Volterra Theory on Time Scales

This paper is concerned with the existence and uniqueness of solutions to generalized Volterra integral equations on time scales. Unlike previous papers published on this subject, we can weaken the continuity property of the kernel function since the method we introduce here to guarantee existence and uniqueness does not make use of the Banach fixed point theorem. This allows us to construct a bridge between the solutions of Volterra integral equations and of dynamic equations. The paper also covers results concerning the following concepts: the notion of the resolvent kernel, and its role in the formulation of the solution, the reciprocity property of kernels, Picard iterates, the relation between linear dynamic equations and Volterra integral equations, and some special types of kernels together with several illustrative examples.     

To the theory of volterra integral equations of the first kind with discontinuous kernels

A nonclassical Volterra linear integral equation of the first kind describing the dynamics of an developing system with allowance for its age structure is considered. The connection of this equation with the classical Volterra linear integral equation of the first kind with a piecewise-smooth kernel is studied. For solving such equations, the quadrature method is applied.     

Solution of nonlinear weakly singular Volterra integral equations using the fractional‐order Legendre functions and pseudospectral method

In this article, our main goal is to render an idea to convert a nonlinear weakly singular Volterra integral equation to a non‐singular one by new fractional‐order Legendre functions. The fractional‐order Legendre functions are generated by change of variable on well‐known shifted Legendre polynomials. We consider a general form of singular Volterra integral equation of the second kind. Then the fractional Legendre–Gauss–Lobatto quadratures formula eliminates the singularity of the kernel of the integral equation. Finally, the Legendre pseudospectral method reduces the solution of this problem to the solution of a system of algebraic equations. This method also can be utilized on fractional differential equations as well. The comparison of results of the presented method and other numerical solutions shows the efficiency and accuracy of this method. Also, the obtained maximum error between the results and exact solutions shows that using the present method leads to accurate results and fast convergence for solving nonlinear weakly singular Volterra integral equations. Copyright © 2015 John Wiley & Sons, Ltd.     

具可微卷积核的第二类Volterra积分方程的行列式级数解法

§1.引言 对具可微卷积核的第二类Volterra积分方程 y(x)=f(x)+λ integral from n=a to x(K(x-t)y(t)dt),(1)通常的解法有迭代法与Laplace变换法以及化为微分方程求解等.毫无疑义,这些方法对于方程(1)的求解是重要的.但这些方法也有其本质的缺点,即在求解过程中,往往涉     

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.     

Comments on “Solving a class of two-dimensional linear and nonlinear Volterra integral equations by the differential transform method”

Tari et al. [A. Tari, M.Y. Rahimi, S. Shahmorad, F. Talati, Solving a class of two-dimensional linear and nonlinear Volterra integral equations by the differential transform method, J. Comput. Appl. Math. 228 (2009) 70–76], presented some fundamental properties of TDTM for the kernel functions in two-dimensional Volterra integral equations. Here, we suggest simple proofs of those fundamental properties by using the basic properties of TDTM. Furthermore, we present some fundamental properties of TDTM for the kernel functions of a quotient type in two-dimensional Volterra integral equations. Numerical illustrations are demonstrated to show the effectiveness of the TDTM for solving two-dimensional Volterra integral equations.     

Approximate solutions of linear Volterra integral equation systems with variable coefficients

In this paper, a new approximate method has been presented to solve the linear Volterra integral equation systems (VIEs). This method transforms the integral system into the matrix equation with the help of Taylor series. By merging these results, a new system which corresponds to a system of linear algebraic equations is obtained. The solution of this system yields the Taylor coefficients of the solution function. Also, this method gives the analytic solution when the exact solutions are polynomials. So as to show this capability and robustness, some systems of VIEs are solved by the presented method in order to obtain their approximate solutions.     

On exact rates of decay of solutions of linear systems of Volterra equations with delay

This paper considers the resolvent of a finite-dimensional linear convolution Volterra integral equation. The main results give conditions which ensure that the exact rate of decay of the resolvent can be determined using a positive weight function related to the kernel. The decay rates can be exponential or subexponential. Many other related results on exact rates of exponential and subexponential decay of solutions of Volterra integro-differential equations are given. We also present an application to a linear compartmental system with discrete and continuous lags.     

On parametric families of solutions of Volterra integral equations of the first kind with piecewise smooth kernel

We suggest a method for constructing asymptotic approximations to parametric families of solutions of Volterra integral equations of the first kind with piecewise smooth kernel and prove the existence of continuous solutions.     

Finding the initial values of periodic solutions of certain integrodifferential equations

A constructive method is proposed for approximately finding the initial values of periodic solutions of linear integrodifferential equations of Volterra type. The solvability of a system of determining equations is established.. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 42, No. 7, pp. 944–951, July, 1990.     

Generalized Jacobi spectral Galerkin method for fractional pantograph differential equation

This work is concerned with the extension of the Jacobi spectral Galerkin method to a class of nonlinear fractional pantograph differential equations. First, the fractional differential equation is converted to a nonlinear Volterra integral equation with weakly singular kernel. Second, we analyze the existence and uniqueness of solutions for the obtained integral equation. Then, the Galerkin method is used for solving the equivalent integral equation. The error estimates for the proposed method are also investigated. Finally, illustrative examples are presented to confirm our theoretical analysis.     

