Application of Homotopy Analysis Method for Solving Systems of Volterra Integral Equations

In this paper, we prove the convergence of homotopy analysis method (HAM). We also apply the homotopy analysis method to obtain approximate analytical solutions of systems of the second kind Volterra integral equations. The HAM solutions contain an auxiliary parameter which provides a convenient way of controlling the convergence region of series solutions. It is shown that the solutions obtained by the homotopy-perturbation method (HPM) are only special cases of the HAM solutions. Several examples are given to illustrate the efficiency and implementation of the method.     

The Collocation Method and the Splitting Extrapolation for the First Kind of Boundary Integral Equations on Polygonal Regions

In this paper, the collocation methods are used to solve the boundary integral equations of the first kind on the polygon. By means of Sidi's periodic transformation and domain decomposition, the errors are proved to possess the multi-parameter asymptotic expansion at the interior point with the powers $h_{i}^{3}(i=1,...,d)$, which means that the approximations of higher accuracy and a posteriori estimation of the errors can be obtained by splitting extrapolations. Numerical experiments are carried out to show that the methods are very efficient.     

Collocation Methods for Hyperbolic Partial Differential Equations with Singular Sources

A numerical study is given on the spectral methods and the high order WENO finite difference scheme for the solution of linear and nonlinear hyperbolic partial differential equations with stationary and non-stationary singular sources. The singular source term is represented by the $δ$-function. For the approximation of the $δ$-function, the direct projection method is used that was proposed in [6]. The $δ$-function is constructed in a consistent way to the derivative operator. Nonlinear sine-Gordon equation with a stationary singular source was solved with the Chebyshev collocation method. The $δ$-function with the spectral method is highly oscillatory but yields good results with small number of collocation points. The results are compared with those computed by the second order finite difference method. In modeling general hyperbolic equations with a non-stationary singular source, however, the solution of the linear scalar wave equation with the non-stationary singular source using the direct projection method yields non-physical oscillations for both the spectral method and the WENO scheme. The numerical artifacts arising when the non-stationary singular source term is considered on the discrete grids are explained.     

Multi-Symplectic Wavelet Collocation Method for Maxwell's Equations

In this paper, we develop a multi-symplectic wavelet collocation method for three-dimensional (3-D) Maxwell's equations. For the multi-symplectic formulation of the equations, wavelet collocation method based on autocorrelation functions is applied for spatial discretization and appropriate symplectic scheme is employed for time integration. Theoretical analysis shows that the proposed method is multi-symplectic, unconditionally stable and energy-preserving under periodic boundary conditions. The numerical dispersion relation is investigated. Combined with splitting scheme, an explicit splitting symplectic wavelet collocation method is also constructed. Numerical experiments illustrate that the proposed methods are efficient, have high spatial accuracy and can preserve energy conservation laws exactly.     

A Stochastic Collocation Method for Delay Differential Equations with Random Input

In this work, we concern with the numerical approach for delay differential equations with random coefficients. We first show that the exact solution of the problem considered admits good regularity in the random space, provided that the given data satisfy some reasonable assumptions. A stochastic collocation method is proposed to approximate the solution in the random space, and we use the Legendre spectral collocation method to solve the resulting deterministic delay differential equations. Convergence property of the proposed method is analyzed. It is shown that the numerical method yields the familiar exponential order of convergence in both the random space and the time space. Numerical examples are given to illustrate the theoretical results.     

Spectral-Collocation Method for Volterra Delay Integro-Differential Equations with Weakly Singular Kernels

A spectral Jacobi-collocation approximation is proposed for Volterra delay integro-differential equations with weakly singular kernels. In this paper, we consider the special case that the underlying solutions of equations are sufficiently smooth. We provide a rigorous error analysis for the proposed method, which shows that both the errors of approximate solutions and the errors of approximate derivatives decay exponentially in $L^∞$ norm and weighted $L^2$ norm. Finally, two numerical examples are presented to demonstrate our error analysis.     

Convergence Analysis of the Spectral Methods for Weakly Singular Volterra Integro-Differential Equations with Smooth Solutions

The theory of a class of spectral methods is extended to Volterra integro-differential equations which contain a weakly singular kernel $(t-s)^{-\mu}$ with $0<\mu<1$. In this work, we consider the case when the underlying solutions of weakly singular Volterra integro-differential equations are sufficiently smooth. We provide a rigorous error analysis for the spectral methods, which shows that both the errors of approximate solutions and the errors of approximate derivatives of the solutions decay exponentially in $L^\infty$-norm and weighted $L^2$-norm. The numerical examples are given to illustrate the theoretical results.     

A Spectral Method for Second Order Volterra Integro-Differential Equation with Pantograph Delay

In this paper, a Legendre-collocation spectral method is developed for the second order Volterra integro-differential equation with pantograph delay. We provide a rigorous error analysis for the proposed method. The spectral rate of convergence for the proposed method is established in both $L^2$-norm and $L^∞$-norm.     

Sinc Collocation Solutions for the Integral Algebraic Equation of Index-1

In this article, Sinc collocation method is considered to obtain the numerical solution of integral algebraic equation of index-1 by reducing it to an explicit system of algebraic equation. It is shown that Sinc collocation solution can produce an error of order $\mathcal{O}(√Ne^{−k√N})$. Moreover, Sinc method is applied to several examples to illustrate the accuracy and implementation of the method.     

