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In this paper we propose new sufficient conditions for stability of solutions of systems of Volterra linear integral equations and systems of linear integro-differential Volterra equations. Solution stability conditions for systems of…

数值分析 · 数学 2023-04-25 Ilya Boykov , Vladimir Roudnev , Alla Boykova

We study error propagation in both an explicit and an implicit method for solving Volterra integro-differential equations. We determine the relationship between local and global errors. We derive upper bounds for the global error, and show…

数值分析 · 数学 2023-07-25 J. S. C. Prentice

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

Based on a regularized Volterra equation, two different approaches for numerical differentiation are considered. The first approach consists of solving a regularized Volterra equation while the second approach is based on solving a…

数值分析 · 数学 2007-12-02 N. S. Hoang , A. G. Ramm

Review of implicit methods of integrating system of stiff ordinary differential equations is presented. Defines and graphically presents absolute stability region for Gears methods (backward differentiation formula) used to solve system of…

经典分析与常微分方程 · 数学 2015-03-17 Mihail Semenov

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…

数值分析 · 数学 2015-07-24 Ildar Muftahov , Aleksandr Tynda , Denis Sidorov

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…

数值分析 · 数学 2019-10-22 A. N. Tynda , D. N. Sidorov , N. A. Sidorov

This paper focuses on the study of integro-differential equations with delays, presenting a novel perturbation approach. The primary objective is to introduce the concepts of classical and mild solutions for these equations and establish…

泛函分析 · 数学 2023-05-26 Hamid Bounit , Abderrahim Driouich , Said Hadd

We present a sparse spectral method for nonlinear integro-differential Volterra equations based on the Volterra operator's banded sparsity structure when acting on specific Jacobi polynomial bases. The method is not restricted to…

数值分析 · 数学 2021-09-03 Timon S. Gutleb

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…

概率论 · 数学 2020-07-22 Fred Espen Benth , Nils Detering , Paul Kruehner

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,…

经典分析与常微分方程 · 数学 2014-07-16 Dariusz Idczak

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…

数值分析 · 数学 2014-03-20 Denis Sidorov , Aleksandr Tynda , Ildar Muftahov

In this paper, we study Hyers-Ulam stability for integral equation of Volterra type in time scale setting. Moreover we study the stability of the considered equation in Hyers-Ulam-Rassias sense. Our technique depends on successive…

动力系统 · 数学 2017-01-06 Alaa E. Hamza , Ahmed G. Ghallab

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

We propose a better method to determine the stability region of an L-stable implicit-explicit Runge-Kutta scheme. This method always provides the correct result, while other methods sometimes give wrong result. It is useful in the analysis…

数值分析 · 数学 2016-06-03 Shu-Chao Duan

In this paper, we investigate and analyze numerical solutions for the Volterra integrodifferential equations with tempered multi-term kernels. Firstly we derive some regularity estimates of the exact solution. Then a temporal-discrete…

数值分析 · 数学 2023-05-03 Wenlin Qiu

To describe stochastic quantum processes I propose an integral equation of Volterra type which is not generally transformable to any differential one. The process is a composition of ordinary quantum evolution which admits presence of a…

量子物理 · 物理学 2007-05-23 Jerzy Stryla

Spectral analysis of operator-functions which are the symbols of the abstract integrodifferential equations of the Gurtin-Pipkin is provided. These equations represent abstract wave equations disturbed by terms involving Volterra operators.…

谱理论 · 数学 2017-10-20 Romeo Perez Ortiz , Victor V. Vlasov , Nadezhda A. Rautian

Several methods for solving efficiently the one-dimensional deconvolution problem are proposed. The problem is to solve the Volterra equation ${\mathbf k} u:=\int_0^t k(t-s)u(s)ds=g(t),\quad 0\leq t\leq T$. The data, $g(t)$, are noisy. Of…

数值分析 · 数学 2025-10-20 Alexander G. Ramm , A. Galstian

A method for enhancing the stability and robustness of explicit schemes in computational fluid dynamics is presented. The method is based in reformulating explicit schemes in matrix form, which cane modified gradually into semi or…

数学物理 · 物理学 2009-11-10 A. A. Hujeirat
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