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摘 要: 考虑了一类线性Volterra积分-微分方程(VIDEs)的多区间泰勒配置解法,其主要技术是将求解线性VIDEs转化为求解线性代数方程组. 该方法的优点是易于实现,适用于长时间的计算.采用基于残差函数的误差分析法分析了方法的误差,通过算例验证了所提出方法的适用性和有效性.
关键词: 线性Volterra积分-微分方程(VIDEs); 泰勒配置方法; 多区间; 近似解
中图分类号: O 241 文献标志码: A 文章编号: 1000-5137(2021)01-0008-06
Abstract: In this paper,we consider a multiple interval Taylor collocation method for a class of linear Volterra integro-differential equations (VIDEs). The main technique is to reduce the linear Volterra integro-differential equations (VIDEs) to a linear algebraic system. The advantage of this method is that it is easy to implement and suitable for long-time calculation. And we analyze the error of the method based on residual function. Finally,the applicability and effectiveness of the method are verified by an example.
Key words: linear Volterra integro-differential equations(VIDEs); Taylor collocation method; multiple interval; approximation solution
0 引 言
积分-微分方程在物理和工程问题中都有许多应用,例如一维黏弹性问题、建立电子束器件场理论模型等 [1].此外,一些涉及具有记忆的材料的现象可用Volterra积分-微分方程的边值问题来描述[2].
通常方程(1)的精确解是不易获得的,因此,研究方程(1)的近似解十分必要.近几十年来,各种数值方法被用来分析一阶Volterra积分-微分方程.例如:BRUNNER[3]研究了Volterra积分-微分方程数值解的高阶方法,且采用多项式样条配置法分析了具有无界延迟的Volterra积分-微分方程和非线性Volterra积分-微分方程[4].YI[5-7]采用了连续Petrov-Galerkin方法研究了具有光滑和非光滑核的一阶Volterra积分-微分方程.此外,研究Volterra积分-微分方程的数值方法还有Euler法[8]、Runge-Kutta法[9]、线性多步法[10-11]和Galerkin法[12-13]等.
在近似计算中,泰勒配置法是一种简单又十分有效的方法,被广泛应用于求解各类微分、积分方程.例如:GOKMEN等[14]采用泰勒配置法研究了延迟捕食-被捕食系统的数值解.WANG等[15]采用泰勒配置法分析了Volterra-Fredhdm积分-方程的数值解,并分析了该方法的收敛性.
基于上述讨论,本研究的主要目的是用多区间泰勒配置法求解一类线性Volterra积分-微分方程的近似解.多区间泰勒配置法的优点是易于实现,适用于长时间计算.
1 算子矩阵
5 结论
本文作者提出了一种求解一类线性Volterra积分-微分方程(VIDEs)的多区间泰勒配置法,该法运用残差修正技术对近似解的精度进行检验.数值实验结果表明:多区间泰勒配置法是一种十分有效的计算方法,且算法簡单.同时该法可以有效地应用于各种类似问题,例如高阶微积分方程和Volterra积分方程等.
参考文献:
[1] BURTON T A.Volterra Integral and Differential Equations [M].New York:Academic Press,1983.
[2] AGARWAL R P,O’REGAN D.Integral and Integro-Differential Equations:Theory,Methods and Applications [M].Amsterdam:Gordon and Breach,2000,2.
[3] BRUNNER H.High-order methods for the numerical solution of Volterra integro-differential equations [J].Journal of Computational and Applied Mathematics,1986,15(3):301-309.
[4] BRUNNER H.Collocation Methods for Volterra Integral and Related Functional Equations [M].Cambridge:Cambridge University Press,2004.
[5] YI L J.An h-p version of the continuous Petrov-Galerkin finite element method for nonlinear Volterra integro-differential equations [J].Journal of Scientific Computing,2015,65:715-734. [6] YI L J,GUO B Q.An h-p Petrov-Galerkin finite element method for linear Volterra integro-differential equations [J].Science China Mathematics,2014,57:2285-2300.
[7] YI L J,GUO B Q.An h-p version of the continuous Petrov-Galerkin finite element method for Volterra integro-differential equations with smooth and nonsmooth kernels [J].SIAM Journal on Numerial Analysis,2015,53:2677-2704.
