Generalized Dirichlet‐to‐Neumann Map in Time‐Dependent Domains

We study the heat, linear Schrödinger (LS), and linear KdV equations in the domain l(t) < x < ∞ , 0 < t < T , with prescribed initial and boundary conditions and with l(t) a given differentiable function. For the first two equations, we show that the unknown Neumann or Dirichlet boundary value can be computed as the solution of a linear Volterra integral equation with an explicit weakly singular kernel. This integral equation can be derived from the formal Fourier integral representation of the solution. For the linear KdV equation we show that the two unknown boundary values can be computed as the solution of a system of linear Volterra integral equations with explicit weakly singular kernels. The derivation in this case makes crucial use of analyticity and certain invariance properties in the complex spectral plane. The above Volterra equations are shown to admit a unique solution.     

Tension spline collocation methods for singularly perturbed Volterra integro-differential and Volterra integral equations

We consider the numerical discretization of singularly perturbed Volterra integro-differential equations (VIDE)

(*)

and Volterra integral equations (VIE)

(**)

by tension spline collocation methods in certain tension spline spaces, where is a small parameter satisfying 0<1, and q₁, q₂, g and K are functions sufficiently smooth on their domains to ensure that Eqs. (*) and (**) posses a unique solution.We give an analysis of the global convergence properties of a new tension spline collocation solution for 0<1 for singularly perturbed VIDE and VIE; thus, extending the existing theory for =1 to the singularly perturbed case.     

Stability and asymptotic stability of -methods for nonlinear stiff Volterra functional differential equations in Banach spaces

This paper is concerned with the stability and asymptotic stability of θ-methods for the initial value problems of nonlinear stiff Volterra functional differential equations in Banach spaces. A series of new stability and asymptotic stability results of θ-methods are obtained.     

A product integration method for a class of singular first kind Volterra equations

Summary Convergence of a midpoint product integration method for singular first kind Volterra equations with kernels of the formk(t, s)(t–s) ^– , 0<<1, wherek(t, s) is continuous, is examined. It is shown that convergence of order one holds if the solution of the Volterra equation has a Lipschitz continuous first derivative andk(t, s) is suitably smooth. In addition, convergence is shown to hold when the solution has only Lipschitz continuity and the same conditions onk(t, s) apply. An existence theorem of Kowalewski is used to relate these conditions on the solution to conditions on the data andk(t, s).     

On a method of Bownds for solving Volterra integral equations

An initial-value method of Bownds for solving Volterra integral equations is reexamined using a variable-step integrator to solve the differential equations. It is shown that such equations may be easily solved to an accuracy ofO(10^–8), the error depending essentially on that incurred in truncating expansions of the kernel to a degenerate one.This work was sponsored by a University of Nevada at Las Vegas Research Grant.     

On the order of the error in discretization methods for weakly singular second kind non-smooth solutions

In general, second kind Volterra integral equations with weakly singular kernels of the formk(t,s)(t –s)^– posses solutions which have discontinuous derivatives att=0. A discrete Gronwall inequality is employed to prove that, away from the origin, the error in product integration and collocation schemes for these equations is of order 2-.     

Nouvelles extensions des équations intégro-différentielles non linéaires de Volterra

Summary In the framework of the authors' research papers devoted to studies concerningmathematical systems with mixed structures and in particular to studies on nonlinear integro-differential equations of Volterra and Picone types [5], [14]–[15], an initial value problem concerning a new extension of Volterra's integro-differential equations is considered and the existence, the unicity and the stability of its solution is proved.

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A M. le Professeur Wolfgang Gröbner pour son 75-e anniversaire

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The research reported in this paper was supported in part by the National Research Council of Canada through the University of Alberta by Grant NRC-A4345.     

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)     

A numerical method based on hybrid orthonormal Bernstein and improved block-pulse functions for solving Volterra–Fredholm integral equations

This paper deals with the numerical solution of the integral equations of linear second kind Volterra–Fredholm. These integral equations are commonly used in engineering and mathematical physics to solve many of the problems. A hybrid of Bernstein and improved block-pulse functions method is introduced and used where the key point is to transform linear second-type Volterra–Fredholm integral equations into an algebraic equation structure that can be solved using classical methods. Numeric examples are given which demonstrate the related features of the process.     

