1. Introduction
In recent years, considerable interest in the field of numerical solutions to Volterra integro-differential equations (VIDEs) with singular kernels has been stimulated by their wide application [
1] and close relation to fractional differential equations. Consider the following VIDE with a weakly singular kernel:
where
denotes the initial value,
and
are continuous on
is continuous in the domain
and
Without loss of generality, we assume
According to [
2] (Theorem 7.1.1), the VIDE in Equation (
1) possesses a unique solution
Aside from that, the regularity of the derivative of
is given by
which implies the second derivative of
is unbounded at
In the remaining parts, we denote various constants to be
B for simplicity. The singularity of
presents difficulties in the construction of high-order numerical methods. In fact, standard algorithms with uniform grids usually result in a low convergence rate
, with
h denoting the stepsize ([
2], Theorem 7.2.3).
To address this thorny difficulty, graded meshes are employed by several authors. In [
3], Brunner, Pedas and Vainikko transformed the original VIDE (Equation (
1)) into the second type of Volterra integral equation by employing integration and Dirichlet’s formula. By applying collocation methods to the transformed Volterra integral equations at the graded meshes, efficient numerical solutions to the weakly singular problem were constructed in Equation (
1). Furthermore, a comprehensive theory of the optimal convergence estimates was established. Let
be partitioned by grid points
with
where
m denotes the number of collocation points in each subinterval. Then, the convergence order of the collocation solution to the VIDE in Equation (
1) could attain
Similarly, by utilizing geometrically graded meshes, Brunner and Schötzau analyzed the discontinuous Galerkin method for the VIDE in Equation (
1) in [
4]. By imposing particular bounds for
and the initial data, the Galerkin approximation guaranteed an exponential convergence. Parabolic Volterra integro-differential equations with weakly singular kernels were considered in [
5], where error estimates with respect to all parameters were developed. By using non-uniformly refined time steps, Mustapha devised superconvergent discontinuous Galerkin approximations in [
6]. Moreover, continuous Galerkin methods were discussed by Yi and Guo in [
7], where algebraic convergence rates were achieved with quasi-uniform meshes. Its extension to Volterra delay-integro-differential equations was considered in [
8]. Based on the reducible quadrature developed from the boundary value technique for solving the differential equation, the block boundary value method was investigated in [
9].
Although numerical algorithms at graded meshes are able to increase the convergence rate, clustering of the collocation points near
makes themselves suffer round-off errors if the graded parameter
r is large. An applicable alternative approach is to employ fractional polynomials or variable transformation, which has gained more and more attention in last several years. In [
10], Diogo et al. studied the method of smoothing the solutions of VIDEs with weakly singular kernels. The solutions were regularized by the transformation such that
and piecewise collocation methods with a graded mesh were employed. Let
r be the graded parameter. Then, the magnitude of the transformed collocation error
enjoyed the following estimates (see [
10], Theorem 4.2):
If
and
then
If
then
If
then
A similar technique was extended to the numerical solution of the weakly singular Volterra integral equations in two dimensions (see [
11]). It can be seen from the above theoretical results that the regularized algorithm results in pretty fast convergence rates, even in the case where the weak singularity is not known. With the help of fractional Jacobi polynomials, a class of fractional spectral Galerkin methods for VIDEs was discussed by Hou and Xu in [
12]. Under restrictions on the coefficient of
and the kernel function
the existence and uniqueness of the Galerkin solution and corresponding error estimates were established. The fractional polynomial also plays an important role in solving other weakly singular problems. In [
13], Cai and Chen proposed a class of spectral collocation methods with the help of fractional Lagrange interpolation. Aside from that, they considered the conditioning number of the discretized linear system and gave the error estimates with respect to special Chebyshev-type weight functions. Its further extension to nonlinear problems was studied in [
14]. By utilizing the zeros of fractional Jacobi polynomials, Hou, et al. discussed the fractional spectral method in [
15], where detailed convergence properties with regard to the
- and weighted
-norms were proposed. Through transforming the initial value problem into the boundary value problem with approximated end values, the authors developed a kind of fractional collocation boundary value method for solving the second type of Volterra integral equations with weakly singular kernels in [
16]. Fractional Jacobi polynomials also found application in the calculation of highly oscillatory integrals. In [
17], a special kind of Petrov–Galerkin method for solving Levin’s equation was discussed, which led to an efficient sparse fractional Jacobi–Galerkin–Levin quadrature rule. The third kind of Volterra integral equation was studied with the help of fractional interpolation in [
18], where numerical studies indicated that the fractional collocation method provided more accurate approximations than the graded mesh did.
