The transient behaviour of multidimensional PN-diodes in low injection

An initial boundary value problem modelling the transient behaviour of a pn-junction semiconductor diode is simplified by formal asymptotics, where the scaled minimal Debye length and the scaled intrinsic number are considered as small parameters. The implicit assumption on the biasing situation is that of low injection. The simplified model is shown to be equivalent to an integral relation between the evolution of the current and of the contact voltage. A simple switching application is governed by a non-linear Volterra integral equation for the current. This equation is shown to possess a unique solution globally in time converging to the unique steady state.     

On Volterra partial integral equations in the space of continuous functions of three variables

It is well known that any Volterra integral equation of the second kind with compact operator is uniquely solvable. Partial integral operators are not compact, even in the general case of continuous kernels. Unique solvability conditions for Volterra partial integral equations of the second kind in the space of continuous functions of three variables are considered. Conditions for a Volterra partial integral equation to be equivalent to a three-dimensional Volterra integral equation with compact operator are obtained. Continuum analogues of matrix equations for some problems of scattering theory are reduced to the Volterra partial integral equations under examination. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 38, Suzdal Conference-2004, Part 3, 2006.     

Numerical scheme for solving system of fractional partial differential equations with Volterra‐type integral term through two‐dimensional block‐pulse functions

In the current study, an approximate scheme is established for solving the fractional partial differential equations (FPDEs) with Volterra integral terms via two‐dimensional block‐pulse functions (2D‐BPFs). According to the definitions and properties of 2D‐BPFs, the original problem is transformed into a system of linear algebra equations. By dispersing the unknown variables for these algebraic equations, the numerical solutions can be obtained. Besides, the proof of the convergence of this system is given. Finally, several numerical experiments are presented to test the feasibility and effectiveness of the proposed method.     

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.     

Improving the accuracy of solutions of the linear second kind volterra integral equations system by using the taylor expansion method

This paper presents a new and an efficient method for determining solutions of the linear second kind Volterra integral equations system. In this method, the linear Volterra integral equations system using the Taylor series expansion of the unknown functions transformed to a linear system of ordinary differential equations. For determining boundary conditions we use a new method. This method is effective to approximate solutions of integral equations system with a smooth kernel, and a convolution kernel. An error analysis for the proposed method is provided. And illustrative examples are given to represent the efficiency and the accuracy of the proposed method.     

Periodic solutions of non-linear discrete Volterra equations with finite memory

In this paper we discuss the existence of periodic solutions of discrete (and discretized) non-linear Volterra equations with finite memory. The literature contains a number of results on periodic solutions of non-linear Volterra integral equations with finite memory, of a type that arises in biomathematics. The “summation” equations studied here can arise as discrete models in their own right but are (as we demonstrate) of a type that arise from the discretization of such integral equations. Our main results are in two parts: (i) results for discrete equations and (ii) consequences for quadrature methods applied to integral equations. The first set of results are obtained using a variety of fixed-point theorems. The second set of results address the preservation of properties of integral equations on discretizing them. The effect of weak singularities is addressed in a final section. The detail that is presented, which is supplemented using appendices, reflects the differing prerequisites of functional analysis and numerical analysis that contribute to the outcomes.     

Convergence and Stability Analysis for Modified Runge--Kutta Methods in the Numerical Treatment of Second-Kind Volterra Integral Equations

In this paper modified and conventional Runge—Kutta methodsfor second kind Volterra integral equations are discussed ina uniform way. The modification presented takes into accountthe residual of the previous step with the aim of improvingthe stability behaviour. A general convergence theorem is givenwhich establishes that the modified methods may lose one orderof accuracy. Furthermore, the stability behaviour of the methodsis analysed and explicit stability results are derived. It transpiresthat every A-stable Runge—Kutta method for ordinary differentialequations generates mixed methods which can be made A-stableby a suitable modification.     

Backward differentiation type formulas for Volterra integral equations of the second kind

Summary Numerical integration formulas are discussed which are obtained by differentiation of the Volterra integral equation and by applying backward differentiation formulas to the resulting integro-differential equation. In particular, the stability of the method is investigated for a class of convolution kernels. The accuracy and stability behaviour of the method proposed in this paper is compared with that of (i) a block-implicit Runge-Kutta scheme, and (ii) the scheme obtained by applying directly a quadrature rule which is reducible to the backward differentiation formulas. The present method is particularly advantageous in the case of stiff Volterra integral equations.     

Solving Volterra Integral Equations with ODE Codes

Some nonlinear Volterra integral equations are equivalent toan initial-value problem for a system of ordinary differentialequations (ODEs). Because effective ODE codes are widely available,some authors have sought to exploit this connection for thenumerical solution of the integral equations. There are twomajor difficulties: One would like to solve large systems ofODEs. The initial-value problem for the ODEs may be stiff. Theinitial-value problems are shown to have a remarkable structurewhich can be exploited to overcome these two difficulties.     