Characterizations of Positive Linear Volterra Integro-differential Systems

We first give a criterion for positivity of the solution semigroup of linear Volterra integro-differential systems. Then, we offer some explicit conditions under which the solution of a positive linear Volterra system is exponentially stable or (robustly) lies in L²[0,+∞). The first and last author are supported by the Japan Society for Promotion of Science (JSPS) ID No. P 05049.     

Non-random Invariant Sets for Some Systems of Parabolic Stochastic Partial Differential Equations

Abstract

In this article we investigate a class of non-autonomous, semilinear, parabolic systems of stochastic partial differential equations defined on a smooth, bounded domain 𝒪 ? ? ⁿ and driven by an infinite-dimensional noise defined from an L ²(𝒪)-valued Wiener process; in the general case the noise can be colored relative to the space variable and white relative to the time variable. We first prove the existence and the uniqueness of a solution under very general hypotheses, and then establish the existence of invariant sets along with the validity of comparison principles under more restrictive conditions; the main ingredients in the proofs of these results consist of a new proposition concerning Wong–Zakaï approximations and of the adaptation of the theory of invariant sets developed for deterministic systems. We also illustrate our results by means of several examples such as certain stochastic systems of Lotka–Volterra and Landau–Ginzburg equations that fall naturally within the scope of our theory.     

Target pattern solutions to reaction-diffusion equations in the presence of impurities

We consider reaction-diffusion equations of the special type

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having compact support in x. Assumptions about the relevant space scales and size of the catalytic effect exactly parallel those of Hagan (Advances in Appl. Math., 2 (1981), 400–416). The results are also parallel: For x of dimension one or two, if Ω(x) ≥ 0, Ω 0, then a unique target pattern solution which stays locally close to the homogeneous limit cycle solution. If x has dimension three, there is such a solution provided that Ω(x) is sufficiently large. Thus this paper shows that the phenomena uncovered formally by Hagan for a much larger class of kinetic equations can be rigorously substantiated for λ — ω systems.     

Stokes and Navier–Stokes equations with nonhomogeneous boundary conditions

In this paper, we study the existence and regularity of solutions to the Stokes and Oseen equations with nonhomogeneous Dirichlet boundary conditions with low regularity. We consider boundary conditions for which the normal component is not equal to zero. We rewrite the Stokes and the Oseen equations in the form of a system of two equations. The first one is an evolution equation satisfied by Pu, the projection of the solution on the Stokes space – the space of divergence free vector fields with a normal trace equal to zero – and the second one is a quasi-stationary elliptic equation satisfied by (I−P)u, the projection of the solution on the orthogonal complement of the Stokes space. We establish optimal regularity results for Pu and (I−P)u. We also study the existence of weak solutions to the three-dimensional instationary Navier–Stokes equations for more regular data, but without any smallness assumption on the initial and boundary conditions.     

The method of volterra integral equations in contact problems for thin-walled structural elements

We reduce the solution of contact problems in the interaction of rigid bodies (dies) with thin-walled elements (one-dimensional problems) to Volterra integral equations. We study the effect of the model describing the stress-strain state of plates on the type of integral equations and the structure of their solutions. It is shown that taking account of reducing turns the problem into a Volterra integral equation of second kind, which has a unique solution that is continuous and agrees quite well with the results obtained from the three-dimensional theory. In the case of a theory of Timoshenko type the problem is reduced to a Volterra three-dimensional theory. In the case of a theory of Timoshenko type the problem is reduced to a Volterra integral equation of first kind that has a unique continuous solution; but for dies without corners the Herz condition does not hold (p(a) ≠ 0), and the contact pressure assumes its maximal value at the end of the zone of contact. For thin-walled elements, whose state can be described by the classical Kirchhoff-Love theory, the integral equation of the problem (a Volterra equation of first kind) has a solution in the class of distributions. The contact pressure is reduced to concentrated reactions at the extreme points of the contact zone. We give a comparative analysis of the solutions in all the cases just listed (forces, normal displacements, contact pressures). Three figures, 1 table. Bibliography: 5 titles. Translated fromTeoreticheskaya i Prikladnaya Mekhanika, No. 27, 1997, pp. 96–103. Original article submitted March 15, 1997.     