[8] XU D.On the discretization in time for a parabolic integro-differential equation with a weakly singular kernel(Ⅰ):smooth initial data [J].Applied Mathematics and Computation,1993,58:1-27.
[9] BRUNNER H.Implicit Runge-Kutta methods of optimal order for Volterra integro-differential equations [J].Mathematics of Computation,1984,42:95-109.
[10] BAKKE V L,JACKIEWICZ Z.Stability of numerical methods for Volterra integro-differential equations of convolution type [J].Zeitschrift fur Angewandte Mathematik und Mechanik,1988,68:89-100.
[11] BAKKE V L,JACKIEWICZ Z.Stability analysis of multilag and modified multilag methods for Volterra integro-differential equations [J].SIAM Journal on Numerial Analysis,1992,12:243-257.
[12] LIN T,LIN Y P,RAO M,et al.Petrov-Galerkin methods for linear Volterra integro-differential equations [J].SIAM Journal on Numerial Analysis,2000,38:937-963.
[13] MUSTAPHA K.A superconvergent discontinuous Galerkin method for Volterra integro-differential equations,smooth and non-smooth kernels [J].Mathematics of Computation,2013,82:1987-2005.
[14] GOKMEN E,ISIK O R,SEZER M.Taylor collocation approach for delayed Lotka-Volterra predatora-prey system [J].Applied Mathematics and Computation,2015,268:671-684.
[15] WANG K Y,WANG Q S.Taylor collocation method and convergence analysis for the Volterra-Fredholm integral equations [J].Journal of Computational and Applied Mathematics,2014,260:294-300.
[16] MAHMOUD J P,RAHIMI-ARDABILI M Y,SHAHMORAD S.Numerical solution of the system of Fredholm integro-differantial equations by the τ method [J].Applied Mathematics and Computation,2005,168:465-478.
[17] SHAHMORAD S.Numerical solution of general form linear Fredholm-Volterra integro-differantial equations by the τ method with an error estimation [J].Applied Mathematics and Computation,2005,167(2):1418-1429.
[18] ?ELIK I.Collacation method and residual correction using Chebyshev series [J].Applied Mathematics and Computation,2006,174:910-920.
[19] OLIVEIRA F A.Collacation and residual correction [J].Numerische Mathematik,1980,36:27-31.
(責任编辑:冯珍珍)
关键词: 线性Volterra积分-微分方程(VIDEs); 泰勒配置方法; 多区间; 近似解
中图分类号: O 241 文献标志码: A 文章编号: 1000-5137(2021)01-0008-06
Abstract: In this paper,we consider a multiple interval Taylor collocation method for a class of linear Volterra integro-differential equations (VIDEs). The main technique is to reduce the linear Volterra integro-differential equations (VIDEs) to a linear algebraic system. The advantage of this method is that it is easy to implement and suitable for long-time calculation. And we analyze the error of the method based on residual function. Finally,the applicability and effectiveness of the method are verified by an example.
Key words: linear Volterra integro-differential equations(VIDEs); Taylor collocation method; multiple interval; approximation solution
0 引 言
积分-微分方程在物理和工程问题中都有许多应用,例如一维黏弹性问题、建立电子束器件场理论模型等 [1].此外,一些涉及具有记忆的材料的现象可用Volterra积分-微分方程的边值问题来描述[2].
通常方程(1)的精确解是不易获得的,因此,研究方程(1)的近似解十分必要.近几十年来,各种数值方法被用来分析一阶Volterra积分-微分方程.例如:BRUNNER[3]研究了Volterra积分-微分方程数值解的高阶方法,且采用多项式样条配置法分析了具有无界延迟的Volterra积分-微分方程和非线性Volterra积分-微分方程[4].YI[5-7]采用了连续Petrov-Galerkin方法研究了具有光滑和非光滑核的一阶Volterra积分-微分方程.此外,研究Volterra积分-微分方程的数值方法还有Euler法[8]、Runge-Kutta法[9]、线性多步法[10-11]和Galerkin法[12-13]等.
在近似计算中,泰勒配置法是一种简单又十分有效的方法,被广泛应用于求解各类微分、积分方程.例如:GOKMEN等[14]采用泰勒配置法研究了延迟捕食-被捕食系统的数值解.WANG等[15]采用泰勒配置法分析了Volterra-Fredhdm积分-方程的数值解,并分析了该方法的收敛性.
