Liapunov equations for time-varying linear systems

Liapunov equations for time-varying linear systems in Hilbert space are given. This generalizes Datko's result for semigroups. Time-varying linear stochastic systems are also considered and analogous results are obtained.     

The variational iteration method for solving linear and nonlinear Volterra integral and integro-differential equations

The variational iteration method is used for solving the linear and nonlinear Volterra integral and integro-differential equations. The method is reliable in handling Volterra equations of the first kind and second kind in a direct manner without any need for restrictive assumptions. The method significantly reduces the size of calculations.     

Stability and robust stability of positive linear Volterra difference equations

We first introduce a class of positive linear Volterra difference equations. Then, we offer explicit criteria for uniform asymptotic stability of positive equations. Furthermore, we get a new Perron–Frobenius theorem for positive linear Volterra difference equations. Finally, we study robust stability of positive equations under structured perturbations and affine perturbations. Two explicit stability bounds with respect to these perturbations are given. Copyright © 2008 John Wiley & Sons, Ltd.     

On the numerical solution of nonlinear systems of Volterra integro-differential equations with delay arguments

Particular cases of nonlinear systems of delay Volterra integro-differential equations (denoted by DVIDEs) with constant delay τ > 0, arise in mathematical modelling of ‘predator–prey’ dynamics in Ecology. In this paper, we give an analysis of the global convergence and local superconvergence properties of piecewise polynomial collocation for systems of this type. Then, from the perspective of applied mathematics, we consider the Volterra’s integro-differential system of ‘predator–prey’ dynamics arising in Ecology. We analyze the numerical issues of the introduced collocation method applied to the ‘predator–prey’ system and confirm that we can achieve the expected theoretical orders of convergence.      

On the error analysis of the numerical solution of linear Volterra integral equations of the second kind

In the numerical solution of linear Volterra integral equations, two kinds of errors occur. If we use the collocation method, these errors are the collocation and numerical quadrature errors. Each error has its own effect in the accuracy of the obtained numerical solution. In this study we obtain an error bound that is sum of these two errors and using this error bound the relation between the smoothness of the kernel in the equation and also the length of the integration interval and each of these two errors are considered. Concluded results also are observed during the solution of some numerical examples.     

A new analytical method for solving systems of Volterra integral equations

In this paper, a new modified homotopy perturbation method (NHPM) is introduced for solving systems of Volterra integral equations of the second kind. Theorems of existence and uniqueness of the solutions to these equations are presented. Comparison of the results of applying the NHPM with those of the homotopy perturbation method and Adomian's decomposition method leads to significant consequences. Several examples, including the system of linear and nonlinear Volterra integral equations, are given to demonstrate the efficiency of the new method.     

An efficient fractional-order wavelet method for fractional Volterra integro-differential equations

In this paper, an efficient and robust numerical technique is suggested to solve fractional Volterra integro-differential equations (FVIDEs). The proposed method is mainly based on the generalized fractional-order Legendre wavelets (GFLWs), their operational matrices and the Collocation method. The main advantage of the proposed method is that, by using the GFLWs basis, it can provide more efficient and accurate solution for FVIDEs in compare to integer-order wavelet basis. A comparison between the achieved results confirms accuracy and superiority of the proposed GFLWs method for solving FVIDEs. Error analysis and convergence of the GFLWs basis is provided.     

Direct and converse Lyapunov theorems for functional difference systems

New Lyapunov criteria for asymptotic stability and input-to-state stability of infinite dimensional systems described by functional difference equations are provided. Conditions in terms of both Lyapunov–Razumikhin functions defined on Euclidean spaces and of Lyapunov–Krasovskii functionals defined on infinite dimensional spaces are found. For the case of Lyapunov–Krasovskii functionals, necessary and sufficient conditions are provided for the asymptotic stability, in both the local and the global case, and for the input-to-state stability. This is the first time in the literature that converse Lyapunov theorems are provided for the class of nonlinear systems here studied.     

Moving least squares collocation method for Volterra integral equations with proportional delay

In this work, we apply the moving least squares (MLS) method for numerical solution of Volterra integral equations with proportional delay. The scheme utilizes the shape functions of the MLS approximation constructed on scattered points as a basis in the discrete collocation method. The proposed method is meshless, since it does not require any background mesh or domain elements. An error bound is obtained to ensure the convergence and reliability of the method. Numerical results approve the efficiency and applicability of the proposed method.     

