Computational method based on Bernstein operational matrices for nonlinear Volterra-Fredholm-Hammerstein integral equations

In this paper, we present a method to solve nonlinear Volterra-Fredholm-Hammerstein integral equations in terms of Bernstein polynomials. Properties of these polynomials and operational matrix of integration together with the product operational matrix are first presented. These properties are then utilized to transform the integral equation to a matrix equation which corresponds to a system of nonlinear algebraic equations with unknown Bernstein coefficients. The method is computationally very simple and attractive and numerical examples illustrate the efficiency and accuracy of the method.     

High‐order numerical solution of second‐order one‐dimensional hyperbolic telegraph equation using a shifted Gegenbauer pseudospectral method

We present a high‐order shifted Gegenbauer pseudospectral method (SGPM) to solve numerically the second‐order one‐dimensional hyperbolic telegraph equation provided with some initial and Dirichlet boundary conditions. The framework of the numerical scheme involves the recast of the problem into its integral formulation followed by its discretization into a system of well‐conditioned linear algebraic equations. The integral operators are numerically approximated using some novel shifted Gegenbauer operational matrices of integration. We derive the error formula of the associated numerical quadratures. We also present a method to optimize the constructed operational matrix of integration by minimizing the associated quadrature error in some optimality sense. We study the error bounds and convergence of the optimal shifted Gegenbauer operational matrix of integration. Moreover, we construct the relation between the operational matrices of integration of the shifted Gegenbauer polynomials and standard Gegenbauer polynomials. We derive the global collocation matrix of the SGPM, and construct an efficient computational algorithm for the solution of the collocation equations. We present a study on the computational cost of the developed computational algorithm, and a rigorous convergence and error analysis of the introduced method. Four numerical test examples have been carried out to verify the effectiveness, the accuracy, and the exponential convergence of the method. The SGPM is a robust technique, which can be extended to solve a wide range of problems arising in numerous applications. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 307–349, 2016     

A numerical approach for solving weakly singular partial integro‐differential equations via two‐dimensional‐orthonormal Bernstein polynomials with the convergence analysis

In this paper, we develop an efficient matrix method based on two‐dimensional orthonormal Bernstein polynomials (2D‐OBPs) to provide approximate solution of linear and nonlinear weakly singular partial integro‐differential equations (PIDEs). First, we approximate all functions involved in the considerable problem via 2D‐OBPs. Then, by using the operational matrices of integration, differentiation, and product, the solution of Volterra singular PIDEs is transformed to the solution of a linear or nonlinear system of algebraic equations which can be solved via some suitable numerical methods. With a small number of bases, we can find a reasonable approximate solution. Moreover, we establish some useful theorems for discussing convergence analysis and obtaining an error estimate associated with the proposed method. Finally, we solve some illustrative examples by employing the presented method to show the validity, efficiency, high accuracy, and applicability of the proposed technique.     

Fractional-Order Legendre Functions and Their Application to Solve Fractional Optimal Control of Systems Described by Integro-differential Equations

In this paper, we introduce a set of functions called fractional-order Legendre functions (FLFs) to obtain the numerical solution of optimal control problems subject to the linear and nonlinear fractional integro-differential equations. We consider the properties of these functions to construct the operational matrix of the fractional integration. Also, we achieved a general formulation for operational matrix of multiplication of these functions to solve the nonlinear problems for the first time. Then by using these matrices the mentioned fractional optimal control problem is reduced to a system of algebraic equations. In fact the functions of the problem are approximated by fractional-order Legendre functions with unknown coefficients in the constraint equations, performance index and conditions. Thus, a fractional optimal control problem converts to an optimization problem, which can then be solved numerically. The convergence of the method is discussed and finally, some numerical examples are presented to show the efficiency and accuracy of the method.     

Algebraic multilevel iteration method for Stieltjes matrices

The numerical solution of elliptic selfadjoint second-order boundary value problems leads to a class of linear systems of equations with symmetric, positive definite, large and sparse matrices which can be solved iteratively using a preconditioned version of some algorithm. Such differential equations originate from various applications such as heat conducting and electromagnetics. Systems of equations of similar type can also arise in the finite element analysis of structures. We discuss a recursive method constructing preconditioners to a symmetric, positive definite matrix. An algebraic multilevel technique based on partitioning of the matrix in two by two matrix block form, approximating some of these by other matrices with more simple sparsity structure and using the corresponding Schur complement as a matrix on the lower level, is considered. The quality of the preconditioners is improved by special matrix polynomials which recursively connect the preconditioners on every two adjoining levels. Upper and lower bounds for the degree of the polynomials are derived as conditions for a computational complexity of optimal order for each level and for an optimal rate of convergence, respectively. The method is an extended and more accurate algebraic formulation of a method for nine-point and mixed five- and nine-point difference matrices, presented in some previous papers.     

