The main goal of this paper is to solve a class of Darboux problems by converting them into the two-dimensional nonlinear Volterra integral equation of the second kind. The scheme approximates the solution of these integral equations using the discrete Galerkin method together with local radial basis functions, which use a small set of data instead of all points in the solution domain. We also employ the Gauss–Legendre integration rule on the influence domains of shape functions to compute the local integrals appearing in the method. Since the scheme is constructed on a set of scattered points and does not require any background meshes, it is meshless. The error bound and the convergence rate of the presented method are provided. Some illustrative examples are included to show the validity and efficiency of the new technique. Furthermore, the results obtained demonstrate that this method uses much less computer memory than the method established using global radial basis functions.

In this paper, we study the nonlinear diffusion equation associated with a particle system where the common drift depends on the rate of absorption of particles at a boundary. We provide an interpretation of this equation, which is also related to the supercooled Stefan problem, as a structural credit risk model with default contagion in a large interconnected banking system. Using the method of heat potentials, we derive a coupled system of Volterra integral equations for the transition density and for the loss through absorption. An approximation by expansion is given for a small interaction parameter. We also present a numerical solution algorithm and conduct computational tests.

In this article, we consider the numerical solution for Poisson's equation in axisymmetric geometry. When the boundary condition and source term are axisymmetric, the problem reduces to solving Poisson's equation in cylindrical coordinates in the two-dimensional (r,z) region of the original three-dimensional domain S. Hence, the original boundary value problem is reduced to a two-dimensional one. To make use of the Mechanical quadrature method (MQM), it is necessary to calculate a particular solution, which can be subtracted off, so that MQM can be used to solve the resulting Laplace problem, which possesses high accuracy order and low computing complexities. Moreover, the multivariate asymptotic error expansion of MQM accompanied with for all mesh widths hi is got. Hence, once discrete equations with coarse meshes are solved in parallel, the higher accuracy order of numerical approximations can be at least by the splitting extrapolation algorithm (SEA). Meanwhile, a posteriori asymptotic error estimate is derived, which can be used to construct self-adaptive algorithms. The numerical examples support our theoretical analysis.

This paper is concerned with numerical approximations of a nonlocal heat equation define on an infinite domain. Two classes of artificial boundary conditions (ABCs) are designed, namely, nonlocal analog Dirichlet-to-Neumann-type ABCs (global in time) and high-order Padé approximate ABCs (local in time). These ABCs reformulate the original problem into an initial-boundary-value (IBV) problem on a bounded domain. For the global ABCs, we adopt a fast evolution to enhance computational efficiency and reduce memory storage. High order fully discrete schemes, both second-order in time and space, are given to discretize two reduced problems. Extensive numerical experiments are carried out to show the accuracy and efficiency of the proposed methods.

The radiative transfer equation (RTE) arises in many different areas of science and engineering. In this paper, we propose and investigate a discrete-ordinate discontinuous-streamline diffusion (DODSD) method for solving the RTE, which is a combination of the discrete-ordinate technique and the discontinuous-streamline diffusion method. Different from the discrete-ordinate discontinuous Galerkin (DODG) method for the RTE, an artificial diffusion parameter is added to the test functions in the spatial discretization. Stability and error estimates in certain norms are proved. Numerical results show that the proposed method can lead to a more accurate approximation in comparison with the DODG method.

In this paper the fractional Euler-Lagrange equation is considered. The fractional equation with the left and right Caputo derivatives of order α ∈ (0,1] is transformed into its corresponding integral form. Next, we present a numerical solution of the integral form of the considered equation. On the basis of numerical results, the convergence of the proposed method is determined. Examples of numerical solutions of this equation are shown in the final part of this paper.

This paper studies a system of semi-linear fractional diffusion equations which arise in competitive predator-prey models by replacing the second-order derivatives in the spatial variables with fractional derivatives of order less than two. Moving finite element methods are proposed to solve the system of fractional diffusion equations and the convergence rates of the methods are proved. Numerical examples are carried out to confirm the theoretical findings. Some applications in anomalous diffusive Lotka-Volterra and Michaelis-Menten-Holling predator-prey models are studied.

