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Article
Publication date: 12 January 2024

Imtiyaz Ahmad Bhat, Lakshmi Narayan Mishra, Vishnu Narayan Mishra, Cemil Tunç and Osman Tunç

This study aims to discuss the numerical solutions of weakly singular Volterra and Fredholm integral equations, which are used to model the problems like heat conduction in…

Abstract

Purpose

This study aims to discuss the numerical solutions of weakly singular Volterra and Fredholm integral equations, which are used to model the problems like heat conduction in engineering and the electrostatic potential theory, using the modified Lagrange polynomial interpolation technique combined with the biconjugate gradient stabilized method (BiCGSTAB). The framework for the existence of the unique solutions of the integral equations is provided in the context of the Banach contraction principle and Bielecki norm.

Design/methodology/approach

The authors have applied the modified Lagrange polynomial method to approximate the numerical solutions of the second kind of weakly singular Volterra and Fredholm integral equations.

Findings

Approaching the interpolation of the unknown function using the aforementioned method generates an algebraic system of equations that is solved by an appropriate classical technique. Furthermore, some theorems concerning the convergence of the method and error estimation are proved. Some numerical examples are provided which attest to the application, effectiveness and reliability of the method. Compared to the Fredholm integral equations of weakly singular type, the current technique works better for the Volterra integral equations of weakly singular type. Furthermore, illustrative examples and comparisons are provided to show the approach’s validity and practicality, which demonstrates that the present method works well in contrast to the referenced method. The computations were performed by MATLAB software.

Research limitations/implications

The convergence of these methods is dependent on the smoothness of the solution, it is challenging to find the solution and approximate it computationally in various applications modelled by integral equations of non-smooth kernels. Traditional analytical techniques, such as projection methods, do not work well in these cases since the produced linear system is unconditioned and hard to address. Also, proving the convergence and estimating error might be difficult. They are frequently also expensive to implement.

Practical implications

There is a great need for fast, user-friendly numerical techniques for these types of equations. In addition, polynomials are the most frequently used mathematical tools because of their ease of expression, quick computation on modern computers and simple to define. As a result, they made substantial contributions for many years to the theories and analysis like approximation and numerical, respectively.

Social implications

This work presents a useful method for handling weakly singular integral equations without involving any process of change of variables to eliminate the singularity of the solution.

Originality/value

To the best of the authors’ knowledge, the authors claim the originality and effectiveness of their work, highlighting its successful application in addressing weakly singular Volterra and Fredholm integral equations for the first time. Importantly, the approach acknowledges and preserves the possible singularity of the solution, a novel aspect yet to be explored by researchers in the field.

Details

International Journal of Numerical Methods for Heat & Fluid Flow, vol. 34 no. 3
Type: Research Article
ISSN: 0961-5539

Keywords

Article
Publication date: 9 April 2021

Jiao Wang

This paper aims to propose an efficient and convenient numerical algorithm for two-dimensional nonlinear Volterra-Fredholm integral equations and fractional integro-differential…

Abstract

Purpose

This paper aims to propose an efficient and convenient numerical algorithm for two-dimensional nonlinear Volterra-Fredholm integral equations and fractional integro-differential equations (of Hammerstein and mixed types).

Design/methodology/approach

The main idea of the presented algorithm is to combine Bernoulli polynomials approximation with Caputo fractional derivative and numerical integral transformation to reduce the studied two-dimensional nonlinear Volterra-Fredholm integral equations and fractional integro-differential equations to easily solved algebraic equations.

Findings

Without considering the integral operational matrix, this algorithm will adopt straightforward discrete data integral transformation, which can do good work to less computation and high precision. Besides, combining the convenient fractional differential operator of Bernoulli basis polynomials with the least-squares method, numerical solutions of the studied equations can be obtained quickly. Illustrative examples are given to show that the proposed technique has better precision than other numerical methods.

Originality/value

The proposed algorithm is efficient for the considered two-dimensional nonlinear Volterra-Fredholm integral equations and fractional integro-differential equations. As its convenience, the computation of numerical solutions is time-saving and more accurate.

Article
Publication date: 17 June 2008

Elçin Yusufoğlu and Barış Erbaş

This paper sets out to introduce a numerical method to obtain solutions of Fredholm‐Volterra type linear integral equations.