This paper is devoted to studying the piecewise fractional Galerkin approximation to the solutions of VIDEs (Equation (
1)). The remaining parts of this paper are organized as follows. In
Section 2, we give the description of piecewise fractional Galerkin methods (PFG). Then, the solvability and convergence property of PFG are discussed in
Section 3. Numerical experiments are conducted in
Section 4 to illustrate the performance of PFG. In the final section, we conclude with some remarks.
2. Formulation of PFG
In this section we will introduce transformed fractional Jacobi polynomials and construct PFG for a VIDE (Equation (
1)).
By letting
denote the weight function, we obtain Jacobi polynomials
, which are orthogonal with respect to the weight function
on the interval
; that is, we have
where (see [
19], p. 73)
To handle weakly singular problems, it is convenient to resort to a class of high-order Jacobi approximations by extending the definition of Müntz–Legendre polynomials ([
20,
21]) (i.e., the transformed fractional Jacobi polynomials):
Definition 1. The transformed fractional Jacobi polynomial of a degree n over the interval with is defined aswhere denotes the regularization parameter and In the case of reduces to the classical transformed Jacobi polynomial. Noting that
where variable transformations
are employed, we arrive at the following lemma with the help of Equation (
2):
Lemma 1. The fractional Jacobi polynomials are orthogonal with respect to the weight function over the interval , where
Let
be a uniform grid with nodes
, where
and
By employing the graded parameter
we can divide the interval
into
N subintervals; that is,
where
Furthermore, we define the piecewise fractional projection operator
with respect to the grid
as
where
denotes the projection operator, satisfying
over the interval
and where
on
. Here, the test function
is defined by
In addition, the inner product
is defined by
By employing the transformation (see [
22])
Integration of both sides of Equation (
4) results in
With the help of Dirichlet’s formula
Then, we obtain
or
for simplicity, where
Recalling the operator
we obtain the piecewise fractional Galerkin solution
with
or equivalently
In fact, we can represent the approximate solution
as
with the local basis function
By employing variable transformations
Then, we can compute
and
Hence, the moment integral
can be computed in a closed form, and other moments, such as
and
can be efficiently evaluated by Gauss-type quadrature rules in
Chebfun (see [
23]). Once the linear system in Equation (
8) is solved step by step, we will obtain the piecewise Galerkin solution
immediately.
3. Solvability and Convergence Property of PFG
In this section, we will study the solvability and convergence property of the Galerkin approximation
, defined in Equation (
8). We begin with the approximation results of truncated spectral expansions. Let us restrict the considered function in the current paper to the following definition:
Definition 2. Any function is said to be in with if it satisfies the following conditions:
has the form of , with γ being a positive real number;
Both and are analytic in a sufficiently large domain containing the interval
If we assume
belongs to
, then its orthogonal polynomial expansion with respect to the weight function
is defined as
where
and
Analysis of the decay rate of such coefficients helps with studying the error bound derived from the truncation of the Jacobi series (see [
24,
25]). In fact, according to Rodrigues’ formula ([
19], p. 72), we have
A direct integration by parts results in
Now, let us consider the Jacobi expansion on an arbitrary interval
with
Suppose that
is defined on
where
and
are analytic in a sufficiently large domain containing the interval
. Then, the coefficients of the Jacobi expansion of
can be computed by the following for
:
where
Furthermore, by letting
we have the following by noting for Equation (
11) that
:
Let
denote the projection operator which satisfies
Here, the inner product
is defined by
Then, we obtain the estimate for the truncated Jacobi approximation; that is, we have the following:
Lemma 2. Suppose belongs to . Then, for the Jacobi expansion, it follows that as , the following holds: The above classical Jacobi polynomial theory provides us powerful tools for analyzing the fractional Jacobi expansions. Suppose that
Here, the variable transformations
are employed. If
then we have
belonging to
which implies
With Lemma 2 in mind, we arrive at the following result:
Corollary 1. Suppose belongs to , where Then, for the fractional Jacobi expansion, it follows that as , we have The solution to the VIDE in Equation (
1) can be analyzed with the help of the basic Volterra theory of the second kind. For sufficiently smooth
and
its asymptotic expansion can be obtained by utilizing Picard’s iteration ([
2], Theorem 7.1.4). We summarize these theoretical results in the following lemma:
Lemma 3. Assume and , where , and Then, the solution y of Equation (1) can be written in the following form:where Moreover,
It is noted that the exact solution
to the VIDE in Equation (
1) belongs to
under the assumption of Lemma 3. Now, we arrive at the main theoretical result of the current paper:
Theorem 1. Assume the following:
Let denote the piecewise fractional Galerkin solution computed by Equation (8), and denote the error function as Then, the maximum of over the interval satisfies Here, the constant B does not depend on m and
Proof. First, we study the existence and uniqueness of the Galerkin approximation
This is equivalent to proving the fact that
is the unique solution of the homogenous equation. In fact, the Galerkin solution for the corresponding homogenous version of Equation (
1) satisfies
Noting the localization of the operator
we have
The coefficient matrix
on the left-hand side is diagonal and invertible due to the orthogonality of
Furthermore, by letting
we have
For the right-hand side, it follows by a direct calculation that
where
denotes the maximum of
in the domain
This implies that the maximum of the coefficient matrix on the right-hand side is
Hence, it follows that
for any
Noting that
Then, we can continue
to
by the induction, which implies that Equation (
8) can be uniquely solved.
