Fractional Volterra Integro-differential Equations Research Articles

Numerical solution of fuzzy fractional volterra integro differential equations with boundary conditions

In this study, the boundary value problem of fuzzy fractional nonlinear Volterra integro differential equations of order 1 < ϱ ≤ 2 is addressed. Fuzzy fractional derivatives are defined in the Caputo sense. To show the existence result, the Krasnoselkii theorem from the theory of fixed points is used, where as the well-known contraction mapping concept is utilized in order to show the solution is unique to the proposed problem. Moreover, a novel Adomian decomposition method is utilized to get numerical solution; the approach behind deriving the solution is from Adomian polynomials, and it is organized according to the recursive relation that is obtained. The proposed method significantly decreases the numerical computations by obtaining solutions without the need of discretization or constrictive assumptions. According to the results, there is substantial agreement between the series solutions produced by the fuzzy Adomian decomposition method. Finally, using MATLAB, the symmetry between the lower and upper-cut representations of the fuzzy solutions is demonstrated in the numerical result.

An efficient numerical algorithm for solving nonlinear fractional Volterra integro-differential equation

An efficient numerical algorithm for solving nonlinear fractional Volterra integro-differential equation

Convergence analysis and numerical implementation of projection methods for solving classical and fractional Volterra integro-differential equations

Convergence analysis and numerical implementation of projection methods for solving classical and fractional Volterra integro-differential equations

Enhanced moving least squares method for solving the stochastic fractional Volterra integro-differential equations of Hammerstein type

Enhanced moving least squares method for solving the stochastic fractional Volterra integro-differential equations of Hammerstein type

Extended Laplace Power Series Method for Solving Nonlinear Caputo Fractional Volterra Integro-Differential Equations

In this paper, we compile the fractional power series method and the Laplace transform to design a new algorithm for solving the fractional Volterra integro-differential equation. For that, we assume the Laplace power series (LPS) solution in terms of power q=1m,m∈Z+, where the fractional derivative of order α=qγ, for which γ∈Z+. This assumption will help us to write the integral, the kernel, and the nonhomogeneous terms as a LPS with the same power. The recurrence relations for finding the series coefficients can be constructed using this form. To demonstrate the algorithm’s accuracy, the residual error is defined and calculated for several values of the fractional derivative. Two strongly nonlinear examples are discussed to provide the efficiency of the algorithm. The algorithm gains powerful results for this kind of fractional problem. Under Caputo meaning of the symmetry order, the obtained results are illustrated numerically and graphically. Geometrically, the behavior of the obtained solutions declares that the changing of the fractional derivative parameter values in their domain alters the style of these solutions in a symmetric meaning, as well as indicates harmony and symmetry, which leads them to fully coincide at the value of the ordinary derivative. From these simulations, the results report that the recommended novel algorithm is a straightforward, accurate, and superb tool to generate analytic-approximate solutions for integral and integro-differential equations of fractional order.

On stability analysis of a fractional volterra integro delay differential equation in the context of Mittag–Leffler kernel

This paper deals with a nonlinear multi-derivative fractional Volterra integro-differential equation with finite delay involving a non-singular Mittag–Leffler kernel. Krasnoselskii's fixed-point theorem is used to obtain the current result. Also, we establish the generalization of Pachapate's inequality and provide its applications for the existence, uniqueness, stability, and data dependence of the suggested problem. All the results are justified by an example.

A Lagrange spectral collocation method for weakly singular fuzzy fractional Volterra integro-differential equations

A Lagrange spectral collocation method for weakly singular fuzzy fractional Volterra integro-differential equations

SHIFTED LEGENDRE FRACTIONAL PSEUDO-SPECTRAL INTEGRATION MATRICES FOR SOLVING FRACTIONAL VOLTERRA INTEGRO-DIFFERENTIAL EQUATIONS AND ABEL’S INTEGRAL EQUATIONS

Shifted Legendre polynomials (SLPs) with the Riemann–Liouville fractional integral operator have been used to create a novel fractional integration tool. This tool will be called the fractional shifted Legendre integration matrix (FSL B-matrix). Two algorithms depending on this matrix are designed to solve two different types of integral equations. The first algorithm is to solve fractional Volterra integro-differential equations (VIDEs) with a non-singular kernel. The second algorithm is for Abel’s integral equations. In addition, error analysis for the spectral expansion has been proven to ensure the expansion’s convergence. Finally, several examples have been illustrated, including an application for the population model.

An $ hp $-version spectral collocation method for fractional Volterra integro-differential equations with weakly singular kernels

&lt;abstract&gt;&lt;p&gt;We present a multi-step spectral collocation method to solve Caputo-type fractional integro-differential equations (FIDEs) involving weakly singular kernels. We reformulate the problem as the second type Volterra integral equation (VIE) with two different weakly singular kernels. Based on these integral equations, we construct a multi-step Legendre-Gauss spectral collocation scheme for the problem. The $ hp $-version convergence is established rigorously. To demonstrate the effectiveness of the suggested method and the validity of the theoretical results, the results of some numerical experiments are presented.&lt;/p&gt;&lt;/abstract&gt;

Fractional Linear Volterra Integro-Differential Equations in Banach Spaces

The paper presents the foundations of the theory of linear fractional Volterra integro-differential equations of convolution type in Banach spaces. It is established that the existence of a fractional resolvent operator for such equations is equivalent to the well-posedness of the formulation of the initial problem for them. Within the framework of this approach, a theorem of the Hille–Yosida type is proved.

