Search Results (20)

This work presents the mathematical frameworks of the “First-Order Features Adjoint Sensitivity Analysis Methodology for Neural Integro-Differential Equations of Volterra-Type” (1st-FASAM-NIDE-V) and the “Second-Order Features Adjoint Sensitivity Analysis Methodology for Neural Integro-Differential Equations of Volterra-Type” (2nd-FASAM-NIDE-V). It is shown that the 1st-FASAM-NIDE-V methodology enables the efficient computation of exactly-determined first-order sensitivities of the decoder response with respect to the optimized NIDE-V parameters, requiring a single “large-scale” computation for solving the 1st-Level Adjoint Sensitivity System (1st-LASS), regardless of the number of weights/parameters underlying the NIE-net. The 2nd-FASAM-NIDE-V methodology enables the computation, with unparalleled efficiency, of the second-order sensitivities of decoder responses with respect to the optimized/trained weights involved in the NIDE-V’s decoder, hidden layers, and encoder, requiring only as many “large-scale” computations as there are non-zero first-order sensitivities with respect to the feature functions. These characteristics of the 1st-FASAM-NIDE-V and 2nd-FASAM-NIDE-V are illustrated by considering a nonlinear heat conduction model that admits analytical solutions, enabling the exact verification of the expressions obtained for the first- and second-order sensitivities of NIDE-V decoder responses with respect to the model’s functions of parameters (weights) that characterize the heat conduction model. Full article

In recent decades, many researchers have pointed out that derivatives and integrals of the non-integer order are well suited for describing various real-world materials, for example, polymers. It has also been shown that fractional-order mathematical models are more effective than integer-order mathematical models. Thereby, given these considerations, the investigation of qualitative properties, in particular, Ulam-type stabilities of fractional differential equations, fractional integral equations, etc., has now become a highly attractive subject for mathematicians, as this represents an important field of study due to their extensive applications in various branches of aerodynamics, biology, chemistry, the electrodynamics of complex media, polymer science, physics, rheology, and so on. Meanwhile, the qualitative concepts called Ulam–Hyers–Mittag-Leffler (U-H-M-L) stability and Ulam–Hyers–Mittag-Leffler–Rassias (U-H-M-L-R) stability are well-suited for describing the characteristics of fractional Ulam-type stabilities. The Banach contraction principle is a fundamental tool in nonlinear analysis, with numerous applications in operational equations, fractal theory, optimization theory, and various other fields. In this study, we consider a nonlinear fractional Volterra integral equation (FrVIE). The nonlinear terms in the FrVIE contain multiple variable delays. We prove the U-H-M-L stability and U-H-M-L-R stability of the FrVIE on a finite interval. Throughout this article, new sufficient conditions are obtained via six new results with regard to the U-H-M-L stability or the U-H-M-L-R stability of the FrVIE. The proofs depend on Banach’s fixed-point theorem, as well as the Chebyshev and Bielecki norms. In the particular case of the FrVIE, an example is delivered to illustrate U-H-M-L stability. Full article

This study investigates the stability behavior of nonlinear Fredholm and Volterra integral equations, as well as nonlinear integro-differential equations with Volterra integral terms, through the lens of symmetry principles in mathematical analysis. By leveraging fixed-point methods within b-metric spaces, which generalize classical metric spaces while preserving structural symmetry, we establish sufficient conditions for Hyers–Ulam–Rassias and Hyers–Ulam stability. The symmetric framework of b-metric spaces offers a unified approach to analyzing stability across a wide range of nonlinear systems. To illustrate the theoretical results, examples are provided that underscore the practical applicability and relevance of these findings to complex nonlinear systems, emphasizing their inherent symmetrical properties. Full article

This paper examines fractional multi-time scale stochastic functional differential equations that, in addition, are driven by fractional noises. Based on a specially crafted fixed-point principle for the so-called “local operators”, we prove a Peano-type theorem on the existence of weak solutions, that is, those defined on an extended stochastic basis. To encompass all commonly used particular classes of fractional multi-time scale stochastic models, including those with random delays and impulses at random times, we consider equations with nonlinear random Volterra operators rather than functions. Some crucial properties of the associated integral operators, needed for the proofs of the main results, are studied as well. To illustrate major findings, several existence theorems, generalizing those known in the literature, are offered, with the emphasis put on the most popular examples such as ordinary stochastic differential equations driven by fractional noises, fractional stochastic differential equations with variable delays and fractional stochastic neutral differential equations. Full article

