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.     

The piecewise polynomial collocation method for nonlinear weakly singular Volterra equations

Second-kind Volterra integral equations with weakly singular kernels typically have solutions which are nonsmooth near the initial point of the interval of integration. Using an adaptation of the analysis originally developed for nonlinear weakly singular Fredholm integral equations, we present a complete discussion of the optimal (global and local) order of convergence of piecewise polynomial collocation methods on graded grids for nonlinear Volterra integral equations with algebraic or logarithmic singularities in their kernels.

     

Extrapolation method for solving weakly singular nonlinear Volterra integral equations of the second kind

Based on a new generalization of discrete Gronwall inequality in [L. Tao, H. Yong, A generalization of discrete Gronwall inequality and its application to weakly singular Volterra integral equality of the second kind, J. Math. Anal. Appl. 282 (2003) 56-62], Navot's quadrature rule for computing integrals with the end point singularity in [I. Navot, A further extension of Euler-Maclaurin summation formula, J. Math. Phys. 41 (1962) 155-184] and a transformation in [P. Baratella, A. Palamara Orsi, A new approach to the numerical solution of weakly singular Volterra integral equations, J. Comput. Appl. Math. 163 (2004) 401-418], a new quadrature method for solving nonlinear weakly singular Volterra integral equations of the second kind is presented. The convergence of the approximation solution and the asymptotic expansion of the error are proved, so by means of the extrapolation technique we not only obtain a higher accuracy order of the approximation but also get a posteriori estimate of the error.     

A study on the systems of the Volterra integral forms of the Lane–Emden equations by the Adomian decomposition method

In this paper, we introduce systems of Volterra integral forms of the Lane–Emden equations. We use the systematic Adomian decomposition method to handle these systems of integral forms. The Volterra integral forms overcome the singular behavior at the origin x = 0. The Adomian decomposition method gives reliable algorithm for analytic approximate solutions of these systems. Our results are supported by investigating several numerical examples. Copyright © 2013 John Wiley & Sons, Ltd.     

Generalized Dirichlet‐to‐Neumann Map in Time‐Dependent Domains

We study the heat, linear Schrödinger (LS), and linear KdV equations in the domain l(t) < x < ∞ , 0 < t < T , with prescribed initial and boundary conditions and with l(t) a given differentiable function. For the first two equations, we show that the unknown Neumann or Dirichlet boundary value can be computed as the solution of a linear Volterra integral equation with an explicit weakly singular kernel. This integral equation can be derived from the formal Fourier integral representation of the solution. For the linear KdV equation we show that the two unknown boundary values can be computed as the solution of a system of linear Volterra integral equations with explicit weakly singular kernels. The derivation in this case makes crucial use of analyticity and certain invariance properties in the complex spectral plane. The above Volterra equations are shown to admit a unique solution.     

A multiparametric family of solutions to a singular Volterra integral equation in a Banach space

We construct a multiparametric set of solutions to a singular Volterra integral equation of the first kind with a sufficiently smooth kernel in the space of integrable functions whose values belong to a Banach space.     

Fractional collocation boundary value methods for the second kind Volterra equations with weakly singular kernels

Numerical Algorithms - We discuss the numerical solution to a class of weakly singular Volterra integral equations in this paper. Firstly, the fractional Lagrange interpolation is applied to deal...     

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.     

A deconvolution problem related to a singular system

We present a recursive deconvolution algorithm for a Volterra integral equation which corresponds to a singular differential equation in a Hilbert space. The algorithm is robust with respect to errors in the sampling of the output, and to the sampling times.     

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,     

Hermite-Type Method for Volterra Integral Equation with Certain Weakly Singular Kernel

1.IntroductionThispaPerconsidersthenumericalsolutionofthesecondkindVolterraintegralequationy(t)+(Ky)(t)=g(t),(1.1)wherey(t)istheunknownsolution,g(t)isagivenfUnctionandKistheintegraJoperatorforsomegivenkernelfunctionK,(Ky)(t)=l'K(f)y(8)ids.(1.2)Suchequationsarisefromcertaindiffusionproblems.BecauseKisnotcompact,sothestandaxdstabilityproofSfornumericaJmethodsdonotfit.ManypeoplehaveworkedonHermite-typecollocationmethodsforsecond-kindVolterraintegralequationswithsmoothkernels[3,4,5'6],butver…     

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.     

Numerical solution of singular IVPs of Lane–Emden type using a modified Legendre-spectral method

In this paper, a numerical method for singular initial value problems of the Lane–Emden type in the second-order ordinary differential equations is proposed. The method changes solving the equation to solving a Volterra integral equation. We have applied the improved Legendre-spectral method to solve Lane–Emden type equations. The Legendre Gauss points are used as collocation nodes and Lagrange interpolation is employed in Volterra term. The results reveal that the method is effective, simple and accurate.     

An analysis of multistep methods for solving integral-algebraic equations: Construction of stability domains

Systems of Volterra integral equations with identically singular matrices in the principal part (called integral-algebraic equations) are examined. Multistep methods for the numerical solution of a selected class of such systems are proposed and examined.     

Numerical solution of integral-algebraic equations for multistep methods

Systems of Volterra linear integral equations with identically singular matrices in the principal part (called integral-algebraic equations) are examined. Multistep methods for the numerical solution of a selected class of such systems are proposed and justified.     

The regularizing properties of the composite trapezoidal method for weakly singular Volterra integral equations of the first kind

In the present paper we investigate the regularizing properties of the product trapezoidal method for solving weakly singular first kind Volterra integral equations with perturbed right-hand sides. Some numerical results are also presented.     

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.     

On a class of two-dimensional adjoint integral equations of Volterra type

In a rectangular domain, we consider a two-dimensional integral equation of Volterra type with fixed singular kernels. For various values of the parameters occurring in this equation, we prove its unique solvability and establish the asymptotic behavior of the obtained solution.     

Product integration methods for solving a system of nonlinear Volterra integral equations

In this paper the technique of subtracting out singularities is used to derive explicit and implicit product Euler schemes with order one convergence and a product trapezoidal scheme with order two convergence for a system of Volterra integral equations with a weakly singular kernel. The convergence proofs of the numerical schemes are presented; these are nonstandard since the nonlinear function involved in the integral equation system does not satisfy a global Lipschitz condition.     

Stress analysis of orthotropic planes weakened by cracks

The stress fields in an orthotropic infinite plane containing Volterra type climb and glide edge dislocations are derived. The dislocation solutions are utilized to formulate integral equations for dislocation density functions on the surfaces of smooth cracks. The integral equations are of Cauchy singular type and are solved for several different cases of crack configurations and arrangements. The results are used to evaluate modes I and II stress intensity factors for multiple smooth cracks.