Product Integration Method Research Articles

New algorithm on linearization-discretization solving systems of nonlinear integro-differential Fredholm equations

This article deals with a new strategy for solving a certain type of nonlinear integro-differential Fredholm equations with a weakly singular kernel. We build our new algorithm starting with the linearization phase using Newton's iterative process, then with the discretization phase we apply the Kantorovich's projection method. The discretized linear scheme will be approximated by the product integration method in the weak singular terms, and the other regular integrals will be approximated by the Nyström method. The process of convergence of our new algorithm is carried out under certain predefined and necessary conditions. Finally, we give practical examples where, the results show the efficiency of our new algorithm for solving systems of weakly singular nonlinear integro-differential equations.

An efficient numerical method based on ultraspherical polynomials for linear weakly singular fractional Volterra integro‐differential equations

The linear weakly singular fractional Volterra integro‐differential equations involving the Caputo derivative have solutions whose derivatives are unbounded at the left endpoint of the integration interval. In this paper, we use suitable transformations to prevail on this nonsmooth behavior. We used the product integration method based on the new fractional basis function to solve these equations, which led to the production of the new interpolation formula and weights for the method. We investigate the convergence of the presented method. The proposed scheme is employed to solve some numerical examples to test its efficiency and accuracy.

Is hyperinterpolation efficient in the approximation of singular and oscillatory functions?

Singular and oscillatory functions play a crucial role in various applications, and their approximation is crucial for solving applied mathematics problems efficiently. Hyperinterpolation is a discrete projection method approximating functions with the L2 orthogonal projection coefficients obtained by numerical integration. However, this approach may be inefficient for approximating singular and oscillatory functions, requiring a large number of integration points to achieve satisfactory accuracy. To address this issue, we propose a new approximation scheme in this paper, called efficient hyperinterpolation, which leverages the product-integration methods to attain the desired accuracy with fewer numerical integration points than the original scheme. We provide theorems that explain the superiority of efficient hyperinterpolation over the original scheme in approximating such functions belonging to L1, L2, and continuous function spaces, respectively, and demonstrate through numerical experiments on the interval and the sphere that our approach outperforms the original method in terms of accuracy when using a limited number of integration points.

Convergence analysis of a novel fractional product integration method for solving the second kind weakly singular Volterra integral equations with non-smooth solutions based on Jacobi polynomials

In this paper, we introduce a new fractional basis function based on Lagrange polynomials. We define the new interpolation formula for approximation of the solutions of the second kind weakly singular Volterra integral equations. The product integration method is used for the numerical solution of these equations based on Jacobi polynomials. It is known that the weakly singular Volterra integral equations typically have solutions whose derivatives are unbounded at the left end-point of the interval of integration. We use the suitable transformations to overcome this non-smooth behaviour. An upper error bound of the proposed method is determined and the convergence analysis is discussed. Finally, some numerical examples with non-smooth solutions are prepared to test the efficiency and accuracy of the method.

Product integration method for the simulation of radial effects in fiber melt spinning of semi‐crystalline polymers

AbstractIn this work we consider the simulation of a mixed‐dimensional model for viscous fiber melt spinning of semi‐crystalline polymers including radial effects on the temperature and crystallinity. We present a suitable algorithm based on the product integration method and an analytical solution of the temperature advection‐diffusion equation. A numerical convergence and performance analysis confirms that our approach results in an accurate and efficient algorithm.

Численное решение дифференциально-алгебраических уравнений произвольного индекса с производной Римана-Лиувилля

In the article, linear systems of ordinary differential equations of fractional order α∈(0,1) are investigated. In contrast to previously known results, the authors consider the case when the matrix before the fractional differentiation operation is degenerate. Problems in such a formulation are called differential-algebraic equations of fractional order. The fundamental differences of such systems from the classical problems of fractional differentiation and integration are emphasized, namely, the systems under consideration can have an infinite number of solutions, or a solution of the original problem depends on the high fractional derivative of the right-hand side. Corresponding examples are given. The authors pass to a different, equivalent formulation of the problem, namely, they rewrite it in the form of a system of linear integral equations of the Abel type (with a weak singularity). This technique allows one to use the apparatus of regular matrix bundles to investigate the existence and uniqueness of the original problem. Using this result, the authors give sufficient conditions for the existence of a unique solution to the class of problems under consideration. Further, an algorithm for the numerical solution of such equations is proposed. The method is based on the product integration method and the quadrature formula of right rectangles. Calculations and graphs of the errors of the proposed method for various fractional differentiation exponents and various indices of the initial matrix bundles are presented.

