First-order Integro-differential Equations Research Articles

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

In this article, we discuss the convergence analysis of the classical first-order and fractional-order Volterra integro-differential equations of the second kind with a smooth kernel by reducing them into a system of fractional Fredholm integro-differential equations (FFIDEs). For that, we first reformulate the given equation into a system of fractional Volterra integro-differential equations and then transform it into the system of FFIDEs using a simple transformation. We develop a general framework of the newly defined iterated Galerkin method for the reduced system of equations and investigate the existence and uniqueness of the approximate solutions in the given Banach space. We provide the error estimates and convergence analysis for the iterated Galerkin approximate solutions in the supremum norm without any limiting conditions. Further, we provide the superconvergence results for classical first-order and fractional-order Volterra integro-differential equations by proposing a general framework of multi-Galerkin and iterated multi-Galerkin methods for the reduced system of equations. Moreover, we prove that the order of convergence of the proposed methods increases theoretically and numerically with the increasing order of the fractional derivatives. Finally, numerical implementations and illustrative examples are provided to demonstrate our theoretical aspects.

Some Classes of First-Order Integro-Differential Equations and Their Conjugate Equations

Some Classes of First-Order Integro-Differential Equations and Their Conjugate Equations

A second-order numerical approximation of a singularly perturbed nonlinear Fredholm integro-differential equation

We consider a singularly perturbed problem for a nonlinear first-order Fredholm integro-differential equation. Our aim is to build and analyze a numerical approach with uniform convergence in the ε-parameter. The numerical solution of problem is discretized utilizing interpolation quadrature formulas for the differential part and the composite rectangular rule for the integral part. Error estimations for the approximate solution are established. In support of the idea, numerical examples are provided.

On Stability of an Approximate Solution of the Cauchy Problem for Some First-Order Integrodifferential Equations

The Cauchy problem for a first-order evolutionary equation with memory with the time derivative of the Volterra integral term and difference kernel in the finite-dimensional Banach space is considered. The fundamental difficulties of the approximate solution of such problems are caused by nonlocality with respect to time when the solution at the current time depends on the entire history. Transformation of the first-order integrodifferential equation to a system of evolutionary local equations with the approximation of the difference kernel by a sum of exponential functions is used. For the weakly coupled system of local equations with additional ordinary differential equations, estimates of stability of solution with respect to initial data and right-hand side are obtained using the concept of logarithmic norm. Similar estimates are obtained for the approximate solution using two-level time approximations.

On Stability of an Approximate Solution of the Cauchy Problem for Some First-Order Integrodifferential Equations

On Stability of an Approximate Solution of the Cauchy Problem for Some First-Order Integrodifferential Equations

Global existence of classical static solutions of four dimensional Einstein–Klein–Gordon system

In this paper, we prove the global existence of classical static solutions of Einstein’s gravitational theory coupled to a real scalar field where spacetime admits spherically symmetry. The equations of motions can then be reduced into a single first-order integro-differential equation. First, we obtain the decay estimates of the solutions. Then, to prove the global existence, we use the contraction mapping theorem in the appropriate function spaces.

On the Enhanced New Qualitative Results of Nonlinear Integro-Differential Equations

In this article, a class of scalar nonlinear integro-differential equations of first order with fading memory is investigated. For the considered fading memory problem, we discuss the effects of the memory over all the values of the parameter in the kernel of the equations. Using the Lyapunov–Krasovski functional method, we give various sufficient conditions of stability, asymptotic stability, uniform stability of zero solution, convergence and boundedness, and square integrability of nonzero solutions in relation to the considered scalar nonlinear integro-differential equations for various cases. As the novel contributions of this article, the new scalar nonlinear integro-differential equation with the fading memory is firstly investigated in the literature, and seven theorems, which have novel sufficient qualitative conditions, are provided on the qualitative behaviors of solutions called boundedness, convergence, stability, integrability, asymptotic stability and uniform stability of solutions. The novel outcomes and originality of this article are that the considered integro-differential equations are new mathematical models, they include former mathematical models in relation to the mathematical models of this paper as well as the given main seven qualitative results are also new. The outcomes of this paper enhance some present results and provide new contributions to the relevant literature. The results of the article have complementary properties for the symmetry of integro-differential equations.

Computational Scheme for the First-Order Linear Integro-Differential Equations Based on the Shifted Legendre Spectral Collocation Method

First-order linear Integro-Differential Equations (IDEs) has a major importance in modeling of some phenomena in sciences and engineering. The numerical solution for the first-order linear IDEs is usually obtained by the finite-differences methods. However, the convergence rate of the finite-differences method is limited by the order of the differences in L1 space. Therefore, how to design a computational scheme for the first-order linear IDEs with computational efficiency becomes an urgent problem to be solved. To this end, a polynomial approximation scheme based on the shifted Legendre spectral collocation method is proposed in this paper. First, we transform the first-order linear IDEs into an Cauchy problem for consideration. Second, by decomposing the system operator, we rewrite the Cauchy problem into a more general form for approximating. Then, by using the shifted Legendre spectral collocation method, we construct a computational scheme and write it into an abstract version. The convergence of the scheme is proven in the sense of L1-norm by employing Trotter-Kato theorem. At the end of this paper, we summarize the usage of the scheme into an algorithm and present some numerical examples to show the applications of the algorithm.

