Integro-differential Equations Research Articles

Hypersingular integro-differential equation with quadratic functions in coefficients

A new linear integro-differential equation of order n ≥ 3, given on a closed curve located in the complex plane, is investigated. Integrals in the equation are understood in the sense of the finite part according to Hadamard. A characteristic feature of the equation is the presence of quadratic functions of a special kind in its coefficients. The equation is reduced first to the boundary value problem of linear conjugation for analytical functions. In the case of its solvability, two linear differential equations should be further solved in the domains of the complex plane with some additional conditions for the solution. All conditions for the solvability of the original equation are explicitly specified. When they are executed, the desired solution is constructed in a closed form. An example is given.

A semi-analytical x-space solution for parton evolution — Application to non-singlet and singlet DGLAP equation

We present a novel semi-analytical method for parton evolution. It is based on constructing a family of analytic functions spanning x-space which is closed under the considered evolution equation. Using these functions as a basis, the original integro-differential evolution equation transforms into a system of coupled ordinary differential equations, which can be solved numerically by restriction to a suitably chosen finite subsystem. The evolved distributions are obtained as analytic functions in x with numerically obtained coefficients, providing insight into the analytic behavior of the evolved parton distributions. As a proof-of-principle, we apply our method to the leading order non-singlet and singlet DGLAP equation. Comparing our results to traditional Mellin-space methods, we find good agreement. The method is implemented in the code POMPOM in Mathematica as well as in Python.

Numerical solution of nonlinear fractional delay integro-differential equations with convergence analysis

Numerical solution of nonlinear fractional delay integro-differential equations with convergence analysis

Asymptotical convergence of solutions of boundary value problems for singularly perturbed higher-order integro-differential equations

The article considers a two-point boundary value problem for a linear integro-differential equation of the n + m order with small parameters for m higher derivatives, provided that the roots of the additional characteristic equation are negative. The aim of the study is to obtain asymptotic estimates of the solution, to find out the asymptotic behavior of solutions in the vicinity of points where additional conditions are set, as well as to construct a degenerate problem, the solution of which tend to the solution of the initial perturbed boundary value problem. The Cauchy function and boundary functions of a boundary value problem for a singularly perturbed homogeneous differential equation are constructed, and their asymptotic estimates are obtained. Using the Cauchy functions and boundary functions, an analytical formula for solutions to the boundary value problem is obtained. A theorem on an asymptotic estimate for the solution of the considered boundary value problem is proved. The asymptotic behavior of the solution with respect to a small parameter and the order of growth of its derivatives are established. It is shown that the solution of the boundary value problem under consideration at the left end of this segment has the phenomenon of an initial jump and the order of this jump is determined. A modified degenerate boundary value problem containing initial jumps of the solution and the integral term is constructed.

Approximate Controllability of a Coupled Nonlocal Partial Functional Integro-differential Equations with Impulsive Effects

Approximate Controllability of a Coupled Nonlocal Partial Functional Integro-differential Equations with Impulsive Effects

On the solvability of some systems of integro-differential equations with and without a drift

We prove the existence of solutions for some integro-differential systems containing equations with and without drift terms in the H 2 spaces by virtue of the fixed point technique when the elliptic equations contain second order differential operators with and without Fredholm property, on the whole real line or on a finite interval with periodic boundary conditions. Let us emphasise that the study of the system case is more complicated than of the scalar situation and requires to overcome more cumbersome technicalities.

On the convergence of Galerkin methods for auto-convolution Volterra integro-differential equations

On the convergence of Galerkin methods for auto-convolution Volterra integro-differential equations

An hp-version of the discontinuous Galerkin method for fractional integro-differential equations with weakly singular kernels

An hp-version of the discontinuous Galerkin method for fractional integro-differential equations with weakly singular kernels

Longitudinal Shear of a Composite Material in Which the Binder and Inclusions are Weakened by Cohesive Cracks

