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Jacobi-spectral method for integro-delay differential equations with weakly singular kernels
Author(s) -
Ishtiaq Ali
Publication year - 2015
Publication title -
turkish journal of mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.454
H-Index - 27
eISSN - 1303-6149
pISSN - 1300-0098
DOI - 10.3906/mat-1409-67
Subject(s) - mathematics , mathematical analysis , rate of convergence , differential equation , jacobi polynomials , gaussian quadrature , quadrature (astronomy) , polynomial , spectral method , integro differential equation , regular singular point , exponential function , homogeneous differential equation , orthogonal polynomials , nyström method , integral equation , first order partial differential equation , ordinary differential equation , channel (broadcasting) , electrical engineering , engineering , differential algebraic equation
We present a numerical solution to the integro-delay differential equation with weakly singular kernels with the delay function $\theta (t)$ vanishing at the initial point of the given interval $[0, T]$ ($\theta (t) = qt, 0 < q < 1)$. In order to fully use the Jacobi orthogonal polynomial theory, we use some function and variable transformation to change the intergro-delay differential equation into a new equation defined on the standard interval $[-1, 1]$. A Gauss--Jacobi quadrature formula is used to evaluate the integral term. The spectral rate of convergence is provided in infinity norm under the assumption that the solution of the given equation is sufficiently smooth. For validation of the theoretical exponential rate of convergence of our method, we provide some numerical examples.

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