The combined Laplace transform-Adomian decomposition method for handling nonlinear Volterra integro-differential equations

In this work, a combined form of the Laplace transform method with the Adomian decomposition method is developed for analytic treatment of the nonlinear Volterra integro-differential equations. The combined method is capable of handling both equations of the first and second kind. Illustrative examples will be examined to support the proposed analysis.     

Parallel computations and numerical simulations for nonlinear systems of Volterra integro-differential equations

We investigate thalamo-cortical systems that are modeled by nonlinear Volterra integro-differential equations of convolution type. We divide the systems into smaller subsystems in such a way that each of them is solved separately by a processor working independently of other processors results of which are shared only once in the process of computations. We solve the subsystems concurrently in a parallel computing environment and present results of numerical experiments, which show savings in the run time and therefore efficiency of our approach. For our numerical simulations, we apply different numbers np of processors and each case shows that the run time decreases with increasing np. The optimal speed-up is obtained with np = N, where N is the (moderate) number of equations in the thalamo-cortical model.     

Convergence of one-leg methods for nonlinear neutral delay integro-differential equations

Some convergence results of one-leg methods for nonlinear neutral delay integro-differential equations (NDIDEs) are obtained. It is proved that a one-leg method is E (or EB) -convergent of order p for nonlinear NDIDEs if and only if it is A-stable and consistent of order p in classical sense for ODEs, where p = 1, 2. A numerical example that confirms the theoretical results is given in the end of this paper. This work was supported by National Natural Science Foundation of China (Grant No. 10871164), the Natural Science Foundation of Hunan Province (Grant No. 08JJ6002), and the Scientific Research Fund of Changsha University of Science and Technology (Grant No. 1004259)     

Tension spline collocation methods for singularly perturbed Volterra integro-differential and Volterra integral equations

We consider the numerical discretization of singularly perturbed Volterra integro-differential equations (VIDE)

(*)

and Volterra integral equations (VIE)

(**)

by tension spline collocation methods in certain tension spline spaces, where is a small parameter satisfying 0<1, and q₁, q₂, g and K are functions sufficiently smooth on their domains to ensure that Eqs. (*) and (**) posses a unique solution.We give an analysis of the global convergence properties of a new tension spline collocation solution for 0<1 for singularly perturbed VIDE and VIE; thus, extending the existing theory for =1 to the singularly perturbed case.     

B-Spline collocation method for linear and nonlinear Fredholm and Volterra integro-differential equations

A numerical method based on quintic B-spline has been developed to solve the linear and nonlinear Fredholm and Volterra integro-differential equations up to order 4. The solution and its derivatives are collocated by quintic B-spline and then the integral equation is approximated by the 4-points Gauss–Turán quadrature formula with respect to the weight function Legendre. The error analysis of proposed numerical method is studied theoretically. Numerical results are given to illustrate the efficiency of the proposed method which shows that our method can be applied for large values of N. The results are compared with the results obtained by other methods which show that our method is accurate.     

Wavelets method for solving systems of nonlinear singular fractional Volterra integro-differential equations

This paper presents a computational method for solving a class of system of nonlinear singular fractional Volterra integro-differential equations. First, existences of a unique solution for under studying problem is proved. Then, shifted Chebyshev polynomials and their properties are employed to derive a general procedure for forming the operational matrix of fractional derivative for Chebyshev wavelets. The application of this operational matrix for solving mentioned problem is explained. In the next step, the error analysis of the proposed method is investigated. Finally, some examples are included for demonstrating the efficiency of the proposed method.     

An h-p Petrov-Galerkin finite element method for linear Volterra integro-differential equations

We analyze an h-p version Petrov-Galerkin finite element method for linear Volterra integrodifferential equations. We prove optimal a priori error bounds in the L ²- and H ¹-norm that are explicit in the time steps, the approximation orders and in the regularity of the exact solution. Numerical experiments confirm the theoretical results. Moreover, we observe that the numerical scheme superconverges at the nodal points of the time partition.     

An approximate method for solving a class of weakly-singular Volterra integro-differential equations

In this paper, we present a new approach to resolve linear and nonlinear weakly-singular Volterra integro-differential equations of first- or second-order by first removing the singularity using Taylor’s approximation and then transforming the given first- or second-order integro-differential equations into an ordinary differential equation such as the well-known Legendre, degenerate hypergeometric, Euler or Abel equations in such a manner that Adomian’s asymptotic decomposition method can be applied, which permits convenient resolution of these equations. Some examples with closed-form solutions are studied in detail to further illustrate the proposed technique, and the results obtained demonstrate this approach is indeed practical and efficient.     

Stability of Runge-Kutta-Pouzet methods for Volterra integro-differential equations with delays

This paper is concerned with the study of the stability of Runge-Kutta-Pouzet methods for Volterra integro-differential equations with delays. We are interested in the comparison between the analytical and numerical stability regions. First, we focus on scalar equations with real coefficients. It is proved that all Gauss-Pouzet methods can retain the asymptotic stability of the analytical solution. Then, we consider the multidimensional case. A new stability condition for the stability of the analytical solution is given. Under this condition, the asymptotic stability of Gauss-Pouzet methods is investigated.      

