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A M\"untz spectral collocation method is implemented for solving weakly singular Volterra integro-differential equations (VDIEs) with proportional delays. After constructing the numerical scheme to seek an approximate solution, we derive…

Numerical Analysis · Mathematics 2024-10-07 Borui Zhao

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

The numerical method for solution of the weakly regular scalar Volterra integral equation of the 1st kind is proposed. The kernels of such equations have jump discontinuities on the continuous curves which starts at the origin. The…

Numerical Analysis · Mathematics 2014-03-20 Denis Sidorov , Aleksandr Tynda , Ildar Muftahov

In this paper we propose and analyze a fractional Jacobi-collocation spectral method for the second kind Volterra integral equations (VIEs) with weakly singular kernel $(x-s)^{-\mu},0<\mu<1$. First we develop a family of fractional Jacobi…

Numerical Analysis · Mathematics 2021-03-05 Dianming Hou , Yumin Lin , Mejdi Azaiez , Chuanju Xu

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 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

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 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

We prove the existence of weak solutions for distribution-dependent stochastic Volterra equations under linear growth and continuity conditions on the coefficients and mild regularity assumptions on the kernels, including singular kernels.…

Probability · Mathematics 2026-04-28 Martin Bergerhausen , David J. Prömel

We analyze a discretization method for solving nonlinear integral equations that contain multiple integrals. These equations include integral equations with a Volterra series, instead of a single integral term, on one side of the equation.…

Numerical Analysis · Mathematics 2010-02-04 S. A. Belbas , Yuriy Bulka

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

We offer a simple method Monte Carlo for computation of Volterra's and spherical type multiple integrals with weak (integrable) singularities. An elimination of infinity of variance is achieved by incorporating singularities in the density,…

Numerical Analysis · Mathematics 2014-05-27 E. Ostrovsky , L. Sirota

This paper focuses on the randomized Milstein scheme for approximating solutions to stochastic Volterra integral equations with weakly singular kernels, where the drift coefficients are non-differentiable. An essential component of the…

Numerical Analysis · Mathematics 2023-12-07 Zhaohang Wang , Zhuoqi Liu , Shuaibin Gao , Junhao Hu

We introduce and analyse a sparse spectral method for the solution of Volterra integral equations using bivariate orthogonal polynomials on a triangle domain. The sparsity of the Volterra operator on a weighted Jacobi basis is used to…

Numerical Analysis · Mathematics 2024-09-23 Timon S. Gutleb , Sheehan Olver

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

This paper is concerned with the numerical solution for a class of nonlinear weakly singular Volterra integral equation of the first kind. The existence and uniqueness issue of the nonlinear Abel integral equations is studied completely. An…

Numerical Analysis · Mathematics 2020-07-16 Raziyeh Dehbozorgi , Khadijeh Nedaiasl

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…

General Mathematics · Mathematics 2025-01-10 Samad Noeiaghdam

We introduce a new class of fractional backward orthogonal functions designed for the spectral approximation of weakly singular adjoint Volterra integral equations. These basis functions generate an approximation space that naturally…

Numerical Analysis · Mathematics 2026-05-29 Mahmoud A. Zaky

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

Volterra's integral equations with local and nonlocal loads represent the novel class of integral equations that have attracted considerable attention in recent years. These equations are a generalisation of the classic Volterra integral…

Numerical Analysis · Mathematics 2025-03-28 Vladislav Byankin , Aleksandr Tynda , Denis Sidorov , Aliona Dreglea
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