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.

     

The local discontinuous Galerkin method for 2D nonlinear time-fractional advection–diffusion equations

This paper presents a numerical solution of time-fractional nonlinear advection–diffusion equations (TFADEs) based on the local discontinuous Galerkin method. The trapezoidal quadrature scheme (TQS) for the fractional order part of TFADEs is investigated. In TQS, the fractional derivative is replaced by the Volterra integral equation which is computed by the trapezoidal quadrature formula. Then the local discontinuous Galerkin method has been applied for space-discretization in this scheme. Additionally, the stability and convergence analysis of the proposed method has been discussed. Finally some test problems have been investigated to confirm the validity and convergence of the proposed method.

     

Taylor wavelet method for fractional delay differential equations

We present a new numerical method for solving fractional delay differential equations. The method is based on Taylor wavelets. We establish an exact formula to determine the Riemann–Liouville fractional integral of the Taylor wavelets. The exact formula is then applied to reduce the problem of solving a fractional delay differential equation to the problem of solving a system of algebraic equations. Several numerical examples are presented to show the applicability and the effectiveness of this method.

     

Fractional convolution quadrature based on generalized Adams methods

In this paper we present a product quadrature rule for Volterra integral equations with weakly singular kernels based on the generalized Adams methods. The formulas represent numerical solvers for fractional differential equations, which inherit the linear stability properties already known for the integer order case. The numerical experiments confirm the valuable properties of this approach.     

Finite difference method for time–space linear and nonlinear fractional diffusion equations

ABSTRACT

In this paper a finite difference method is presented to solve time–space linear and nonlinear fractional diffusion equations. Specifically, the centred difference scheme is used to approximate the Riesz fractional derivative in space. A trapezoidal formula is used to solve a system of Volterra integral equations transformed from spatial discretization. Stability and convergence of the proposed scheme is discussed which shows second-order accuracy both in temporal and spatial directions. Finally, examples are presented to show the accuracy and effectiveness of the schemes.     

Shifted fractional Legendre spectral collocation technique for solving fractional stochastic Volterra integro-differential equations

This paper presents a spectral collocation technique to solve fractional stochastic Volterra integro-differential equations (FSV-IDEs). The algorithm is based on shifted fractional order Legendre orthogonal functions generated by Legendre polynomials. The shifted fractional order Legendre–Gauss–Radau collocation (SFL-GR-C) method is developed for approximating the FSV-IDEs, with the objective of obtaining a system of algebraic equations. For computational purposes, the Brownian motion function W(x) is discretized by Lagrange interpolation, while the integral terms are interpolated by Legendre–Gauss–Lobatto quadrature. Numerical examples demonstrate the accuracy and applicability of the proposed technique, even when dealing with non-smooth solutions.

     

Metodi numerici per equazioni di volterra di seconda specie

The first part of this paper studies the stability and the order of a numerical method for the integration of the second kind of Volterra equations. This method is obtained by differentiatingm-times (m>-2) the Volterra equation and by integrating the «differential equations system» obtained via the trapezoidal rule. The proposed method has second order and an absolute stability region equal to the third quadrant of the plane (hλ,h ²μ). The second part of this paper, analyzes the stability properties and also the order of a class of numerical methods, obtained via the integration of the previous «differential equations system» though backward differentiation. It is shown that these methods have a high order and a very large stability region.     

Least squares support vector regression for solving Volterra integral equations

In this paper, a numerical approach is proposed based on least squares support vector regression for solving Volterra integral equations of the first and second kind. The proposed method is based on using a hybrid of support vector regression with an orthogonal kernel and Galerkin and collocation spectral methods. An optimization problem is derived and transformed to solving a system of algebraic equations. The resulting system is discussed in terms of the structure of the involving matrices and the error propagation. Numerical results are presented to show the sparsity of resulting system as well as the efficiency of the method.