Abstract

Purpose

This paper sets out to introduce a numerical method to obtain solutions of Fredholm‐Volterra type linear integral equations.

Design/methodology/approach

The flow of the paper uses well‐known formulations, which are referenced at the end, and tries to construct a new approach for the numerical solutions of Fredholm‐Volterra type linear equations.

Findings

The approach and obtained method exhibit consummate efficiency in the numerical approximation to the solution. This fact is illustrated by means of examples and results are provided in tabular formats.

Research limitations/implications

Although the method is suitable for linear equations, it may be possible to extend the approach to nonlinear, even to singular, equations which are the future objectives.

Practical implications

In many areas of mathematics, mathematical physics and engineering, integral equations arise and most of these equations are only solvable in terms of numerical methods. It is believed that the method is applicable to many problems in these areas such as loads in elastic plates, contact problems of two surfaces, and similar.

Originality/value

The paper is original in its contents, extends the available work on numerical methods in the solution of certain problems, and will prove useful in real‐life problems.

Details

Kybernetes, vol. 37 no. 6
Type: Research Article
ISSN: 0368-492X

Keywords

Article
Publication date: 22 March 2013

Jalil Rashidinia and Zahra Mahmoodi

The purpose of this paper is to develop a numerical method based on quintic B‐spline to solve the linear and nonlinear Fredholm and Volterra integral equations.

Abstract

Purpose

The purpose of this paper is to develop a numerical method based on quintic B‐spline to solve the linear and nonlinear Fredholm and Volterra integral equations.

Design/methodology/approach

The solution is collocated by quintic B‐spline and then the integral equation is approximated by the Gauss‐Kronrod‐Legendre quadrature formula.

Findings

The arising system of linear or nonlinear algebraic equations can solve the linear combination coefficients appearing in the representation of the solution in spline basic functions.

Practical implications

The error analysis of proposed numerical method is studied theoretically. Numerical results are given to illustrate the efficiency of the proposed method. The results are compared with the results obtained by other methods to verify that this method is accurate and efficient.

Originality/value

The paper provides new method to solve the linear and nonlinear Fredholm and Volterra integral equations.

Article
Publication date: 10 April 2009

Ngarkodje Ngarasta, Koina Rodoumta and Henri Sosso

The purpose of this paper is to solve systems of linear Volterra integral equations of the first kind by the Adomian decomposition method (ADM). An elegant and reliable technique…

227

Abstract

Purpose

The purpose of this paper is to solve systems of linear Volterra integral equations of the first kind by the Adomian decomposition method (ADM). An elegant and reliable technique is outlined to find canonical form of ADM.

Design/methodology/approach

The approximate solution of systems of linear Volterra integral equations is calculated in the form of series with easily computable components. In this work, some methods based on substitution techniques are presented to permit the application of ADM to systems of integral equations of the first kind.

Findings

The approach developed in this work is valuable as a tool for scientists and applied mathematicians. It provides immediate and visible symbolic terms of analytical solution as well as its numerical approximate solution to systems of integral equations of the first kind, without linearization or discretization. The presented technique has many advantages over the traditional methods because it takes into account some systems of integral equations of first kind where the kernels present some singularities.

Research limitations/implications

A reliable method for obtaining approximate solutions of linear systems of integral equations of the first kind using the ADM which avoids the tedious work needed by traditional techniques has been developed.

Practical implications

The research provides a new efficient method for solving systems of integral equations of first kind using ADM. The convergence result is investigated also and some numerical examples are given to illustrate the importance of the analysis presented.

Originality/value

The technique is both innovative and efficient, and an original approach for solving any kind of systems of linear Volterra integral equations of the first kind.

Details

Kybernetes, vol. 38 no. 3/4
Type: Research Article
ISSN: 0368-492X

Keywords

Article
Publication date: 19 December 2018

Farshid Mirzaee and Nasrin Samadyar

The purpose of this paper is to develop a new method based on operational matrices of Bernoulli wavelet for solving linear stochastic Itô-Volterra integral equations, numerically.

Abstract

Purpose

The purpose of this paper is to develop a new method based on operational matrices of Bernoulli wavelet for solving linear stochastic Itô-Volterra integral equations, numerically.