A Collocation Method for Solving Fractional Riccati Differential Equation

In this article, we have introduced a Taylor collocation method, which is based on collocation method for solving fractional Riccati differential equation. The fractional derivatives are described in the Caputo sense. This method is based on first taking the truncated Taylor expansions of the solution function in the fractional Riccati differential equation and then substituting their matrix forms into the equation. Using collocation points, the systems of nonlinear algebraic equation are derived. We further solve the system of nonlinear algebraic equation using Maple 13 and thus obtain the coefficients of the generalized Taylor expansion. Illustrative examples are presented to demonstrate the effectiveness of the proposed method.     

稳态问题混合边界积分方程的高精度求积法与分裂外推

提出了求积法解稳态问题的混合边界积分方程,它拥有高精度,低复杂度.通过并行地解粗网格上的离散方程,根据误差的多参数渐近展开,应用分裂外推算法得到高精度的近似解,同时获得后验误差估计.     

On the Boundary Integral Equations for a Two-Dimensional Slowly Rotating Highly Viscous Fluid Flow

In this paper, the two-dimensional slowly rotating highly viscous fluid flow in small cavities is modelled by the triharmonic equation for the streamfunction. The Dirichlet problem for this triharmonic equation is recast as a set of three boundary integral equations which however, do not have a unique solution for three exceptional geometries of the boundary curve surrounding the planar solution domain. This defect can be removed either by using modified fundamental solutions or by adding two supplementary boundary integral conditions which the solution of the boundary integral equations must satisfy. The analysis is further generalized to polyharmonic equations.     

Functional Separable Solutions of Nonlinear Heat Equations in Non-Newtonian Fluids

We study the functional separation of variables to the nonlinear heat equation： ut = （A（x）D（u）ux^n）x＋ B（x）Q（u）, Ax≠0. Such equation arises from non-Newtonian fluids. Its functional separation of variables is studied by using the group foliation method. A classification of the equation which admits the functional separable solutions is performed. As a consequence, some solutions to the resulting equations are obtained.     

Approximate Derivative-Dependent Functional Variable Separation for the Generalized Diffusion Equations with Perturbation

As an extension to the derivative-dependent functional variable separation approach, the approximate derivative-dependent functional variable separation approach is proposed, and it is applied to study the generalized diffusion equations with perturbation. Complete classification of these perturbed equations which admit approximate derivative-dependent functional separable solutions is obtained. As a result, the corresponding approximate derivative-dependent functional separable solutions to some resulting perturbed equations are derived by way of examples.     

The Crank-Nicolson Hermite Cubic Orthogonal Spline Collocation Method for the Heat Equation with Nonlocal Boundary Conditions

We formulate and analyze the Crank-Nicolson Hermite cubic orthogonal spline collocation method for the solution of the heat equation in one space variable with nonlocal boundary conditions involving integrals of the unknown solution over the spatial interval. Using an extension of the analysis of Douglas and Dupont [23] for Dirichlet boundary conditions, we derive optimal order error estimates in the discrete maximum norm in time and the continuous maximum norm in space. We discuss the solution of the linear system arising at each time level via the capacitance matrix technique and the package COLROW for solving almost block diagonal linear systems. We present numerical examples that confirm the theoretical global error estimates and exhibit superconvergence phenomena.     

Variation of Parameters Method for Solving System of Nonlinear Volterra Integro-Differential Equation

It is well known that nonlinear integro-differential equations play vital role in modeling of many physical processes, such as nano-hydrodynamics, drop wise condensation, oceanography, earthquake and wind ripple in desert. Inspired and motivated by these facts, we use the variation of parameters method for solving system of nonlinear Volterra integro-differential equations. The proposed technique is applied without any discretization, perturbation, transformation, restrictive assumptions and is free from Adomian's polynomials. Several examples are given to verify the reliability and efficiency of the proposed technique.     

Extended Group Foliation Method and Functional Separation of Variables to Nonlinear Wave Equations

Generalized functional separation of variables to nonlinear evolution equations is studied in terms of the extended group foliation method, which is based on the Lie point symmetry method. The approach is applied to nonlinear wave equations with variable speed and external force. A complete classification for the wave equation which admits functional separable solutions is presented. Some known results can be recovered by this approach.     

Extended Group Foliation Method and Functional Separation of Variables to Nonlinear Wave Equations

Generalized functional separation of variables to nonlinear evolution equations is studied in terms of the extended group foliation method, which is based on the Lie point symmetry method. The approach is applied to nonlinear wave equations with variable speed and external force. A complete classification for the wave equation which admits functional separable solutions is presented. Some known results can be recovered by this approach.     

On Convergence of a Least-Squares Kansa's Method for the Modified Helmholtz Equations

We analyze a least-squares asymmetric radial basis function collocation method for solving the modified Helmholtz equations. In the theoretical part, we proved the convergence of the proposed method providing that the collocation points are sufficiently dense. For numerical verification, direct solver and a subspace selection process for the trial space (the so-called adaptive greedy algorithm) is employed, respectively, for small and large scale problems.