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In this study, two reliable approaches to solving the nonlinear stochastic It\^o-Volterra integral equation are provided. These equations have been evaluated using the orthonormal Chelyshkov spectral collocation technique and the…

Numerical Analysis · Mathematics 2025-02-05 Reema Gupta , S. Saha Ray

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 present numerical solutions for differential equations by expanding the unknown function in terms of Chebyshev polynomials and solving a system of linear equations directly for the values of the function at the extrema (or zeros) of the…

Computational Physics · Physics 2009-10-31 Bogdan Mihaila , Ioana Mihaila

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

In this paper, an efficient method is presented for solving three dimensional Volterra integral equations of the second kind with continuous kernel. Shifted Chebyshev polynomial is applied to approximate a solution for these integral…

Numerical Analysis · Mathematics 2016-09-28 Doaa shokry Mohamed

A parallel algorithm for computing the finite difference solution to the elliptic equations with non-separable variables is presented. The resultant matrix is symmetric positive definite, thus the preconditioning conjugate gradient or the…

Numerical Analysis · Mathematics 2015-03-13 Andrew V. Terekhov

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

An expansion procedure using third kind Chebyshev polynomials as base functions is suggested for solving second type Volterra integral equations with logarithmic kernels. The algorithm's convergence is studied and some illustrative examples…

Numerical Analysis · Mathematics 2023-07-19 M. R. A. Sakran

This paper proposes a parallel in time (called also time parareal) method to solve Volterra integral equations of the second kind. The parallel in time approach follows the same spirit as the domain decomposition that consists of breaking…

Numerical Analysis · Mathematics 2016-11-26 Xianjuan Li , Tao Tang , Chuanju Xu

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

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

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 purpose of this work is to study spectral methods to approximate the eigenvalues of nonlocal integral operators. Indeed, even if the spatial domain is an interval, it is very challenging to obtain closed analytical expressions for the…

Numerical Analysis · Mathematics 2021-10-13 Luciano Lopez , Sabrina Francesca Pellegrino

In this work, a class of non-linear weakly singular fractional integro-differential equations is considered, and we first prove existence, uniqueness, and smoothness properties of the solution under certain assumptions on the given data. We…

Numerical Analysis · Mathematics 2022-07-14 Amin Faghih , Magda Rebelo

Recently developed quantum algorithms address computational challenges in numerical analysis by performing linear algebra in Hilbert space. Such algorithms can produce a quantum state proportional to the solution of a $d$-dimensional system…

Quantum Physics · Physics 2021-10-19 Andrew M. Childs , Jin-Peng Liu

The paper focuses on solving one class of Volterra equations of the first kind, which is characterized by the variability of all integration limits. These equations were introduced in connection with the problem of identifying nonsymmetric…

Dynamical Systems · Mathematics 2021-02-03 Svetlana Solodusha , Ekaterina Antipina

We consider the problems of the numerical solution of the Cauchy problem for an evolutionary equation with memory when the kernel of the integral term is a difference one. The computational implementation is associated with the need to work…

Numerical Analysis · Mathematics 2021-10-29 Petr N. Vabishchevich

In this paper, a two-grid temporal second-order scheme for the two-dimensional nonlinear Volterra integro-differential equation with weakly singular kernel is proposed to reduce the computation time and improve the accuracy of the scheme…

Numerical Analysis · Mathematics 2022-09-02 Hao Chen , Mahmoud A. Zaky , Ahmed S. Hendy , Wenlin Qiu

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

By applying hybrid functions of general block-pulse functions and the second Chebyshev polynomials,integrodifferential systems are converted into a system of algebraic equations. The approximate solutions of integrodifferential systems are…

Numerical Analysis · Mathematics 2008-04-30 Xing Tao Wang
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