Background: An elastic medium is considered that is weakened by a doubly periodic system of round holes filled with washers made of a homogeneous elastic material and has cohesive cracks, the surface of which is uniformly covered with a cylindrical non-metallic film. The binder (medium) is weakened by two doubly periodic systems of rectilinear cohesive cracks, directed parallel to the abscissa and ordinate axes, and the length of the crack and their dimensions are not the same (different). General concepts are constructed that describe a class of problems with doubly periodic stress distribution outside circular holes and cohesive cracks under longitudinal shear. The analysis of the limit equilibrium of cracks within the framework of the end zone model is performed on the basis of a nonlocal failure criterion with a force condition for the advancement of the crack tip and a deformation condition for determining the advance of the edge of the end zone of the crack. In solving the problem, the main resolving equations are obtained in the form of infinite algebraic systems and three nonlinear singular integro-differential equations. The equations obtained in each approximation were solved by the Gaussian method with the choice of the main element for different order values depending on the radius of the holes. Calculations were carried out to determine the forces in the connections of the end zones and the ultimate loads causing crack growth. Objective: In the considered problem, the problem of longitudinal slip weakened by cracks parallel to the x axis in the filling medium with two pairs of two periodic cracks weakened by 2 periodic circular holes is considered. In the problem, the boundary problem along the contour of the circular holes is determined, and at the same time, the surface problem is established for the cracks parallel to the x and y axes. The solution of the problem is sought analytically, and taking into account the boundary condition, a system of linear algebraic equations for circular holes and 3 singular integral equations for cracks is obtained. Theoretical Framework: The problem is solved analytically, as the system of linear algebraic equations obtained for circular holes and the system of linear integral equations are jointly solved, and the stress intensity factor at the end of the cracks is determined. Method: The problem was solved using "Kolosova Muskhalashvili" functions and "Collondia's method of solving singular integral equations". Results and Discussion: The main essence of the considered issue is that the stress intensity factor at the end of the cracks is determined according to Fig. 1. Research Implications: For the first time, the stress intensity factor was calculated in composite materials with two pairs of biperiodic cracks of different lengths weakened by biperiodic round holes. Originality/Value: For the first time, the stress intensity coefficient was determined in composite materials with two periodic two pairs of cohesive cracks.

Algebraic properties of Mehler–Fock convolution and applications

In this paper, we study some properties of the Mehler–Fock convolution operator. We also analyse the Banach algebraic structure on the space of integrable functions L 1 ( 1 , ∞ ) with the multiplication being the Mehler–Fock convolution. The Titchmarsh-type theorem for this convolution operator is also obtained. As applications, we apply these properties of the convolution operator to solve some classes of Fredholm integral and integro-differential equations and prove some priori estimations under the given conditions.

E-PINN: extended physics informed neural network for the forward and inverse problems of high-order nonlinear integro-differential equations

Physics informed neural network (PINN) is a new deep learning paradigm, which embeds the physical information delineated by PDEs in the loss function and optimizes the weights in the neural network. Based on PINN, an extended PINN(E-PINN) is proposed, which is a mixture of the polynomial function approximation method and PINN's learning framework. A preprocess layer is added before the classical PINN, using Legendre polynomials as the polynomial basis function. Therefore, E-PINN not only has the excellent approximation ability of the polynomial basis function, but also inherits the learning framework of the neural network method. In numerical experiments, the proposed E-PINN algorithms have high accuracy in solving 1D, 2D high-order nonlinear Fredholm equations and equations system, including the forward and inverse problems.

Galerkin spectral and finite difference methods for the solution of fourth-order time fractional partial integro-differential equation with a weakly singular kernel

Galerkin spectral and finite difference methods for the solution of fourth-order time fractional partial integro-differential equation with a weakly singular kernel

Efficient High-Order Space-Angle-Energy Polytopic Discontinuous Galerkin Finite Element Methods for Linear Boltzmann Transport

We introduce an hp-version discontinuous Galerkin finite element method (DGFEM) for the linear Boltzmann transport problem. A key feature of this new method is that, while offering arbitrary order convergence rates, it may be implemented in an almost identical form to standard multigroup discrete ordinates methods, meaning that solutions can be computed efficiently with high accuracy and in parallel within existing software. This method provides a unified discretisation of the space, angle, and energy domains of the underlying integro-differential equation and naturally incorporates both local mesh and local polynomial degree variation within each of these computational domains. Moreover, general polytopic elements can be handled by the method, enabling efficient discretisations of problems posed on complicated spatial geometries. We study the stability and hp-version a priori error analysis of the proposed method, by deriving suitable hp-approximation estimates together with a novel inf-sup bound. Numerical experiments highlighting the performance of the method for both polyenergetic and monoenergetic problems are presented.

