Integro-differential Equations Research Articles

Radial Kernels Collocation Method for the Solution of Volterra Integro-Differential Equations

Radial kernel interpolation is an advanced method in approximation theory for the construction of higher order accurate interpolants for scattered data up to higher dimensional spaces. In this manuscript, we formulate a radial kernel collocation approach for solving problems involving the Volterra integro-differential equations using two radial kernels: The Generalized Multi-quadrics and the linear Laguerre-Gaussians. This was achieved by simplifying the Volterra integral problem's solution to an algebraic system of equations. The impact of the shape parameter present in every kernel on the method's accuracy is examined and found to be significant. Two examples were used to illustrate the process; the numerical results are shown as tables and graphs. MATLAB 2018a was employed in the process.

Solutions for non-autonomous fractional integrodifferential equations with delayed force term

Solutions for non-autonomous fractional integrodifferential equations with delayed force term

Fractional Brownian motion in confining potentials: non-equilibrium distribution tails and optimal fluctuations

Abstract At long times, a fractional Brownian particle in a confining external potential reaches a non-equilibrium (non-Boltzmann)
steady state. Here we consider scale-invariant power-law potentials $V(x)\sim |x|^m$, where $m>0$, and employ the optimal fluctuation method (OFM) to determine the large-$|x|$ tails of the steady-state probability distribution $\mathcal{P}(x)$ of the particle position. The calculations involve finding the optimal (that is, the most likely) path of the particle, which determines these tails, via a minimization of the exact action functional for this system, which has recently become available. Exploiting dynamical scale invariance of the model in conjunction with the OFM ansatz, we establish the large-$|x|$ tails of $\ln \mathcal{P}(x)$ up to a dimensionless factor $\alpha(H,m)$, where $0<H<1$ is the Hurst exponent. We determine $\alpha(H,m)$ analytically (i) in the limits of $H\to 0$ and $H\to 1$, and (ii) for $m=2$ and arbitrary $H$, corresponding to the fractional Ornstein-Uhlenbeck (fOU) process. Our results for the fOU process are in agreement with the previously known exact $\mathcal{P}(x)$ and autocovariance. The form of the tails of $\mathcal{P}(x)$ yields exact conditions, in terms of $H$ and $m$, for the particle confinement in the potential.
For $H\neq 1/2$, the tails encode the non-equilibrium character of the steady state distribution, and we observe violation of time reversibility of the system except for $m=2$. To compute the optimal paths and the factor $\alpha(H,m)$ for arbitrary permissible $H$ and $m$, one needs to solve an (in general nonlinear) integro-differential equation. To this end we develop a specialized numerical iteration algorithm which
accounts analytically for an intrinsic cusp singularity of the optimal paths for $H<1/2$.


Existence and stability of mild solutions to non autonomous impulsive stochastic neutral integrodifferential equations

Existence and stability of mild solutions to non autonomous impulsive stochastic neutral integrodifferential equations

Representations of the solutions for volterra integro-differential equations in hilbert spaces

Representations of the solutions for volterra integro-differential equations in hilbert spaces

RESULTS ON IMPULSIVE ψ-CAPUTO FRACTIONAL INTEGRO-DIFFERENTIAL EQUATIONS WITH BOUNDARY CONDITIONS

In this research article, we investigate the existence and uniqueness of solutions for a type of boundary value problems involving fractional integro-differential equations with the ψ-Caputo fractional derivative. Our method utilizes several classical fixed point theorems, such as the Banach contraction principle and Krasnoselskii's fixed point theorem. We establish our main results through theoretical analysis and present a specific case study to illustrate the practical significance of our findings.

Existence of mild solutions for non-instantaneous impulsive ξ-Caputo fractional integro-differential equations

The aim of this paper is to investigate the existence of mild solutions for a nonlocal ξ-Caputo fractional non-instantaneous impulses semilinear integro-differential equation in a Banach space. The proofs are based on some fixed point theorems for condensing maps. As an application, an example is given to illustrate our theoretical results.

Numerical computational technique for solving Volterra integro-differential equations of the third kind using meshless collocation method

The primary goal of this study is to give an approximate algorithm for solving Volterra integro-differential equations (VIDEs) of the third kind using meshless collocation techniques. The basic framework of the novel approach is based on a collocation scheme and radial basis functions (RBFs) created on scattered points. This technique requires no background approximation cells, and the algorithm is powerful, has greater stability, and does not require much computer memory. This approach represents the solution of VIDEs of the third kind by interpolating the RBFs based on the Gauss–Legendre quadrature formula. The problem is reduced to a system of algebraic equations that can be easily solved. A description of the technique for the proposed equations is provided. Furthermore, the error analysis of this scheme is examined. A few numerical experiments are presented to prove the reliability and precision of the suggested approach for solving VIDEs of the third kind. Certain problems were compared with analytical solutions, the moving least squares method, and other methods to prove the effectiveness and applicability of the approach described.

