scholarly journals Second-order method for parabolic Volterra integral equations with Crank-Nicolson method

2012 ◽  
Vol 16 (2) ◽  
pp. 13-20
Author(s):  
Ali Filiz
Keyword(s):  
Integral Equations ◽  
Second Order ◽  
Volterra Integral Equations ◽  
Order Method ◽  
Crank Nicolson

scholarly journals Application of Splines of the Second Order Approximation to Volterra Integral Equations of the Second Kind. Applications in Systems Theory and Dynamical Systems

2021 ◽  
Vol 15 ◽  
pp. 63-71 ◽  
Author(s):  
I. G. Burova ◽  
G. O. Alcybeev
Keyword(s):  
Dynamical Systems ◽  
Systems Theory ◽  
Integral Equations ◽  
Numerical Experiments ◽  
Order Approximation ◽  
Second Order ◽  
Volterra Integral Equations ◽  
Order Of Approximation ◽  
Polynomial Splines ◽  
Second Order Of Approximation

This paper discusses the application of local interpolation splines of the second order of approximation for the numerical solution of Volterra integral equations of the second kind. Computational schemes based on the use of polynomial and non-polynomial splines are constructed. The advantages of the proposed method include the ability to calculate the integrals which are present in the computational methods. The application of splines to the solution of nonlinear Volterra integral equations is also discussed. The results of numerical experiments are presented

Routing Optimization with Efficient Second Order Distributed Approach Using Congestion Control Rules

2017 ◽  
Vol 7 (7) ◽  
pp. 363
Author(s):  
Jaya Pratha Sebastiyar ◽  
Martin Sahayaraj Joseph
Keyword(s):  
Congestion Control ◽  
Second Order ◽  
Back Pressure ◽  
Order Method ◽  
Delay Performance ◽  
Routing Optimization ◽  
Distributed Approach ◽  
Control Rules ◽  
Primal Dual ◽  
Queue Stability

Distributed joint congestion control and routing optimization has received a significant amount of attention recently. To date, however, most of the existing schemes follow a key idea called the back-pressure algorithm. Despite having many salient features, the first-order sub gradient nature of the back-pressure based schemes results in slow convergence and poor delay performance. To overcome these limitations, the present study was made as first attempt at developing a second-order joint congestion control and routing optimization framework that offers utility-optimality, queue-stability, fast convergence, and low delay.  Contributions in this project are three-fold. The present study propose a new second-order joint congestion control and routing framework based on a primal-dual interior-point approach and established utility-optimality and queue-stability of the proposed second-order method. The results of present study showed that how to implement the proposed second-order method in a distributed fashion.

scholarly journals Superconvergence of interpolated collocation solutions for weakly singular Volterra integral equations of the second kind

2021 ◽  
Vol 40 (3) ◽  
Author(s):  
Qiumei Huang ◽  
Min Wang
Keyword(s):  
Integral Equations ◽  
Numerical Experiments ◽  
Volterra Integral Equations ◽  
Least Square ◽  
Convergence Order ◽  
Collocation Points ◽  
Weakly Singular ◽  
Interpolation Postprocessing ◽  
Collocation Solution

AbstractIn this paper, we discuss the superconvergence of the “interpolated” collocation solutions for weakly singular Volterra integral equations of the second kind. Based on the collocation solution $$u_h$$ u h , two different interpolation postprocessing approximations of higher accuracy: $$I_{2h}^{2m-1}u_h$$ I 2 h 2 m - 1 u h based on the collocation points and $$I_{2h}^{m}u_h$$ I 2 h m u h based on the least square scheme are constructed, whose convergence order are the same as that of the iterated collocation solution. Such interpolation postprocessing methods are much simpler in computation. We further apply this interpolation postprocessing technique to hybrid collocation solutions and similar results are obtained. Numerical experiments are shown to demonstrate the efficiency of the interpolation postprocessing methods.

A stochastic operational matrix method for numerical solutions of multi-dimensional stochastic Itô–Volterra integral equations

2020 ◽  
Vol 28 (3) ◽  
pp. 209-216
Author(s):  
S. Singh ◽  
S. Saha Ray
Keyword(s):  
Integral Equations ◽  
Numerical Solutions ◽  
Operational Matrix ◽  
Approximate Solutions ◽  
Volterra Integral Equations ◽  
Numerical Examples ◽  
Operational Matrix Method ◽  
Block Pulse Functions ◽  
Stochastic Operational Matrix ◽  
Block Pulse Function

AbstractIn this article, hybrid Legendre block-pulse functions are implemented in determining the approximate solutions for multi-dimensional stochastic Itô–Volterra integral equations. The block-pulse function and the proposed scheme are used for deriving a methodology to obtain the stochastic operational matrix. Error and convergence analysis of the scheme is discussed. A brief discussion including numerical examples has been provided to justify the efficiency of the mentioned method.

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