Design/methodology/approach

For this aim, Bernoulli polynomials and Bernoulli wavelet are introduced, and their properties are expressed. Then, the operational matrix and the stochastic operational matrix of integration based on Bernoulli wavelet are calculated for the first time.

Findings

By applying these matrices, the main problem would be transformed into a linear system of algebraic equations which can be solved by using a suitable numerical method. Also, a few results related to error estimate and convergence analysis of the proposed scheme are investigated.

Originality/value

Two numerical examples are included to demonstrate the accuracy and efficiency of the proposed method. All of the numerical calculation is performed on a personal computer by running some codes written in MATLAB software.

Details

Multidiscipline Modeling in Materials and Structures, vol. 15 no. 3
Type: Research Article
ISSN: 1573-6105

Keywords

Article
Publication date: 27 April 2012

Kazem Nouri

The purpose of this paper is to discuss a numerical method for solving system of Volterra integral equations.

209

Abstract

Purpose

The purpose of this paper is to discuss a numerical method for solving system of Volterra integral equations.

Design/methodology/approach

An expansion method known as Chebyshev collocation method is chosen to convert the system of integral equations to the linear algebraic system of equations, so by solving the linear algebraic system an approximate solution is concluded.

Findings

Some numerical results support the accuracy and efficiency of the stated method.

Originality/value

The paper presents a method for solving first and second kind system of integral equations.

Article
Publication date: 14 May 2020

S. Saha Ray and S. Singh

This paper aims to study fractional Brownian motion and its applications to nonlinear stochastic integral equations. Bernstein polynomials have been applied to obtain the…

Abstract

Purpose

This paper aims to study fractional Brownian motion and its applications to nonlinear stochastic integral equations. Bernstein polynomials have been applied to obtain the numerical results of the nonlinear fractional stochastic integral equations.

Design/methodology/approach

Bernstein polynomials have been used to obtain the numerical solutions of nonlinear fractional stochastic integral equations. The fractional stochastic operational matrix based on Bernstein polynomial has been used to discretize the nonlinear fractional stochastic integral equation. Convergence and error analysis of the proposed method have been discussed.

Findings

Two illustrated examples have been presented to justify the efficiency and applicability of the proposed method. The corresponding obtained numerical results have been compared with the exact solutions to establish the accuracy and efficiency of the proposed method.

Originality/value

To the best of the authors’ knowledge, nonlinear stochastic Itô–Volterra integral equation driven by fractional Brownian motion has been for the first time solved by using Bernstein polynomials. The obtained numerical results well establish the accuracy and efficiency of the proposed method.

Article
Publication date: 3 July 2018

Pouria Assari

The purpose of this study is to obtain a scheme for the numerical solution of Volterra integro-differential equations with time periodic coefficients deduced from the charged…

Abstract

Purpose

The purpose of this study is to obtain a scheme for the numerical solution of Volterra integro-differential equations with time periodic coefficients deduced from the charged particle motion for certain configurations of oscillating magnetic fields.

Design/methodology/approach

The method reduces the solution of these types of integro-differential equations to the solution of two-dimensional Volterra integral equations of the second kind. The new method uses the discrete collocation method together with thin plate splines constructed on a set of scattered points as a basis.

Findings

The scheme can be easily implemented on a computer and has a computationally attractive algorithm. Numerical examples are included to show the validity and efficiency of the new technique.

Originality/value

The author uses thin plate splines as a type of free-shape parameter radial basis functions which establish an effective and stable method to solve electromagnetic integro-differential equations. As the scheme does not need any background meshes, it can be identified as a meshless method.

Article
Publication date: 1 March 1997

Yves Cherruault and Virginie Seng

Aims to solve Fredholm and Volterra non‐linear integral equations of the first kind. Uses the Adomian method, but since these equations are not under the canonical form u‐Nu = f

311

Abstract

Aims to solve Fredholm and Volterra non‐linear integral equations of the first kind. Uses the Adomian method, but since these equations are not under the canonical form u‐Nu = f, proposes some transformations for reducing the integral equations to integral equations of the second kind, much more appropriate. Uses a perturbation method for Fredholm equations. Concerning Volterra equations, uses a differentiation of the original equation, under sufficient regularity conditions, for obtaining a canonical form of Adomian.

Details

Kybernetes, vol. 26 no. 2
Type: Research Article
ISSN: 0368-492X

Keywords

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