Investigation approach for a nonlinear singular Fredholm integro-differential equation

In this paper, we examine the existence and uniqueness of the solution of nonlinear integro-differential Fredholm equation with a weakly singular kernel. Then, we develop an iterative scheme to approach this solution using the product integration method. Finally, we conclude with a numerical tests to show the effectiveness of the proposed method.

Complex survival trial design by the product integration method

Nonproportional hazards (NPHs) are often observed in survival trials such as the immunotherapy cancer trials. Under NPH, the classical log-rank test can be inefficient, and the estimated hazards ratio from the Cox model is difficult to interpret. The weighted log-rank test, and the tests for comparing the restricted mean survival time or the milestone survival become increasingly popular in handling NPH. The sample size calculation for these tests may require high-dimensional numerical integration. We present a sample size determination method for survival trials via product integration on the basis of a continuous-time multistate Markov model. The main challenge of the method lies in the design of the multistate model under a complex NPH pattern, and this is illustrated for NPH induced by delayed effect with individual heterogeneity in the lag duration, cure fractions, and treatment switching due to disease progression or noncompliance. Numerical examples are presented to demonstrate the accuracy of the proposed method. We obtain the following findings. The powers of the tests for milestone survival and RMST depend on both the trial duration and milestone timepoint, and may not increase as the milestone timepoint increases. If the milestone timepoint is appropriately chosen, the RMST test can be more powerful than the conventional log-rank test in the presence of diminishing treatment effect or in the proportional hazards cure model. In general, the RMST test yields lower power than a proper Fleming-Harrington weighted log-rank test.

An adapted integration method for Volterra integral equation of the second kind with weakly singular kernel

AbstractIn this paper, we consider general cases of linear Volterra integral equations under minimal assumptions on their weakly singular kernels and introduce a new product integration method in which we involve the linear interpolation to get a better approximate solution, figure out its effect and also we provide a convergence proof. Furthermore, we apply our method to a numerical example and conclude this paper by adding a conclusion

Product integration method for treating a nonlinear Volterra integral equation with a weakly singular kernel

This work shed light on the solvability of a nonlinear Volterra integral equation in the case where the kernel of this equation is weakly singular. We certainly aim to get a precise solution. This can be achieved by applying a product integration method which is able to construct a nonlinear system. To solve the resulting system, it suffices to employ Broyden’s method. In the sequel, we add a computational application after the convergence proof of our approximate solution

Asymptotic Decomposition Method for Fractional Order Riccati Differential Equation

In this study, the asymptotic Adomian decomposition method (AADM) is implemented to solve fractional order Riccati differential equations. The product integration method is used to solve the singular integrals, resulted from fractional derivative. Some fractional order Riccati differential equations are presented as examples to illustrate the ability and efficiency of the proposed approach. The approximate solutions of AADM are compared with the results of the Laplace Adomian Pade method (LAPM). Generalizing AADM for solving fractional Riccati differential equations by the far-field approximation indicates the novelty of the paper.

On the weakly singular integro-differential nonlinear Volterra equation depending in acceleration term

In this article, our study deals with the existence and the uniqueness of the solution of a second degree integro-differential nonlinear Volterra equation with a weakly singular kernel, i.e., the solution depends on its speed (first derivative) and its acceleration (second derivative); whereas using Nystrom method and product integration method with piecewise projection, we approximate this solution.

Smoothing transformation for numerical solution of nonlinear weakly singular Volterra integral equations using quasilinearization and product integration methods

We consider extension of quasilinearization technique and method of lower and upper solutions for nonlinear weakly singular Volterra integral equations. We obtain linear weakly singular integral equations and discuss on their existence, uniqueness and regularity properties of a solution. On the other hand, we show that the solutions of these linear equations are quadratically convergent to the solution of nonlinear equation. Using smoothing transformation we regularize the linear equations and then to approximate their solutions we apply global product integration method. Because of employing quasilinearization technique and smoothing transformation we yield a sequence of small size linear algebraic systems in the discretization. Error analysis shows the error bound has two parts of quasilinearization error which is quadratically convergent and product integration error where by using smoothing transformation its convergence order is improved. The numerical results obtained from different numerical examples are in agreement with the theoretical results and comparison with the other methods confirms the efficiency of the proposed method.

Convergence analysis of the product integration method for solving the fourth kind integral equations with weakly singular kernels

In this paper, we consider product integration method based on orthogonal polynomials to solve mixed system of Volterra integral equations of the first and second kind with weakly singular kernels. For investigation of the theoretical and numerical analysis of the mixed systems, the notions of the tractability index and ν-smoothing property are extended for a weakly singular Volterra integral operator. Convergence analysis of the product integration method is derived. Finally, the proposed method is illustrated by two examples, which confirm the theoretical prediction of the error estimation.

