On the solution of volterra integral equations of the first kind

Summary Two classes of high order finite difference methods for first kind Volterra integral equations are constructed. The methods are shown to be convergent and numerically stable.     

The uniqueness of the solution of integral equations of the first kind

We Investigate the uniqueness of the solution of integral equations of the first kind with kernels having singularities on the diagonal.Translated from Matematicheskie zametki, Vol. 14, No. 4, pp. 493–498, October, 1973.     

On the approximate solution of one-dimensional singular integral equations of first kind

We prove an estimate for the error in approximate solution of one-dimensional singular integral equations. The estimate is obtained by an approximation of the kernel. For a specific problem we give a comparison of numerical results. Translated fromMatematichni Metody i Fiziko-Mekhanichni Polya, Vol. 38, 1995.     

Numerical solution of a certain hypersingular integral equation of the first kind

In this paper, we first discuss the midpoint rule for evaluating hypersingular integrals with the kernel sin ⁻²[(x−s)/2] defined on a circle, and the key point is placed on its pointwise superconvergence phenomenon. We show that this phenomenon occurs when the singular point s is located at the midpoint of each subinterval and obtain the corresponding supercovergence analysis. Then we apply the rule to construct a collocation scheme for solving the relevant hypersingular integral equation, by choosing the midpoints as the collocation points. It’s interesting that the inverse of coefficient matrix for the resulting linear system has an explicit expression, by which an optimal error estimate is established. At last, some numerical experiments are presented to confirm the theoretical analysis.     

An analysis of the numerical solution of Fredholm integral equations of the first kind

Summary This paper analyzes the numerical solution of Fredholm integral equations of the first kindTx=y by means of finite rank and other approximation methods replacingTx=y byT _N x=y _N ,N=1,2, .... The operatorsT andT _N can be viewed as operators from eitherL ₂[a, b] toL ₂[c,d] or as operators fromL [a, b] toL [c, d]. A complete analysis of the fully discretized problem as compared with the continuous problemTx=y is also given. The filtered least squares minimum norm solutions (LSMN) to the discrete problem and toT _N x=y are compared with the LSMN solution ofTx=y. Rates of convergence are included in all cases and are in terms of the mesh spacing of the quadrature for the fully discretized problem.     

Numerical solution of Fredholm integral equations of the second kind by using integral mean value theorem

In this paper, we present a new semi-analytical method for solving linear and nonlinear Fredholm integral and integro-differential equations of the second kind and the systems including them. The main idea in this method is applying the mean value theorem for integrals. Some examples are presented to show the ability of the model. The results confirm that the method is very effective and simple.     

The solution of Volterra integral equations of the first kind using inverted differentiation formulae

Numerical differentiation formulae are inverted to derive quadrature rules which are then applied to integral equations of the first kind. The resulting methods are explicit and correspond to local differentiation formulae. The methods are shown to be convergent provided that a suitable choice of parameters is made.     

Numerical solution of integral equations

Summary A new method for the solution of integral equations is presented. The method is based on direct approximation of Dirac's delta operator by linear combination of integral operators. This avoids some pitfalls which arise in more conventional numerical procedures for integral equations.Research sponsored by the U. S. Atomic Energy Commission under contract with the Union Carbide Corporation. the Union Carbide Corporation.     

Numerical solution of nonlinear Fredholm integral equations of the second kind using Haar wavelets

In this work, we present a computational method for solving nonlinear Fredholm integral equations of the second kind which is based on the use of Haar wavelets. Error analysis is worked out that shows efficiency of the method. Finally, we also give some numerical examples.     

Numerical solution of linear Volterra integral equations of the second kind with sharp gradients

Collocation methods are a well-developed approach for the numerical solution of smooth and weakly singular Volterra integral equations. In this paper, we extend these methods through the use of partitioned quadrature based on the qualocation framework, to allow the efficient numerical solution of linear, scalar Volterra integral equations of the second kind with smooth kernels containing sharp gradients. In this case, the standard collocation methods may lose computational efficiency despite the smoothness of the kernel. We illustrate how the qualocation framework can allow one to focus computational effort where necessary through improved quadrature approximations, while keeping the solution approximation fixed. The computational performance improvement introduced by our new method is examined through several test examples. The final example we consider is the original problem that motivated this work: the problem of calculating the probability density associated with a continuous-time random walk in three dimensions that may be killed at a fixed lattice site. To demonstrate how separating the solution approximation from quadrature approximation may improve computational performance, we also compare our new method to several existing Gregory, Sinc, and global spectral methods, where quadrature approximation and solution approximation are coupled.     

Asymptotic regularization for integral equations of the first kind

The paper concerns solving a certain class of i11-posed problems including integral equationsof the first kind. The proposed regularization consists in replacing the considered i11-posedproblem by an ass ociated dynamical system. Well posedness of introduced system and an asymptotic connection of its solution with the solution we look for are proved.     

On spline function approximations to the solution of volterra integral equations of the first kind

A procedure, using spline functions of degreem, for the solution of linear Volterra integral equations of the first kind is presented. The method produces an approximate solution of classC ^m-1, is order (m+1) and is shown to be numerically stable form≦4.     

On an approximate solution of a class of boundary integral equations of the first kind

We construct a method for computing an approximate solution of the boundary integral equation of the first kind corresponding to the Dirichlet boundary value problems for the Helmholtz equation.     

Numerical solution of Volterra integral equations

Summary The numerical method discussed in this paper is based on quadrature formulae. With some assumptions on the coefficients of the quadrature formula and on the integrand, convergence properties of the method for both linear and non-linear equations are established.This article is a part of the author's D. Sc. Thesis.     

Numerical solution of integral equations of first and second kind in scalar and vector problems of diffraction on a cube

We consider the problem of numerical simulation of the scattering of acoustic and electromagnetic waves on a cube whose edge ha s length up to 8 wave lengths of the incident wave. We describe a scheme using a representation of the boundary integral equation in the form of an operator convolution equation on the symmetry group of the cube. We compare the results of numerical solution of integral equations of first and second kind for scalar and vector problems of diffraction of a plane wave on a cube. Translated fromProblemy Matematicheskoi Fiziki, 1998, pp. 36–45.     

A third order,semi-explicit method in the numerical solution of first kind Volterra integral equations

We present a new numerical method for the solution of nonsingular Volterra integral equations of the first kind. It belongs to a new class of methods that are semi-explicit, provide self-starting algorithms and possess favourable stability properties. The third order convergence of the particular method exhibited is established, under suitable conditions, and numerical results are illustrated.