Linear Partial Integro-differential Equations Research Articles

Parabolic volterra integradifferential equations with non continuous data

Linear parabolic partial integrodifferential equations of convolution type withL1 kernel and discontinuous data are considered.

On Fully Discrete Galerkin Approximations for Partial Integro-Differential Equations of Parabolic Type

The subject of this work is the application of fully discrete Galerkin finite element methods to initial-boundary value problems for linear partial integro-differential equations of parabolic type. We investigate numerical schemes based on the Padé discretization with respect to time and associated with certain quadrature formulas to approximate the integral term. A preliminary error estimate is established, which contains a term related to the quadrature rule to be specified. In particular, we consider quadrature rules with sparse quadrature points so as to limit the storage requirements, without sacrificing the order of overall convergence. For the backward Euler scheme, the Crank-Nicolson scheme, and a third-order (1,2) Padé-type scheme, the specific quadrature rules analyzed are based on the rectangular, the trapezoidal, and Simpson’s rule. For all the schemes studied, optimal-order error estimates are obtained in the case that the solution of the problem is smooth enough. Since this is important for our error analysis, we also discuss the regularity of the exact solutions of our equations. High-order regularity results with respect to both space and time are given for the solution of problems with smooth enough data.

On fully discrete Galerkin approximations for partial integro-differential equations of parabolic type

The subject of this work is the application of fully discrete Galerkin finite element methods to initial-boundary value problems for linear partial integro-differential equations of parabolic type. We investigate numerical schemes based on the Padé discretization with respect to time and associated with certain quadrature formulas to approximate the integral term. A preliminary error estimate is established, which contains a term related to the quadrature rule to be specified. In particular, we consider quadrature rules with sparse quadrature points so as to limit the storage requirements, without sacrificing the order of overall convergence. For the backward Euler scheme, the Crank-Nicolson scheme, and a third-order (1,2) Padé-type scheme, the specific quadrature rules analyzed are based on the rectangular, the trapezoidal, and Simpson’s rule. For all the schemes studied, optimal-order error estimates are obtained in the case that the solution of the problem is smooth enough. Since this is important for our error analysis, we also discuss the regularity of the exact solutions of our equations. High-order regularity results with respect to both space and time are given for the solution of problems with smooth enough data.

Orthogonal Spline Collocation Methods for Some Partial Integrodifferential Equations

The Laplace transform is introduced to analyze the method of orthogonal spline collocation for the semidiscretization of a class of linear partial integrodifferential equations arising in viscoelasticity problems, for example. The stability and convergence of the space discretization are examined.

Numerical studies of the performance of an optimally controlled nonlinear stochastic oscillator

This paper deals with the optimal control of a random nonlinear triangular wave oscillator. It is assumed that the oscillator is subjected to two different kinds of perturbation — the first kind is represented by a vector of independent standard Wiener processes and the second kind by a generalized type of a Poisson process. Sufficient conditions on the optimal controls are derived. These conditions require the existence of a smooth solution to a certain nonlinear partial integrodifferential equation. Numerical procedures for the solution of this equation are suggested. The performance of the controlled random oscillator is investigated via the numerical solutions to the nonlinear partial integrodifferential equation. Also, the performance of the random oscillator in the case where no control is applied is studied by means of the numerical solutions to a linear partial integrodifferential equation.

On linear theory of heat conduction in materials with memory. Existence and uniqueness theorems for the final value problem

SynopsisAn improperly posed problem is studied for a linear partial integro-differential equation of convolution type on the semi-axis. The problem originates from a generalised process of heat conduction in materials with fading memory, where the temperature of the material has to be determined for prescribed homogeneous boundary conditions and for a given final temperature distribution. By using eigenfunctions of the n-dimensional Laplacian, the problem is reduced to a family of equivalent initial-value problems for ordinary integro-differential equations; the latter are treated by the method of factorisation in a suitable function algebra. Sufficient conditions for the existence and uniqueness of solutions to the original problem are obtained in terms of the solvability conditions of the reduced problems. The whole analysis is performed simultaneously in a broad variety of spaces consisting of functions with an exponential growth rate (in the time variable) at infinity. One of the main advantages in the present approach is that solutions, if they exist, can always be computed explicitly.

Bayesian approach to distributed-parameter filtering and smoothing†

Abstract The filtering and smoothing problems are studied for a class of distributed-parameter information and control systems described by linear partial differential or integro-differential equations. The results are first derived in discrete-time form following a Bayesian information processing approach and are then converted in continuous-time form using an extension of Kalman's limiting procedure. The paper concludes by showing how the results should be formally used for treating nonlinear systems. The filters derived here are the most general and involve the distributed-parameter filters derived by other authors as special cases.