Approximate solution of the Cauchy problem for a first-order integrodifferential equation with solution derivative memory

We consider the Cauchy problem for a first-order evolution equation with memory in a finite-dimensional Hilbert space when the integral term is related to the time derivative of the solution. The main problems of the approximate solution of such nonlocal problems are due to the necessity to work with the approximate solution for all previous time moments. We propose a transformation of the first-order integrodifferential equation to a system of local evolutionary equations. We use the approach known in the theory of Volterra integral equations with an approximation of the difference kernel by the sum of exponents. We formulate a local problem for a weakly coupled system of equations with additional ordinary differential equations. We have given estimates of the stability of the solution by initial data and the right-hand side for the solution of the corresponding Cauchy problem. The primary attention is paid to constructing and investigating the stability of two-level difference schemes, which are convenient for computational implementation. The numerical solution of a two-dimensional model problem for the evolution equation of the first order, when the Laplace operator conditions the dependence on spatial variables, is presented.

Numerical solution of the heat conduction problem with memory

It is necessary to use more general models than the classical Fourier heat conduction law to describe small-scale thermal conduction processes. The effects of heat flow memory and heat capacity memory (internal energy) in solids are considered in first-order integrodifferential evolutionary equations with difference-type kernels. The main difficulties in applying such nonlocal in-time mathematical models are associated with the need to work with a solution throughout the entire history of the process. The paper develops an approach to transforming a nonlocal problem into a computationally simpler local problem for a system of first-order evolution equations. Such a transition is applicable for heat conduction problems with memory if the relaxation functions of the heat flux and heat capacity are represented as a sum of exponentials. The correctness of the auxiliary linear problem is ensured by the obtained estimates of the stability of the solution concerning the initial data and the right-hand side in the corresponding Hilbert spaces. The study's main result is to prove the unconditional stability of the proposed two-level scheme with weights for the evolutionary system of equations for modeling heat conduction in solid media with memory. In this case, finding an approximate solution on a new level in time is not more complicated than the classical heat equation. The numerical solution of a model one-dimensional in space heat conduction problem with memory effects is presented.

Output regulation for a first-order hyperbolic PIDE with state and sensor delays

Considering disturbances within domain and at the boundary, a backstepping-based output boundary regulator design is developed for a class of first-order linear hyperbolic partial integro-differential equation (PIDE) in the presence of state and sensor delays. The delays are represented by two transport PDEs, which results in an extended spatial domain where the hyperbolic PIDE, transport PDEs and ordinary differential equation (ODE) are in cascade. The ODE is a finite-dimensional signal model describing exogenous signals. First, a state feedback regulator is realized to achieve a finite time stability by applying an affine Volterra integral transformation. Then, an output regulator is developed on the basis of the nominal plant transfer behavior, which results in an exponential stability. Numerical examples illustrate the performance of the proposed regulators.

Solutions of Linear and Nonlinear Fractional Fredholm Integro-Differential Equations

The present paper analyzes a class of first-order fractional Fredholm integro differential equations in terms of Caputo fractional derivative. In the literature, such kind of fractional integro-differential equations have been solved using several numerical methods, while the exact solutions were not obtained. However, the exact solutions are obtained in this paper for various linear and nonlinear examples. It is shown that the exact solution of the linear problems is unique, while multiple exact solutions exist for the nonlinear ones. Moreover, the obtained results reduce to the classical ones in the relevant literature as the fractional order becomes unity. The obtained exact solutions can be further invested by other researchers to validate their numerical/approximation methods.

Existence of solutions of an impulsive integro-differential equation with a general boundary value condition

<abstract><p>In this paper, we discuss the existence of solutions for a first-order nonlinear impulsive integro-differential equation with a general boundary value condition. New comparison principles are developed, and existence results for extremal solutions are obtained using the established principles and the monotone iterative technique. The results are more general than those of the periodic boundary problems, which may be widely applied in this field.</p></abstract>

Задача определения ядер в двумерной системе уравнений вязкоупругости

For a two-dimensional system of integro-differential equations of viscoelasticity in an isotropic medium, the direct and inverse problems of determining the stress vector and particle velocity, as well as the diagonal hereditarity matrix, are studied. First, the system of two-dimensional viscoelasticity equations was transformed into a system of first-order linear equations. The thus composed system of first-order integrodifferential equations with the help of its special matrix was reduced to a normal form with respect to time and one of the spatial variables. Then, using the Fourier transform with respect to another spatial variable and integrating over the characteristics of the equations based on the initial and boundary conditions, it was replaced by a system of Volterra integral equations of the second kind, equivalent to the original problem. An existence and uniqueness theorem for the solution of the direct problem is given. To solve the inverse problem using the integral equations of the direct problem and additional conditions, a closed system of integral equations for unknown functions and some of their linear combinations is constructed. Further, the contraction mapping method (Banach principle) is applied to this system in the class of continuous functions with an exponential weighted norm. Thus, we prove the global existence and uniqueness theorem for the solutions of the stated problems. The proof of the theorems is constructive, i.e. with the help of the obtained integral equations, for example, by the method of successive approximations, a solution to the problems can be constructed.

