Legendre spectral Galerkin method for second-kind Volterra integral equations

The Legendre spectral Galerkin method for the Volterra integral equations of the second kind is proposed in this paper. We provide a rigorous error analysis for the proposed method, which indicates that the numerical errors (in the L ₂ norm) will decay exponentially provided that the kernel function and the source function are sufficiently smooth. Numerical examples are given to illustrate the theoretical results.      

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.     

The iterative correction method for Volterra integral equations

We show that the (n – 1)-fold application of an iterative correction technique to the iterated collocation solution corresponding to the one-point Gauss collocation solution for a Volterra integral equation of the second kind l6eads to a significant improvement in the precision of these approximations: the resulting rate of (global) convergence is .The work of first author has been supported by the Natural Sciences and Engineering Research Council of Canada (Research Grant OGP0009406).     

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.     

On global superconvergence of iterated collocation solutions to linear second-kind Volterra integral equations

It is well known that, in contrast to Fredholm integral equations, iterated collocation solutions (based on collocation at the Gauss points) to Volterra integral equations of the second kind exhibit optimal discrete superconvergence only at the mesh points. Here, we show that some degree of global superconvergence is possible on the entire interval.     

Convergence of spline collocation for Volterra integral equations

Estimates for step-by-step interpolation projections are established. Depending on the spectrum of the transfer matrix these estimates allow to obtain the pointwise convergence of the projectors to the identity operator or, in some limit cases, to prove stable convergence of the corresponding approximate operators of integral equations. This, via general convergence theorems for operator equations, permits to get the convergence of collocation method for Volterra integral equations of the second kind in spaces of continuous or certain times continuously differentiable functions. Applications in the case of the most practical types of splines are analyzed.     

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.     

Connections between discontinuous Galerkin and nonconforming finite element methods for the Stokes equations

We study a discontinuous Galerkin finite element method (DGFEM) for the Stokes equations with a weak stabilization of the viscous term. We prove that, as the stabilization parameter γ tends to infinity, the solution converges at speed γ^?1 to the solution of some stable and well‐known nonconforming finite element methods (NCFEM) for the Stokes equations. In addition, we show that an a posteriori error estimator for the DGFEM‐solution based on the reconstruction of a locally conservative H(div, Ω)‐tensor tends at the same speed to a classical a posteriori error estimator for the NCFEM‐solution. These results can be used to affirm the robustness of the DGFEM‐method and also underline the close relationship between the two approaches. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

Adaptive meshless Galerkin boundary node methods for hypersingular integral equations

Adaptive refinement techniques are developed in this paper for the meshless Galerkin boundary node method for hypersingular boundary integral equations. Two types of error estimators are derived. One is a perturbation error estimator that is formulated based on the difference between numerical solutions obtained using two consecutive nodal arrangements. The other is a projection error estimator that is formulated based on the difference between the numerical solution itself and its projection. These error estimators are proven to have an upper and a lower bound by the constant multiples of the exact error in the energy norm. A localization scheme is presented to accomodate the non-local property of hypersingular integral operators for the needed computable local error indicators. The convergence of the adaptive meshless techniques is verified theoretically. To confirm the theoretical results and to show the efficiency of the adaptive techniques, numerical examples in 2D and 3D with high singularities are provided.     

An acceleration method for integral equations by using interpolation post-processing

Two post-processing techniques are widely used in the literature in the context of convergence acceleration. One of them is an interpolation technique, used for partial differential equations and integral differential equations, and the other is an iteration technique used for integral equations. These two techniques, interpolation and iteration, are quite different, and the former is simpler. Can we use the interpolation technique for integral equations instead of using the second iteration technique? This report gives a positive answer.

     

General linear methods for Volterra integral equations

We investigate the class of general linear methods of order p and stage order q=p for the numerical solution of Volterra integral equations of the second kind. Construction of highly stable methods based on the Schur criterion is described and examples of methods of order one and two which have good stability properties with respect to the basic test equation and the convolution one are given.     

Block boundary value methods for solving Volterra integral and integro-differential equations

Reducible quadrature rules generated by boundary value methods are considered in block version and applied to solve the second kind Volterra integral equations and Volterra integro-differential equations. These extended block boundary value methods are shown to possess both excellent stability properties and high accuracy for Volterra-type equations. Numerical experiments are presented and the efficiency, accuracy and stability of the schemes are confirmed.     

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.     

Numerical solution of multiple nonlinear Volterra integral equations

We analyze a discretization method for solving nonlinear integral equations that contain multiple integrals. These equations include integral equations with a Volterra series, instead of a single integral term, on one side of the equation. We prove existence and uniqueness of solutions, and convergence and estimates of the order of convergence for the numerical methods of solution.     

Spline collocation methods for nonlinear Volterra integral equations with unknown delay

In this paper we introduce and study polynomial spline collocation methods for systems of Volterra integral equations with unknown lower integral limit arising in mathematical economics. Their discretization leads to implicit Runge-Kutta-type methods. The global convergence and local superconvergence properties of these methods are proved, and the theory is illustrated by a numerical example arising in the application of such equations in certain mathematical models of liquidation.     

Superconvergence analysis and a posteriori error estimation of a finite element method for an optimal control problem governed by integral equations

In this paper, we discuss the numerical simulation for a class of constrained optimal control problems governed by integral equations. The Galerkin method is used for the approximation of the problem. A priori error estimates and a superconvergence analysis for the approximation scheme are presented. Based on the results of the superconvergence analysis, a recovery type a posteriori error estimator is provided, which can be used for adaptive mesh refinement. The research project is supported by the National Basic Research Program under the Grant 2005CB321701 and the National Natural Science Foundation of China under the Grant 10771211.     

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.     

Fast Runge–Kutta methods for nonlinear convolution systems of Volterra integral equations

In this paper fast implicit and explicit Runge–Kutta methods for systems of Volterra integral equations of Hammerstein type are constructed. The coefficients of the methods are expressed in terms of the values of the Laplace transform of the kernel. These methods have been suitably constructed in order to be implemented in an efficient way, thus leading to a very low computational cost both in time and in space. The order of convergence of the constructed methods is studied. The numerical experiments confirm the expected accuracy and computational cost. AMS subject classification (2000)  65R20, 45D05, 44A35, 44A10     

Spectral methods for weakly singular Volterra integral equations with smooth solutions

We propose and analyze a spectral Jacobi-collocation approximation for the linear Volterra integral equations (VIEs) of the second kind with weakly singular kernels. In this work, we consider the case when the underlying solutions of the VIEs are sufficiently smooth. In this case, we provide a rigorous error analysis for the proposed method, which shows that the numerical errors decay exponentially in the infinity norm and weighted Sobolev space norms. Numerical results are presented to confirm the theoretical prediction of the exponential rate of convergence.