A general adjoint relation for functional differential and Volterra integral equations with application to control

A general adjoint relation is developed between solutions of linear functional differential equations and linear Volterra integral equations. Several useful representations for solutions of such equations arise as a consequence of the adjoint relationship. These representations are then used to obtain directly several results for controlling systems described by either linear functional differential equations or linear Volterra integral equations.This work was supported by the National Science Foundation under Grant No. GK-5798.     

The exact solution of a class of Volterra integral equation with weakly singular kernel

In this paper, the weakly singular Volterra integral equations with an infinite set of solutions are investigated. Among the set of solutions only one particular solution is smooth and all others are singular at the origin. The numerical solutions of this class of equations have been a difficult topic to analyze and have received much previous investigation. The aim of this paper is to present a numerical technique for giving the approximate solution to the only smooth solution based on reproducing kernel theory. Applying weighted integral, we provide a new definition for reproducing kernel space and obtain reproducing kernel function. Using the good properties of reproducing kernel function, the only smooth solution is exactly expressed in the form of series. The n-term approximate solution is obtained by truncating the series. Meanwhile, we prove that the derivative of approximation converges to the derivative of exact solution uniformly. The final numerical examples compared with other methods show that the method is efficient.     

Analytical discussion for the mixed integral equations

This paper presents a numerical method for the solution of a Volterra–Fredholm integral equation in a Banach space. Banachs fixed point theorem is used to prove the existence and uniqueness of the solution. To find the numerical solution, the integral equation is reduced to a system of linear Fredholm integral equations, which is then solved numerically using the degenerate kernel method. Normality and continuity of the integral operator are also discussed. The numerical examples in Sect. 5 illustrate the applicability of the theoretical results.     

The reproducing kernel method for solving the system of the linear Volterra integral equations with variable coefficients

In this paper, we apply the reproducing kernel method to give the exact solution and approximate solution for the system of the linear Volterra integral equations with variable coefficients. Some examples are given, showing its effectiveness and convenience. Finally, the numerical results obtained by the reproducing kernel method are superior to those obtained by other methods in Farshid Mirzaee (2010) [4], Tahmasbi and Fard (2008) [5], Saeed and Ahmed (2008) [8].     

Generalized Cauchy type problems for nonlinear fractional differential equations with composite fractional derivative operator

This paper is devoted to proving the existence and uniqueness of solutions to Cauchy type problems for fractional differential equations with composite fractional derivative operator on a finite interval of the real axis in spaces of summable functions. An approach based on the equivalence of the nonlinear Cauchy type problem to a nonlinear Volterra integral equation of the second kind and applying a variant of the Banach’s fixed point theorem to prove uniqueness and existence of the solution is presented. The Cauchy type problems for integro-differential equations of Volterra type with composite fractional derivative operator, which contain the generalized Mittag-Leffler function in the kernel, are considered. Using the method of successive approximation, and the Laplace transform method, explicit solutions of the open problem proposed by Srivastava and Tomovski (2009) [11] are established in terms of the multinomial Mittag-Leffler function.     

Resolvent kernels of Green's function kernels and other finite-rank modifications of Fredholm and Volterra kernels

Many important Fredholm integral equations have separable kernels which are finite-rank modifications of Volterra kernels. This class includes Green's functions for Sturm-Liouville and other two-point boundary-value problems for linear ordinary differential operators. It is shown how to construct the Fredholm determinant, resolvent kernel, and eigenfunctions of kernels of this class by solving related Volterra integral equations and finite, linear algebraic systems. Applications to boundary-value problems are discussed, and explicit formulas are given for a simple example. Analytic and numerical approximation procedures for more general problems are indicated.This research was sponsored by the United States Army under Contract No. DAA29-75-C-0024.     

Inverse heat problem of determining time-dependent source parameter in reproducing kernel space

A new method by the reproducing kernel Hilbert space is applied to an inverse heat problem of determining a time-dependent source parameter. The problem is reduced to a system of linear equations. The exact and approximate solutions are both obtained in a reproducing kernel space. The approximate solution and its partial derivatives are proved to converge to the exact solution and its partial derivatives, respectively. The proposed method improves the existing method. Our numerical results show that the method is of high precision.     

Numerical solution of Volterra integral equations with singularities

The numerical solution of linear Volterra integral equations of the second kind is discussed. The kernel of the integral equation may have weak diagonal and boundary singularities. Using suitable smoothing techniques and polynomial splines on mildly graded or uniform grids, the convergence behavior of the proposed algorithms is studied and a collection of numerical results is given.     

Algorithm with asymptotically optimal accuracy for solving the nonlinear Volterra integral equation

A direct algorithm is proposed for solving the nonlinear Volterra integral equation of the second kind (with Hammerstein kernel) by reduction to a system of linear algebraic equations. The accuracy of the algorithm is asymptotically optimal if the original functions satisfy the Lipschitz condition. Error bounds are obtained for the algorithm in this class of functions.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 57, pp. 33–39, 1985.