Current work and open problems in the numerical analysis of Volterra functional equations with vanishing delays

Hermann Brunner

Front. Math. China ›› 2009, Vol. 4 ›› Issue (1) : 3 -22.

PDF (238KB)
Front. Math. China ›› 2009, Vol. 4 ›› Issue (1) : 3 -22. DOI: 10.1007/s11464-009-0001-0
Survey Article
SURVEY ARTICLE

Current work and open problems in the numerical analysis of Volterra functional equations with vanishing delays

Author information +
History +
PDF (238KB)

Abstract

The aims of this paper are (i) to present a survey of recent advances in the analysis of superconvergence of collocation solutions for linear Volterra-type functional integral and integro-differential equations with delay functions θ(t) vanishing at the initial point of the interval of integration (with ia(t) = qt (0 < q < 1, t ⩾ 0) being an important special case), and (ii) to point, by means of a list of open problems, to areas in the numerical analysis of such Volterra functional equations where more research needs to be carried out.

Keywords

Volterra functional integral and integro-differential equation / vanishing delay / pantograph equation / collocation solution / optimal order of superconvergence

Cite this article

Download citation ▾
Hermann Brunner. Current work and open problems in the numerical analysis of Volterra functional equations with vanishing delays. Front. Math. China, 2009, 4(1): 3-22 DOI:10.1007/s11464-009-0001-0

登录浏览全文

4963

注册一个新账户 忘记密码

References

[1]

Ali I, Brunner H, Tang T. A spectral method for pantograph-type delay differential equations and its convergence analysis. J Comput Math (in press)

[2]

Ali I, Brunner H, Tang T. Spectral methods for pantograph differential and integral equations with multiple delays (to appear)

[3]

Andreoli G. Sulle equazioni integrali. Rend Circ Mat Palermo, 1914, 37: 76-112.

[4]

Bellen A. Preservation of superconvergence in the numerical integration of delay differential equations with proportional delay. IMA J Numer Anal, 2002, 22: 529-536.

[5]

Bellen A., Brunner H., Maset S., Torelli L. Superconvergence in collocation methods on quasi-graded meshes for functional differential equations with vanishing delays. BIT, 2006, 46: 229-247.

[6]

Bellen A., Guglielmi N., Torelli L. Asymptotic stability properties of θ-methods for the pantograph equation. Appl Numer Math, 1997, 24: 275-293.

[7]

Bellen A., Zennaro M. Numerical Methods for Delay Differential Equations, 2003, Oxford: Oxford University Press

[8]

Brunner H. On the discretization of differential and Volterra integral equations with variable delay. BIT, 1997, 37: 1-12.

[9]

Brunner H. The numerical analysis of functional integral and integro-differential equations of Volterra type. Acta Numerica, 2004, 55–145

[10]

Brunner H. Collocation Methods for Volterra Integral and Related Functional Equations. Cambridge Monographs on Applied and Computational Mathematics, 2004, Cambridge: Cambridge University Press.

[11]

Brunner H. Recent advances in the numerical analysis of Volterra functional differential equations with variable delays. J Comput Appl Math, 2008 (in press)

[12]

Brunner H. On the regularity of solutions for Volterra functional equations with weakly singular kernels and vanishing delays (to appear)

[13]

Brunner H. Collocation methods for pantograph-type Volterra functional equations with multiple delays. Comput Methods Appl Math, 2008 (in press)

[14]

Brunner H., Hu Q. -Y. Superconvergence of iterated collocation solutions for Volterra integral equations with variable delays. SIAM J Numer Anal, 2005, 43: 1934-1949.

[15]

Brunner H., Hu Q. -Y. Optimal superconvergence results for delay integro-differential equations of pantograph type. SIAM J Numer Anal, 2007, 45: 986-1004.

[16]

Brunner H, Maset S. Time transformations for delay differential equations. Discrete Contin Dyn Syst (in press)

[17]

Brunner H, Maset S. Time transformations for state-dependent delay differential equations. Preprint, 2008

[18]

Brunner H., Pedas A., Vainikko G. The piecewise polynomial collocation method for nonlinear weakly singular Volterra equations. Math Comp, 1999, 68: 1079-1095.

[19]

Brunner H., Pedas A., Vainikko G. Piecewise polynomial collocation methods for linear Volterra integro-differential equations with weakly singular kernels. SIAM J Numer Anal, 2001, 39: 957-982.

[20]

Buhmann M. D., Iserles A. Griffiths D. F., Watson G. A. Numerical analysis of functional equations with a variable delay. Numerical Analysis (Dundee 1991), 1992, Harlow: Longman Scientific & Technical, 17-33.

[21]

Buhmann M. D., Iserles A. On the dynamics of a discretized neutral equation. IMA J Numer Anal, 1992, 12: 339-363.

[22]

Buhmann M. D., Iserles A. Stability of the discretized pantograph differential equation. Math Comp, 1993, 60: 575-589.