Hyers\u2013Ulam stability of impulsive Volterra delay integro-differential equations

This paper discusses different types of Ulam stability of first-order nonlinear Volterra delay integro-differential equations with impulses. Such types of equations allow the presence of two kinds of memory effects represented by the delay and the kernel of the used fractional integral operator. Our analysis is based on Pachpatte’s inequality and the fixed point approach represented by the Picard operators. Applications are provided to illustrate the stability results obtained in the case of a finite interval.

Existence and uniqueness results for the first-order non-linear impulsive integro-differential equations with two-point boundary conditions

The article discusses the existence and uniqueness of solutions for a system of nonlinear integro-differential equations of the first order with two-point boundary conditions. The Green function is constructed, and the problem under consideration is reduced to equivalent integral equation. Existence and uniqueness of a solution to this problem is analyzed using the Banach contraction mapping principle. Schaefer’s fixed point theorem is used to prove the existence of solutions.

A numerical scheme for the solution of neutral integro-differential equations including variable delay

In this study, an effective numerical technique has been introduced for finding the solutions of the first-order integro-differential equations including neutral terms with variable delays. The problem has been defined by using the neutral integro-differential equations with initial value. Then, an alternative numerical method has been introduced for solving these type of problems. The method is expressed by fundamental matrices, Laguerre polynomials with their matrix forms. Besides, the solution has been obtained by using the collocation points with regard to the reduced system of algebraic equations and Laguerre series.

Initial-Boundary-Value Problem for an Integrodifferential Equation of the Third Order

We study the initial-boundary-value problem for an integrodifferential equation of the third order. Replacing the required function and its time derivative by a combination of two new unknown functions, we reduce this problem to an equivalent problem in the form of a family of multipoint problems for a system of two Volterra integrodifferential equations of the first order and integral relations. We construct algorithms for finding the solution of the equivalent problem. By the method of parametrization, we establish the conditions for the unique solvability of a family of multipoint problems for the system of first-order Volterra integrodifferential equations in terms of the initial data. We also establish the conditions for the existence of the unique classical solution of the initial-boundary-value problem for the integrodifferential equation of the third order in terms of the coefficients of this equation and boundary functions.

APPROXIMATE SOLUTION OF A NONLINEAR INTEGRO-DIFFERENTIAL EQUATION BY THE NEWTON-KANTOROVICH METHOD

In this paper, we propose a method for studying the initial value problem for a first-order nonlinear integro-differential equation. The initial problem is reduced by substitution to a nonlinear integral equation with the Urson operator. To construct a solution to a nonlinear integral equation, the Newton-Kantorovich method is used.

Glassy dynamics from generalized mode-coupling theory: existence and uniqueness of solutions for hierarchically coupled integro-differential equations

Generalized mode-coupling theory (GMCT) is a first-principles-based and systematically correctable framework to predict the complex relaxation dynamics of glass-forming materials. The formal theory amounts to a hierarchy of infinitely many coupled integro-differential equations, which may be approximated using a suitable finite-order closure relation. Although previous studies have suggested that finite-order GMCT leads to well-defined solutions, and that the hierarchy converges as the closure level increases, no rigorous and general result in this direction is known. Here we unambiguously establish the existence and uniqueness of solutions to generic, schematic GMCT hierarchies that are closed at arbitrary finite order. We consider two types of commonly invoked closure approximations, namely mean-field and exponential closures. We also distinguish explicitly between overdamped and underdamped glassy dynamics, corresponding to hierarchies of first-order and second-order integro-differential equations, respectively. We find that truncated GMCT hierarchies closed under an exponential closure conform to previously developed mathematical theories, both in the overdamped and underdamped case, such that the existence of a unique solution can be readily inferred. Self-consistent mean-field closures, however, of which the well-known standard-MCT closure approximation is a special case, warrant additional arguments for mathematical rigor. We demonstrate that the existence of a priori bounds on the solution is sufficient to also prove that unique solutions exist for such self-consistent hierarchies. To complete our analysis, we present simple arguments to show that these a priori bounds must exist, motivated by the physical interpretation of the GMCT solutions as density correlation functions. Overall, our work contributes to the theoretical justification of GMCT for studies of the glass transition, placing this hierarchical framework on a firmer mathematical footing.