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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

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

We present a spectral method for one-sided linear fractional integral equations on a closed interval that achieves exponentially fast convergence for a variety of equations, including ones with irrational order, multiple fractional orders,…

Numerical Analysis · Mathematics 2024-04-10 Tianyi Pu , Marco Fasondini

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

Spectral methods are an efficient way to solve partial differential equations on domains possessing certain symmetries. The utility of a method depends strongly on the choice of spectral basis. In this paper we describe a set of bases built…

Numerical Analysis · Mathematics 2016-09-21 Geoffrey M. Vasil , Keaton J. Burns , Daniel Lecoanet , Sheehan Olver , Benjamin P. Brown , Jeffrey S. Oishi

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

Sparse spectral methods for solving partial differential equations have been derived in recent years using hierarchies of classical orthogonal polynomials on intervals, disks, and triangles. In this work we extend this methodology to a…

Numerical Analysis · Mathematics 2020-01-17 Ben Snowball , Sheehan Olver

Existing permanental processes often impose constraints on kernel types or stationarity, limiting the model's expressiveness. To overcome these limitations, we propose a novel approach utilizing the sparse spectral representation of…

Machine Learning · Statistics 2024-12-20 Zicheng Sun , Yixuan Zhang , Zenan Ling , Xuhui Fan , Feng Zhou

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

We develop a sparse spectral method for a class of fractional differential equations, posed on $\mathbb{R}$, in one dimension. These equations can include sqrt-Laplacian, Hilbert, derivative and identity terms. The numerical method utilizes…

Numerical Analysis · Mathematics 2024-06-12 Ioannis P. A. Papadopoulos , Sheehan Olver

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

This work aims to bridge the gap between pure and applied research on scalar, linear Volterra equations by examining five major classes: integral and integro-differential equations with completely monotone kernels, such as linear…

Classical Analysis and ODEs · Mathematics 2026-01-09 David Darrow , George Stepaniants

In this paper, we design and analyze a novel spectral method for the subdiffusion equation. As it has been known, the solutions of this equation are usually singular near the initial time. Consequently, direct application of the traditional…

Numerical Analysis · Mathematics 2022-04-06 Chuanju Xu , Wei Zeng

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

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

In this paper we consider the numerical solution of fractional differential equations. In particular, we study a step-by-step graded mesh procedure based on an expansion of the vector field using orthonormal Jacobi polynomials. Under mild…

Numerical Analysis · Mathematics 2024-04-09 L. Brugnano , K. Burrage , P. Burrage , F. Iavernaro

We introduce a fast Fourier spectral method for the spatially homogeneous Boltzmann equation with non-cutoff collision kernels. Such kernels contain non-integrable singularity in the deviation angle which arise in a wide range of…

Computational Physics · Physics 2020-10-28 Jingwei Hu , Kunlun Qi

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 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

The Legendre-based ultraspherical spectral method for ordinary differential equations is combined with a formula for the convolution of two Legendre series to produce a new technique for solving linear Fredholm and Volterra…

Numerical Analysis · Mathematics 2017-12-04 Nicholas Hale
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