Related papers: Numerical Methods of Optimal Accuracy for Weakly S…
In this study, two reliable approaches to solving the nonlinear stochastic It\^o-Volterra integral equation are provided. These equations have been evaluated using the orthonormal Chelyshkov spectral collocation technique and the…
A Sinc-Nystr\"om method for Volterra integro-differential equations was developed by Zarebnia in 2010. The method is quite efficient in the sense that exponential convergence can be obtained even if the given problem has endpoint…
The main solutions in sense of Kantorovich of nonlinear Volterra operator-integral equations are constructed. Convergence of the successive approximations is established through studies of majorant integral and majorant algebraic equations.…
This paper addresses a new class of generalized Bolza problems governed by nonconvex integro-differential inclusions with endpoint constraints on trajectories, where the integral terms are given in the general (with time-dependent…
We introduce a very weak space-time variational formulation for the wave equation, prove its well-posedness (even in the case of minimal regularity) and optimal inf-sup stability. Then, we introduce a tensor product-style space-time…
In this work, a class of non-linear weakly singular fractional integro-differential equations is considered, and we first prove existence, uniqueness, and smoothness properties of the solution under certain assumptions on the given data. We…
This paper focuses on the optimal control of a class of stochastic Volterra integral equations. Here the coefficients are regular and not assumed to be of convolution type. We show that, under mild regularity assumptions, these equations…
The paper focuses on solving one class of Volterra equations of the first kind, which is characterized by the variability of all integration limits. These equations were introduced in connection with the problem of identifying nonsymmetric…
In this paper we introduce a numerical method for solving nonlinear Volterra integro-differential equations. In the first step, we apply implicit trapezium rule to discretize the integral in given equation. Further, the Daftardar-Gejji and…
The numerical integration of stiff equations is a challenging problem that needs to be approached by specialized numerical methods. Exponential integrators form a popular class of such methods since they are provably robust to stiffness and…
We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a control function. The robust formulation of the…
It is well-known that accelerated gradient first order methods possess optimal complexity estimates for the class of convex smooth minimization problems. In many practical situations, it makes sense to work with inexact gradients. However,…
The Volterra calculus is a simple and powerful pseudodifferential tool for inverting parabolic equations and it has also found many applications in geometric analysis. On the other hand, an important property in the theory of…
We study error propagation in both an explicit and an implicit method for solving Volterra integro-differential equations. We determine the relationship between local and global errors. We derive upper bounds for the global error, and show…
This study investigates the existence and uniqueness of solutions to Volterra integral equations with discontinuous kernels in both linear and nonlinear cases. The problem is two-dimensional, and the collocation method is employed to…
The article is devoted to the development of algorithmic methods ensuring efficient complexity bounds for strongly convex-concave saddle point problems in the case when one of the groups of variables is high-dimensional, and the other is…
The variational iteration method is used to solve nonlinear Volterra integral equations. Two approaches are presented distinguished by the method to compute the Lagrange multiplier.
This work aims to construct an efficient and highly accurate numerical method to address the time singularity at $t=0$ involved in a class of time-fractional parabolic integro-partial differential equations in one and two dimensions. The…
Many combinatorial optimization problems can be formulated as the search for a subgraph that satisfies certain properties and minimizes the total weight. We assume here that the vertices correspond to points in a metric space and can take…
We discuss a numerical algorithm for solving nonlinear integro-differential equations, and illustrate our findings for the particular case of Volterra type equations. The algorithm combines a perturbation approach meant to render a…