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…     

配置方法求解高振荡傅里叶核的Volterra积分方程

本文用配置方法[1],基于moment-free Filon-type方法[2]求解高震荡傅里叶核的第一类Volterra积分方程[3]～[5],数值例子显示此方法的有效性。     

A Spectral Method for Neutral Volterra Integro-Differential Equation with Weakly Singular Kernel

This paper is concerned with obtaining an approximate solution and an approximate derivative of the solution for neutral Volterra integro-differential equation with a weakly singular kernel. The solution of this equation, even for analytic data, is not smooth on the entire interval of integration. The Jacobi collocation discretization is proposed for the given equation. A rigorous analysis of error bound is also provided which theoretically justifies that both the error of approximate solution and the error of approximate derivative of the solution decay exponentially in $L^∞$ norm and weighted $L^2$ norm. Numerical results are presented to demonstrate the effectiveness of the spectral method.     

A Compact Difference Scheme for an Evolution Equation with a Weakly Singular Kernel

This paper is concerned with a compact difference scheme with the truncation error of order 3/2 for time and order 4 for space to an evolution equation with a weakly singular kernel. The integral term is treated by means of the second order convolution quadrature suggested by Lubich. The stability and convergence are proved by the energy method. A numerical experiment is reported to verify the theoretical predictions.     

Asymptotics of Resolvent Iterates for Abstract Potentials

Let $A$ be an abstract potential, that is, an operator whose resolvent $R(\cdot)$ exists and satisfies the condition $||(\Re\lambda-a)R(\lambda)||\leq M$ in a halfplane $\Pi_a:=\{\lambda\in\Bbb C;\,\Re\lambda>a\}$. It is shown that the resolvent iterates satisfy in $\Pi_a$ the estimates $$||\Big[(\Re\lambda-a)R(\lambda)\Big]^n||< Men$$ for all $n\in\Bbb N$.     

A Generalization of a Volterra Integral Equation

Sufficient conditions for the existence of a solution to a non-linear Volterra integral equation are given for special cases of the general equation. In the generality given here, this equation has, apparently, not been studied before. The major technique used is the classical fixed point theorem of Banach. An apparent innovation of this article is the use of Banach's theorem to prove both the existence and find the location of a solution to the integral equation and prove the existence and find the location of the derivative to this solution, which exists almost everywhere. Furthermore, it is shown that for some particular choices of the constants, multiple solutions exist to this equation.     

关于Volterra积分方程的一个注记

我们减弱了Mydlarczyk W的定理条件，得到他的相同的结果。     

Semi-Classical Green Kernel Asymptotics for the Dirac Operator

We consider a semi-classical Dirac operator in d ∈ ? spatial dimensions with a smooth potential whose partial derivatives of any order are bounded by suitable constants. We prove that the distribution kernel of the inverse operator evaluated at two distinct points fulfilling a certain hypothesis can be represented as the product of an exponentially decaying factor involving an associated Agmon distance and some amplitude admitting a complete asymptotic expansion in powers of the semi-classical parameter. Moreover, we find an explicit formula for the leading term in that expansion.     

Kernel perturbations for a class of second-kind convolution Volterra equations with non-negative kernels

Within the class of second-kind Volterra equations, an important subclass is the second-kind convolution equations with non-negative kernels $k$, with ${6k6}_1<1$, and positive forcing terms. Sharper results about the effect of kernel perturbations are obtained if attention is focussed on this subclass. In the standard perturbation and stability analysis for second-kind Volterra integral equations, it is the effect on the solution of perturbations in the forcing term and the stability of numerical methods for their solution that are examined. In applications, where only approximations for the kernel are available, such as arise in rheology, risk analysis, and renewal theory, the effect on the solution of perturbations in the kernel is equally important. In this paper, estimates are derived for this situation. The resolvent kernel framework is used to establish conditions such that, with respect to relative error perturbations in the kernel, the corresponding relative error perturbations in the solution are bounded. Defect renewal equations form a subset of the convolution Volterra integral equations examined.     

Perturbation of Volterra Difference Equations

A fixed point theorem is used to investigate nonlinear Volterra difference equations that are perturbed versions of linear equations. Sufficient conditions are established to ensure that the stability properties of linear Volterra difference equations are preserved under perturbation. The existence of asymptotically periodic solutions of perturbed Volterra difference equations is also proved.     

Asymptotics for a Symmetric Equation in Price Formation

We study the existence and asymptotics for large time of the solutions to a one dimensional evolution equation with non-standard right-hand side. The right-hand side involves the derivative of the solution computed at a given point. Existence is proven through a fixed point argument. When the problem is considered in a bounded interval, it is shown that the solution decays exponentially to the stationary state. This problem is a particular case of a mean-field free boundary model proposed by Lasry and Lions on price formation and dynamic equilibria. Maria P. Gualdani is supported by the NSF Grant DMS-0807636.     

Regularity Properties of Some Stochastic Volterra Integrals with Singular Kernel

We prove the Hölder continuity of some stochastic Volterra integrals, with singular kernels, under integrability assumptions on the integrand. Some applications to processes arising in the analysis of the fractional Brownian motion are given. The main tool is the embedding of some Besov spaces into some sets of Hölder continuous functions.     

On the Asymptotics of Solutions of a Singular nth-Order Differential Equation with Nonregular Coefficients

Mathematical Notes -     

Asymptotics of Solutions of Difference Equations with Variable Coefficients

Linear difference equations in a Hilbert space with coefficients depending on the number n of the equation are considered. It is assumed that the coefficients differ from constant ones by a finite sum of exponentially vanishing terms as n → ∞. An asymptotic formula for solutions as n → ∞ is obtained. The coefficients in the asymptotic expansion are expressed as linear functionals on the space of sequences in the terms on the right-hand side.     

酉群上Fourier级数的Cesaro求和

设un为n阶酉群。u∈L1(Un)的Fourier级数的第二型Cesáro平均为σNα(u,U)=KN*αu(U),其中 KNα(U)=sum from (N≥li>…>ln≥-N)(Al1α…A1uN(f)Xf(U)),U∈Un为相应的核函数。本文给出“Lebesgue常数”‖KNα‖(L1(Un))的精确估计,并由此建立了酉群上函数的Fourier级数按第二型Cesáro求和收敛于自身的条件。     

热核Laplacian的谱隙以及紧致分解

推广了热核Laplacian的谱隙的一个结果,并且证明了双曲空间上热核Laplacian的紧致分解性.     

Abstract Volterra Integro-Differential Equations: Approximation and Convergence of Resolvent Operator Families

In this article, we analyze approximation and convergence of resolvent operator families associated with various types of abstract Volterra equations and abstract multi-term fractional differential equations in locally convex spaces.