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We present implicit and explicit versions of a numerical algorithm for solving a Volterra integro-differential equation. These algorithms are an extension of our previous work, and cater for a kernel of general form. We use an appropriate…

Numerical Analysis · Mathematics 2026-01-13 J. S. C. Prentice

The RK3GL2 method is a numerical method for solving initial value problems in ordinary differential equations, and is a hybrid of a third-order Runge-Kutta method and two-point Gauss-Legendre quadrature. In this paper we present an…

Numerical Analysis · Mathematics 2024-08-15 J. S. C. Prentice

We prove sharp, computable error estimates for the propagation of errors in the numerical solution of ordinary differential equations. The new estimates extend previous estimates of the influence of data errors and discretisation errors…

Numerical Analysis · Mathematics 2015-04-28 Benjamin Kehlet , Anders Logg

In the paper, we improve our earlier results concerning the existence, uniqueness and differentiability of a global implicit function. Some application to a Cauchy problem for an integro-differential Volterra system of nonconvolution type,…

Classical Analysis and ODEs · Mathematics 2014-07-16 Dariusz Idczak

Efficient high order numerical methods for evolving the solution of an ordinary differential equation are widely used. The popular Runge--Kutta methods, linear multi-step methods, and more broadly general linear methods, all have a global…

Numerical Analysis · Mathematics 2020-03-16 Adi Ditkowski , Sigal Gottlieb , Zachary J. Grant

Splitting methods constitute a widely used class of numerical integrators for ordinary and partial differential equations, particularly well suited to problems that can be decomposed into simpler subproblems. High-order splitting schemes…

Numerical Analysis · Mathematics 2026-04-02 Fernando Casas , Ander Murua

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

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

This lecture presents recent advances in the theory of errors propagation. We first explain in which cases the propagation of errors may be performed with a first order differential calculus or needs a second order differential calculus.…

Probability · Mathematics 2007-05-23 Nicolas Bouleau

In this paper, we present a collocation method for nonlinear Volterra integral equation of the first kind. This method benefits from the idea of $hp$-version projection methods. We provide an approximation based on the Legendre polynomial…

Numerical Analysis · Mathematics 2019-10-15 Khadijeh Nedaiasl , Raziyeh Dehbozorgi , Khosrow Maleknejad

We extend existence and uniqueness results of [4] for nonlinear integro-differential equations of Volterra type between real locally complete vector spaces

Functional Analysis · Mathematics 2020-03-24 Thomas E. Gilsdorf , Mohammad Khavanin

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

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

In this article, we investigate the method of upper and lower solutions for Volterra integral equation of the first kind on arbitrary time scale $\mathbb{T}$. We establish some existence results in a certain sector. Moreover, monotone…

Dynamical Systems · Mathematics 2017-01-10 Alaa E. Hamza , Ahmed G. Ghallab

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

In this paper we consider a class of fourth order nonlinear integro-differential equations with Navier boundary conditions. By the reduction of the problem to operator equation we establish the existence and uniqueness of solution and…

Numerical Analysis · Mathematics 2020-12-22 Dang Quang A , Dang Quang Long

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

An integro-differential equation of hyperbolic type, with mixed boundary conditions, is considered. A continuous space-time finite element method of degree one is formulated. A posteriori error representations based on space-time cells is…

Numerical Analysis · Mathematics 2012-11-16 Fardin Saedpanah

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

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
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