[23]

Buhmann M., Iserles A., Nørsett S. P. Agarwal R. P. Runge-Kutta methods for neutral differential equations. Contributions in Numerical Mathematics (Singapore 1993), 1993, River Edge: World Scientific Publ, 85-98.

[24]

Carvalho L. A. V., Cooke K. L. Collapsible backward continuation and numerical approximations in a functional differential equation. J Differential Equations, 1998, 143: 96-109.

[25]

Li G. C. Some properties of the functional equation φ(x) = ƒ(x)+ 0 λxg(x, y, φ(y))dy. Internat J Math Math Sci, 1990, 14: 27-44.

[26]

Denisov A. M., Korovin S. V. On Volterra’s integral equation of the first kind. Moscow Univ Comput Math Cybernet, 1992, 3: 19-24.

[27]

Denisov A. M., Lorenzi A. On a special Volterra integral equation of the first kind. Boll Un Mat Ital B, 1995, 9: 443-457.

[28]

Denisov A. M., Lorenzi A. Existence results and regularization techniques for severely ill-posed integrofunctional equations. Boll Un Mat Ital B, 1997, 11: 713-732.

[29]

Feldstein A., Iserles A., Levin D. Embedding of delay equations into an infinitedimensional ODE system. J Differential Equations, 1995, 117: 127-150.

[30]

Feldstein A., Liu Y. K. On neutral functional-differential equations with variable time delays. Math Proc Cambridge Phil Soc, 1998, 124: 371-384.

[31]

Fox L., Mayers D. F., Ockendon J. R., Tayler A. B. On a functional differential equation. J Inst Math Appl, 1971, 8: 271-307.

[32]

Frederickson P. O. Urabe M. Dirichlet solutions for certain functional differential equations. Japan-United States Seminar on Ordinary Differential and Functional Equations (Kyoto 1971), 1971, Berlin-Heidelberg: Springer-Verlag, 249-251.

[33]

Frederickson P. O. Global solutions to certain nonlinear functional differential equations. J Math Anal Appl, 1971, 33: 355-358.

[34]

Gan S. Q. Exact and discretized dissipativity of the pantograph equation. J Comput Math, 2007, 25: 81-88.

[35]

Guglielmi N. Short proofs and a counterexample for analytical and numerical stability of delay equations with infinite memory. IMA J Numer Anal, 2006, 26: 60-77.

[36]

Guglielmi N., Zennaro M. Stability of one-leg θ-methods for the variable coefficient pantograph equation on the quasi-geometric mesh. IMA J Numer Anal, 2003, 23: 421-438.

[37]

Huang C. M., Vandewalle S. Discretized stability and error growth of the nonautonomous pantograph equation. SIAM J Numer Anal, 2005, 42: 2020-2042.

[38]

Iserles A. On the generalized pantograph functional differential equation. Europ J Appl Math, 1993, 4: 1-38.

[39]

Iserles A. Numerical analysis of delay differential equations with variable delays. Ann Numer Math, 1994, 1: 133-152.

[40]

Iserles A. On nonlinear delay-differential equations. Trans Amer Math Soc, 1994, 344: 441-477.

[41]

Iserles A. Duff I. S., Watson G. A. Beyond the classical theory of computational ordinary differential equations. The State of the Art in Numerical Analysis (York 1996), 1997, Oxford: Clarendon Press, 171-192.

[42]

Iserles A., Liu Y. K. On pantograph integro-differential equations. J Integral Equations Appl, 1994, 6: 213-237.

[43]

Iserles A., Terjéki J. Stability and asymptotic stability of functional-differential equations. J London Math Soc, 1995, 51(2): 559-572.

[44]

Ishiwata E. On the attainable order of collocation methods for the neutral functionaldifferential equations with proportional delays. Computing, 2000, 64: 207-222.

[45]

Ishiwata E., Muroya Y. Rational approximation method for delay differential equations with proportional delay. Appl Math Comput, 2007, 187: 741-747.

[46]

Jackiewicz Z. Asymptotic stability analysis of θ-methods for functional differential equations. Numer Math, 1984, 43: 389-396.

[47]

Kato T., McLeod J. B. The functional-differential equation y′(x) = ayx) + by(x). Bull Amer Math Soc, 1971, 77: 891-937.

[48]

Koto T. Stability of Runge-Kutta methods for the generalized pantograph equation. Numer Math, 1999, 84: 233-247.

[49]

Lalesco T. Sur l’équation de Volterra. J de Math, 1908, 4(6): 309-317.

[50]

Lalesco T. Sur une équation intégrale du type Volterra. C R Acad Sci Paris, 1911, 152: 579-580.

[51]

Li D., Liu M. Z. Asymptotic stability of numerical solution of pantograph delay differential equations. J Harbin Inst Tech, 1999, 31: 57-59.

[52]

Li D., Liu M. Z. The properties of exact solution of multi-pantograph delay differential equation. J Harbin Inst Tech, 2000, 32: 1-3.