Fractional‐order orthogonal Bernstein polynomials for numerical solution of nonlinear fractional partial Volterra integro‐differential equations

In this paper, a new two‐dimensional fractional polynomials based on the orthonormal Bernstein polynomials has been introduced to provide an approximate solution of nonlinear fractional partial Volterra integro‐differential equations. For this aim, the fractional‐order orthogonal Bernstein polynomials (FOBPs) are constructed, and its operational matrices of integration, fractional‐order integration, and derivative in the Caputo sense and product operational matrix are derived. These operational matrices are utilized to reduce the under study problem to a nonlinear system of algebraic equations. Using the approximation of FOBPs, the convergence analysis and error estimate associated to the proposed problem have been investigated. Finally, several examples are included to clarify the validity, efficiency, and applicability of the proposed technique via FOBPs approximation.     

Numerical solution of multiterm variable‐order fractional differential equations via shifted Legendre polynomials

In this paper, shifted Legendre polynomials will be used for constructing the numerical solution for a class of multiterm variable‐order fractional differential equations. In the proposed method, the shifted Legendre operational matrix of the fractional variable‐order derivatives will be investigated. The fundamental problem is reduced to an algebraic system of equations using the constructed matrix and the collocation technique, which can be solved numerically. The error estimate of the proposed method is investigated. Some numerical examples are presented to prove the applicability, generality, and accuracy of the suggested method.     

Numerical solution of two-dimensional time fractional cable equation with Mittag-Leffler kernel

The main motive of this article is to study the recently developed Atangana-Baleanu Caputo (ABC) fractional operator that is obtained by replacing the classical singular kernel by Mittag-Leffler kernel in the definition of the fractional differential operator. We investigate a novel numerical method for the nonlinear two-dimensional cable equation in which time-fractional derivative is of Mittag-Leffler kernel type. First, we derive an approximation formula of the fractional-order ABC derivative of a function t^k using a numerical integration scheme. Using this approximation formula and some properties of shifted Legendre polynomials, we derived the operational matrix of ABC derivative. In the author of knowledge, this operational matrix of ABC derivative is derived the first time. We have shown the efficiency of this newly derived operational matrix by taking one example. Then we solved a new class of fractional partial differential equations (FPDEs) by the implementation of this ABC operational matrix. The two-dimensional model of the time-fractional model of the cable equation is solved and investigated by this method. We have shown the effectiveness and validity of our proposed method by giving the solution of some numerical examples of the two-dimensional fractional cable equation. We compare our obtained numerical results with the analytical results, and we conclude that our proposed numerical method is feasible and the accuracy can be seen by error tables. We see that the accuracy is so good. This method will be very useful to investigate a different type of model that have Mittag-Leffler fractional derivative.     

Two‐dimensional shifted Legendre polynomial collocation method for electromagnetic waves in dielectric media via almost operational matrices

In this paper, a numerical solution of fractional partial differential equations (FPDEs) for electromagnetic waves in dielectric media will be discussed. For the solution of FPDEs, we developed a numerical collocation method using an algorithm based on two‐dimensional shifted Legendre polynomials approximation, which is proposed for electromagnetic waves in dielectric media. By implementing the partial Riemann–Liouville fractional derivative operators, two‐dimensional shifted Legendre polynomials approximation and its operational matrix along with collocation method are used to convert FPDEs first into weakly singular fractional partial integro‐differential equations and then converted weakly singular fractional partial integro‐differential equations into system of algebraic equation. Some results concerning the convergence analysis and error analysis are obtained. Illustrative examples are included to demonstrate the validity and applicability of the technique. Copyright © 2017 John Wiley & Sons, Ltd.     

A composite collocation method for the nonlinear mixed Volterra–Fredholm–Hammerstein integral equations

This paper presents a computational technique for the solution of the nonlinear mixed Volterra–Fredholm–Hammerstein integral equations. The method is based on the composite collocation method. The properties of hybrid of block-pulse functions and Lagrange polynomials are discussed and utilized to define the composite interpolation operator. The estimates for the errors are given. The composite interpolation operator together with the Gaussian integration formula are then used to transform the nonlinear mixed Volterra–Fredholm–Hammerstein integral equations into a system of nonlinear equations. The efficiency and accuracy of the proposed method is illustrated by four numerical examples.     

The alternative Legendre Tau method for solving nonlinear multi-order fractional differential equations

In this paper, the alternative Legendre polynomials (ALPs) are used to approximate the solution of a class of nonlinear multi-order fractional differential equations (FDEs). First, the operational matrix of fractional integration of an arbitrary order and the product operational matrix are derived for ALPs. These matrices together with the spectral Tau method are then utilized to reduce the solution of the mentioned equations into the one of solving a system of nonlinear algebraic equations with unknown ALP coefficients of the exact solution. The fractional derivatives are considered in the Caputo sense and the fractional integration is described in the Riemann-Liouville sense. Numerical examples illustrate that the present method is very effective for linear and nonlinear multi-order FDEs and high accuracy solutions can be obtained only using a small number of ALPs.     

