A new computational method for solution of non-linear Volterra–Fredholm integro-differential equations

An approximation method is developed for the solution of high-order non-linear Volterra–Fredholm integro-differential (NVFID) equations under the mixed conditions. The approach is based on the orthogonal Chebyshev polynomials. The operational matrices of integration and product together with the derivative operational matrix are presented and are utilized to reduce the computation of Volterra–Fredholm integro-differential equations to a system of non-linear algebraic equations. Numerical examples illustrate the pertinent features of the method.     

Legendre wavelets method for solving fractional integro-differential equations

In this paper, based on the constructed Legendre wavelets operational matrix of integration of fractional order, a numerical method for solving linear and nonlinear fractional integro-differential equations is proposed. By using the operational matrix, the linear and nonlinear fractional integro-differential equations are reduced to a system of algebraic equations which are solved through known numerical algorithms. The upper bound of the error of the Legendre wavelets expansion is investigated in Theorem 5.1. Finally, four numerical examples are shown to illustrate the efficiency and accuracy of the approach.     

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.     

Solutions of integral equations via Taylor series

The Taylor operational matrix of integration and the Taylor product operational matrix are introduced. These two operational matrices are applied to approximation of solutions of Fredholm and Volterra integral equations. The proposed method reduces solution of integral equations to the successive solution of a set of linear algebraic equations in matrix form. Owing to the simplicity of the operational matrix of integration, and the product operational matrix of the Taylor series, the algorithms derived possess considerable computational advantages over the orthogonal-polynomial approximation, provided that both input and output are analytic functions of t.     

Solving nonlinear Volterra–Fredholm integro-differential equations using He's variational iteration method

In this paper, a nonlinear Volterra–Fredholm integro-differential equation is solved by using He's variational iteration method. The approximate solution of this equation is calculated in the form of a sequence where its components are computed easily. The accuracy of the proposed numerical scheme is examined by comparing with the modified Adomian decomposition method. The existence and uniqueness of the solution and convergence of the proposed method are proved.     

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.     

The approximate solution of charged particle motion equations in oscillating magnetic fields using the local multiquadrics collocation method

The charged particle motion for certain configurations of oscillating magnetic fields can be simulated by a Volterra integro-differential equation of the second order with time-periodic coefficients. This paper investigates a simple and accurate scheme for computationally solving these types of integro-differential equations. To start the method, we first reduce the integro-differential equations to equivalent Volterra integral equations of the second kind. Subsequently, the solution of the mentioned Volterra integral equations is estimated by the collocation method based on the local multiquadrics formulated on scattered points. We also expand the proposed method to solve fractional integro-differential equations including non-integer order derivatives. Since the offered method does not need any mesh generations on the solution domain, it can be recognized as a meshless method. To demonstrate the reliability and efficiency of the new technique, several illustrative examples are given. Moreover, the numerical results confirm that the method developed in the current paper in comparison with the method based on the globally supported multiquadrics has much lesser volume computing.

     

Hybrid Legendre polynomials and Block-Pulse functions approach for nonlinear Volterra–Fredholm integro-differential equations

This paper introduces an approach for obtaining the numerical solution of the nonlinear Volterra–Fredholm integro-differential (NVFID) equations using hybrid Legendre polynomials and Block-Pulse functions. These hybrid functions and their operational matrices are used for representing matrix form of these equations. The main characteristic of this approach is that it reduces NVFID equations to a system of algebraic equations, which greatly simplifying the problem. Numerical examples illustrate the validity and applicability of the proposed 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.     

Approximate solution of fractional integro-differential equations by Taylor expansion method

In this paper, Taylor expansion approach is presented for solving (approximately) a class of linear fractional integro-differential equations including those of Fredholm and of Volterra types. By means of the mth-order Taylor expansion of the unknown function at an arbitrary point, the linear fractional integro-differential equation can be converted approximately to a system of equations for the unknown function itself and its m derivatives under initial conditions. This method gives a simple and closed form solution for a linear fractional integro-differential equation. In addition, illustrative examples are presented to demonstrate the efficiency and accuracy of the proposed method.     

