable order of convergence of proposed algorithms and show how the convergence rate depends on the choice of the grid and collocation points. Theoretical results are verified by two numerical examples.     

Spline collocation methods for linear multi-term fractional differential equations

Some regularity properties of the solution of linear multi-term fractional differential equations are derived. Based on these properties, the numerical solution of such equations by piecewise polynomial collocation methods is discussed. The results obtained in this paper extend the results of Pedas and Tamme (2011) [15] where we have assumed that in the fractional differential equation the order of the highest derivative of the unknown function is an integer. In the present paper, we study the attainable order of convergence of spline collocation methods for solving general linear fractional differential equations using Caputo form of the fractional derivatives and show how the convergence rate depends on the choice of the grid and collocation points. Theoretical results are verified by some numerical examples.     

A Spline Collocation Method for Linear Volterra Integro-Differential Equations with Weakly Singular Kernels

The piecewise polynomial collocation method is discussed to solve linear Volterra integro-differential equations with weakly singular or other nonsmooth kernels. Using special graded grids, global convergence estimates are derived. The error analysis is based on certain regularity properties of the solution of the initial value problem.This revised version was published online in October 2005 with corrections to the Cover Date.     

On the convergence of spline collocation methods for solving fractional differential equations

In the first part of this paper we study the regularity properties of solutions of initial value problems of linear multi-term fractional differential equations. We then use these results in the convergence analysis of a polynomial spline collocation method for solving such problems numerically. Using an integral equation reformulation and special non-uniform grids, global convergence estimates are derived. From these estimates it follows that the method has a rapid convergence if we use suitable nonuniform grids and the nodes of the composite Gaussian quadrature formulas as collocation points. Theoretical results are verified by some numerical examples.     

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.     

A discrete collocation method for Fredholm integro-differential equations with weakly singular kernels

A fully discrete version of a piecewise polynomial collocation method is constructed to solve initial or boundary value problems of linear Fredholm integro-differential equations with weakly singular kernels. Using an integral equation reformulation and special graded grids, optimal global convergence estimates are derived. For special values of parameters an improvement of the convergence rate of elaborated numerical schemes is established. Some of our theoretical results are illustrated by numerical experiments.     

On the regularity of solutions to integral equations with nonsmooth kernels on a union of open intervals

The behaviour of a solution to a Fredholm integral equation of the second kind on a union of open intervals is examined. The kernel of the corresponding integral operator may have diagonal singularities, information about them is given through certain estimates. The weighted spaces of smooth functions with boundary singularities containing the solution of the integral equation are described.     

Numerical solution of Volterra integral equations with singularities

The numerical solution of linear Volterra integral equations of the second kind is discussed. The kernel of the integral equation may have weak diagonal and boundary singularities. Using suitable smoothing techniques and polynomial splines on mildly graded or uniform grids, the convergence behavior of the proposed algorithms is studied and a collection of numerical results is given.