The numerical treatment of Volterra integro-differential equations with unbounded delay

Numerical Treatments for Volterra Delay Integro-differential Equations

This paper presents a new technique for numerical treatments of Volterra delay integro-differential equations that have many applications in biological and physical sciences. The technique is based on the mono-implicit Runge — Kutta method (described in [12]) for treating the differential part and the collocation method (using Boole’s quadrature rule) for treating the integral part. The efficie...

Application of the block backward differential formula for numerical solution of Volterra integro-differential equations

In this paper, we consider an implicit block backward differentiation formula (BBDF) for solving Volterra Integro-Differential Equations (VIDEs). The approach given in this paper leads to numerical methods for solving VIDEs which avoid the need for special starting procedures. Convergence order and linear stability properties of the methods are analyzed. Also, methods with extensive stability r...

Tau Numerical Solution of Volterra Integro-Differential Equations With Arbitrary Polynomial Bases

‎Numerical solution of nonlinear fractional Volterra-Fredholm integro-differential equations with mixed boundary ‎conditions‎

The aim of this paper is solving nonlinear Volterra-Fredholm fractional integro-differential equations with mixed boundary conditions‎. ‎The basic idea is to convert fractional integro-differential equation to a type of second kind Fredholm integral equation‎. ‎Then the obtained Fredholm integral equation will be solved with Nystr"{o}m and Newton-Kantorovitch method‎.  ‎Numerical tests for demo...

Stochastic Volterra integro-differential equations: stability and numerical methods

We consider the reliability of some numerical methods in preserving the stability properties of the linear stochastic functional differential equation ẋ(t) = αx(t) + β ∫ t 0 x(s)ds+ σx(t− τ )Ẇ (t), where α, β, σ, τ ≥ 0 are real constants, and W (t) is a standard Wiener process. We adopt the shorthand notation of ẋ(t) to represent the differential dx(t) etc. Our choice of test equation is a stoc...