On an initial-value method for quickly solving Volterra integral equations: A review

A method of converting nonlinear Volterra equations to systems of ordinary differential equations is compared with a standard technique, themethod of moments, for linear Fredholm equations. The method amounts to constructing a Galerkin approximation when the kernel is either finitely decomposable or approximated by a certain Fourier sum. Numerical experiments from recent work by Bownds and Wood serve to compare several standard approximation methods as they apply to smooth kernels. It is shown that, if the original kernel decomposes exactly, then the method produces a numerical solution which is as accurate as the method used to solve the corresponding differential system. If the kernel requires an approximation, the error is greater, but in examples seems to be around 0.5% for a reasonably small number of approximating terms. In any case, the problem of excessive kernel evaluations is circumvented by the conversion to the system of ordinary differential equations.     

Product integration methods for solving a system of nonlinear Volterra integral equations

In this paper the technique of subtracting out singularities is used to derive explicit and implicit product Euler schemes with order one convergence and a product trapezoidal scheme with order two convergence for a system of Volterra integral equations with a weakly singular kernel. The convergence proofs of the numerical schemes are presented; these are nonstandard since the nonlinear function involved in the integral equation system does not satisfy a global Lipschitz condition.     

Rationalized Haar functions method for solving Fredholm and Volterra integral equations

This paper presents a computational technique for Fredholm integral equation of the second kind and Volterra integral equation of the second kind. The method is based upon Haar functions approximation. Properties of Rationalized Haar functions are first presented, the operational matrix of integration together with product operational matrix and Newton–Cotes nodes are utilized to reduce the computation of integral equations into some algebraic equations. The method is computationally attractive and applications are demonstrated through illustrative examples.     

Imbedding methods for integral equations with applications

During the last decade or two, significant progress has been made in the development of imbedding methods for the analytical and computational treatment of integral equations. These methods are now well known in radiative transfer, neutron transport, optimal filtering, and other fields. In this review paper, we describe the current status of imbedding methods for integral equations. The paper emphasizes new analytical and computational developments in control and filtering, multiple scattering, inverse problems of wave propagation, and solid and fluid mechanics. Efficient computer programs for the determination of complex eigenvalues of integral operators, analytical investigations of stability for significant underlying Riccati integrodifferential equations, and comparisons against other methods are described.     

Block boundary value methods for solving Volterra integral and integro-differential equations

Reducible quadrature rules generated by boundary value methods are considered in block version and applied to solve the second kind Volterra integral equations and Volterra integro-differential equations. These extended block boundary value methods are shown to possess both excellent stability properties and high accuracy for Volterra-type equations. Numerical experiments are presented and the efficiency, accuracy and stability of the schemes are confirmed.     

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.     

Application of fuzzy differential transform method for solving fuzzy Volterra integral equations

This paper deals with the solutions of fuzzy Volterra integral equations with separable kernel by using fuzzy differential transform method (FDTM). If the equation considered has a solution in terms of the series expansion of known functions, this powerful method catches the exact solution. To this end, we have obtained several new results to solve mentioned problem when FDTM has been applied. In order to show this capability and robustness, some fuzzy Volterra integral equations are solved in detail as numerical examples.     

Collocation methods for solving multivariable integral equations of the second kind

In a recent paper (Allouch, in press) [5] on one dimensional integral equations of the second kind, we have introduced new collocation methods. These methods are based on an interpolatory projection at Gauss points onto a space of discontinuous piecewise polynomials of degree r$r$ which are inspired by Kulkarni’s methods (Kulkarni, 2003) [10], and have been shown to give a 4r+4$4r+4$ convergence for suitable smooth kernels. In this paper, these methods are extended to multi-dimensional second kind equations and are shown to have a convergence of order 2r+4$2r+4$. The size of the systems of equations that must be solved in implementing these methods remains the same as for Kulkarni’s methods. A two-grid iteration convergent method for solving the system of equations based on these new methods is also defined.     

One-step recursive method for solving systems of differential equations

In this work an iteration one-step method to integrate systems of nonlinear ordinary differential equations with initial values is presented     

The iterative correction method for Volterra integral equations

We show that the (n – 1)-fold application of an iterative correction technique to the iterated collocation solution corresponding to the one-point Gauss collocation solution for a Volterra integral equation of the second kind l6eads to a significant improvement in the precision of these approximations: the resulting rate of (global) convergence is .The work of first author has been supported by the Natural Sciences and Engineering Research Council of Canada (Research Grant OGP0009406).     

A stable numerical method for Volterra integral equations with discontinuous kernel

Numerical methods for Volterra integral equations with discontinuous kernel need to be tuned to their peculiar form. Here we propose a version of the trapezoidal direct quadrature method adapted to such a type of equations. In order to delineate its stability properties, we first investigate about the behavior of the solution of a suitable (basic) test equation and then we find out under which hypotheses the trapezoidal direct quadrature method provides numerical solutions which inherit the properties of the continuous problem.     

