Implicit Runge-Kutta methods for second kind Volterra integral equations

Numerische Mathematik - Implicit Runge-Kutta methods for ordinary differential equations which arise from interpolatory quadrature formulae are generalized to Volterra integral equations of the...     

Predictor-corrector methods for nonlinear Volterra integral equations of the second kind

Predictor-corrector methods for nonlinear Volterra integral equations are considered together with a theorem which provides a proof of the convergence of such methods. Some numerical examples are also included.This research was supported by the National Research Council of Canada under Grant A 8196.     

Superconvergence results of iterated projection methods for linear Volterra integral equations of second kind

In this paper, we develop the iteration techniques for Galerkin and collocation methods for linear Volterra integral equations of the second kind with a smooth kernel, using piecewise constant functions. We prove that the convergence rates for every step of iteration improve by order \({\mathcal {O}}(h^{2})\) for Galerkin method, whereas in collocation method, it is improved by \({\mathcal {O}}(h)\) in infinity norm. We also show that the system to be inverted remains same for every iteration as in the original projection methods. We illustrate our results by numerical examples.     

Convergence analysis of discretization methods for nonlinear first kind Volterra integral equations

Summary An existence and uniqueness result is given for nonlinear Volterra integral equations of the first kind. This permits, by means of analogous discrete manipulations, a general convergence analysis for a wide class of discretization methods for nonlinear first kind Volterra integral equations to be presented. A concept of optimal consistency allows twosided error bounds to be derived.     

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.     

Convergence of Runge-Kutta methods for neutral Volterra delay-integro-differential equations

In this paper, we focus on the error behavior of Runge-Kutta methods for nonlinear neutral Volterra delay-integro-differential equations (NVDIDEs) with constant delay. The convergence properties of the Runge-Kutta methods with two classes of quadrature technique, compound quadrature rule and Pouzet type quadrature technique, are investigated.      

Superconvergence of collocation methods for Volterra and Abel integral equations of the second kind

Summary This paper deals with the question of the attainable order of convergence in the numerical solution of Volterra and Abel integral equations by collocation methods in certain piecewise polynomial spaces and which are based on suitable interpolatory quadrature for the resulting moment integrals. The use of a (nonlinear) variation of constants formula for the representation of the error function in terms of the defect allows for a unified treatment of equations with continuous and weakly singular kernels.     

On modified increment methods of Garey for nonlinear second kind Volterra integral equations

We modify the modified increment methods of Garey (based on interpolatory and extrapolatory quadrature formulas) for nonlinear second kind Volterra integral equations by treating the unknown solution separately. Garey's methods are particular cases of the present methods. The modification improves the accuracy of the methods and also preserves the strong convergence and stability properties. Numerical examples are given to show the necessity of the modification. Higher order with high precision explicit and implicit methods are described which require such starting processes.     

Numerical methods for 2D weakly singular Volterra integral equations of the second kind

The paper is dedicated to the numerical solution of 2D weakly singular Volterra integral equations with two different kernels. In order to weaken a singularity influence on the numerical computations we transform these equations in both cases into equivalent equations. The piecewise polynomial approximation of the exact solution is then applied. For numerical computing of weakly singular integrals we construct the special Gauss-type cubature formula based on a nonuniform grid. Also we suggest the practical mesh which is less nonuniform than standard graded mesh tk = (k/N)^{r /(1–α)} T, and at the same time it gives an equivalent approximation error for the functions from C^r,α (0, T ]. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Features of behavior of numerical methods for solving Volterra integral equations of the second kind

Systems of second-kind Volterra integral equations with stiff and oscillating components are considered. An implicit noniterative method of the second order is proposed for the numerical solution of such problems. The efficiency of the method is demonstrated using several examples.     

第二类Volterra型积分方程的Chebyshev-Legendre谱配置方法

提出了一种新的求解第二类线性Volterra型积分方程的Chebyshev谱配置方法.该方法分别对方程中积分部分的核函数和未知函数在Chebyshev-Gauss-Lobatto点上进行插值,通过Chebyshev-Legendre变换,把插值多项式表示成Legendre级数形式,从而将积分转换为内积的形式,再利用Legendre多项式的正交性进行计算.利用Chebyshev插值算子在不带权范数意义下的逼近结果,对该方法在理论上给出了L∞范数意义下的误差估计,并通过数值算例验证了算法的有效性和理论分析的正确性.     

Asymptotic expansions for multistep methods applied to nonlinear Volterra integral equations of the second kind

Summary This paper deals with linear multistep methods applied to nonlinear, nonsingular Volterra integral equations of the second kind. Analogously to the theory of W.B. Gragg, the existence of asymptotic expansions in the stepsizeh is proved. Under certain conditions only even powers ofh occur. As a special case, the midpoint rule is treated, a short numerical example for the applicability to extrapolation techniques is given.     

