On the solution of volterra integral equations of the first kind

Summary Two classes of high order finite difference methods for first kind Volterra integral equations are constructed. The methods are shown to be convergent and numerically stable.     

Convergence of Step-by-step Methods for Non-linear Integro-Differential Equations

The theory of consistent step-by-step methods for solving Volterraintegral equations is extended to non-singular Volterra integro-differentialequations. It is shown that standard step-by-step algorithmsfor these more general equations are convergent. Several numericalexamples are included.     

Block methods for nonlinear Volterra integral equations

A method used to solve linear Fredholm equations is adapted to obtain a generalization of block methods for solving nonlinear Volterra integral equations. Conditions for such methods to be convergent andA-stable are given along with some numerical examples.     

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.     

Convergence Analysis of a Block-by-Block Method for Fractional Differential Equations

The block-by-block method, proposed by Linz for a kind of Volterra integral equations with nonsingular kernels, and extended by Kumar and Agrawal to a class of initial value problems of fractional differential equations (FDEs) with Caputo derivatives, is an efficient and stable scheme. We analytically prove and numerically verify that this method is convergent with order at least 3 for any fractional order index $\alpha>0$.     

Two sided error bounds for discretisation methods in ordinary differential equations

A wide class of discretisation methods for ordinary differential equations is introduced and a new concept of consistency, called optimal consistency, is defined. This permits convergence of order exactlyp (that is, two sided error bounds) when the method is optimally consistent of orderp. This is then related to the minimal and optimal stability functionals introduced by Spijker and Albrecht, and a new algebraic criterion is given for a discretisation method consistent of orderp to be convergent of orderp + 1. Finally it is shown that the original motivation for the idea of optimal consistency arises from discretisation methods for Volterra integral equations.     

Asymptotic periodicity of nonlinear discrete Volterra equations and applications

Sufficient conditions for the asymptotic periodicity of solutions of nonlinear discrete Volterra equations of Hammerstein type are obtained. Such results are applied to analyze the property of a class of numerical methods to preserve the asymptotic periodicity of the analytical solution of Volterra integral equations.     

求解刚性Volterra延迟积分微分方程的隐显单支方法的稳定性与误差分析

本文主要研究用隐显单支方法求解一类刚性Volterra延迟积分微分方程初值问题时的稳定性与误差分析.我们获得并证明了结论:若隐显单支方法满足2阶相容条件,且其中的隐式单支方法是A-稳定的,则隐显单支方法是2阶收敛且关于初值扰动是稳定的.最后,由数值算例验证了相关结论.     

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.     

Admissibility for discrete Volterra equations

In this paper we develop the theory of admissibility for linear discrete Volterra operators and obtain several necessary and sufficient conditions for admissibility in various sequence spaces. Using the results obtained, we study the existence of solutions (such as bounded, exponential or convergent solutions), of linear or nonlinear discrete Volterra summation equations.     

Convergence and stability of extended block boundary value methods for Volterra delay integro-differential equations

In this paper, we construct a class of extended block boundary value methods (B₂VMs) for Volterra delay integro-differential equations and analyze the convergence and stability of the methods. It is proven under the classical Lipschitz condition that an extended B₂VM is convergent of order p if the underlying boundary value methods (BVM) has consistent order p. The analysis shows that a B₂VM extended by an A-stable BVM can preserve the delay-independent stability of the underlying linear systems. Moreover, under some suitable conditions, the extended B₂VMs can also keep the delay-dependent stability of the underlying linear systems. In the end, we test the computational effectiveness by applying the introduced methods to the Volterra delay dynamical model of two interacting species, where the theoretical precision of the methods is further verified.     

A novel numerical method and its convergence for nonlinear delay Volterra integro-differential equations

In this paper, we suggest a convergent numerical method for solving nonlinear delay Volterra integro-differential equations. First, we convert the problem into a continuous-time optimization problem and then use a shifted pseudospectral method to discrete the problem. Having solved the last problem, we can achieve the pointwise and continuous approximate solutions for the main delay Volterra integro-differential equations. Here, we analyze the convergence of the method and solve some numerical examples to show the efficiency of the method.     

Convergent solutions of linear functional difference equations in phase space

By using weighted summable dichotomies and Schauder's fixed point theorem, we prove the existence of convergent solutions of linear functional difference equations. We apply our result to Volterra difference equations with infinite delay.     

非线性中立型泛函微分方程Runge-Kutta 法的稳定性和收敛性

本文涉及Runge-Kutta 法变步长求解非线性中立型泛函微分方程(NFDEs) 的稳定性和收敛性.为此, 基于Volterra 泛函微分方程Runge-Kutta 方法的B- 理论, 引入了中立型泛函微分方程Runge-Kutta 方法的EB (expanded B-theory)-稳定性和EB-收敛性概念. 之后获得了Runge-Kutta 方法变步长求解此类方程的EB - 稳定性和EB- 收敛性. 这些结果对中立型延迟微分方程和中立型延迟积分微分方程也是新的.     

Non-negative convergent solutions of discrete Volterra equations

The existence of non-negative convergent solutions of discrete Volterra equations is obtained, by using a variety of fixed-point theorems. Examples are given to illustrate the results.     

An analysis of multistep methods for solving integral-algebraic equations: Construction of stability domains

Systems of Volterra integral equations with identically singular matrices in the principal part (called integral-algebraic equations) are examined. Multistep methods for the numerical solution of a selected class of such systems are proposed and examined.     

Numerical solution of integral-algebraic equations for multistep methods

Systems of Volterra linear integral equations with identically singular matrices in the principal part (called integral-algebraic equations) are examined. Multistep methods for the numerical solution of a selected class of such systems are proposed and justified.     

刚性Volterra泛函微分方程梯形方法的B-理论

最近,李寿佛建立了刚性Volterra泛函微分方程Runge_Kutta方法和一般线性方法的B-理论,其中代数稳定是数值方法B-稳定与B-收敛的首要条件,但梯形方法表示成Runge—Kutta方法的形式或一般线性方法的形式都不是代数稳定的,因此上述理论不适用于梯形方法.本文从另一途径出发,证明求解刚性Volterra泛函微分方程的梯形方法是B-稳定且2阶最佳B-收敛的,最后的数值试验验证了所获理论的正确性.     

Characterizations of linear Volterra integral equations with nonnegative kernels

We first introduce the notion of positive linear Volterra integral equations. Then, we offer a criterion for positive equations in terms of the resolvent. In particular, equations with nonnegative kernels are positive. Next, we obtain a variant of the Paley-Wiener theorem for equations of this class and its extension to perturbed equations. Furthermore, we get a Perron-Frobenius type theorem for linear Volterra integral equations with nonnegative kernels. Finally, we give a criterion for positivity of the initial function semigroup of linear Volterra integral equations and provide a necessary and sufficient condition for exponential stability of the semigroups.     

Convergence Analysis of the Legendre Spectral Collocation Methods for Second Order Volterra Integro-Differential Equations

A class of numerical methods is developed for second order Volterra integrodifferential equations by using a Legendre spectral approach.We provide a rigorous error analysis for the proposed methods,which shows that the numerical errors decay exponentially in the L∞-norm and L2-norm.Numerical examples illustrate the convergence and effectiveness of the numerical methods.