[53]

Liang J., Liu M. Z. Stability of numerical solutions to pantograph delay systems. J Harbin Inst Tech, 1996, 28: 21-26.

[54]

Liang J., Liu M. Z. Numerical stability of θ-methods for pantograph delay differential equations. J Numer Methods Comput Appl, 1996, 12: 271-278.

[55]

Liang J., Qiu S., Liu M. Z. The stability of θ-methods for pantograph delay differential equations. Numer Math J Chinese Univ (Engl Ser), 1996, 5: 80-85.

[56]

Liu M. Z., Li D. Properties of analytic solution and numerical solution of multipantograph equation. Appl Math Comput, 2004, 155: 853-871.

[57]

Liu M. Z., Wang Z., Hu G. Asymptotic stability of numerical methods with constant stepsize for pantograph equations. BIT, 2005, 45: 743-759.

[58]

Liu M. Z., Yang Z. W., Xu Y. The stability of modified Runge-Kutta methods for the pantograph equation. Math Comp, 2006, 75: 1201-1215.

[59]

Liu Y. K. Stability analysis of θ-methods for neutral functional-differential equations. Numer Math, 1995, 70: 473-485.

[60]

Liu Y. K. The linear q-difference equation y(x) = ay(qx) + ƒ(x). Appl Math Lett, 1995, 8: 15-18.

[61]

Liu Y. K. On θ-methods for delay differential equations with infinite lag. J Comput Appl Math, 1996, 71: 177-190.

[62]

Liu Y. K. Asymptotic behaviour of functional-differential equations with proportional time delays. Europ J Appl Math, 1996, 7: 11-30.

[63]

Liu Y. K. Numerical investigation of the pantograph equation. Appl Numer Math, 1997, 24: 309-317.

[64]

Ma S. F., Yang Z. W., Liu M. Z. Hα-stability of modified Runge-Kutta methods for nonlinear neutral pantograph equations. J Math Anal Appl, 2007, 335: 1128-1142.

[65]

Morris G. R., Feldstein A., Bowen E. W. T. Weiss L. Phragmén-Lindelöf principle and a class of functional differential equations. Ordinary Differential Equations (Washington, DC, 1971), 1972, New York: Academic Press, 513-540.

[66]

Mureşan V. On a class of Volterra integral equations with deviating argument. Studia Univ Babeş-Bolyai Math, 1999, XLIV: 47-54.

[67]

Muroya Y., Ishiwata E., Brunner H. On the attainable order of collocation methods for pantograph integro-differential equations. J Comput Appl Math, 2003, 152: 347-366.

[68]

Ockendon J. R., Tayler A. B. The dynamics of a current collection system for an electric locomotive. Proc Roy Soc London Ser A, 1971, 322: 447-468.

[69]

Pukhnacheva T. P. A functional equation with contracting argument. Siberian Math J, 1990, 31: 365-367.

[70]

Qiu L., Mitsui T., Kuang J. X. The numerical stability of the θ-method for delay differential equations with many variable delays. J Comput Math, 1999, 17: 523-532.

[71]

Si J. G., Cheng S. S. Analytic solutions of a functional differential equation with proportional delays. Bull Korean Math Soc, 2002, 39: 225-236.

[72]

Takama N., Muroya Y., Ishiwata E. On the attainable order of collocation methods for the delay differential equations with proportional delay. BIT, 2000, 40: 374-394.

[73]

Terjéki J. Representation of the solutions to linear pantograph equations. Acta Sci Math (Szeged), 1995, 60: 705-713.

[74]

Volterra V. Sopra alcune questioni di inversione di integrali definite. Ann Mat Pura Appl, 1897, 25: 139-178.

[75]

Volterra V. Leçcons sur les équations intégrales, 1913, Paris: Gauthier-Villars, 92-101.

[76]

Xu Y., Zhao J., Liu M. H-stability of Runge-Kutta methods with variable stepsize for systems of pantograph equations. J Comput Math, 2004, 22: 727-734.

[77]

Yu Y., Li S. Stability analysis of Runge-Kutta methods for nonlinear systems of pantograph equations. J Comput Math, 2005, 23: 351-356.

[78]

Zhang C., Sun G. The discrete dynamics of nonlinear infinite-delay differential equations. Appl Math Lett, 2002, 15: 521-526.

[79]

Zhang C., Sun G. Boundedness and asymptotic stability of multistep methods for pantograph equations. J Comput Math, 2004, 22: 447-456.

[80]

Zhao J. J., Cao W. R., Liu M. Z. Asymptotic stability of Runge-Kutta methods for the pantograph equations. J Comput Math, 2004, 22: 523-534.

[81]

Zhao J. J., Xu Y., Qiao Y. The attainable order of the collocation method for double-pantograph delay differential equation. Numer Math J Chinese Univ, 2005, 27: 297-308.

AI Summary AI Mindmap
PDF (238KB)

852

Accesses

0

Citation

Detail

Sections
Recommended

AI思维导图

/