Asymptotic behaviour of certain second order integro-differential equations

The asymptotic behaviour of certain second order integro-differential equations which are more general than those equations studied in [R. P. Agarwal, J. Math. Anal. Appl.86 (1982), 471–475] and [S. R. Grace and B. S. Lalli, J. Math. Anal. Appl.76 (1980), 84–90] are discussed. It is pointed out that a defect appeared in the basic Assumption 1 made in both papers, and we avoid this defect in our discussion by using more natural conditions.     

Numerical approximation of entropy solutions for hyperbolic integro-differential equations

Summary. Scalar hyperbolic integro-differential equations arise as models for e.g. radiating or self-gravitating fluid flow. We present finite volume schemes on unstructured grids applied to the Cauchy problem for such equations. For a rather general class of integral operators we show convergence of the approximate solutions to a possibly discontinuous entropy solution of the problem. For a specific model problem in radiative hydrodynamics we introduce a convergent fully discrete finite volume scheme. Under the assumption of sufficiently fast spatial decay of the entropy solution we can even establish the convergence rate h^1/4|ln(h)| where h denotes the grid parameter. The convergence proofs rely on appropriate variants of the classical Kruzhkov method for local balance laws together with a truncation technique to cope with the nonlocal character of the integral operator.Mathematics Subject Classification (2000): 35L65, 35Q35, 65M15     

Numerical solutions of integral and integro-differential equations using Legendre polynomials

In this paper, a finite Legendre expansion is developed to solve singularly perturbed integral equations, first order integro-differential equations of Volterra type arising in fluid dynamics and Volterra delay integro-differential equations. The error analysis is derived. Numerical results and comparisons with other methods in literature are considered.      

Numerical solution of nonlinear fractional-order Volterra integro-differential equations by SCW

Fractional calculus is an extension of derivatives and integrals to non-integer orders and has been widely used to model scientific and engineering problems. In this paper, we describe the fractional derivative in the Caputo sense and give the second kind Chebyshev wavelet (SCW) operational matrix of fractional integration. Then based on above results we propose the SCW operational matrix method to solve a kind of nonlinear fractional-order Volterra integro-differential equations. The main characteristic of this approach is that it reduces the integro-differential equations into a nonlinear system of algebraic equations. Thus, it can simplify the problem of fractional order equation solving. The obtained numerical results indicate that the proposed method is efficient and accurate for this kind equations.     

Numerical solution of a system of coupled non-linear integro-differential equations of Fredholm type

A method, based on a generalization of Runge-Kutta's method, is applied to a system of coupled integro-differenital equations of Fredholm type. It is shown that, under certain conditions, the related integral, containing an unknown variable, in each integro-differential equation can be approximated by a contraction operator, converging in the respective space concerned. Therefore they may be found by the method of iteration, starting from arbitrary values, and hence the given system may be solved, with a high degree of accuracy.     

Numerical solution of Volterra integral and integro-differential equations with rapidly vanishing convolution kernels

Variable stepsize algorithms for the numerical solution of nonlinear Volterra integral and integro-differential equations of convolution type are described. These algorithms are based on an embedded pair of Runge–Kutta methods of order p=5 and p=4 proposed by Dormand and Prince with interpolation of uniform order p=4. They require O(N) number of kernel evaluations, where N is the number of steps. The cost of the algorithms can be further reduced for equations that have rapidly vanishing convolution kernels, by using waveform relaxation iterations after computing the numerical approximation by variable stepsize algorithm on some initial interval. AMS subject classification (2000)  65R20, 45L10, 93C22     

Numerical solutions of integro-differential equations and application of a population model with an improved Legendre method

In this paper, an improved Legendre collocation method is presented for a class of integro-differential equations which involves a population model. This improvement is made by using the residual function of the operator equation. The error differential equation, gained by residual function, has been solved by the Legendre collocation method (LCM). By summing the approximate solution of the error differential equation with the approximate solution of the problem, a better approximate solution is obtained. We give the illustrative examples to demonstrate the efficiency of the method. Also we compare our results with the results of the known some methods. In addition, an application of the population model is made.     

Numerical solutions of systems of nonlinear integro-differential equations by Homotopy-perturbation method

In this study, the numerical solutions of a system of two nonlinear integro-differential equations, which describes biological species living together, are derived employing the well-known Homotopy-perturbation method. The approximate solutions are in excellent agreement with those obtained by the Adomian decomposition method. Furthermore, we present an analytical approximate solution for a more general form of the system of nonlinear integro-differential equations. The numerical result indicates that the proposed method is straightforward to implement, efficient and accurate for solving nonlinear integro-differential equations.     

Numerical solution of nonlinear Volterra-Fredholm integro-differential equations using Homotopy Analysis Method

The use of homotopy analysis method to approximate the solution of nonlinear Volterra-Fredholm integro-differential equation is proposed in this paper. In this case, the existence and uniqueness of the obtained solution and convergence of the method are proved. The accuracy of the proposed numerical scheme is examined by comparing with the modified Adomian decomposition method and Taylor polynomial method in the example. Also, the cost of operations in the algorithms are obtained to demonstrate the efficiency of the presented method.     

Linear integro-differential equations with almost-periodic coefficients

A class of integro-differential equations is described, for which the regularity of the corresponding operator is equivalent to the exponential dichotomy of solutions of the homogeneous equation.Translated from Matematicheskie Zametki, Vol. 8, No. 4, pp. 463–473, October, 1970.     

Solving integro-differential equations with Cauchy kernel

A simple method for solving the Fredholm singular integro-differential equations with Cauchy kernel is proposed based on a new reproducing kernel space. Using a transformation and modifying the traditional reproducing kernel method, the singular term is removed and the analytical representation of the exact solution is obtained in the form of series in the new reproducing kernel space. The advantage of the approach lies in the fact that, on the one hand, by improving the definition of traditional inner product, the representation of new reproducing kernel function becomes simple and requirement for image space of operator is weakened comparing with traditional reproducing kernel method; on the other hand, the approximate solution and its derivatives converge uniformly to the exact solution and its derivatives. Some examples are displayed to demonstrate the validity and applicability of the proposed method.     

On a family of singular integro-differential equations

Integro-differential systems in which the matrix multiplying the derivative of the unknown vector function is identically singular are analyzed. This analysis is based on the special properties of the matrix polynomials associated with the original system. An existence theorem is proved, and a numerical method for finding the solution is proposed and justified.     

Numerical piecewise approximate solution of Fredholm integro-differential equations by the Tau method

A general form of numerical piecewise approximate solution of linear integro-differential equations of Fredholm type is discussed. It is formulated for using the operational Tau method to convert the differential part of a given integro-differential equation, or IDE for short, to its matrix representation. This formulation of the Tau method can be useful for such problems over long intervals and also can be used as a good and simple alternative algorithm for other piecewise approximations such as splines or collocation. A Tau error estimator is also adapted for piecewise application of the Tau method. Some numerical examples are considered to demonstrate the implementation and general effect of application of this (segmented) piecewise Chebyshev Tau method.