Taylor polynomial solution of hyperbolic type partial differential equations with constant coefficients

The purpose of this study is to give a Taylor polynomial approximation for the solution of hyperbolic type partial differential equations with constant coefficients. The technique used is an improved Taylor matrix method, which has been given for solving ordinary differential, integral and integro-differential equations [M. Gülsu and M. Sezer, A method for the approximate solution of the high-order linear difference equations in terms of Taylor polynomials, Int. J. Comput. Math. 82(5) (2005), pp. 629–642; M. Gülsu and M. Sezer, On the solution of the Riccati equation by the Taylor matrix method, Appl. Math. Comput. 188 (2007), pp. 446–449; A. Karamete and M. Sezer, A Taylor collocation method for the solution of linear integro-differential equations, Int. J. Comput. Math. 79(9) (2002), pp. 987–1000; N. Kurt and M. Çevik, Polynomial solution of the single degree of freedom system by Taylor matrix method, Mech. Res. Commun. 35 (2008), pp. 530–536; N. Kurt and M. Sezer, Polynomial solution of high-order linear Fredholm integro-differential equations with constant coefficients, J. Franklin Inst. 345 (2008), pp. 839–850; ?. Nas, S. Yalçinba?, and M. Sezer, A method for approximate solution of the high-order linear Fredholm integro-differential equations, Int. J. Math. Edu. Sci. Technol. 27(6) (1996), pp. 821–834; M. Sezer, Taylor polynomial solution of Volterra integral equations, Int. J. Math. Edu. Sci. Technol. 25(5) (1994), pp. 625–633; M. Sezer, A method for approximate solution of the second order linear differential equations in terms of Taylor polynomials, Int. J. Math. Edu. Sci. Technol. 27(6) (1996), pp. 821–834; M. Sezer, M. Gülsu, and B. Tanay, A matrix method for solving high-order linear difference equations with mixed argument using hybrid Legendre and Taylor polynomials, J. Franklin Inst. 343 (2006), pp. 647–659; S. Yalçinba?, Taylor polynomial solutions of nonlinear Volterra–Fredholm integral equation, Appl. Math. Comput. 127 (2002), pp. 196–206; S. Yalçinba? and M. Sezer, The approximate solution of high-order linear Volterra–Fredholm integro-differential equations in terms of Taylor polynomials, Appl. Math. Comput. 112 (2000), pp. 291–308]. Some numerical examples, which consist of initial and boundary conditions, are given to illustrate the reliability and efficiency of the method. Also, the results obtained are compared by the known results; the error analysis is performed and the accuracy of the solution is shown.     

A wavelet Petrov–Galerkin method for solving integro-differential equations

In this paper, we solve integro-differential equation by using the Alpert multiwavelets as basis functions. We also use the orthogonality of the basis of the trial and test spaces in the Petrov–Galerkin method. The computations are reduced because of orthogonality. Thus the final system that we get from discretizing the integro-differential equation has a very small dimension and enough accuracy. We compare the results with [M. Lakestani, M. Razzaghi, and M. Dehghan, Semiorthogonal spline wavelets approximation for Fredholm integro-differential equations, Math. Probl. Eng. 2006 (2006), pp. 1–12, Article ID 96184] and [A. Ayad, Spline approximation for first-order Fredholm integro-differential equation, Stud. Univ. Babes-Bolyai. Math., 41(3), (1996), pp. 1–8] which used a much larger dimension system and got less accurate results. In [Z. Chen and Y. Xu, The Petrov–Galerkin and iterated Petrov–Galerkin methods for second kind integral equations, SIAM J. Numer. Anal. 35(1) (1998), pp. 406–434], convergence of Petrov–Galerkin method has been discussed with some restrictions on degrees of chosen polynomial basis, but in this paper convergence is obtained for every degree.     