On the stability of Runge-Kutta methods for delay integral equations

Summary We present a class of Runge-Kutta methods for the numerical solution of a class of delay integral equations (DIEs) described by two different kernels and with a fixed delay . The stability properties of these methods are investigated with respect to a test equation with linear kernels depending on complex parameters. The results are then applied to collocation methods. In particular we obtain that any collocation method for DIEs, resulting from anA-stable collocation method for ODEs, with a stepsize which is submultiple of the delay , preserves the asymptotic stability properties of the analytic solutions.This work was supported by CNR (Italian National Council of Research)     

On a method of noble for second kind Volterra integral equations

We modify Noble's method by replacing the unknown solution in each interval by repeated quadratic and cubic interpolating polynomials and obtain fourth order convergence with precision three and improved accuracy. We also describe two interesting fourth order self-starting methods based on the above concept which show the superiority of the modified method with respect to precision and accuracy. Numerical examples are given to demonstrate the properties of the new methods.     

Reducible quadrature methods for Volterra integral equations of the first kind

Quadrature rules, generated by linear multistep methods for ordinary differential equations, are employed to construct a wide class of direct quadrature methods for the numerical solution of first kind Volterra integral equations. Our class covers several methods previously considered in the literature. The methods are convergent provided that both the first and second characteristic polynomial of the linear multistep method satisfy the root condition. Furthermore, the stability behaviour for fixed positive values of the stepsizeh is analyzed, and it turns out that convergence implies (fixedh) stability. The subclass formed by the backward differentiation methods up to order six is discussed and illustrated with numerical examples.     

Product integration methods for Volterra integral equations of the first kind

The numerical solution of Volterra integral equations of the first kind can be accomplished if the integral is replaced by certain simple quadrature rules, such as the midpoint or the trapezoidal methods. When the kernel of the integral equation oscillates more rapidly than the solution one can use product integration techniques to increase the accuracy. Such an approach is investigated in this paper.     

Quadrature-iteration method and quadrature-splitting method for Volterra integral equations of the second kind

We construct and analyze for convergence a quadrature-iteration method for Volterra integral equations of the second kind and a quadrature-splitting method for linear equations. The iteration processes producing an approximate solution are accelerated, because the integral operator is approximated by a quadrature operator with an arbitrarily small residual operator.Kiev University. Translated from Vychislitel'naya i Prikladnaya Matematika, No. 74, pp. 11–16, 1992;     

Convergence analysis of Jacobi spectral collocation methods for Abel-Volterra integral equations of second kind

This work is to analyze a spectral Jacobi-collocation approximation for Volterra integral equations with singular kernel ϕ(t, s) = (t − s)^−μ. In an earlier work of Y. Chen and T. Tang [J. Comput. Appl. Math., 2009, 233: 938–950], the error analysis for this approach is carried out for 0 < μ < 1/2 under the assumption that the underlying solution is smooth. It is noted that there is a technical problem to extend the result to the case of Abel-type, i.e., μ = 1/2. In this work, we will not only extend the convergence analysis by Chen and Tang to the Abel-type but also establish the error estimates under a more general regularity assumption on the exact solution.     

Hybrid function method for solving Fredholm and Volterra integral equations of the second kind

Numerical solutions of Fredholm and Volterra integral equations of the second kind via hybrid functions, are proposed in this paper. Based upon some useful properties of hybrid functions, integration of the cross product, a special product matrix and a related coefficient matrix   with optimal order, are applied to solve these integral equations. The main characteristic of this technique is to convert an integral equation into an algebraic; hence, the solution procedures are either reduced or simplified accordingly. The advantages of hybrid functions are that the values of n$n$ and m$m$ are adjustable as well as being able to yield more accurate numerical solutions than the piecewise constant orthogonal function, for the solutions of integral equations. We propose that the available optimal values of n$n$ and m$m$ can minimize the relative errors of the numerical solutions. The high accuracy and the wide applicability of the hybrid function approach will be demonstrated with numerical examples. The hybrid function method is superior to other piecewise constant orthogonal functions [W.F. Blyth, R.L. May, P. Widyaningsih, Volterra integral equations solved in Fredholm form using Walsh functions, Anziam J. 45 (E) (2004) C269–C282; M.H. Reihani, Z. Abadi, Rationalized Haar functions method for solving Fredholm and Volterra integral equations, J. Comp. Appl. Math. 200 (2007) 12–20] for these problems.