Spectral collocation method for compact integral operators

We propose and analyze a spectral collocation method for integral equations with compact kernels, e.g. piecewise smooth kernels and weakly singular kernels of the form $\frac{1}{|t-s|^\mu}, \; 0\u3c\mu\u3c1.$ We prove that 1) for integral equations, the convergence rate depends on the smoothness of true solutions $y(t)$. If $y(t)$ satisfies condition (R): $\|y^{(k)}\|_{L^\infty[0,T]}\leq ck!R^{-k}$}, we obtain a geometric rate of convergence; if $y(t)$ satisfies condition (M): $\|y^{(k)}\|_{L^{\infty}[0,T]}\leq cM^k$, we obtain supergeometric rate of convergence for both Volterra equations and Fredholm equations and related integro differential equations; 2) for eigenvalue problems, the convergence rate depends on the smoothness of eigenfunctions. The same convergence rate for the largest modulus eigenvalue approximation can be obtained. Moreover, the convergence rate doubles for positive compact operators. Our numerical experiments confirm our theoretical results

Product integration for weakly singular integro-differential equations

On the basis of product integration techniques a discrete version of a piecewise polynomial collocation method for the numerical solution of initial or boundary value problems of linear Fredholm integro-differential equations with weakly singular kernels is constructed. Using an integral equation reformulation and special graded grids, optimal global convergence estimates are derived. For special values of parameters an improvement of the convergence rate of elaborated numerical schemes is established. Presented numerical examples display that theoretical results are in good accordance with actual convergence rates of proposed algorithms

Central part interpolation schemes for a class of fractional initial value problems

We consider an initial value problem for linear fractional integro-differential equations with weakly singular kernels. Using an integral equation reformulation of the underlying problem, a collocation method based on the central part interpolation by continuous piecewise polynomials on the uniform grid is constructed and analysed. Optimal convergence order of the proposed method is established and confirmed by numerical experiments

On fully discrete collocation methods for solving weakly singular integro‐differential equations

In order to find approximate solutions of Volterra and Fredholm integro‐differential equations by collocation methods it is necessary to compute certain integrals that determine the required algebraic systems. Those integrals usually can not be computed exactly and if the kernels of the integral operators are not smooth, simple quadrature formula approximations of the integrals do not preserve the convergence rate of the collocation method. In the present paper fully discrete analogs of collocation methods where non‐smooth integrals are replaced by appropriate quadrature formulas approximations, are considered and corresponding error estimates are derived. Presented numerical examples display that theoretical results are in a good accordance with the actual convergence rates of the proposed algorithms. First published online: 09 Jun 201

Keskosa interpolatsioonil põhinevad meetodid nõrgalt singulaarsete integraalvõrrandite lahendamiseks

Paljud keemia, polümeeride füüsika, matemaatilise füüsika jt teadusalade probleemid on formuleeritavad integraalvõrrandite kujul ning nende probleemide käsitlus taandub integraalvõrrandite lahendamisele või kvalitatiivsele uurimisele. Integraalvõrrandeid, mida saab täpselt lahendada, on suhteliselt vähe, seega on väga olulised meetodid võrrandite numbriliseks lahendamiseks. Käesolevas doktoritöös pakume välja kaks kõrget järku numbrilist meetodit, mis ei kasuta lineaarse teist liiki singulaarsustega Fredholmi integraalvõrrandi lahendamiseks ebaühtlast võrku. Need meetodid on kollokatsioonimeetod ja korrutise integreerimise meetod. Nimetatud meetodid põhinevad keskosa interpolatsioonil polünoomidega ühtlasel võrgul ja silendaval muutujate vahetusel. Lõigu keskosas on interpolatsioonivea hinnang ligikaudu 2m korda täpsem kui kogu lõigul. Lisaks on interpolatsiooniprotsess ühtlasel võrgul lõigu keskosas m-i kasvades stabiilne. Muutujate vahetuse abil parendame me võrrandi täpse lahendi käitumist. Doktoritöös on kirjeldatud toodud meetodite koondumist ja koondumiskiirustThere are a number of problems from many different fields, for example chemistry, physics of polymers and mathematical physics, which are directly formulated in terms of integral equations; and there are problems that are represented in terms of differential equations with auxiliary conditions, but which can be reduced to integral equations. There are relatively few integral equations which can be solved exactly, hence, numerical schemes are required for dealing with these equations in a proper manner. In this thesis we propose two new classes of high order numerical methods, which do not need graded grids for solving linear Fredholm integral equations of the second kind with singularities. The methods are developed by means of the 'central part' interpolation by polynomials on the uniform grid and smoothing change of variables. In the central parts of the interval, the estimates of interpolation error are approximately 2m times more precise than on the whole interval. In the central parts of the interval, the interpolation process on the uniform grid also has good stability properties as m increases. With the help of a change of variables we improve the boundary behaviour of the exact solution of the problem. The convergence and the convergence order of methods is studied