     

Metodi ad un passo fortemente stabili per equazioni integrali di Volterra di seconda specie di tipo stiff

In this paper we propose some implicit methods for stiff Volterra integral equations of second kind. The methods are constructed on the integro-differential equation obtained by differentiation of the Volterra equation. The numerical schemes are derived using a class of A-stable and L-stable methods for ordinary differential equations (proposed by Liniger and Willoughby in [3]) associated with the Gregory quadrature formula. Related to the test equation: $$y(t) = 1 + \int_0^t {[\lambda + \mu (t - s)] y(s)ds \lambda , \mu< 0} $$ we give the definition ofA-stability and ?-stability for the proposed numerical methods how natural extension of the A-stability and L-stability for the schemes for solving ordinary differential equations. We show how we have to choose the parameters of the methods in order to obtainA-stability and ?-stability schemes. Because of these properties the proposed schemes are particularly advantageous in the case of stiff Volterra integral equations.     

Convergence to Suitable Weak Solutions for a Finite Element Approximation of the Navier–Stokes Equations with Numerical Subgrid Scale Modeling

In this article, a Galerkin finite element approximation for a class of time–space fractional differential equation is studied, under the assumption that \(u_{tt}, u_{ttt}, u_{2\alpha ,tt}\) are continuous for \(\varOmega \times (0,T]\), but discontinuous at time \(t=0\). In spatial direction, the Galerkin finite element method is presented. And in time direction, a Crank–Nicolson time-stepping is used to approximate the fractional differential term, and the product trapezoidal method is employed to treat the temporal fractional integral term. By using the properties of the fractional Ritz projection and the fractional Ritz–Volterra projection, the convergence analyses of semi-discretization scheme and full discretization scheme are derived separately. Due to the lack of smoothness of the exact solution, the numerical accuracy does not achieve second order convergence in time, which is \(O(k^{3-\beta }+k^{3}t_{n+1}^{-\beta }+k^{3}t_{n+1}^{-\beta -1})\), \(n=0,1,\ldots ,N-1\). But the convergence order in time is shown to be greater than one. Numerical examples are also included to demonstrate the effectiveness of the proposed method.     

Numerical solution of nonlinear delay differential equations of fractional variable-order using a novel shifted Jacobi operational matrix

This paper presents the generalized nonlinear delay differential equations of fractional variable-order. In this article, a novel shifted Jacobi operational matrix technique is introduced for solving a class of multi-terms variable-order fractional delay differential equations via reducing the main problem to an algebraic system of equations that can be solved numerically. The suggested technique is successfully developed for the aforementioned problem. Comprehensive numerical experiments are presented to demonstrate the efficiency, generality, accuracy of proposed scheme and the flexibility of this method. The numerical results compared it with other existing methods such as fractional Adams method (FAM), new predictor–corrector method (NPCM), a new approach, Adams–Bashforth–Moulton algorithm and L1 predictor–corrector method (L1-PCM). Comparing the results of these methods as well as comparing the current method (NSJOM) with the exact solution, indicating the efficiency and validity of this method. Note that the procedure is easy to implement and this technique will be considered as a generalization of many numerical schemes. Furthermore, the error and its bound are estimated.

     

A new approach for numerical solution of integro-differential equations via Haar wavelets

A new method is proposed for numerical solution of Fredholm and Volterra integro-differential equations of second kind. The proposed method is based on Haar wavelets approximation. Special characteristics of Haar wavelets approximation has been used in the derivation of this method. The new method is the extension of the recent work [Aziz and Siraj-ul-Islam, New algorithms for numerical solution of nonlinear Fredholm and Volterra integral equations using Haar wavelets, J. Comput. Appl. Math. 239 (2013), pp. 333–345] from integral equations to integro-differential equations. The method is specifically derived for nonlinear problems. Two new algorithms are also proposed based on this new method, one each for numerical solution of Fredholm and Volterra integro-differential equations. The proposed algorithms are generic and are applicable to all types of both nonlinear Fredholm and Volterra integro-differential equations of second kind. The cost of the new algorithms is considerably reduced by using the Broyden's method instead of Newton's method for solution of system of nonlinear equations. Most of the numerical methods designed for solution of integro-differential equations rely on some other technique for numerical integration. The advantage of our method is that it does not use numerical integration. The integrand is approximated using Haar wavelets approximation and then exact integration is performed. The method is tested on number of problems and numerical results are compared with existing methods in the literature. The numerical results indicate that accuracy of the obtained solutions is reasonably high even when the number of collocation points is small.     

