Convergence analysis of piecewise continuous collocation methods for higher index integral algebraic equations of the Hessenberg type

Babak Shiri; Sedaghat Shahmorad; Gholamreza Hojjati

International Journal of Applied Mathematics and Computer Science (2013)

  • Volume: 23, Issue: 2, page 341-355
  • ISSN: 1641-876X

Abstract

top
In this paper, we deal with a system of integral algebraic equations of the Hessenberg type. Using a new index definition, the existence and uniqueness of a solution to this system are studied. The well-known piecewise continuous collocation methods are used to solve this system numerically, and the convergence properties of the perturbed piecewise continuous collocation methods are investigated to obtain the order of convergence for the given numerical methods. Finally, some numerical experiments are provided to support the theoretical results.

How to cite

top

Babak Shiri, Sedaghat Shahmorad, and Gholamreza Hojjati. "Convergence analysis of piecewise continuous collocation methods for higher index integral algebraic equations of the Hessenberg type." International Journal of Applied Mathematics and Computer Science 23.2 (2013): 341-355. <http://eudml.org/doc/256713>.

@article{BabakShiri2013,
abstract = {In this paper, we deal with a system of integral algebraic equations of the Hessenberg type. Using a new index definition, the existence and uniqueness of a solution to this system are studied. The well-known piecewise continuous collocation methods are used to solve this system numerically, and the convergence properties of the perturbed piecewise continuous collocation methods are investigated to obtain the order of convergence for the given numerical methods. Finally, some numerical experiments are provided to support the theoretical results.},
author = {Babak Shiri, Sedaghat Shahmorad, Gholamreza Hojjati},
journal = {International Journal of Applied Mathematics and Computer Science},
keywords = {piecewise continuous collocations methods; Volterra integral equations; integral algebraic equations; piecewise continuous collocation methods; high index Volterra integral algebraic equations; convergence; system of first kind Volterra linear integral equations; Newton's iterative method; numerical examples},
language = {eng},
number = {2},
pages = {341-355},
title = {Convergence analysis of piecewise continuous collocation methods for higher index integral algebraic equations of the Hessenberg type},
url = {http://eudml.org/doc/256713},
volume = {23},
year = {2013},
}

TY - JOUR
AU - Babak Shiri
AU - Sedaghat Shahmorad
AU - Gholamreza Hojjati
TI - Convergence analysis of piecewise continuous collocation methods for higher index integral algebraic equations of the Hessenberg type
JO - International Journal of Applied Mathematics and Computer Science
PY - 2013
VL - 23
IS - 2
SP - 341
EP - 355
AB - In this paper, we deal with a system of integral algebraic equations of the Hessenberg type. Using a new index definition, the existence and uniqueness of a solution to this system are studied. The well-known piecewise continuous collocation methods are used to solve this system numerically, and the convergence properties of the perturbed piecewise continuous collocation methods are investigated to obtain the order of convergence for the given numerical methods. Finally, some numerical experiments are provided to support the theoretical results.
LA - eng
KW - piecewise continuous collocations methods; Volterra integral equations; integral algebraic equations; piecewise continuous collocation methods; high index Volterra integral algebraic equations; convergence; system of first kind Volterra linear integral equations; Newton's iterative method; numerical examples
UR - http://eudml.org/doc/256713
ER -

References

top
  1. Atkinson, K. (2001). Theoretical Numerical Analysis: A Functional Analysis Framework, Springer-Verlag, New York, NY. Zbl0966.65001
  2. Bandrowski, B., Karczewska, A. and Rozmej, P. (2010). Numerical solutions to integral equations equivalent to differential equations with fractional time, International Journal of Applied Mathematics and Computer Science 20(2): 261-269, DOI: 10.2478/v10006-010-0019-1. Zbl1201.35020
  3. Brunner, H. (1977). Discretization of Volterra integral equations of the first kind, Mathematics of Computation 31(139): 708-716. Zbl0372.65052
  4. Brunner, H. (1978). Discretization of Volterra integral equations of the first kind (II), Numerische Mathematik 30(2): 117-136. Zbl0366.65058
  5. Brunner, H. (2004). Collocation Methods for Volterra Integral and Related Functional Equations, Cambridge University Press, New York, NY. Zbl1059.65122
  6. Bulatov, M.V. (1994). Transformations of differential-algebraic systems of equations, Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki 34(3): 360-372. Zbl0818.34002
  7. Bulatov, M.V. (2002). Regularization of degenerate integro-differential equations, Computational Mathematics and Mathematical Physics 42(11): 1602-1608. 
  8. Chistyakov, V.F. (1987). On Singular Systems of Ordinary Differential Equations. Lyapunov Functions and Their Applications, Siberian Publishing House NAUKA, Novosibirsk, pp. 231-239. 
  9. Chistyakov, V.F. (1996). Algebro-Differential Operators With Finite-Dimensional Core, Siberian Publishing House NAUKA, Novosibirsk. Zbl0999.34002
  10. De Hoog, F.R. and Weiss, R. (1973a). High order methods for Volterra integral equations of the first kind, SIAM Journal on Numerical Analysis 10(4): 647-664. Zbl0261.65086
  11. De Hoog, F.R. and Weiss, R. (1973b). On the solution of Volterra integral equations of the first kind, Numerische Mathematik 21(1): 22-32. Zbl0262.65078
  12. Gear, C.W. (1990). Differential algebraic equations indices and integral algebraic equations, SIAM Journal on Numerical Analysis 27(6): 1527-1534. Zbl0732.65061
  13. Hadizadeh, M., Ghoreishi, F. and Pishbin, S. (2011). Jacobi spectral solution for integral algebraic equations of index-2, Applied Numerical Mathematics 61(1): 131-148. Zbl1206.65260
  14. Hochstadt, H. (1973). Integral Equations, John Wiley, New York, NY. Zbl0259.45001
  15. Kauthen, J.P. (1997). The numerical solution of Volterra integral-algebraic equations by collocation methods, Proceedings of the 15th IMACS World Congress on Scientific Computation, Modelling and Applied Mathematics, Berlin, Germany, Vol. 2, pp. 451-456. 
  16. Kauthen, J.P. (2001). The numerical solution of integral-algebraic equations of index 1 by polynomial spline collocation methods, Mathematics of Computation 70(236): 1503-1514. Zbl0979.65122
  17. Kauthen, J.-P. and Brunner, H. (1997). Continuous collocation approximations to solutions of first kind Volterra equations, Mathematics of Computation 66(220): 1441-1459. Zbl0890.65138
  18. Lamm, P.K. (2005). Full convergence of sequential local regularization methods for Volterra inverse problems, Inverse Problems 21(3): 785-803. Zbl1085.65123
  19. Lamm, P.K. and Scofield, T.L. (2000). Sequential predictorcorrector methods for the variable regularization of Volterra inverse problems, Inverse Problems 16(2): 373-399. Zbl0972.65121
  20. Saeedi, H., Mollahasani, N., Mohseni Moghadam, M. and Chuev, G.N. (2011). An operational Haar wavelet method for solving fractional Volterra integral equations, International Journal of Applied Mathematics and Computer Science 21(3): 535-547, DOI: 10.2478/v10006-011-0042-x. Zbl1233.65100
  21. Weiss, R. (1972). Numerical Procedures for Volterra Integral Equations, Ph.D. thesis, Australian National University, Canberra. 

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.