A new numerical method for solving Volterra non-linear convolution integral equations (NLCVIEs) of the second kind is presented in this work. This new approach, named IIRFM-A, is based on the combined use of the Laplace transformation, a first-order decomposition, a bilinear transformation, and the Adomian decomposition. Unlike most numerical methods based on the Laplace transformation, the IIRFM-A method has the dual advantage of requiring neither the calculation of the Laplace transform of the source function nor that of intermediate inverse Laplace transforms. The application of this new method to the case of non-convolutive multiplicative kernels is also introduced in this work. Several numerical examples are presented to illustrate the great flexibility and efficiency of this new approach. A concrete thermal problem, described by a non-linear convolutive Volterra integral equation, is also solved numerically using the new IIRFM-A method. In addition, this new approach extends for the first time the field of use of first-order recursive filters, usually restricted to the case of linear ordinary differential equations (ODEs) with constant coefficients, to the case of non-linear ODEs with variable coefficients. This extension represents a major step forward in the field of recursive filters. Full article

In the paper, two new analytic methods using the decomposition and linearization technique on nonlinear differential/integral equations are developed, namely, the decomposition–linearization–sequential method (DLSM) and the linearized homotopy perturbation method (LHPM). The DLSM is realized by an integrating factor and the integral of certain function obtained at the previous step for obtaining a sequential analytic solution of nonlinear differential equation, which provides quite accurate analytic solution. Some first- and second-order nonlinear differential equations display the fast convergence and accuracy of the DLSM. An analytic approximation for the Volterra differential–integral equation model of the population growth of a species is obtained by using the LHPM. In addition, the LHPM is also applied to the first-, second-, and third-order nonlinear ordinary differential equations. To reduce the cost of computation of He’s homotopy perturbation method and enhance the accuracy for solving cubically nonlinear jerk equations, the LHPM is implemented by invoking a linearization technique in advance is developed. A generalization of the LHPM to the nth-order nonlinear differential equation is involved, which can greatly simplify the work to find an analytic solution by solving a set of second-order linear differential equations. A remarkable feature of those new analytic methods is that just a few steps and lower-order approximations are sufficient for producing reasonably accurate analytic solutions. For all examples, the second-order analytic solution $x_2\left(t\right)$ is found to be a good approximation of the real solution. The accuracy of the obtained approximate solutions are identified by the fourth-order Runge–Kutta method. The major objection is to unify the analytic solution methods of different nonlinear differential equations by simply solving a set of first-order or second-order linear differential equations. It is clear that the new technique considerably saves computational costs and converges faster than other analytical solution techniques existing in the literature, including the Picard iteration method. Moreover, the accuracy of the obtained analytic solution is raised. Full article

We offer a wavelet collocation method for solving the weakly singular integro-differential equations with fractional derivatives (WSIDE). Our approach is based on the reduction of the desired equation to the corresponding Volterra integral equation. The Müntz–Legendre (ML) wavelet is introduced, and a fractional integration operational matrix is constructed for it. The obtained integral equation is reduced to a system of nonlinear algebraic equations using the collocation method and the operational matrix of fractional integration. The presented method’s error bound is investigated, and some numerical simulations demonstrate the efficiency and accuracy of the method. According to the obtained results, the presented method solves this type of equation well and gives significant results. Full article

In this work, the existence and uniqueness solution of the fractional nonlinear mixed integro-differential equation (FrNMIoDE) is guaranteed with a general discontinuous kernel based on position and time-space $L_2\left[\mathsf{\Omega }\right]\times C\left[0,T\right], T<1$. The FrNMIoDE conformed to the Volterra-Hammerstein integral equation (V-HIE) of the second kind, after applying the characteristics of a fractional integral, with a general discontinuous kernel in position for the Hammerstein integral term and a continuous kernel in time to the Volterra integral (VI) term. Then, using a separation technique methodology, we developed HIE, whose physical coefficients were time-variable. By examining the system’s convergence, the product Nystrom technique (PNT) and associated schemes were employed to create a nonlinear algebraic system (NAS). Full article

In this paper, we compile the fractional power series method and the Laplace transform to design a new algorithm for solving the fractional Volterra integro-differential equation. For that, we assume the Laplace power series (LPS) solution in terms of power $q=\frac{1}{m},m\in Z^{+}$, where the fractional derivative of order $\alpha =q\gamma$, for which $\gamma \in Z^{+}$. This assumption will help us to write the integral, the kernel, and the nonhomogeneous terms as a LPS with the same power. The recurrence relations for finding the series coefficients can be constructed using this form. To demonstrate the algorithm’s accuracy, the residual error is defined and calculated for several values of the fractional derivative. Two strongly nonlinear examples are discussed to provide the efficiency of the algorithm. The algorithm gains powerful results for this kind of fractional problem. Under Caputo meaning of the symmetry order, the obtained results are illustrated numerically and graphically. Geometrically, the behavior of the obtained solutions declares that the changing of the fractional derivative parameter values in their domain alters the style of these solutions in a symmetric meaning, as well as indicates harmony and symmetry, which leads them to fully coincide at the value of the ordinary derivative. From these simulations, the results report that the recommended novel algorithm is a straightforward, accurate, and superb tool to generate analytic-approximate solutions for integral and integro-differential equations of fractional order. Full article