Hägusad teist liiki integraalvõrrandid

Käesolevas doktoritöös on uuritud hägusaid teist liiki integraalvõrrandeid. Need võrrandid sisaldavad hägusaid funktsioone, s.t. funktsioone, mille väärtused on hägusad arvud. Me tõestasime tulemuse sileda tuumaga hägusate Volterra integraalvõrrandite lahendite sileduse kohta. Kui integraalvõrrandi tuum muudab märki, siis integraalvõrrandi lahend pole üldiselt sile. Nende võrrandite lahendamiseks me vaatlesime kollokatsioonimeetodit tükiti lineaarsete ja tükiti konstantsete funktsioonide ruumis. Kasutades lahendi sileduse tulemusi tõestasime meetodite koonduvuskiiruse. Me vaatlesime ka nõrgalt singulaarse tuumaga hägusaid Volterra integraalvõrrandeid. Uurisime lahendi olemasolu, ühesust, siledust ja hägusust. Ülesande ligikaudseks lahendamiseks kasutasime kollokatsioonimeetodit tükiti polünoomide ruumis. Tõestasime meetodite koonduvuskiiruse ning uurisime lähislahendi hägusust. Nii analüüs kui ka numbrilised eksperimendid näitavad, et gradueeritud võrke kasutades saame parema koonduvuskiiruse kui ühtlase võrgu korral. Teist liiki hägusate Fredholmi integraalvõrrandite lahendamiseks pakkusime uue lahendusmeetodi, mis põhineb kõigi võrrandis esinevate funktsioonide lähendamisel Tšebõšovi polünoomidega. Uurisime nii täpse kui ka ligikaudse lahendi olemasolu ja ühesust. Tõestasime meetodi koonduvuse ja lähislahendi hägususe.In this thesis we investigated fuzzy integral equations of the second kind. These equations contain fuzzy functions, i.e. functions whose values are fuzzy numbers. We proved a regularity result for solution of fuzzy Volterra integral equations with smooth kernels. If the kernel changes sign, then the solution is not smooth in general. We proposed collocation method with triangular and rectangular basis functions for solving these equations. Using the regularity result we estimated the order of convergence of these methods. We also investigated fuzzy Volterra integral equations with weakly singular kernels. The existence, regularity and the fuzziness of the exact solution is studied. Collocation methods on discontinuous piecewise polynomial spaces are proposed. A convergence analysis is given. The fuzziness of the approximate solution is investigated. Both the analysis and numerical methods show that graded mesh is better than uniform mesh for these problems. We proposed a new numerical method for solving fuzzy Fredholm integral equations of the second kind. This method is based on approximation of all functions involved by Chebyshev polynomials. We analyzed the existence and uniqueness of both exact and approximate fuzzy solutions. We proved the convergence and fuzziness of the approximate solution.https://www.ester.ee/record=b539569

Piecewise polynomial collocation for linear boundary value problems of fractional differential equations

AbstractWe consider a class of boundary value problems for linear multi-term fractional differential equations which involve Caputo-type fractional derivatives. Using an integral equation reformulation of the boundary value problem, some regularity properties of the exact solution are derived. Based on these properties, the numerical solution of boundary value problems by piecewise polynomial collocation methods is discussed. In particular, we study the attainable order of convergence of proposed algorithms and show how the convergence rate depends on the choice of the grid and collocation points. Theoretical results are verified by two numerical examples

Kiired ja kvaasikiired lahendusmeetodid nõrgalt singulaarsete Fredholmi teist liiki integraalvõrrandite jaoks