基于上述讨论,本研究的主要目的是用多区间泰勒配置法求解一类线性Volterra积分-微分方程的近似解.多区间泰勒配置法的优点是易于实现,适用于长时间计算.
1 算子矩阵
5 结论
本文作者提出了一种求解一类线性Volterra积分-微分方程(VIDEs)的多区间泰勒配置法,该法运用残差修正技术对近似解的精度进行检验.数值实验结果表明:多区间泰勒配置法是一种十分有效的计算方法,且算法簡单.同时该法可以有效地应用于各种类似问题,例如高阶微积分方程和Volterra积分方程等.
参考文献:
[1] BURTON T A.Volterra Integral and Differential Equations [M].New York:Academic Press,1983.
[2] AGARWAL R P,O’REGAN D.Integral and Integro-Differential Equations:Theory,Methods and Applications [M].Amsterdam:Gordon and Breach,2000,2.
[3] BRUNNER H.High-order methods for the numerical solution of Volterra integro-differential equations [J].Journal of Computational and Applied Mathematics,1986,15(3):301-309.
[4] BRUNNER H.Collocation Methods for Volterra Integral and Related Functional Equations [M].Cambridge:Cambridge University Press,2004.
[5] YI L J.An h-p version of the continuous Petrov-Galerkin finite element method for nonlinear Volterra integro-differential equations [J].Journal of Scientific Computing,2015,65:715-734. [6] YI L J,GUO B Q.An h-p Petrov-Galerkin finite element method for linear Volterra integro-differential equations [J].Science China Mathematics,2014,57:2285-2300.
[7] YI L J,GUO B Q.An h-p version of the continuous Petrov-Galerkin finite element method for Volterra integro-differential equations with smooth and nonsmooth kernels [J].SIAM Journal on Numerial Analysis,2015,53:2677-2704.
[8] XU D.On the discretization in time for a parabolic integro-differential equation with a weakly singular kernel(Ⅰ):smooth initial data [J].Applied Mathematics and Computation,1993,58:1-27.
[9] BRUNNER H.Implicit Runge-Kutta methods of optimal order for Volterra integro-differential equations [J].Mathematics of Computation,1984,42:95-109.
[10] BAKKE V L,JACKIEWICZ Z.Stability of numerical methods for Volterra integro-differential equations of convolution type [J].Zeitschrift fur Angewandte Mathematik und Mechanik,1988,68:89-100.
[11] BAKKE V L,JACKIEWICZ Z.Stability analysis of multilag and modified multilag methods for Volterra integro-differential equations [J].SIAM Journal on Numerial Analysis,1992,12:243-257.
[12] LIN T,LIN Y P,RAO M,et al.Petrov-Galerkin methods for linear Volterra integro-differential equations [J].SIAM Journal on Numerial Analysis,2000,38:937-963.
[13] MUSTAPHA K.A superconvergent discontinuous Galerkin method for Volterra integro-differential equations,smooth and non-smooth kernels [J].Mathematics of Computation,2013,82:1987-2005.
[14] GOKMEN E,ISIK O R,SEZER M.Taylor collocation approach for delayed Lotka-Volterra predatora-prey system [J].Applied Mathematics and Computation,2015,268:671-684.
[15] WANG K Y,WANG Q S.Taylor collocation method and convergence analysis for the Volterra-Fredholm integral equations [J].Journal of Computational and Applied Mathematics,2014,260:294-300.
[16] MAHMOUD J P,RAHIMI-ARDABILI M Y,SHAHMORAD S.Numerical solution of the system of Fredholm integro-differantial equations by the τ method [J].Applied Mathematics and Computation,2005,168:465-478.
[17] SHAHMORAD S.Numerical solution of general form linear Fredholm-Volterra integro-differantial equations by the τ method with an error estimation [J].Applied Mathematics and Computation,2005,167(2):1418-1429.
[18] ?ELIK I.Collacation method and residual correction using Chebyshev series [J].Applied Mathematics and Computation,2006,174:910-920.
[19] OLIVEIRA F A.Collacation and residual correction [J].Numerische Mathematik,1980,36:27-31.
(責任编辑:冯珍珍)