Iterative Method of Determining Stress Intensity Coefficients Under Dynamic Loading of the Crack System

An elastic isotropic body in a state of plane deformation, which contains a system of randomly placed cracks under the action of a dynamic (harmonic) loading, is considered. The authors set the problem of determining the stress field around the cracks under the conditions of their wave interaction. The solution method is based on the introduction of displacements in the body in the form of a superposition of discontinuous solutions of the equations of motion constructed for each crack. With this in mind, the initial problem is reduced to a system of singular integro-differential equations with respect to unknown displacement jumps on the crack surfaces. To solve this system, a new iterative method, which involves solving a set of independent integro-differential equations that differ only in their right-hand parts at each iteration, is proposed. For the zero approximation, solutions that correspond to individual cracks under the action of dynamic loading are chosen. Such a new approach allows to avoid the difficulties associated with the need to solve systems of integro-differential equations of large dimensions that arise when traditional methods are used. Based on the results of the iterations, formulas for calculating the stress intensity coefficients for each crack were obtained. In the partial case of four cracks, a good agreement between the results obtained during the direct solution of the system of eight integro-differential equations by the mechanical quadrature method and the results obtained by the iterative method was established. In general, numerical examples demonstrate the convergence and stability of the proposed method in the case of systems with a fairly large number of densely located cracks. The influence of the interaction between cracks on the stress intensity factor (SIF) value under dynamic loading conditions was studied. An important and new result for fracture mechanics is the detection of the absolute maximum of the normal stresses at certain frequencies of the oscillating normal loading. The number of interacting cracks and the configuration of the crack system itself affect the values of the frequencies at which SIF reaches a maximum and the maximum values. These maximum values significantly (by several times) exceed the SIF values of single cracks under a similar loading. At the same time, under conditions of static or low-frequency loading, it is possible to reduce the SIF values compared to the SIF for individual cracks. When cracks are sheared, the values of the tangential stresses have a tendency to decrease with increasing frequency, and their values do not significantly differ from the values of the tangential stress for an individual crack.

Synthesis of uniformly distributed optimal control with nonlinear optimization of oscillatory processes

In the article the problem of synthesizing uniformly distributed optimal control for nonlinear optimization of oscillatory processes described by integro-differential partial differential equations with the Volterra integral operator was explored. The study was conducted according to the Bellman-Egorov scheme and an algorithm for constructing a uniformly distributed optimal control in the form of a functional from the state of the controlled process was developed. Sufficient conditions for the solvability of the synthesis problem in nonlinear optimization were established.

Existence of extremal solutions for a class of fractional integro-differential equations

In the study the existence of solutions of a class of fractional integro-differential equations with boundary conditions was considered. The main tool, we employ, is the conventional monotone iterative technique, which is highly effective method to examine the quantitative and qualitative characteristics of various nonlinear problems. This technique produces monotone sequences whose iterations are unique solutions of the certain linear problems. These bounds converge uniformly to the maximal solutions of the given problems. Some types of coupled solutions are considered to obtain the claim of the main results under suitable conditions.

Numerical implementation of solving a boundary value problem with parameter for Fredholm integro-differential equation

The boundary value problem with parameter for Fredholm integro-differential equation with degenerate kernel is investigated in this paper. The aim of the paper is to establish the solvability conditions, to construct analytical and numerical solutions of the considered problem. The basis for achieving the goal is the ideas of Dzhumabayev parameterization method, classical numerical methods of solving Cauchy problems and numerical integration techniques. A problem with parameters is obtained by introducing an additional parameter and a new unknown function. A system of equations with respect to parameters is compiled according to the initial data of the considered equation and boundary conditions. The unknown function is found as a solution of the Cauchy problem for the ordinary differential equation. The equivalence of the original problem and the problem with parameters, the conditions of unique solvability are established and the formula for finding an analytical solution is obtained. Test examples of finding analytical and approximate solutions of the original problem are given.