LOCAL REGULARIZATION METHODS FOR THE STABILIZATION OF LINEAR ILL-POSED EQUATIONS OF VOLTERRA TYPE

Inverse problems based on first-kind Volterra integral equations appear naturally in the study of many applications, from geophysical problems to the inverse heat conduction problem. The ill-posedness of such problems means that a regularization technique is required, but classical regularization schemes like Tikhonov regularization destroy the causal nature of the underlying Volterra problem and, in general, can produce oversmoothed results. In this paper we investigate a class of local regularization methods in which the original (unstable) problem is approximated by a parameterized family of well-posed, second-kind Volterra equations. Being Volterra, these approximating second-kind equations retain the causality of the original problem and allow for quick sequential solution techniques. In addition, the regularizing method we develop is based on the use of a regularization parameter which is a function (rather than a single constant), allowing for more or less smoothing at localized points in the domain. We take this approach even further by adopting the flexibility of an additional penalty term (with variable penalty function) and illustrate the sequential selection of the penalty function in a numerical example.     

Superconvergence of numerical solutions to weakly singular Volterra integro-differential equations

Summary We discuss the application of a class of spline collocation methods to first-order Volterra integro-differential equations (VIDEs) which contain a weakly singular kernel (t–s)^– with 0<<1. It will be shown that superconvergence properties may be obtained by using appropriate collocation parameters and graded meshes. The grading exponents of graded meshes used are not greater thanm (the polynomial degree) which is independent of . This is in contrast to the theories of spline collocation methods for Volterra (or Fredholm) integral equation of the second kind. Numerical examples are given to illustrate the theoretical results.     

Triangular functions (TF) method for the solution of nonlinear Volterra–Fredholm integral equations

A numerical method based on an m-set of general, orthogonal triangular functions (TF) is proposed to approximate the solution of nonlinear Volterra–Fredholm integral equations. The orthogonal triangular functions are utilized as a basis in collocation method to reduce the solution of nonlinear Volterra–Fredholm integral equations to the solution of algebraic equations. Also a theorem is proved for convergence analysis. Some numerical examples illustrate the proposed method.     

Numerical solution of the mathematical model of internal-diffusion kinetics of adsorption

A numerical method is proposed for solving a nonlinear weakly singular Volterra integral equation of the second kind which arises in the study of the mathematical model of internal-diffusion kinetics of adsorption of a substance from an aqueous solution of constant and bounded volume. The efficiency of the method is demonstrated using prototype examples and in application to inverse problems of adsorption kinetics.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 63, pp. 30–38, 1987.     

Superconvergent interpolants for collocation methods applied to Volterra integro-differential equations with delay

Standard software based on the collocation method for differential equations delivers a continuous approximation (called the collocation solution) which augments the high order discrete approximate solution that is provided at mesh points. This continuous approximation is less accurate than the discrete approximation. For ‘non-standard’ Volterra integro-differential equations with constant delay, that often arise in modeling predator-prey systems in Ecology, the collocation solution is C ⁰ continuous. The accuracy is O(h ^s+1) at off-mesh points and O(h ^2s ) at mesh points where s is the number of Gauss points used per subinterval and h refers to the stepsize. We will show how to construct C ¹ interpolants with an accuracy at off-mesh points and mesh points of the same order (2s). This implies that even for coarse mesh selections we achieve an accurate and smooth approximate solution. Specific schemes are presented for s=2, 3, and numerical results demonstrate the effectiveness of the new interpolants.     

A set of global bounded solutions for a Volterra system of retarded equations on \Bbb R3+ {\Bbb R}^3_+

It is proved the existence of a compact set , invariant under the flow of a Volterra system of retarded equations on , with lag r > 0; is homeomorphic to a solid tri-dimensional cylinder. The boundary of is the union of a closed bi-dimensional cylinder with two open disks (the two basis of the cylinder ). is the union of a continuous one-parameter family of r-periodic orbits of the retarded Volterra system and any r-periodic orbit of the retarded system is contained in . The flow, restricted to , of the system of retarded equations, is the flow of a C ¹-vector-field.