Collocation Method for Solving Two-Dimensional Fractional Volterra Integro-Differential Equations

Collocation Method for Solving Two-Dimensional Fractional Volterra Integro-Differential Equations

On a wavelet-based numerical method for linear and nonlinear fractional Volterra integro-differential equations with weakly singular kernels

On a wavelet-based numerical method for linear and nonlinear fractional Volterra integro-differential equations with weakly singular kernels

Solution of optimal control problems governed by volterra integral and fractional integro-differential equations

In this manuscript, we investigate two categories of optimal control problems (OCPs), OPCs via fractional Volterra integro-differential equations and Volterra integral equations. Touchard wavelets as an appropriate class of bases are defined to develop a new hybrid scheme for the considered problems. To this approach, Riemann–Liouville fractional integral operator (RLFIO) of Touchard wavelets is achieved exactly using the Hypergeometric functions. Next, by approximating the fractional derivative of the state variables and control variables using the mentioned wavelet functions, applying RLFIO, collocation method, and Gauss–Legendre quadrature formula, the considered problems are inserted into systems of algebraic equations, which can be solved using “FindRoot” package in Mathematica software. Numerical results are presented that validate the theory and show the effectiveness of the established technique.

Lipschitz continuity in the Hurst index of the solutions of fractional stochastic volterra integro-differential equations

The problem of investigating the continuity in the Hurst index arises naturally in statistical inferences related to fractional Brownian motion. In this paper, based on the techniques of the Malliavin calculus, we introduce a method to deal with this problem. We first provide an explicit bound on the difference between two non-smooth functionals of Malliavin differentiable random variables. Then, we apply the obtained bound to show Lipchitz continuity of fractional stochastic Volterra integro-differential equations and its additive functionals.

Modification of Sumudu Decomposition Method for Nonlinear Fractional Volterra Integro-Differential Equations

In this paper, modification of Sumudu decomposition method is successfully applied to find the approximate solution of nonlinear Volterra integro-differential equation of fractional order. The proposed method is based on the combining of two powerful techniques, Sumudu decomposition method and Daftardar-Gejji and Jafari (DGJ) method. Several illustrative examples are given to demonstrate the validity, reliability, and efficiency of the proposed technique.

A pseudo-spectral scheme for variable order fractional stochastic Volterra integro-differential equations

&lt;abstract&gt;&lt;p&gt;A spectral collocation method is proposed to solve variable order fractional stochastic Volterra integro-differential equations. The new technique relies on shifted fractional order Legendre orthogonal functions outputted by Legendre polynomials. The original equations are approximated using the shifted fractional order Legendre-Gauss-Radau collocation technique. The function describing the Brownian motion is discretized by means of Lagrange interpolation. The integral components are interpolated using Legendre-Gauss-Lobatto quadrature. The approach reveals superiority over other classical techniques, especially when treating problems with non-smooth solutions.&lt;/p&gt;&lt;/abstract&gt;

Existence and uniqueness of mild and strong solutions of nonlinear fractional integrodifferential equation

In this paper, we will discuss some results on the existence and uniqueness of mild and strong solution of initial value problem of fractional order subjected to non-local conditions, by using the Banach fixed point theorem and the theory of strongly continuous cosine family under Caputo sense. Furthermore, we also prove that solution of Nonlinear Fractional Volterra Integrodifferential Equations and Nonlinear Fractional Mixed Integrodifferential Equations With Nonlocal Conditions is unique. Moreover, examples demonstrate the validity of the obtained main result and we obtain the solution for an equation, and proved that this solution is unique.

Numerical solution of generalized fractional Volterra integro-differential equations via approximation the Bromwich integral

In this paper, we consider the generalized fractional Volterra integro-differential equations with the regularized Prabhakar derivative and represent the solution of this type of equations in the form of Bromwich integral in the complex plane. Then we select the hyperbolic contour as an optimal contour to approximate the Bromwich integral. Further, an example to show absolute errors for various parameters by using our numerical scheme on hyperbolic contour is given.

The Polynomial Least Squares Method for Nonlinear Fractional Volterra and Fredholm Integro-Differential Equations

We present a relatively new and very efficient method to find approximate analytical solutions for a very general class of nonlinear fractional Volterra and Fredholm integro-differential equations. The test problems included and the comparison with previous results by other methods clearly illustrate the simplicity and accuracy of the method.

Error analysis and approximation of Jacobi pseudospectral method for the integer and fractional order integro-differential equation

Time-space Jacobi pseudospectral method is constructed to approximate the numerical solutions of the fractional Volterra integro-differential and parabolic Volterra integro-differential equations. We define fractional Lagrange interpolants polynomial as a test function, which satisfies the Kronecker delta property at Jacobi-Gauss-Lobatto points. The fractional derivative is defined in the modified Atangana-Baleanu derivative defined in the Caputo sense formula at JGL points. Further, we transform the domain of fractional Volterra integro-differential and parabolic Volterra integro-differential equations to the standard interval [−1,1] using variable transformation and function transformation. Using the proposed method, the approximate solution is obtained by solving a diagonally block system of nonlinear algebraic equations. The theory of error estimates and convergence analysis for the proposed method is also derived. Finally, numerical solutions are demonstrated to justify the theoretical results and confirm the expected convergence rate. The pseudospectral solutions are more accurate as compared to the available results to date in the same vicinity.