Numerical solution of multiple nonlinear Volterra integral equations

DOI10.1016/J.AMC.2010.11.034MaRDI QIDQ621029zbMATH OpenOpenAlexFDO

Authors S. A. Belbas, Yuriy Bulka

Publication date 2 February 2011

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0809.3049

zbMATH Keywords

convergenceerror estimatesfinite difference schememultiple nonlinear Volterra integral equationsVolterra series

Mathematics Subject Classification ID

Volterra integral equations (45D05) Other nonlinear integral equations (45G10) Numerical methods for integral equations (65R20)

Abstract: We analyze a discretization method for solving nonlinear integral equations that contain multiple integrals. These equations include integral equations with a Volterra series, instead of a single integral term, on one side of the equation. We prove existence and uniqueness of solutions, and convergence and estimates of the order of convergence for the numerical methods of solution.

Review text

Nonlinear Volterra integral equations are analyzed that contain multiple integrals. They include the integral equations with a Volterra series instead of a single integral term on one side. However, single Volterra equations do not represent the most general form of causal systems with memory. There has been growing interest in functional equations with causal memory terms. In contrast to abstract functional equations, this paper deals with a concrete instance of causal equations with memory that are more general than the usual Volterra equations, namely equations with multiple integral terms. One application is a general nonlinear system with feedback. Other applications come from modeling memory effects in physical, biological, economic, and social systems. The obtained results of the paper cannot be obtained by previous methods. The proofs of the theorems contain novel analytical and combinatorial arguments. The existence and uniqueness are proven by the contraction mapping theorem. Further, the convergence of the finite difference schemes are proven.

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Cites work

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Cited in

(6)

• Analysis of the Euler and trapezoidal discretization methods for the numerical solution of nonlinear functional Volterra integral equations of Urysohn type
• Numerical solution of a non-linear Volterra integral equation
• scientific article; zbMATH DE number 32314 (Why is no real title available?)
• scientific article; zbMATH DE number 1110825 (Why is no real title available?)
• Convex majorants method in the theory of nonlinear Volterra equations
• Generalized solutions in the problem of dynamical systems modeling by Volterra polynomials

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