Doktoritöös käsitletakse lineaarsete Fredholmi teist liiki integraalvõrrandite ligikaudse lahendamisega seotud probleeme situatsioonis, kus võrrandi tuum võib argumentide kokkulangemise korral olla iseärane (nõrgalt singulaarne). Tuuma iseärasus toob reeglina kaasa integraalvõrrandi lahendi iseärase käitumise integreerimispiirkonna raja lähedal ning raskused kiirete lahendusmeetodite konstrueerimisel niisuguste võrrandite jaoks. Töö põhitulemuseks on kiirete ja kvaasikiirete meetodite väljatöötamine nimetatud võrrandite korral. Kiire meetod tähendab siin meetodit võrrandi lähislahendite leidmiseks, mis antud ülesannete klassi korral annab lähislahenditele optimaalset järku täpsuse võimalikult väikese aritmeetiliste tehete arvu korral. Vajalikud veahinnangud on saadud lähteülesande periodiseerimise kaudu, mille puhul integraalvõrrandi lähislahendite leidmine taandub perioodiliste funktsioonide aproksimeerimisele trigonomeetriliste polünoomide abil.In the present thesis the bounds of fast solving Fredholm integral equations of the second kind with a possible weak diagonal singularity of the kernel and certain boundary singularities of the derivatives of the free term has been discussed in a situation when the information about the smooth coefficient functions in the kernel and about the free term is restricted to a given number of their sample values. In a fast solver, the conditions of optimal accuracy and minimal arithmetical operations (complexity of the solver) are met. We mean the order optimality and order minimal work on a class of problems; the class of problems is defined by the smoothness conditions which have been set on the kernel and free term of the underlying problem.https://www.ester.ee/record=b536058

Murruliste tuletistega diferentsiaalvõrrandite ligikaudne lahendamine

Murrulised tuletised (s.t. tuletised, mille järk ei ole täisarv) on pakkunud huvi juba alates ajast, millal I. Newton ja G. W. Leibniz rajasid matemaatilise analüüsi aluseks oleva diferentsiaal- ja integraalarvutuse. Kaua aega käsitleti murruliste tuletistega seotud küsimusi vaid teoreetilisest vaatepunktist, sest ei olnud näha, millised võiksid olla murruliste tuletiste rakendusvõimalused. Viimastel aastakümnetel on aga leitud, et murrulisi tuletisi sisaldavad diferentsiaalvõrrandid kirjeldavad mitmesuguste materjalide ja protsesside käitumist paremini kui täisarvulist järku tuletistega diferentsiaalvõrrandid. Kuna murruliste tuletistega diferentsiaalvõrrandite täpse lahendi leidmine ei ole enamasti võimalik, peame nende lahendeid leidma ligikaudselt. See nõuab spetsiaalsete meetodite väljatöötamist, sest murruliste tuletistega diferentsiaalvõrrandite korral ei ole reeglina rakendatavad täisarvuliste tuletistega diferentsiaalvõrrandite vallast tuntud tulemused. Käesolevas väitekirjas uuritakse murruliste tuletistega diferentsiaalvõrrandi lahendi siledust ja saadud informatsiooni alusel töötatakse välja kõrget järku täpsusega lahendusalgoritmid niisuguste võrrandite ligikaudseks lahendamiseks. Saadud teoreetilisi tulemusi kontrollitakse arvukate numbriliste eksperimentidega mitmesugustel testvõrranditel.The concept of a fractional derivative can be traced back to the end of the seventeenth century, the time when Newton and Leibniz developed the foundations of differential and integral calculus. Despite this, for a long time, considerations regarding fractional derivatives were purely theoretical treatments for which there were no serious practical applications. It is only during the last decades that there has been a spectacular increase of studies regarding fractional derivatives and differential equations with such derivatives, mainly because of new applications of fractional derivatives in several fields of applied science. However, when working with problems stemming from real-world applications, it is only rarely possible to find the exact solution of a given fractional differential equation, and even if such an analytic solution is available, it is typically too complicated to be used in practice. Therefore numerical methods specialized for solving fractional differential equations are required. In the present thesis the regularity properties of the exact solutions of a wide class of fractional differential and integro-differential equations are investigated. Based on the obtained regularity properties, the numerical solution of the problem is discussed, the convergence of proposed algorithms is proven and their global convergence estimates are derived. The obtained theoretical results are supported by many numerical experiments with various test problems.https://www.ester.ee/record=b529526

A Hybrid Collocation Method for Volterra Integral Equations with Weakly Singular Kernels

The commonly used graded piecewise polynomial collocation method for weakly singular Volterra integral equations may cause serious round-off error problems due to its use of extremely nonuniform partitions and the sensitivity of such time-dependent equations to round-off errors. The singularity preserving ( nonpolynomial) collocation method is known to have only local convergence. To overcome the shortcoming of these well-known methods, we introduce a hybrid collocation method for solving Volterra integral equations of the second kind with weakly singular kernels. In this hybrid method we combine a singularity preserving ( nonpolynomial) collocation method used near the singular point of the derivative of the solution and a graded piecewise polynomial collocation method used for the rest of the domain. We prove the optimal order of global convergence for this method. The convergence analysis of this method is based on a singularity expansion of the exact solution of the equations. We prove that the solutions of such equations can be decomposed into two parts, with one part being a linear combination of some known singular functions which reflect the singularity of the solutions and the other part being a smooth function. A numerical example is presented to demonstrate the effectiveness of the proposed method and to compare it to the graded collocation method