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This paper considers a numeric algorithm to solve the equation \begin{align*} y(t)=f(t)+\int^t_0 g(t-\tau)y(\tau)\,d\tau \end{align*} with a kernel $g$ and input $f$ for $y$. In some applications we have a smooth integrable kernel but the…

数值分析 · 数学 2019-08-09 Leanne Dong , John van der Hoek

This paper presents the natural extension of Buckley-Feuring method proposed in \cite{BuckleyFeuring99} for solving fuzzy partial differential equations (FPDE) in a non-polynomial relation, such as the operator $\varphi(D_{x_1}, D_{x_2})$,…

最优化与控制 · 数学 2008-09-11 David Galvez , Jose Luis Pino

A form of the Laplace transform is reviewed as a paradigm for an entire class of fractional functional transforms. Various of its properties are discussed. Such transformations should be useful in application to differential/integral…

数据分析、统计与概率 · 物理学 2018-04-30 R. A. Treumann , W. Baumjohann

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…

计算物理 · 物理学 2008-11-26 Bogdan Mihaila , Ruth E. Shaw

We introduce a numerical method for the solution of the time-dependent Schrodinger equation with a smooth potential, based on its reformulation as a Volterra integral equation. We present versions of the method both for periodic boundary…

数值分析 · 数学 2021-08-03 Jason Kaye , Alex Barnett , Leslie Greengard

The fast multipole method (FMM) has had great success in reducing the computational complexity of solving the boundary integral form of the Helmholtz equation. We present a formulation of the Helmholtz FMM that uses Fourier basis functions…

数值分析 · 数学 2014-03-20 Cris Cecka , Eric Darve

We address a linear fractional differential equation and develop effective solution methods using algorithms for inversion of triangular Toeplitz matrices and the recently proposed QTT format. The inverses of such matrices can be computed…

数值分析 · 数学 2013-11-06 Jason A. Roberts , Dmitry V. Savostyanov , Eugene E. Tyrtyshnikov

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…

数值分析 · 数学 2021-10-29 Petr N. Vabishchevich

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…

数值分析 · 数学 2024-07-24 J. S. C. Prentice

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…

数值分析 · 数学 2022-09-02 Hao Chen , Mahmoud A. Zaky , Ahmed S. Hendy , Wenlin Qiu

In this paper, the invariant subspace method is applied to the time fractional modified Kuramoto-Sivashinsky partial differential equation. The obtained reduced system of nonlinear ordinary fractional equations is solved by the Laplace…

偏微分方程分析 · 数学 2015-03-31 A. Ouhadan , E. H. El Kinani

In the paper, we utilize the fractional differential transformation (FDT) to solving singular initial value problem of fractional Emden-Fowler type differential equations. The solutions of our model equations are calculated in the form of…

数值分析 · 数学 2024-12-20 Josef Rebenda , Zdeněk Šmarda

This paper presents a novel semi-analytical collocation method to solve multi-term variable-order time fractional partial differential equations (VOTFPDEs). In the proposed method it employs the Fourier series expansion for spatial…

数值分析 · 数学 2020-07-21 Xia Tian , S. Yu. Reutskiy , Zhuo-Jia Fu

We propose an efficient algorithm for the approximation of fractional integrals by using Runge--Kutta based convolution quadrature. The algorithm is based on a novel integral representation of the convolution weights and a special…

数值分析 · 数学 2019-07-29 Lehel Banjai , María López-Fernández

Fractional calculus has been used to describe physical systems with complexity. Here, we show that a fractional calculus approach can restore or include complexity in any physical systems that can be described by partial differential…

介观与纳米尺度物理 · 物理学 2024-08-06 Kyle Rockwell , Ezio Iacocca

We study a fuzzy Boltzmann equation, where collisions are delocalised and modulated by a spatial kernel. We show that as the spatial kernel converges to a delta distribution, the solutions to these equations converge to renormalised…

偏微分方程分析 · 数学 2025-05-12 Matthias Erbar , Zihui He

We solve a weakly singular integral equation by Laplace transformation over a finite interval of R. The equation is transformed into a Cauchy integral equation, whose resolution amounts to solving two Fredholm integral equations of the…

天体物理学 · 物理学 2007-05-23 B. Rutily , L. Chevallier

Many physical problems can be described using the integral equations known as Volterra equations. There exists quite a number of analytical methods that can handle these equations for linear cases. For non-linear cases, a numerical scheme…

偏微分方程分析 · 数学 2016-10-28 J. D. Djida , I. Area , A. Atangana

We introduce affine Volterra processes, defined as solutions of certain stochastic convolution equations with affine coefficients. Classical affine diffusions constitute a special case, but affine Volterra processes are neither…

概率论 · 数学 2019-10-23 Eduardo Abi Jaber , Martin Larsson , Sergio Pulido

Motivated by fractional derivative models in viscoelasticity, a class of semilinear stochastic Volterra integro-differential equations, and their deterministic counterparts, are considered. A generalized exponential Euler method, named here…

数值分析 · 数学 2020-01-17 Mihály Kovács , Stig Larsson , Fardin Saedpanah