Secondly, let us study the convergence property of the fractional Galerkin solution
. Noting that
Let
denote the maximum of
on
Then, for any
it follows that
The remaining work is to estimate the above equation term by term. In fact, a direct calculation leads to
where
Then, we estimate in two cases: (Case I) and (Case II).
For
Case I (
), we obtain
with
For
Case II (
), a direct calculation leads to
with
To sum up, it follows that
Here,
denotes the beta function ([
26], p. 142).
Noting that
and
belong to
we obtain their error bounds by Lemma 2:
Here, the constant B does not depend on m and
On the other hand, since the inequality
holds, we have the following with the help of Grönwall’s inequality
Combining Equations (
21)–(
24) gives
This completes the proof. □
4. Numerical Experiments
In this section, we apply PFG to the weakly singular problem of the form in Equation (
1) to demonstrate the effectiveness of the piecewise discretization. The singular parameter
is chosen randomly to verify the estimate in Theorem 1.
Consider the weakly singular VIDE
Here, , and the exact solution is
Then, we compute the maximum of
and show the numerical results in
Table 1,
Table 2 and
Table 3. Here, we choose
The “error” in the tables represents the maximum of
and the “order” is computed by
That aside, “Refer Order” denotes the theoretical estimates given in Theorem 1. The results shown in
Table 1,
Table 2 and
Table 3 illustrate that the theoretical convergence rate coincided with the numerical experiments well. In addition, we found that increasing the regularization parameter
promoted the accuracy of the numerical solutions from the comparison between the computed results in
Table 1,
Table 2 and
Table 3.
Next, we compare the proposed PFG with the classical piecewise collocation methods with Gauss–Legendre points in the case of
The graded parameters for the collocation methods are denoted as
In
Table 4,
Table 5,
Table 6,
Table 7,
Table 8 and
Table 9, we display the computed results. It can be seen that the theoretical estimate for the convergence rates of PFG was optimal in this case. In the case of
PFG with
resulted in numerical solutions which were able to achieve machine precision in
Matlab (see the right hand side of
Table 6), while the collocation method could not work out similar numerical approximations. We also found that although the theoretical convergence rates of the PFG and collocation methods were the same in the case of
the PFG provided more accurate approximations than the collocation method.
5. Final Remark
We studied the piecewise fractional Galerkin method for the weakly singular VIDE in Equation (
1). The existence, uniqueness and convergence property of the piecewise fractional Galerkin solution were analyzed in detail. The theoretical and numerical results showed that the new Galerkin method is efficient at solving weakly singular problems. This is partly due to the approximate property of the transformed fractional Jacobi polynomial. Hence, it is expected that the transformed fractional Jacobi polynomial will be a competitive tool for solving many classes of singular problems.
It is noted that the proposed Galerkin method depends on the transformation of Volterra integral equations, which may encounter difficulties in some practical calculation and increases the computation cost due to the extra computation of integrals. An alternative approach is to apply the Gakerkin method directly to the original problem (Equation (
1)). In fact, a direct Galerkin method can be constructed by carefully selecting the local basis functions and weight functions. For example, the approximate solution
can be represented by
where
denotes the characteristic function of the interval
expressed as
In addition, the local basis function
is defined in
Section 2. Furthermore, we define the piecewise fractional projection operator
with respect to the grid
by
where
satisfies
over the interval
and
on
. Additionally, the modified inner product
is defined by
With the help of the operator
we obtain the direct piecewise fractional Galerkin solution
by
or the equivalent
A direct calculation leads to
and
With the help of Gauss-type quadrature rules, we can implement the above direct piecewise fractional Galerkin method (DPFG) easily. In
Table 10, we apply DPFG to Equation (
26) again. The parameters employed in this numerical example are
and
, where
m and
N are both variables. From the computed results, we can conjecture that DPFG shares the same convergence rate with the PFG. However, the convergence analysis remains open.