Polynomial scaling functions for numerical solution of generalized Kuramoto–Sivashinsky equation

The current paper proposes a technique for the numerical solution of generalized Kuramoto–Sivashinsky equation. The method is based on finite difference formula combined with the collocation method, which uses the polynomial scaling functions (PSF). Mentioned functions and their properties are employed to derive a general procedure for forming the operational matrix of PSFs. Using the operational matrix of derivative, we reduce the problem to a set of algebraic linear equations. An estimation of error bound for this method is presented. Some numerical example is included to demonstrate the validity and applicability of the technique. From the computational point of view, the solution obtained by this method is in excellent agreement with those obtained by previous works and also it is efficient to use.     

Using operational matrix for solving nonlinear class of mixed Volterra–Fredholm integral equations

This paper presents a computational technique for the solution of the nonlinear mixed Volterra–Fredholm integral equations of the second kind. Using the properties of three‐dimensional modification of hat functions, these are types of equations to a nonlinear system of algebraic equations. Also, convergence results and error analysis are discussed. The efficiency and accuracy of the proposed method is illustrated by numerical examples. Copyright © 2016 John Wiley & Sons, Ltd.     

Study on convergence of hybrid functions method for solution of nonlinear integral equations

In this article, we present the uniform convergence analysis and accuracy estimation of hybrid functions (HFs) method for finding the solution of nonlinear Volterra and Fredholm integral equations. The properties of HFs which consist of block-pulse functions (BPFs) and Legendre polynomials are used to reduce the solution of nonlinear integral equations to the solution of algebraic equations. The superiority and accuracy of the HFs method to BPF and Legendre polynomial methods are illustrated through some numerical examples.     

An auxiliary parameter method using Adomian polynomials and Laplace transformation for nonlinear differential equations

In this article, we proposed an auxiliary parameter method using Adomian polynomials and Laplace transformation for nonlinear differential equations. This method is called the Auxiliary Laplace Parameter Method (ALPM). The nonlinear terms can be easily handled by the use of Adomian polynomials. Comparison of the present solution is made with the existing solutions and excellent agreement is noted. The fact that the proposed technique solves nonlinear problems without any discretization or restrictive assumptions can be considered as a clear advantage of this algorithm over the numerical methods.     

Numerical solution of nonlinear Volterra integro-differential equations of arbitrary order by CAS wavelets

A computational method for numerical solution of a nonlinear Volterra integro-differential equation of fractional (arbitrary) order which is based on CAS wavelets and BPFs is introduced. The CAS wavelet operational matrix of fractional integration is derived and used to transform the main equation to a system of algebraic equations. Some examples are included to demonstrate the validity and applicability of the technique.     

NONLINEAR GALERKIN METHOD AND CRANK-NICOLSONMETHOD FOR VISCOUS INCOMPRESSIBLE FLOW

1.Introduction'NonlinearGalerkinmethodisnumericalmethodfordissipativeevolutionpartialdifferentialequationswherethespatialdiscretizationreliesonanonlinearmanifoldinsteadofalinearspaceasintheclassicalGalerkinmethod.Morepreciselygoneconsidersafinitedimension…     

On the numerical solution of stochastic quadratic integral equations via operational matrix method

In this paper, stochastic operational matrix of integration based on delta functions is applied to obtain the numerical solution of linear and nonlinear stochastic quadratic integral equations (SQIEs) that appear in modelling of many real problems. An important advantage of this method is that it dose not need any integration to compute the constant coefficients. Also, this method can be utilized to solve both linear and nonlinear problems. By using stochastic operational matrix of integration together collocation points, solving linear and nonlinear SQIEs converts to solve a nonlinear system of algebraic equations, which can be solved by using Newton's numerical method. Moreover, the error analysis is established by using some theorems. Also, it is proved that the rate of convergence of the suggested method is O(h²). Finally, this method is applied to solve some illustrative examples including linear and nonlinear SQIEs. Numerical experiments confirm the good accuracy and efficiency of the proposed method.     

Application of 2D-BPFs to nonlinear integral equations

In this study, an efficient method is presented for solving nonlinear two-dimensional Volterra integral equations (VIEs). Using piecewise constant two-dimensional block-pulse functions (2D-BPFs) and their operational matrix of integration, two-dimensional first kind integral equations reduce to a lower triangular system. The rate of convergence and error analysis are given and numerical examples illustrate efficiency and accuracy of the proposed method.     

A new scheme for solving nonlinear Stratonovich Volterra integral equations via Bernoulli’s approximation

In this paper, an efficient method for solving nonlinear Stratonovich Volterra integral equations is proposed. By using Bernoulli polynomials and their stochastic operational matrix of integration, these equations can be reduced to the system of nonlinear algebraic equations with unknown Bernoulli coefficient which can be solved by numerical methods such as Newton’s method. Also, an error analysis is valid under fairly restrictive conditions. Furthermore, in order to show the accuracy and reliability of the proposed method, the new approach is compared with the block pulse functions method by some examples. The obtained results reveal that the proposed method is more accurate and efficient than the block pulse functions method.