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We investigate stochastic Volterra equations and their limiting laws. The stochastic Volterra equations we consider are driven by a Hilbert space valued \Levy noise and integration kernels may have non-linear dependence on the current state…

Probability · Mathematics 2020-07-22 Fred Espen Benth , Nils Detering , Paul Kruehner

In the paper we study some numerical solutions to Volterra equations which interpolate heat and wave equations. We present a scheme for construction of approximate numerical solutions for one and two spatial dimensions. Some solutions to…

Numerical Analysis · Mathematics 2007-05-23 Piotr Rozmej , Anna Karczewska

This paper presents a direct numerical scheme to approximate the solution of all classes of nonlinear Volterra integral equations of the first kind. This computational method is based on operational matrices and vectors. The operational…

Numerical Analysis · Mathematics 2019-10-07 R. Dehbozorgi , K. Maleknejad

We propose a spectral collocation method, based on the generalized Jacobi wavelets along with the Gauss-Jacobi quadrature formula, for solving a class of third-kind Volterra integral equations. To do this, the interval of integration is…

Numerical Analysis · Mathematics 2021-01-21 Somayeh Nemati , Pedro M. Lima , Delfim F. M. Torres

Some results about existence, uniqueness, and attractive behaviour of solutions for nonlinear Volterra integral equations with non-convolution kernels are presented in this paper. These results are based on similar ones about nonlinear…

Analysis of PDEs · Mathematics 2016-08-14 M. R. Arias , R. Benítez , V. J. Bolós

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

This study introduces the reader to the theory of approximating the solution(s) of a non-linear, second order, ordinary differential equation (ODE) with piecewise polynomial functions by using the collocation method. It then focuses on the…

Numerical Analysis · Mathematics 2018-05-09 J Hamish M Darbyshire

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 develop the Galerkin-like method to address first-order integro-differential inclusions. Under compactness or monotonicity conditions, we obtain new results for the existence of solutions for this class of problems, which…

Optimization and Control · Mathematics 2024-08-06 Pedro Pérez-Aros , Manuel Torres-Valdebenito , Emilio Vilches

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

In this paper, indirect collocation approach based on compactly supported radial basis function is applied for solving Volterras population model. The method reduces the solution of this problem to the solution of a system of algebraic…

Numerical Analysis · Mathematics 2022-11-15 Kourosh Parand , Mohammad Hemami

The aim of the present paper is to introduce a new numerical method for solving nonlinear Volterra integro-differential equations involving delay. We apply trapezium rule to the integral involved in the equation. Further, Daftardar-Gejji…

Numerical Analysis · Mathematics 2020-09-25 Aman Jhinga , Jayvant Patade , Varsha Daftardar-Gejji

This paper provides a numerical approach for solving the linear stochastic Volterra integral equation using Walsh function approximation and the corresponding operational matrix of integration. A convergence analysis and error analysis of…

Numerical Analysis · Mathematics 2024-09-02 Prit Pritam Paikaray , Sanghamitra Beuria , Nigam Chandra Parida

We describe an algorithm, based on Euler's method, for solving Volterra integro-differential equations. The algorithm approximates the relevant integral by means of the composite Trapezium Rule, using the discrete nodes of the independent…

Numerical Analysis · Mathematics 2024-07-24 J. S. C. Prentice

A new method is given for proving the global existence of the solution to nonlinear Volterra integral equations. A bound on the solution is derived. The results are based on a nonlinear inequality proved by the author earlier.

General Mathematics · Mathematics 2019-04-26 Alexander G. Ramm

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…

Computational Physics · Physics 2008-11-26 Bogdan Mihaila , Ruth E. Shaw

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…

Numerical Analysis · Mathematics 2022-08-29 Sachin Bhalekar , Jayvant Patade

In this work we consider a simple, approximate, tending toward exact, solution of the system of two usual Lotka-Volterra differential equations. Given solution is obtained by an iterative method. In any finite approximation order of this…

Quantitative Methods · Quantitative Biology 2007-05-23 Vladan Pankovic , Banjac Dejan , Rade Glavatovic , Milan Predojevic

We introduce a direct numerical treatment of nonlinear higher-index differential-algebraic equations by means of overdetermined polynomial least-squares collocation. The procedure is not much more computationally expensive than standard…

Numerical Analysis · Mathematics 2019-03-22 Michael Hanke , Roswitha März

The first purpose of this paper is to provide a rigorous proof for the nonconvergence of $h$-refinement in $hp$-approximation by the PSWFs, a surprising convergence property that was first observed by Boyd et al [J. Sci. Comput., 2013]. The…

Numerical Analysis · Mathematics 2015-06-17 Li-Lian Wang , Jing Zhang , Zhimin Zhang