Quasi-wavelet method for time-dependent fractional partial differential equation

In this decade, many new applications in engineering and science are governed by a series of fractional partial differential equations. In this paper, we propose a novel numerical method for a class of time-dependent fractional partial differential equations. The time variable is discretized by using the second order backward differentiation formula scheme, and the quasi-wavelet method is used for spatial discretization. The stability and convergence properties related to the time discretization are discussed and theoretically proven. Numerical examples are obtained to investigate the accuracy and efficiency of the proposed method. The comparisons of the present numerical results with the exact analytical solutions show that the quasi-wavelet method has distinctive local property and can achieve accurate results.     

A unified difference-spectral method for time–space fractional diffusion equations

In this paper we develop a unified difference-spectral method for stably solving time–space fractional sub-diffusion and super-diffusion equations. Based on the equivalence between Volterra integral equations and fractional ordinary differential equations with initial conditions, this proposed method is constructed by combining the spectral Galerkin method in space and the fractional trapezoid formula in time. Numerical experiments are carried out to verify the effectiveness of the method, and demonstrate that the unified method can achieve spectral accuracy in space and second-order accuracy in time for solving two kinds of time–space fractional diffusion equations.     

A Galerkin finite element scheme for time–space fractional diffusion equation

In this paper, a Galerkin finite element scheme to approximate the time–space fractional diffusion equation is studied. Firstly, the fractional diffusion equation is transformed into a fractional Volterra integro-differential equation. And a second-order fractional trapezoidal formula is used to approach the time fractional integral. Then a Galerkin finite element method is introduced in space direction, where the semi-discretization scheme and fully discrete scheme are given separately. The stability analysis of semi-discretization scheme is discussed in detail. Furthermore, convergence analysis of semi-discretization scheme and fully discrete scheme are given in details. Finally, two numerical examples are displayed to demonstrate the effectiveness of the proposed method.     

A novel Jacob spectral method for multi-dimensional weakly singular nonlinear Volterra integral equations with nonsmooth solutions

The main purpose of this work is to develop a spectrally accurate collocation method for solving weakly singular integral equations of the second kind with nonsmooth solutions in high dimensions. The proposed spectral collocation method is based on a multivariate Jacobi approximation in the frequency space. The essential idea is to adopt a smoothing transformation for the spectral collocation method to circumvent the curse of singularity at the beginning of time. As such, the singularity of the numerical approximation can be tailored to that of the singular solutions. A rigorous convergence analysis is provided and confirmed by numerical tests with nonsmooth solutions in two dimensions. The results in this paper seem to be the first spectral approach with a theoretical justification for high-dimensional nonlinear weakly singular Volterra type equations with nonsmooth solutions.

     

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.     

B-polynomial multiwavelets approach for the solution of Abel's integral equation

A numerical method for solving Abel's integral equation as singular Volterra integral equations is presented. The method is based upon Bernstein polynomial (B-polynomial) multiwavelet basis approximations. The properties of B-polynomial multiwavelets are first presented. These properties are then utilized to reduce the singular Volterra integral equations to the solution of algebraic equations. Illustrative examples are included to demonstrate the validity and applicability of the technique.     

Nonlinear viscoelastic membranes

The subject of nonlinear viscoelastic membranes is an important class of problems within nonlinear viscoelasticity that involves interesting and important applications, computational issues and applied mathematics.The viscoelastic materials discussed in this paper are described by nonlinear single integral constitutive equations. After presenting the general constitutive framework, two fundamental membrane problems are formulated: the inflation of a circular membrane and the extension and inflation of a circular tube. Both problems involve large axially symmetric deformations and lead to a system of nonlinear partial differential–Volterra integral equations. A numerical method of solution is presented that combines methods for solving nonlinear Volterra integral equations and nonlinear ordinary differential equations. Finally, some properties of the equations are discussed that are related to the possibility that there may exist a critical time when the solution develops multiple branches.