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We propose the numerical methods for solution of the weakly regular linear and nonlinear evolutionary (Volterra) integral equation of the first kind. The kernels of such equations have jump discontinuities along the continuous curves…

Numerical Analysis · Mathematics 2015-07-24 Ildar Muftahov , Aleksandr Tynda , Denis Sidorov

The systems of nonlinear Volterra integral equations of the first kind with jump discontinuous kernels are studied. The iterative numerical method for such nonlinear systems is proposed. Proposed method employs the modified…

Numerical Analysis · Mathematics 2019-10-22 A. N. Tynda , D. N. Sidorov , N. A. Sidorov

Weakly singular Volterra integral equations of the different types are considered. The construction of accuracy-optimal numerical methods for one-dimensional and multidimensional equations is discussed. Since this question is closely…

Numerical Analysis · Mathematics 2013-06-13 I. V. Boykov , A. N. Tynda

The polynomial spline collocation method is proposed for solution of Volterra integral equations of the first kind with special piecewise continuous kernels. The Gauss-type quadrature formula is used to approximate integrals during the…

Numerical Analysis · Mathematics 2021-11-24 A. Tynda , S. Noeiaghdam , D. Sidorov

In this text matrix Volterra integral equation of the first kind is addressed. It is assumed that kernels of the equation have jump discontinuities on non-intersecting curves. Such equations appear in the theory of evolving dynamic systems.…

Dynamical Systems · Mathematics 2012-09-03 Denis Sidorov

In this paper, we first establish the existence, uniqueness and H\"older continuity of the solution to stochastic Volterra integral equations with weakly singular kernels. Then, we propose a $\theta$-Euler-Maruyama scheme and a Milstein…

Numerical Analysis · Mathematics 2020-04-13 Min Li , Chengming Huang , Yaozhong Hu

In the present paper we consider the regularizing properties of the repeated midpoint rule for the stable solution of weakly singular Volterra integral equations of the first kind with perturbed right hand sides. The H\"older continuity of…

Numerical Analysis · Mathematics 2017-09-12 Robert Plato

We discuss the application of multistep collocation methods to Volterra integral equations which contain a weakly singular kernel $(t-\tau)^{\alpha-1}$ with $0 <\alpha <1.$ Convergence orders of the methods are determined and their…

Numerical Analysis · Mathematics 2014-12-17 D. Nazari Susahab , S. Shahmorad

The sufficient conditions for existence and uniqueness of continuous solutions of the Volterra operator equations of the first kind with piecewise continuous kernel are derived. The asymptotic approximation of the parametric family of…

Dynamical Systems · Mathematics 2012-08-20 Denis Sidorov , Nikolai Sidorov

This paper presents the error analysis of numerical methods on graded meshes for stochastic Volterra equations with weakly singular kernels. We first prove a novel regularity estimate for the exact solution via analyzing the associated…

Numerical Analysis · Mathematics 2023-09-01 Xinjie Dai , Jialin Hong , Derui Sheng

In this paper, we present a fractional spectral collocation method for solving a class of weakly singular Volterra integro-differential equations (VDIEs) with proportional delays and cordial operators. Assuming the underlying solutions are…

Numerical Analysis · Mathematics 2024-09-18 Borui Zhao

We study the numerical solution for Volerra integro-differential equations with smooth and non-smooth kernels. We use a $h$-version discontinuous Galerkin (DG) method and derive nodal error bounds that are explicit in the parameters of…

Numerical Analysis · Mathematics 2014-12-08 Kassem Mustapha

The paper considers the integral Volterra equations of the first kind which are related to the inverse boundary-value heat conduction problem. The algorithms have been developed to numerically solve the respective integral equations, which…

Numerical Analysis · Mathematics 2014-07-08 Svetlana V. Solodusha , Natalia M. Yaparova

The Volterra integral equations of the first kind with piecewise smooth kernel are considered. Such equations appear in the theory of optimal control of the evolving systems. The existence theorems are proved. The method for constructing…

Optimization and Control · Mathematics 2011-11-28 Denis Sidorov

We study quadrature methods for solving Volterra integral equations of the first kind with smooth kernels under the presence of noise in the right-hand sides, with the quadrature methods being generated by linear multistep methods. The…

Numerical Analysis · Mathematics 2016-05-02 Robert Plato

This study aims to discuss the existence and uniqueness of solution of fuzzy Volterra integral equation with piecewise continuous kernel. Such problems appears in many balance problems for hereditary dynamic systems, e.g. in electric load…

General Mathematics · Mathematics 2024-01-18 Samad Noeiaghdam , Aliona I. Dreglea , Denis N. Sidorov

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…

Dynamical Systems · Mathematics 2021-02-03 Svetlana Solodusha , Ekaterina Antipina

We study a numerical approximation for a nonlinear variable-order fractional differential equation via an integral equation method. Due to the lack of the monotonicity of the discretization coefficients of the variable-order fractional…

Numerical Analysis · Mathematics 2021-10-12 Xiangcheng Zheng

The present study proposed a method for numerical solution of linear Volterra integral equations (VIEs) of the third kind, before only analytical solution methods had been discussed with reference to previous research and review of the…

Numerical Analysis · Mathematics 2021-02-11 P. Jami , E. Hashemizadeh

The research is devoted to a numerical solution of the Volterra equations of the first kind that were obtained using the Laplace integral transforms for solving the equation of heat conduction. The paper consists of an introduction and two…

Numerical Analysis · Mathematics 2016-08-09 Svetlana V. Solodusha , Igor V. Mokry
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