Spline approximation for first Order fredholm delay integro-differential equations

In this paper, a new method for approximating the solution of nonlinear first order Fredholm delay integro-differential equation is presented. Boundness of the approximate solution, convergence results as well as numerical examples are given.     

CAS wavelet method for solving the fractional integro-differential equation with a weakly singular kernel

In this paper, a computational method for numerical solution of a class of integro-differential equations with a weakly singular kernel of fractional order which is based on Cos and Sin (CAS) wavelets and block pulse functions is introduced. Approximation of the arbitrary order weakly singular integral is also obtained. The fractional integro-differential equations with weakly singular kernel are transformed into a system of algebraic equations by using the operational matrix of fractional integration of CAS wavelets. The error analysis of CAS wavelets is given. Finally, the results of some numerical examples support the validity and applicability of the approach.     

A class of systems of bilinear integral Volterra equations of the first kind of the second order

A class of bilinear systems of integral Volterra equations of the first kind related to the problem of automatic control of a nonlinear dynamic system (object) with unknown structure and vector input and output is studied. Algorithms for an analytic solution to corresponding bilinear systems and its numerical approximation are developed. A special character of the algorithms is illustrated by model examples.     

Approximate solution of a system of linear integral equations by the Taylor expansion method

A simple and efficient approximate technique is developed to obtain the solution to a system of linear integral equations. This technique is based on the Taylor expansion. The method has been successfully applied to determine approximate solutions of a system of Fredholm integral equations and Volterra integral equations of not only the second kind but also the first kind. The mth order approximation of the solution is exact up to a polynomial of degree equal to or less than m. Several illustrative examples are presented to show the effectiveness and accuracy of this method.     

Numerical approach for solving fractional Fredholm integro-differential equation

In this article, we present a new method which is based on the Taylor Matrix Method to give approximate solution of the linear fractional Fredholm integro-differential equations. This method is based on first taking the truncated Taylor expansions of the functions in the linear fractional differential part and Fredholm integral part then, substituting their matrix forms into the equation. We solve this matrix equation with the assistance of Maple 13. In addition, illustrative examples are presented to demonstrate the effectiveness of the proposed method.     

An Implementation of Fast Wavelet Galerkin Methods for Integral Equations of the Second Kind

We present a numerical implementation of the fast Galerkin method for Fredholm integral equations of the second kind using the piecewise polynomial wavelets. We focus on addressing critical issues for the numerical implementation of such a method. They include a choice of practical truncation strategy, numerical integration of weakly singular integrals and the error control of the numerical quadrature. We also implement a multiscale iteration method for solving the resulting compressed linear system. Numerical examples are given to demonstrate the proposed ideas and methods.     

Approximate solution of a class of linear integro-differential equations by Taylor expansion method

In this paper, a simple and effective Taylor expansion method is presented for solving a class of linear integro-differential equations including those of Fredholm and of Volterra types. By means of the nth-order Taylor expansion of an unknown function at an arbitrary point, a linear integro-differential equation can be converted approximately to a system of linear equations for the unknown function itself and its first n derivatives under initial conditions. The nth-order approximate solution is exact for a polynomial of degree equal to or less than n. Some examples are given to illustrate the accuracy of this method.     

Modified method for determining an approximate solution of the Fredholm–Volterra integral equations by Taylor’s expansion

A modified method for determining an approximate solution of the Fredholm–Volterra integral equations of the second kind is developed. Via Taylor’s expansion of the unknown function, the integral equation to be solved is approximately transformed into a system of linear equations for the unknown and its derivatives, which can be dealt with in an easy way. The obtained nth-order approximate solution is of high accuracy, and is exact for polynomials of degree n. In particular, an approximate solution with satisfactory accuracy of the weakly singular Volterra integral equation is also given. The efficiency of the method is illustrated by some numerical examples.