Convergence and stability of extended block boundary value methods for Volterra delay integro-differential equations

In this paper, we construct a class of extended block boundary value methods (B₂VMs) for Volterra delay integro-differential equations and analyze the convergence and stability of the methods. It is proven under the classical Lipschitz condition that an extended B₂VM is convergent of order p if the underlying boundary value methods (BVM) has consistent order p. The analysis shows that a B₂VM extended by an A-stable BVM can preserve the delay-independent stability of the underlying linear systems. Moreover, under some suitable conditions, the extended B₂VMs can also keep the delay-dependent stability of the underlying linear systems. In the end, we test the computational effectiveness by applying the introduced methods to the Volterra delay dynamical model of two interacting species, where the theoretical precision of the methods is further verified.     

Positive periodic solutions for impulsive differential equations with infinite delay and applications to integro-differential equations

Sufficient conditions for the existence of at least one positive periodic solution are established for a family of scalar periodic differential equations with infinite delay and nonlinear impulses. Our criteria, obtained by applying a fixed-point argument to an original operator constructed here, allow to treat equations incorporating a rather general nonlinearity and impulses whose signs may vary. Applications to some classes of Volterra integro-differential equations with unbounded or periodic delay and nonlinear impulses are given, extending and improving results in the literature.     

Discretization scheme in Volterra integro-differential equations that preserves stability and boundedness

A nonstandard discretization scheme is applied to continuous Volterra integro-differential equations. We will show that under our discretization scheme the stability of the zero solution of the continuous dynamical system is preserved. Also, under the same discretization, using a combination of Lyapunov functionals, Laplace transforms and z-transforms, we show that the boundedness of solutions of the continuous dynamical system is preserved.     

Stability analysis of Runge-Kutta methods for nonlinear neutral delay integro-differential equations

The sufficient conditions for the stability and asymptotic stability of Runge-Kutta methods for nonlinear neutral delay integro-differential equations are derived. A numerical test that confirms the theoretical results is given in the end.     

Boundary value methods for Volterra integral and integro-differential equations

New and effective quadrature rules generated by boundary value methods are introduced. We employ the introduced quadrature rules to construct quadrature methods for the second kind Volterra integral equations and Volterra integro-differential equations. These methods are shown to be effective and possess excellent convergence properties. The nonlinear multigrid method is applied to solve the discrete systems derived from the introduced numerical scheme. Numerical simulations are presented and confirm the efficiency and accuracy of the methods.     

A stable numerical method for Volterra integral equations with discontinuous kernel

Numerical methods for Volterra integral equations with discontinuous kernel need to be tuned to their peculiar form. Here we propose a version of the trapezoidal direct quadrature method adapted to such a type of equations. In order to delineate its stability properties, we first investigate about the behavior of the solution of a suitable (basic) test equation and then we find out under which hypotheses the trapezoidal direct quadrature method provides numerical solutions which inherit the properties of the continuous problem.     

A note on a discretization scheme for Volterra integro-differential equations that preserves stability and boundedness

We extend the validity of some recent results on discretization of scalar Volterra differential equations.     

Defect correction and a posteriori error estimation of Petrov-Galerkin methods for nonlinear Volterra integro-differential equations

We present two defect correction schemes to accelerate the Petrov-Galerkin finite element methods [19] for nonlinear Volterra integro-differential equations. Using asymptotic expansions of the errors, we show that the defect correction schemes can yield higher order approximations to either the exact solution or its derivative. One of these schemes even does not impose any extra regularity requirement on the exact solution. As by-products, all of these higher order numerical methods can also be used to form a posteriori error estimators for accessing actual errors of the Petrov-Galerkin finite element solutions. Numerical examples are also provided to illustrate the theoretical results obtained in this paper.     

A posteriori error estimates of discontinuous Galerkin methods for non-standard Volterra integro-differential equations

^** Email: jingtang{at}lsec.cc.ac.cn^*** Email: hermann{at}math.mun.ca In this paper we establish a posteriori error estimates forthe discontinuous Galerkin (DG) method applied to linear, semilinearand non-standard (non-linear) Volterra integro-differentialequations. We also present an analysis of the DG method withquadrature for the memory term. Numerical experiments basedon three integro-differential equations are used to illustratevarious aspects of the error analysis.     

Numerical solution of the system of nonlinear Volterra integro-differential equations with nonlinear differential part by the operational Tau method and error estimation

The operational Tau method, a well-known method for solving functional equations, is employed to solve a system of nonlinear Volterra integro-differential equations with nonlinear differential part. In addition, an error estimation of the method is presented. Some cases of the mentioned equations are solved as examples to illustrate the ability and reliability of the method. The results reveal that the method is very effective and convenient.     

Non-autonomous nonlinear integro-differential equations with infinite delay

In this paper we consider a non-autonomous abstract nonlinear Volterra integro-differential equation with infinite delay in a Banach space. We establish the existence and uniqueness of a strict solution under a certain local Lipschitz condition on the nonlinear map and an integrability condition on the kernel.