Generalized solutions of mixed problems for first-order partial functional differential equations

A theorem on the existence of solutions and their continuous dependence upon initial boundary conditions is proved. The method of bicharacteristics is used to transform the mixed problem into a system of integral functional equations of the Volterra type. The existence of solutions of this system is proved by the method of successive approximations using theorems on integral inequalities. Classical solutions of integral functional equations lead to generalized solutions of the original problem. Differential equations with deviated variables and differential integral problems can be obtained from the general model by specializing given operators. Published in Ukrains’kyi Matematychnyi Zhurnal, Vol. 58, No. 6, pp. 804–828, June, 2006.     

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.     

A boundary element method to price time-dependent double barrier options

In this paper we propose a new method for pricing double-barrier options with moving barriers under the Black-Scholes and the CEV models. First of all, by applying a variational technique typical of the boundary element method, we derive an integral representation of the double-barrier option price in which two of the integrand functions are not given explicitly but must be obtained solving a system of Volterra integral equations of the first kind. Second, we develop an ad hoc numerical method to regularize and solve the system of integral equations obtained. Several numerical experiments are carried out showing that the overall algorithm is extraordinarily fast and accurate, even if the barriers are not differentiable functions. Moreover the numerical method presented in this paper performs significantly better than the finite difference approach.     

A Volterra integral type method for solving a class of nonlinear initial-boundary value problems

It is observed that the one-dimensional heat equation with certain nonlinear boundary conditions can be reformulated as a system of coupled Volterra integral equations. A product trapezoidal scheme is proposed for the numerical solution of this integral equation system, and some numerical experiments are given to compare the performances of this integral equation approach and the Crank-Nicholson method applied to the original initial-boundary value problem. © 1996 John Wiley & Sons, Inc.     

Characterizations of linear Volterra integral equations with nonnegative kernels

We first introduce the notion of positive linear Volterra integral equations. Then, we offer a criterion for positive equations in terms of the resolvent. In particular, equations with nonnegative kernels are positive. Next, we obtain a variant of the Paley-Wiener theorem for equations of this class and its extension to perturbed equations. Furthermore, we get a Perron-Frobenius type theorem for linear Volterra integral equations with nonnegative kernels. Finally, we give a criterion for positivity of the initial function semigroup of linear Volterra integral equations and provide a necessary and sufficient condition for exponential stability of the semigroups.     

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.     

Asymptotic behaviour of nonlinear difference equations

In this paper, we investigate the growth/decay rate of solutions of a class of nonlinear Volterra difference equations. Our results can be applied for the case when the characteristic equation of an associated linear difference equation has complex dominant eigenvalue with higher than one multiplicity. Illustrative examples are given for describing the asymptotic behaviour of solutions in a class of linear difference equations and in several discrete nonlinear population models.     

On exact rates of decay of solutions of linear systems of Volterra equations with delay

This paper considers the resolvent of a finite-dimensional linear convolution Volterra integral equation. The main results give conditions which ensure that the exact rate of decay of the resolvent can be determined using a positive weight function related to the kernel. The decay rates can be exponential or subexponential. Many other related results on exact rates of exponential and subexponential decay of solutions of Volterra integro-differential equations are given. We also present an application to a linear compartmental system with discrete and continuous lags.     

A numerical study of parabolic problems with nonlinear boundary conditions

In this paper, we consider an initial‐boundary value problem for a parabolic equation with nonlinear boundary conditions. The solution to the problem can be expressed as a convolution integral of a Green's function and two unknown functions. We change the problem to a system of two nonlinear Volterra integral equations of convolution type. By using an explicit procedure on the basis of Sinc‐function properties, the resulting integral equations are replaced by a system of nonlinear algebraic equations, whose solution yields an accurate approximate solution to the parabolic problem. Some examples are considered to illustrate the ability of the proposed method. Copyright © 2012 John Wiley & Sons, Ltd.     

A numerical method based on hybrid orthonormal Bernstein and improved block-pulse functions for solving Volterra–Fredholm integral equations

This paper deals with the numerical solution of the integral equations of linear second kind Volterra–Fredholm. These integral equations are commonly used in engineering and mathematical physics to solve many of the problems. A hybrid of Bernstein and improved block-pulse functions method is introduced and used where the key point is to transform linear second-type Volterra–Fredholm integral equations into an algebraic equation structure that can be solved using classical methods. Numeric examples are given which demonstrate the related features of the process.     

An existence result for elliptic partial differential-algebraic equations arising in semiconductor modeling

We consider a system of partial differential-algebraic equations which model an electric network containing semiconductor devices. The zero-dimensional differential-algebraic network equations are coupled with multi-dimensional elliptic partial differential equations which model the devices. For this coupled system we prove an existence result.