Data-driven methods for the inverse problem of suspension system excited by jump and diffusion stochastic track excitation

Following a lengthy tenure of service, suspension systems may exhibit inaccurate model parameters due to the presence of complex conditions, which can result in a deterioration of control and the potential for operational failures. It is therefore imperative to estimate the key parameters of suspension systems. This paper introduces two data-driven methods for addressing the inverse problem in suspension systems subjected to stochastic track excitations. By employing physics-informed neural networks (PINNs) and Monte Carlo (MC) simulation, we are able to address the resulting integro-differential equation that arises from stochastic jump processes, thus avoiding the necessity for mesh grids. In order to mitigate the numerical challenges that arise from the system parameters, a residual-based adaptive sampling method is proposed. These methods effectively infer unknown parameters, addressing scenarios where data is directly available as a probability density function (PDF) or only sparse trajectories are given. In the latter case, a novel loss function employing Kullback-Leibler divergence facilitates learning from stochastic trajectories. Both methods successfully obtain solutions to the forward Kolmogorov equation, as validated by numerical experiments testing their robustness against added noise. The results demonstrate accurate parameter estimation under varying noise intensities, highlighting the methods’ robustness.

Second-order numerical method for a neutral Volterra integro-differential equation

This paper is dedicated to obtaining an approximate solution for a neutral second-order Volterra integro-differential equation. Our method is the second-order accurate finite difference scheme on a uniform mesh. The error analysis is carried out and numerical results are given to support the proposed approach.

Optimal Control Problem for Systems of Integrodifferential Equations

Optimal Control Problem for Systems of Integrodifferential Equations

Method of Radial Basis Functions for Solving the Partial Integro-Differential Equation of Diffusion with Nonlocal Effects

Method of Radial Basis Functions for Solving the Partial Integro-Differential Equation of Diffusion with Nonlocal Effects

Exponential Spline Method for Solving Fuzzy Integro-Differential Equations

Exponential Spline Method for Solving Fuzzy Integro-Differential Equations

Rapid variable-step computation of dynamic convolutions and Volterra-type integro-differential equations: RK45 Fehlberg, RK4

We introduce a novel, time-efficient adaptive Runge-Kutta computational scheme tailored for systematically solving linear and nonlinear Volterra-type Integro-Differential Equations (VTIDEs). This scheme is particularly effective for equations featuring a specific class of convolution memory, K(t,s)=aκ(t−s) within convolution integrals, where a,κ∈R. Such equations frequently arise in fields like viscoelasticity, population dynamics, epidemiology, control systems, financial mathematics, and neuroscience, where current states are influenced by historical data, especially in dynamical systems within physics. Our proposed scheme demonstrates remarkable computational efficiency, achieving a cost-effective computation time of O(Nt) for Nt iterations, a significant improvement over existing schemes for VTIDE, which typically exhibit complexities of O(Ntlog⁡Nt) and O(Nt(log⁡Nt))2. The key feature of our scheme lies in its ability to elegantly and efficiently handle convoluted integrals of varying complexity such as those including nonlinearities and derivatives. Specifically, our approach eliminates the need for backstage integration, allowing the main Runge-Kutta scheme to operate efficiently with only a few data points at each time step. This not only saves time but also prevents potential data storage issues while rendering numerical implementation straightforward and tractable. Moreover, this article introduces flexible discretizations for integration and differentiation, accommodating unequally spaced data points. We implement a fast RK45-Fehlberg algorithm (TE-RK45-Fehlberg), which we use to solve three examples of nonlinear VTIDE presented in this study. We further demonstrate the effectiveness of our approach by using an example, where we employ a novel parabolic step size generator function to efficiently generate step sizes for a computationally fast RK4 scheme (Flex-RK4). For all examples tackled using TE-RK45-Fehlberg and Flex-RK4, we generate plots that compare numerical data with exact solutions, providing insight into the accuracy and reliability of our approach. We also show how the scheme provides straightforward ways of transforming it into implicit forms and obtaining stability curves.

Numerical approximation of a generalized time fractional partial integro-differential equation of Volterra type based on a meshless method

The moving least squares (MLS) approximation is used in this study to solve time-fractional partial integro-differential equations (TFPIDE). In our approach, we approximate the time Caputo fractional derivative term and the integral term by using a finite difference scheme and trapezoidal method, respectively, which yields an order of accuracy of O(τ+τ2−α), where 0<α<1. We thoroughly investigate the applicability and validity of the proposed method and provide an error estimate for its performance. Additionally, we solve various numerical problems to demonstrate the accuracy and computational efficiency of our approach, confirming the theoretical findings.