scholarly journals Convergence of approximate solution of mixed Hammerstein type integral equations

2018 ◽  
Vol 38 (2) ◽  
pp. 61-74
Author(s):  
Monireh Nosrati Sahlan
Keyword(s):  
Galerkin Method ◽  
Integral Equations ◽  
Basis Functions ◽  
Computational Method ◽  
Operational Matrices ◽  
B Spline ◽  
Spline Wavelets ◽  
Type Integral ◽  
The Galerkin Method ◽  
Dual Functions

In the present paper, a computational method for solving nonlinear Volterra-Fredholm Hammerestein integral equations is proposed by using compactly supported semiorthogonal cubic B-spline wavelets as basis functions. Dual functions and Operational matrices of B-spline wavelets via Galerkin method are utilized to reduce the computation of integral equations to some algebraic system, where in the Galerkin method dual of B-spline wavelets are applied as weighting functions. The method is computationally attractive, and applications are demonstrated through illustrative examples.

scholarly journals Solution of nonlinear Fredholm-Hammerstein integral equations by using semiorthogonal spline wavelets

2005 ◽  
Vol 2005 (1) ◽  
pp. 113-121 ◽  
Author(s):  
M. Lakestani ◽  
M. Razzaghi ◽  
M. Dehghan
Keyword(s):  
Integral Equations ◽  
Algebraic Equations ◽  
B Spline ◽  
Compactly Supported ◽  
Hammerstein Integral Equations ◽  
Spline Wavelets

Compactly supported linear semiorthogonal B-spline wavelets together with their dual wavelets are developed to approximate the solutions of nonlinear Fredholm-Hammerstein integral equations. Properties of these wavelets are first presented; these properties are then utilized to reduce the computation of integral equations to some algebraic equations. The method is computationally attractive, and applications are demonstrated through an illustrative example.

scholarly journals Numerical Solutions of Fredholm Integral Equations Using Bernstein Polynomials

2010 ◽  
Vol 2 (2) ◽  
pp. 264-272 ◽  
Author(s):  
A. Shirin ◽  
M. S. Islam
Keyword(s):  
Integral Equation ◽  
Galerkin Method ◽  
Integral Equations ◽  
Fredholm Integral Equation ◽  
Numerical Solutions ◽  
Bernstein Polynomials ◽  
Fredholm Integral Equations ◽  
Matrix Formulation ◽  
Piecewise Polynomials ◽  
The Galerkin Method

In this paper, Bernstein piecewise polynomials are used to solve the integral equations numerically. A matrix formulation is given for a non-singular linear Fredholm Integral Equation by the technique of Galerkin method. In the Galerkin method, the Bernstein polynomials are used as the approximation of basis functions. Examples are considered to verify the effectiveness of the proposed derivations, and the numerical solutions guarantee the desired accuracy.  Keywords: Fredholm integral equation; Galerkin method; Bernstein polynomials. © 2010 JSR Publications. ISSN: 2070-0237 (Print); 2070-0245 (Online). All rights reserved. DOI: 10.3329/jsr.v2i2.4483               J. Sci. Res. 2 (2), 264-272 (2010) 

scholarly journals An Adaptive Approach to Solutions of Fredholm Integral Equations of the Second Kind

2014 ◽  
Vol 2014 ◽  
pp. 1-13
Author(s):  
Nebiye Korkmaz ◽  
Zekeriya Güney
Keyword(s):  
Galerkin Method ◽  
Integral Equations ◽  
Iteration Method ◽  
Legendre Polynomials ◽  
Optimization Problem ◽  
Approximate Solutions ◽  
Basis Functions ◽  
Fredholm Integral Equations ◽  
Coarse Mesh ◽  
Fine Mesh

As an approach to approximate solutions of Fredholm integral equations of the second kind, adaptive hp-refinement is used firstly together with Galerkin method and with Sloan iteration method which is applied to Galerkin method solution. The linear hat functions and modified integrated Legendre polynomials are used as basis functions for the approximations. The most appropriate refinement is determined by an optimization problem given by Demkowicz, 2007. During the calculationsL2-projections of approximate solutions on four different meshes which could occur between coarse mesh and fine mesh are calculated. Depending on the error values, these procedures could be repeated consecutively or different meshes could be used in order to decrease the error values.

scholarly journals Quadratic Spline Wavelets for Sparse Discretization of Jump–Diffusion Models

Symmetry ◽  
2019 ◽  
Vol 11 (8) ◽  
pp. 999
Author(s):  
Dana Černá
Keyword(s):  
Differential Equations ◽  
Galerkin Method ◽  
Jump Diffusion ◽  
Diffusion Models ◽  
Dirichlet Boundary Conditions ◽  
Quadratic Spline ◽  
Vanishing Moments ◽  
Bounded Interval ◽  
Spline Wavelets ◽  
The Galerkin Method

This paper is concerned with a construction of new quadratic spline wavelets on a bounded interval satisfying homogeneous Dirichlet boundary conditions. The inner wavelets are translations and dilations of four generators. Two of them are symmetrical and two anti-symmetrical. The wavelets have three vanishing moments and the basis is well-conditioned. Furthermore, wavelets at levels i and j where i - j > 2 are orthogonal. Thus, matrices arising from discretization by the Galerkin method with this basis have O 1 nonzero entries in each column for various types of differential equations, which is not the case for most other wavelet bases. To illustrate applicability, the constructed bases are used for option pricing under jump–diffusion models, which are represented by partial integro-differential equations. Due to the orthogonality property and decay of entries of matrices corresponding to the integral term, the Crank–Nicolson method with Richardson extrapolation combined with the wavelet–Galerkin method also leads to matrices that can be approximated by matrices with O 1 nonzero entries in each column. Numerical experiments are provided for European options under the Merton model.

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