We present a simple, accurate method for computing singular or nearly singular integrals on a smooth, closed surface, such as layer potentials for harmonic functions evaluated at points on or near the surface. The integral is computed with a regularized kernel and corrections are added for regularization and discretization, which are found from analysis near the singular point. The surface integrals are computed from a new quadrature rule using surface points which project onto grid points in coordinate planes. The method does not require coordinate charts on the surface or special treatment of the singularity other than the corrections. The accuracy is about O(h3), where h is the spacing in the background grid, uniformly with respect to the point of evaluation, on or near the surface. Improved accuracy is obtained for points on the surface. The treecode of Duan and Krasny for Ewald summation is used to perform sums. Numerical examples are presented with a variety of surfaces.

We extend the full wavefield modeling with forward scattering theory and Volterra Renormalization to a vertically varying two-parameter (velocity and density) acoustic medium. The forward scattering series, derived by applying Born-Neumann iterative procedure to the Lippmann-Schwinger equation (LSE), is a well known tool for modeling and imaging. However, it has limited convergence properties depending on the strength of contrast between the actual and reference medium or the angle of incidence of a plane wave component. Here, we introduce the Volterra renormalization technique to the LSE. The renormalized LSE and related Neumann series are absolutely convergent for any strength of perturbation and any incidence angle. The renormalized LSE can further be separated into two sub-Volterra type integral equations, which are then solved noniteratively. We apply the approach to velocity-only, density-only, and both velocity and density perturbations. We demonstrate that this Volterra Renormalization modeling is a promising and efficient method. In addition, it can also provide insight for developing a scattering theory-based direct inversion method.

In oscillatory shear experiments, the values of the storage and loss moduli, $G^{\prime }(\unicode[STIX]{x1D714})$ and $G^{\prime \prime }(\unicode[STIX]{x1D714})$, respectively, are only measured and recorded for a number of values of the frequency $\unicode[STIX]{x1D714}$ in some well-defined finite range $[\unicode[STIX]{x1D714}_{\text{min}},\unicode[STIX]{x1D714}_{\text{max}}]$. In many practical situations, when the range $[\unicode[STIX]{x1D714}_{\text{min}},\unicode[STIX]{x1D714}_{\text{max}}]$ is sufficiently large, information about the associated polymer dynamics can be assessed by simply comparing the interrelationship between the frequency dependence of $G^{\prime }(\unicode[STIX]{x1D714})$ and $G^{\prime \prime }(\unicode[STIX]{x1D714})$. For other situations, the required rheological insight can only be obtained once explicit knowledge about the structure of the relaxation time spectrum $H(\unicode[STIX]{x1D70F})$ has been determined through the inversion of the measured storage and loss moduli $G^{\prime }(\unicode[STIX]{x1D714})$ and $G^{\prime \prime }(\unicode[STIX]{x1D714})$. For the recovery of an approximation to $H(\unicode[STIX]{x1D70F})$, in order to cope with the limited range $[\unicode[STIX]{x1D714}_{\text{min}},\unicode[STIX]{x1D714}_{\text{max}}]$ of the measurements, some form of localization algorithm is required. A popular strategy for achieving this is to assume that $H(\unicode[STIX]{x1D70F})$ has a separated discrete point mass (Dirac delta function) structure. However, this expedient overlooks the potential information contained in the structure of a possibly continuous $H(\unicode[STIX]{x1D70F})$. In this paper, simple localization algorithms and, in particular, a joint inversion least squares procedure, are proposed for the rapid recovery of accurate approximations to continuous $H(\unicode[STIX]{x1D70F})$ from limited measurements of $G^{\prime }(\unicode[STIX]{x1D714})$ and $G^{\prime \prime }(\unicode[STIX]{x1D714})$.

A spectral Jacobi-collocation approximation is proposed for Volterra delay integro-differential equations with weakly singular kernels. In this paper, we consider the special case that the underlying solutions of equations are sufficiently smooth. We provide a rigorous error analysis for the proposed method, which shows that both the errors of approximate solutions and the errors of approximate derivatives decay exponentially in L∞ norm and weighted L2 norm. Finally, two numerical examples are presented to demonstrate our error analysis.

Dislocations are line defects in crystalline materials. The Peierls-Nabarro models are hybrid models that incorporate atomic structure of dislocation core into continuum framework. In this paper, we present a numerical method for a generalized Peierls-Nabarro model for curved dislocations, based on the fast multipole method and the iterative grid redistribution. The fast multipole method enables the calculation of the long-range elastic interaction within operations that scale linearly with the total number of grid points. The iterative grid redistribution places more mesh nodes in the regions around the dislocations than in the rest of the domain, thus increases the accuracy and efficiency. This numerical scheme improves the available numerical methods in the literature in which the long-range elastic interactions are calculated directly from summations in the physical domains; and is more flexible to handle problems with general boundary conditions compared with the previous FFT based method which applies only under periodic boundary conditions. Numerical examples using this method on the core structures of dislocations in Al and Cu and in epitaxial thin films are presented.

