On an initial-value method for quickly solving Volterra integral equations: A review

A method of converting nonlinear Volterra equations to systems of ordinary differential equations is compared with a standard technique, themethod of moments, for linear Fredholm equations. The method amounts to constructing a Galerkin approximation when the kernel is either finitely decomposable or approximated by a certain Fourier sum. Numerical experiments from recent work by Bownds and Wood serve to compare several standard approximation methods as they apply to smooth kernels. It is shown that, if the original kernel decomposes exactly, then the method produces a numerical solution which is as accurate as the method used to solve the corresponding differential system. If the kernel requires an approximation, the error is greater, but in examples seems to be around 0.5% for a reasonably small number of approximating terms. In any case, the problem of excessive kernel evaluations is circumvented by the conversion to the system of ordinary differential equations.     

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     

Power series solutions to Volterra integral equations

Power series type solutions are given for a wide class of linear and q-dimensional nonlinear Volterra equations on R^p. The basic assumption on the kernel K(x, y) is that K(x, xt) has a power series in x. For example, this holds for any analytic kernel.The kernel may be strongly singular, provided certain constants are finite. One and only one such power series solution exists. Its coefficients are given by a simple iterative formula. In many cases this may be solved explicitly. In particular an explicit formula for the resolvent is given.     

On the theory of convolution equations of the third kind

The autoconvolution equation of the third kind with coefficient of general power type is dealt with by the method of weighted norms developed for equations with coefficients of linear and integer power type in recent joint work of the author with L. Berg, J. Janno, and B. Hofmann. For this equation two existence theorems and a uniqueness theorem are proved. Further, as an auxiliary equation a linear singular integral equation of Abel is treated anew and the existence of solutions to a related class of linear Volterra equations of the third kind is derived.     

On the theory of convolution equations of the third kind, II

Existence results of Part I of the paper are generalized to two types of autoconvolution equations of the third kind having free terms with nonzero values at x=0 like the well-known Bernstein-Doetsch equation for the Jacobian theta zero functions. Also uniqueness results for the linear convolution equations in Part I of the paper are extended to more general function spaces. Further, a special class of integro-differential equations with autoconvolution integral and two classes of the linear singular Abel-Volterra equations are dealt with.     

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).     

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.     

Boundary arcs for integral equations

Behavior of boundary arcs for control systems is investigated when the systems are governed by integral equations of the Volterra type. The main result is in the form of a maximum principle. This result is then used to obtain necessary conditions for a minimum control problem.     

Numerical solution of Volterra integral and integro-differential equations of convolution type by using operational matrices of piecewise constant orthogonal functions

In this paper, we use operational matrices of piecewise constant orthogonal functions on the interval [0,1)$[0,1)$ to solve Volterra integral and integro-differential equations of convolution type without solving any system. We first obtain Laplace transform of the problem and then we find numerical inversion of Laplace transform by operational matrices. Numerical examples show that the approximate solutions have a good degree of accuracy.     

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.     

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.     

Solving integral equations with logarithmic kernels by Chebyshev polynomials

In this paper, a finite Chebyshev expansion is developed to solve Volterra integral equations with logarithmic singularities in their kernels. The error analysis is derived. Numerical results are given showing a marked improvement in comparison with the piecewise polynomial collocation method given in literature.     

A convenient technique for solving linear and nonlinear Abel integral equations by the Adomian decomposition method

In this paper, linear and nonlinear Abel integral equations are transformed in such a manner that the Adomian decomposition method can be applied. Some examples with closed-form solutions are studied in detail to further illustrate the proposed technique, and the results obtained indicate this approach is indeed practical and efficient.     

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.     

Blow-up time for solutions to some nonlinear Volterra integral equations

The problem of the estimating of a blow-up time for solutions of Volterra nonlinear integral equation with convolution kernel is studied. New estimates, lower and upper, are found and, moreover, the procedure for the improvement of the lower estimate is presented. Main results are illustrated by examples. The new estimates are also compared with some earlier ones related to a shear band model.     

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.     

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.