Adaptive Huber Scheme for Weakly Singular Fractional Integro-differential Equations

The present article is devoted to develop an adaptive scheme for the numerical solution of fractional integro-differential equations with weakly singular kernel. The adaptive scheme is based on the product integration method of Huber. An error estimate is provided for the discretisation error occurring at each step to calculate the step size of next integration step. A parameter known as error tolerance is predefined to control local discretisation error. Computations verify that by controlling local discretisation error, the true global errors match fairly well to the error tolerance parameter. The first integration step size $$h_{{ initial}}$$ is introduced in order to make a controlled evaluation of local discretisation error at the first integration step also, where the error estimate is not available. Finally, the computations and results of some numerical experiments validate the accuracy and applicability of the adaptive scheme.

Новый метод численного решения линейного интегрального уравнения Фредгольма на большом интервале

The traditional numerical process to tackle a linear Fredholm integral equation on a large interval is divided into two parts, the first is discretization, and the second is the use of the iterative scheme to approach the solutions of the huge algebraic system. In this paper we propose a new method based on constructing a generalization of the iterative scheme, which is adapted to the system of linear bounded operators. Then we don’t discretize the whole system, but only the diagonal part of the system. This system is built by transforming our integral equation. As discretization we consider the product integration method and the Gauss–Seidel iterative method as iterative scheme. We also prove the convergence of this new method. The numerical tests developed show its effectiveness.

Numerical Techniques for Solving Linear Volterra Fractional Integral Equation

Two numerical techniques, namely, Haar Wavelet and the product integration methods, have been employed to give an approximate solution of the fractional Volterra integral equation of the second kind. To test the applicability and efficiency of the numerical method, two illustrative examples with known exact solution are presented. Numerical results show clearly that the accuracy of these methods are in a good agreement with the exact solution. A comparison between these methods shows that the product integration method provides more accurate results than its counterpart.

A quasi-interpolation product integration based method for solving Love’s integral equation with a very small parameter

In this paper, we propose a simple and efficient method for numerically solving the following Love’s integral equation u(x)+∫−11dπd2+(x−t)2u(t)dt=1,x∈[−1,1],where d>0 is a very small parameter. We apply the product integration method based on discrete spline quadratic quasi-interpolation, by considering a new unknown function v(x)=u(x)−12, using the property that the solution u(x) of Love’s integral equation satisfies u(x)→12 for x∈(−1,1), when the parameter d→0+. Numerical results are presented to illustrate the efficiency of the proposed method.

A product integration method for the approximation of the early exercise boundary in the American option pricing problem

Integral equation methods are now becoming well‐established tools in the study of financial models used in theory and practice. In this paper, we investigate the fully nonlinear weakly singular nonstandard Volterra integral equations representing the early exercise boundary of American option contracts, which gained popularity in recent years. We propose a product integration approach based on linear barycentric rational interpolation to solve the problem. The price of the option will then be computed using the obtained approximation of the early exercise boundary and a barycentric rational quadrature. The convergence of the approximation scheme will also be analyzed. Finally, some numerical experiments based on the introduced method are presented and compared with some exiting approaches.

An efficient numerical framework for fiber spinning scenarios with evaporation effects in airflows

In many spinning processes, as for example in dry spinning, solvent evaporates out of the spun jets and leads to thinning and solidification of the produced fibers. Such production processes are significantly driven by the interaction of the fibers with the surrounding airflow. Faced with industrial applications producing up to several hundred fibers simultaneously, the direct numerical simulation of the three-dimensional multiphase, multiscale problem is computationally extremely demanding and thus in general not possible. In this paper, we hence propose a dimensionally reduced, efficiently evaluable fiber model that enables the realization of fiber-air interactions in a two-way coupling with airflow computations. For viscous dry spinning of an uni-axial two-phase flow, we deduce one-dimensional equations for fiber velocity and stress from cross-sectional averaging and combine them with two-dimensional advection-diffusion equations for polymer mass fraction and temperature revealing the radial effects that are observably present in experiments. For the numerical treatment of the resulting parametric boundary value problem composed of one-dimensional ordinary differential equations and two-dimensional partial differential equations we develop an iterative coupling algorithm. The solution of the advection-diffusion equations is implicitly given in terms of Green's functions and leads for the surface values to Volterra integral equations of second kind with singular kernel, which we can solve very efficiently by the product integration method. For the ordinary differential equations a suitable collocation-continuation procedure is presented. Compared with the referential solution of a three-dimensional setting, the numerical results are very convincing. They provide a good approximation while drastically reducing the computational time. This efficiency allows the two-way coupled simulation of industrial dry spinning in airflows for which we present results for the first time in literature.