Symmetry is presented in many works involving differential and integral equations. Whenever a human is involved in the design of an integral equation, they naturally tend to opt for symmetric features. The most common examples are the Green functions and linguistic kernels that are often designed symmetrically and regularly distributed over the universe of discourse. In the current study, the authors report a study on boundary value problem (BVP) for a nonlinear integro Volterra–Fredholm integral equation with variable coefficients and show the existence of solution by applying some fixed-point theorems. The authors employ various numerical common approaches as the homotopy analysis methodology established by Liao and the modified Adomain decomposition technique to produce a numerical approximate solution, then graphical depiction reveals that both methods are most effective and convenient. In this regard, the authors address the requirements that ensure the existence and uniqueness of the solution for various variations of nonlinearity power. The authors also show numerical examples of how to apply our primary theorems and test the convergence and validity of our suggested approach. Full article

Lyapunov functions/functionals have found their footing in Volterra integro-differential equations. This is not the case for integral equations, and it is therefore further explored in this paper. In this manuscript, we utilize Lyapunov functionals combined with Laplace transform to qualitatively analyze the solutions of the integral equation In addition, we extend our method to nonlinear integral equations, integral equations with infinite delay, and integral equations with several kernels. We mention that Laplace transform has been used to solve integral equations of convolution types but has never been applied directly to integral equations that are not of the convolution type. In addition, our method allows us to find the upper estimates, and our necessary conditions are easy to verify. Full article

In this study, a fractional nonlinear mixed integro-differential equation (Fr-NMIDE) is presented and has a general discontinuous kernel based on position and time space. Conditions of the existence and uniqueness of the solution is provided through the principal form of the integral equation, based on the Banach fixed point theorem. After applying the properties of a fractional integral, the Fr-NMIDE conformed to the Volterra–Hammerstein integral equation (V-HIE) of the second kind, with a general discontinuous kernel in position with the Hammerstein integral term and a continuous kernel in time to the Volterra term. Then, using a technique of the separating method, we obtained HIE, where its physical coefficients were variable in time. The Toeplitz matrix method (TMM) and its schemes were used to obtain a nonlinear algebraic system by studying the convergence of the system. The Maple 18 program was implemented to present the numerical results, along with corresponding errors. Full article

Integro-differential equations involving Volterra and Fredholm operators (VFIDEs) are used to model many phenomena in science and engineering. Nonlocal boundary conditions are more effective, and in some cases necessary, because they are more accurate measurements of the true state than classical (local) initial and boundary conditions. Closed-form solutions are always desirable, not only because they are more efficient, but also because they can be valuable benchmarks for validating approximate and numerical procedures. This paper presents a direct operator method for solving, in closed form, a class of Volterra–Fredholm–Hammerstein-type integro-differential equations under nonlocal boundary conditions when the inverse operator of the associated Volterra integro-differential operator exists and can be found explicitly. A technique for constructing inverse operators of convolution-type Volterra integro-differential operators (VIDEs) under multipoint and integral conditions is provided. The proposed methods are suitable for integration into any computer algebra system. Several linear and nonlinear examples are solved to demonstrate the effectiveness of the method. Full article

An explicit method for solving time fractional wave equations with various nonlinearity is proposed using techniques of Laplace transform and wavelet approximation of functions and their integrals. To construct this method, a generalized Coiflet with N vanishing moments is adopted as the basis function, where N can be any positive even number. As has been shown, convergence order of these approximations can be N. The original fractional wave equation is transformed into a time Volterra-type integro-differential equation associated with a smooth time kernel and spatial derivatives of unknown function by using the technique of Laplace transform. Then, an explicit solution procedure based on the collocation method and the proposed algorithm on integral approximation is established to solve the transformed nonlinear integro-differential equation. Eventually the nonlinear fractional wave equation can be readily and accurately solved. As examples, this method is applied to solve several fractional wave equations with various nonlinearities. Results show that the proposed method can successfully avoid difficulties in the treatment of singularity associated with fractional derivatives. Compared with other existing methods, this method not only has the advantage of high-order accuracy, but it also does not even need to solve the nonlinear spatial system after time discretization to obtain the numerical solution, which significantly reduces the storage and computation cost. Full article

The Sumudu decomposition method was used and developed in this paper to find approximate solutions for a general form of fractional integro-differential equation of Volterra and Fredholm types. The Caputo definition was used to deal with fractional derivatives. As the method under consideration depends mainly on writing non-linear terms, which are often found inside the kernel of the integral equation, writing it in the form of Adomian’s polynomials in the well-known way. After applying the Sumudu transformation to both sides of the integral equation, the solution was written in the form of a convergent infinite series whose terms can be alternately calculated. The method was applied to three examples of non-linear integral equations with fractional derivatives. The results that were presented in the form of tables and graphs showed that the method is accurate, effective and highly efficient. Full article