Applicability of Feynman path integral approach to numerical simulations of quantum dynamics of an electron in real time domain is examined. Coherent quantum dynamics is demonstrated with one dimensional test cases (quantum dot models) and performance of the Trotter kernel as compared with the exact kernels is tested. Also, a novel approach for finding the ground state and other stationary sates is presented. This is based on the incoherent propagation in real time. For both approaches the Monte Carlo grid and sampling are tested and compared with regular grids and sampling. We asses the numerical prerequisites for all of the above.

A Legendre-collocation method is proposed to solve the nonlinear Volterra integral equations of the second kind. We provide a rigorous error analysis for the proposed method, which indicate that the numerical errors in L2-norm and L∞-norm will decay exponentially provided that the kernel function is sufficiently smooth. Numerical results are presented, which confirm the theoretical prediction of the exponential rate of convergence.

Nonlocal diffusion models involve integral equations that account for nonlocal interactions and do not explicitly employ differential operators in the space variables. Due to the nonlocality they might look different from classical partial differential equation (PDE) models, but their local limit reduces to partial differential equations. The effect of mesh element anisotropy mesh refinement and kernel functions on the conditioning of the stiffness matrix for a nonlocal diffusion model on 2D geometric domains is considered, and the results compared with those obtained from typical local PDE models. Numerical experiments show that the condition number is bounded by (where c is a constant) for an integrable kernel function, and is not affected by the choice of the basis function. In contrast to local PDE models, mesh anisotropy and refinement affect the condition number very little.

In this paper, we study the mathematical formulation for an optimal control problem governed by a linear parabolic integro-differential equation and present the optimality conditions. We then set up its weak formulation and the finite element approximation scheme. Based on these we derive the a priori error estimates for its finite element approximation both in H1 and L2 norms. Furthermore some numerical tests are presented to verify the theoretical results.

This paper concerns the electromagnetic scattering by arbitrary shaped three dimensional imperfectly conducting objects modeled with non-constant Leontovitch impedance boundary condition. It has two objectives. Firstly, the intrinsically well-conditioned integral equation (noted GCSIE) proposed in [30] is described focusing on its discretization. Secondly, we highlight the potential of this method by comparison with two other methods, the first being a two currents formulation in which the impedance condition is implicitly imposed and whose the convergence is quasi-optimal for Lipschitz polyhedron, the second being a CFIE-like formulation [14]. In particular, we prove that the new approach is less costly in term of CPU time and gives a more accurate solution than that obtained from the CFIE formulation. Finally, as expected, It is demonstrated that no preconditioner is needed for this formulation.

Consider a one-dimensional diffusion process on the diffusion interval I originated in x0 ∈ I. Let a(t) and b(t) be two continuous functions of t, t > t0, with bounded derivatives, a(t) < b(t), and a(t), b(t) ∈ I, for all t > t0. We study the joint distribution of the two random variables Ta and Tb, the first hitting times of the diffusion process through the two boundaries a(t) and b(t), respectively. We express the joint distribution of Ta and Tb in terms of ℙ(Ta < t, Ta < Tb) and ℙ(Tb < t, Ta > Tb), and we determine a system of integral equations verified by these last probabilities. We propose a numerical algorithm to solve this system and we prove its convergence properties. Examples and modeling motivation for this study are also discussed.

This paper is concerned with obtaining an approximate solution and an approximate derivative of the solution for neutral Volterra integro-differential equation with a weakly singular kernel. The solution of this equation, even for analytic data, is not smooth on the entire interval of integration. The Jacobi collocation discretization is proposed for the given equation. A rigorous analysis of error bound is also provided which theoretically justifies that both the error of approximate solution and the error of approximate derivative of the solution decay exponentially in L∞ norm and weighted L2 norm. Numerical results are presented to demonstrate the effectiveness of the spectral method.

In this paper, a Legendre-collocation spectral method is developed for the second order Volterra integro-differential equation with pantograph delay. We provide a rigorous error analysis for the proposed method. The spectral rate of convergence for the proposed method is established in both L2-norm and L∞-norm.