The spectral method for solving systems of Volterra integral equations

This paper presents a high accurate and stable Legendre-collocation method for solving systems of Volterra integral equations (SVIEs) of the second kind. The method transforms the linear SVIEs into the associated matrix equation. In the nonlinear case, after applying our method we solve a system of nonlinear algebraic equations. Also, sufficient conditions for the existence and uniqueness of the Linear SVIEs, in which the coefficient of the main term is a singular (or nonsingular) matrix, have been formulated. Several examples are included to illustrate the efficiency and accuracy of the proposed technique and also the results are compared with the different methods. All of the numerical computations have been performed on a PC using several programs written in MAPLE 13.     

General linear methods for Volterra integral equations

We investigate the class of general linear methods of order p and stage order q=p for the numerical solution of Volterra integral equations of the second kind. Construction of highly stable methods based on the Schur criterion is described and examples of methods of order one and two which have good stability properties with respect to the basic test equation and the convolution one are given.     

A Legendre-Galerkin method for solving general Volterra functional integral equations

We propose in this paper a fully discrete Legendre-Galerkin method for solving general Volterra functional integral equations. The focus of this paper is the stability analysis of this method. Based on this stability result, we prove that the approximation equation has a unique solution, and then show that the Legendre-Galerkin method gives the optimal convergence order \(\mathcal {O}(n^{-m})\), where m denotes the degree of the regularity of the exact solution and n+1 denotes the dimensional number of the approximation space. Moreover, we establish that the spectral condition constant of the coefficient matrix relative to the corresponding linear system is uniformly bounded for sufficiently large n. Finally, we use numerical examples to confirm the theoretical prediction.     

Fast Runge–Kutta methods for nonlinear convolution systems of Volterra integral equations

In this paper fast implicit and explicit Runge–Kutta methods for systems of Volterra integral equations of Hammerstein type are constructed. The coefficients of the methods are expressed in terms of the values of the Laplace transform of the kernel. These methods have been suitably constructed in order to be implemented in an efficient way, thus leading to a very low computational cost both in time and in space. The order of convergence of the constructed methods is studied. The numerical experiments confirm the expected accuracy and computational cost. AMS subject classification (2000)  65R20, 45D05, 44A35, 44A10     

An efficient wavelet-based approximation method for solving nonlinear fractional-time long wave equations: An operational matrix approach

This research paper develops an efficient Gegenbauer wavelet-based approximation method to solve nonlinear fractional-time regularized long wave (RLW) equations arising in ocean engineering. The operational matrices of derivatives, as well as the fractional order integration, are engaged in the proposed method. Using the operational matrix method and collocation point, the nonlinear RLW equations are converted into a system of algebraic equations, and these equations are further solved. Some results regarding the error-bound estimation of this method have been developed. The method's accuracy and efficiency are confirmed by error estimation. The obtained results are compared with other available results and exact solutions. Moreover, the use of Gegenbauer wavelets is found to be a simple, straightforward forward and efficient tool for solving nonlinear PDEs arising in ocean engineering.     

New results on the analytic summation of Adomian series for some classes of differential and integral equations

In this paper, we demonstrate that an infinite number of successive integration by parts can be written in a closed form. This closed form can be used directly to prove that the analytic summation of Adomian series becomes identical to the closed form solution for some classes of differential and integral equations.     

Smoothed integral equations

For a linear integral equation there is a resolvent equation and a variation of parameters formula . It is assumed that B is a perturbed convex function and that a(t) may be badly behaved in several ways. When the first two equations are treated separately by means of a Liapunov functional, restrictive conditions are required separately on a(t) and B(t,s). Here, we treat them as a single equation where S is an integral combination of a(t) and B(t,s). There are two distinct advantages. First, possibly bad behavior of a(t) is smoothed. Next, properties of S needed in the Liapunov functional can be obtained from an array of properties of a(t) and B(t,s) yielding considerable flexibility not seen in standard treatment. The results are used to treat nonlinear perturbation problems. Moreover, the function is shown to converge pointwise and in L²[0,∞) to x(t).     

On a class of backward stochastic Volterra integral equations

In this paper, under some restrictions of the time interval, we compare a class of backward stochastic Volterra integral equations with the corresponding simpler one; to be precise, we give the relations between their solutions under global and local Lipschitz conditions on their generator functions. Using these relations, it could be easier to study solutions of more complex equations, where coefficients in backward integrals could be treated as perturbations.     

A method for accelerating the iterative solution of a class of Fredholm integral equations

The present paper extends the synthetic method of transport theory to a large class of integral equations. Convergence and divergence properties of the algorithm are studied analytically, and numerical examples are presented which demonstrate the expected theoretical behavior. It is shown that, in some instances, the computational advantage over the familiar Neumann approach is substantial.This authors acknowledge with pleasure conversations with Paul Nelson. Thanks are due also to Janet E. Wing, whose computer program was used in making the calculations reported in Section 8.This work was performed in part under the auspices of USERDA at the Los Alamos Scientific Laboratory of the University of California, Los Alamos, New Mexico.