An optimization-based equilibrium measure describes fixed points of non-equilibrium dynamics: application to edge of chaos

Abstract Understanding neural dynamics is a central topic in machine learning, non-linear physics and neuroscience. However, the dynamics is non-linear, stochastic and particularly non-gradient, i.e., the driving force can not be written as gradient of a potential. These features make analytic studies very challenging. The common tool is the path integral approach or dynamical mean-field theory, but the drawback is that one has to solve the integro-differential or dynamical mean-field equations, which is computationally expensive and has no closed form solutions in general. From the aspect of associated Fokker-Planck equation, the steady state solution is generally unknown. Here, we treat searching for the steady states as an optimization problem, and construct an approximate potential related to the speed of the dynamics, and find that searching for the ground state of this potential is equivalent to running an approximate stochastic gradient dynamics or Langevin dynamics. Only in the zero temperature limit, the distribution of the original steady states can be achieved. The resultant stationary state of the dynamics follows exactly the canonical Boltzmann measure. Within this framework, the quenched disorder intrinsic in the neural networks can be averaged out by applying the replica method, which leads naturally to order parameters for the non-equilibrium steady states. Our theory reproduces the well-known result of edge-of-chaos, and further the order parameters characterizing the continuous transition are derived, and the order parameters are explained as fluctuations and responses of the steady states. Our method thus opens the door to analytically study the steady state landscape of the deterministic or stochastic high dimensional dynamics.

An RBF Method for Time Fractional Jump-Diffusion Option Pricing Model under Temporal Graded Meshes

This paper explores a numerical method for European and American option pricing under time fractional jump-diffusion model in Caputo scene. The pricing problem for European options is formulated using a time fractional partial integro-differential equation, whereas the pricing of American options is described by a linear complementarity problem. For European option, we present nonuniform discretization along time and the radial basis function (RBF) method for spatial discretization. The stability and convergence analysis of the discrete scheme are carried out in the case of European options. For American option, the operator splitting method is adopted which split linear complementary problem into two simple equations. The numerical results confirm the accuracy of the proposed method.

Operational Matrices of Genocchi Polynomials for Solving High-Order Linear Fredholm Integro-Differential Equations

Operational Matrices of Genocchi Polynomials for Solving High-Order Linear Fredholm Integro-Differential Equations

On Fuzzy Fractional Volterra-Fredholm Model Under the Uncertainty θ-Operator of the AD Technique: Theorems and Applications

This article investigates the proper existence conditions and uniqueness results for a class of fuzzy fractional Caputo Volterra-Fredholm integro-differential equations (FFCV-FIDE) with initial conditions. The findings are based on Banach's contraction principle and Schaefer's fixed point theorem. Furthermore, the solution to the posed problem is found using the Adomian decomposition technique (ADT). We support the concept with several examples. The relationship between the upper and lower reduced approximation of the fuzzy solutions was demonstrated numerically and graphically using MATLAB.

Theoretical and Numerical Studies of Fractional Volterra-Fredholm Integro-Differential Equations in Banach Space

This paper examines the theoretical, analytical, and approximate solutions of the Caputo fractional Volterra-Fredholm integro-differential equations (FVFIDEs). Utilizing Schaefer's fixed-point theorem, the Banach contraction theorem and the Arzel\`{a}-Ascoli theorem, we establish some conditions that guarantee the existence and uniqueness of the solution. Furthermore, the stability of the solution is proved using the Hyers-Ulam stability and Gronwall-Bellman's inequality. Additionally, the Laplace Adomian decomposition method (LADM) is employed to obtain the approximate solutions for both linear and non-linear FVFIDEs. The method's efficiency is demonstrated through some numerical examples.

The existence of a unique solution and stability results with numerical solutions for the fractional hybrid integro-differential equations with Dirichlet boundary conditions

In this paper, we investigate the fractional hybrid integro-differential equations with Dirichlet boundary conditions. We first prove the existence of a unique solution for the equation using a fixed point technique. Our main goal is to obtain the best approximation using optimal controllers. After studying the stability, we present the reproducing kernel Hilbert space numerical method to obtain approximate solutions to the equation. We finally conclude with numerical results.

Double Laplace Transform Method for Solving Fractional Fourth-Order Partial Integro-Differential Equations with Weakly Singular Kernel

Objectives: To investigates the solutions of fourth order partial integro-differential equations with high-order non-integer derivatives and weakly singular kernels. Methods: Weakly singular kernels present challenges in both analytical and numerical treatments due to their intricate behaviour near singular points. In this article, we introduce a novel approach utilizing the double Laplace transform method to effectively address these challenges. Findings: By solving a series of precise and understandable examples, the double Laplace transform clearly transforms the fractional partial integro-differential equation into an algebraic equation that can be solved easily. Novelty: The double Laplace transform is an effective instrument for solving fractional partial integro-differential equations, which are commonly used in fields such as physics, fluid mechanics, gas dynamics, and signal processing. Mathematics Subject Classifications: 35R09, 35R11, 44A10, 44A30. Keywords: Fractional PIDE, Weakly singular kernel, Double Laplace transform, Inverse double Laplace transform, Exact solution

Efficient numerical solution of linear Fredholm integro-differential equations via backward finite difference and Nyström methods

Efficient numerical solution of linear Fredholm integro-differential equations via backward finite difference and Nyström methods