Liapunov and lagrange stability: Inverse theorems for discontinuous systems

The main result of this paper is a converse Liapunov theorem which applies to systems of ordinary differential equations with a discontinuous righthand side. We treat both the problem of local stability of an equilibrium position and the problem of boundedness of solutions. In particular, we show that in order to achieve a necessary and sufficient condition in terms of continuous Liapunov functions, the classical definitions need to be strengthened in a convenient way. This work was motivated by the recently renewed interest in stabilization by discontinuous feedback and analysis of the state evolution with respect to bounded inputs. To achieve a more general treatment, the exposition is developed in the framework of differential inclusions theory.     

Bessel polynomial solutions of high-order linear Volterra integro-differential equations

In this study, a practical matrix method, which is based on collocation points, is presented to find approximate solutions of high-order linear Volterra integro-differential equations (VIDEs) under the mixed conditions in terms of Bessel polynomials. Numerical examples are included to demonstrate the validity and applicability of the technique and comparisons are made with the existing results. The results show the efficiency and accuracy of the present work. All of the numerical computations have been performed on the computer using a program written in MATLAB v7.6.0 (R2008a).     

Approximate solution of systems of Volterra integral equations with error analysis

This paper describes a procedure for solving the system of linear Volterra integral equations by means of the Sinc collocation method. A convergence and an error analysis are given; it is shown that the Sinc solution produces an error of order O(exp(?c N ^1/2)), where c>0 is a constant. This approximation reduces the system of integral equations to an explicit system of algebraic equations. The analytical results are illustrated with numerical examples that exhibit the exponential convergence rate.     

Stability of partial difference equations governing control gains in infinite-dimensional backstepping

We examine the stability properties of a class of LTV difference equations on an infinite-dimensional state space that arise in backstepping designs for parabolic PDEs. The nominal system matrix of the difference equation has a special structure: all of its powers have entries that are −1, 0, or 1, and all of the eigenvalues of the matrix are on the unit circle. The difference equation is driven by initial conditions, additive forcing, and a system matrix perturbation, all of which depend on problem data (for example, viscosity and reactivity in the case of a reaction–diffusion equation), and all of which go to zero as the discretization step in the backstepping design goes to zero. All of these observations, combined with the fact that the equation evolves only in a number of steps equal to the dimension of its state space, combined with the discrete Gronwall inequality, establish that the difference equation has bounded solutions. This, in turn, guarantees the existence of a state-feedback gain kernel in the backstepping control law. With this approach we greatly expand, relative to our previous results, the class of parabolic PDEs to which backstepping is applicable.     

Collocation method for solving systems of Fredholm and Volterra integral equations

In this paper, a numerical method based on based quintic B-spline has been developed to solve systems of the linear and nonlinear Fredholm and Volterra integral equations. The solutions are collocated by quintic B-splines and then the integral equations are approximated by the four-points Gauss-Turán quadrature formula with respect to the weight function Legendre. The quintic spline leads to optimal approximation and O(h⁶) global error estimates obtained for numerical solution. The error analysis of proposed numerical method is studied theoretically. The results are compared with the results obtained by other methods which show that our method is accurate.     

A numerical method for solving systems of linear and nonlinear integral equations of the second kind by hat basis functions

In this paper, we use hat basis functions to solve the system of Fredholm integral equations (SFIEs) and the system of Volterra integral equations (SVIEs) of the second kind. This method converts the system of integral equations into a linear or nonlinear system of algebraic equations. Also, we consider the order of convergence of the method and show that it is O(h²). Application of the method on some examples show its accuracy and efficiency.     

Necessary first- and second-order optimality conditions in problems of control described by a system of Volterra difference equations

The terminal problem of optimal control described by a system of Volterra difference equations is considered. Constructively verifiable necessary first- and second-order optimality conditions are obtained under the assumption that the domain of control is open.     

A two step method for the numerical integration of stiff differential equations

We examine a single-step implicit-integration algorithm which is obtained by a modification of the well-known Simpson rule. The accuracy and stability properties of these methods are investigated. The obtained new method is a fourth-order numerical process and preserves the property of A-stability of the Simpson rule. Numerical results for the solution of certain stiff equations.