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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 analyze collocation methods for nonlinear homogeneous Volterra-Hammerstein integral equations with non-Lipschitz nonlinearity. We present different kinds of existence and uniqueness of nontrivial collocation solutions and we give…

Numerical Analysis · Mathematics 2011-12-21 Vicente J. Bolós , Rafael Benítez

An integral equation is a way to encapsulate the relationships between a function and its integrals. We develop a systematic way of describing Volterra integral equations -- specifically an algorithm that reduces any separable Volterra…

Functional Analysis · Mathematics 2023-01-23 Richard Gustavson , Sarah Rosen

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

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

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

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

We define and solve Volterra equations driven by an irregular signal, by means of a variant of the rough path theory called algebraic integration. In the Young case, that is for a driving signal with H\"older exponent greater than 1/2, we…

Probability · Mathematics 2008-09-12 Aurélien Deya , Samy Tindel

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 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

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

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

In this work, a new approach has been developed to obtain numerical solution of linear Volterra type integral equations by obtaining asymptotic approximation to solutions. Using the classical Bernoulli polynomials, a set of orthonormal…

Numerical Analysis · Mathematics 2020-07-22 Udaya Pratap Singh

In this paper, collocation methods are used for detecting blow-up solutions of nonlinear homogeneous Volterra-Hammerstein integral equations. To do this, we introduce the concept of "blow-up collocation solution" and analyze numerically…

Numerical Analysis · Mathematics 2015-02-18 Vicente J. Bolós , Rafael Benítez

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

This paper adopts a highly effective numerical approach for approximating non-linear stochastic Volterra integral equations (NLSVIEs) based on the operational matrices of the Walsh function and the collocation method. The method transforms…

Numerical Analysis · Mathematics 2023-11-30 Prit Pritam Paikaray , Nigam Chandra Parida , Sanghamitra Beuria , Omid Nikan

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 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

We study uniqueness for a class of Volterra-type stochastic integral equations. We focus on the case of non-Lipschitz noise coefficients. The connection of these equations to certain degenerate stochastic partial differential equations…

Probability · Mathematics 2015-02-20 Leonid Mytnik , Thomas S. Salisbury

The algebraic study of special integral operators led to the notions of Rota-Baxter operators and shuffle products which have found broad applications. This paper carries out an algebraic study of general integral operators and equations,…

Rings and Algebras · Mathematics 2023-12-12 Li Guo , Richard Gustavson , Yunnan Li
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