Approximation of infinite delay and Volterra type equations (Q1114367): Difference between revisions

The authors consider a class of infinite delay equations of neutral type of the form \[ y(t)=\phi^ 0+A_ 0\int^{t}_{0}x(s)ds+A_ 1\int^{t}_{0}x(s- h)ds+\int^{t}_{0}f(s)ds+\int^{t}_{0}\int^{0}_{- \infty}A(z)x(s+z)dzds,\quad t\geq 0, \] x(t)\(=y(t)+B_ 1x(t- h)+\int^{0}_{-\infty}B(s)x(t+s)ds\) a.e. on \(t\geq 0\), \(x(t)=\phi^ 1(t)\) a.e. on \(t<0\), where \(h>0\) is a discrete delay, f is an \(R^ n\)- valued function on [0,\(\infty)\), \(A_ 0,,A_ 1,B_ 1\) are constant \(n\times n\)-matrix value functions on (-\(\infty,0]\). The initial data are \(\phi^ 0\in R^ n\) and \(\phi^ 1\) an \(R^ n\)-valued function on (- \(\infty,0].\) The aim of this paper is to develop an approximation scheme based on \(L^ 2\)-approximation by Laguerre and Legendre polynomials. Numerical examples demonstrate the feasibility of the scheme and show infinite order convergence for smooth data. Proofs of the convergence results concerning \(L^ 2\)-approximation by Laguerre and Legendre polynomials are presented in the appendix.