University of Rwanda

College of Science and Technology

Department of Mathematics
Mathematics and Statistics

SOLVING NON-LINEAR VOLTERRA INTEGRO-DIFFERENTIAL

EQUATIONS

A dissertation submitted in partial fulfillment of the requirements for award of Bache-

lor’s Degree in Mathematics and Statistics

Submitted to Department of Mathematics

Done by: Eric RENZAHO

Student number: 219001907

Supervisor: Dr. Marcel GAHAMANYI

The 1st .April.2022

KIGALI-NYARUGENGE
 Declaration

I declare that the work provided in this dissertation is entirely my own work, to the best of my

knowledge. No other university or institution has ever received the same work. As a result, I declare

that this work is my own and that it is being submitted in partial fulfillment of the requirements

for a Bachelor’s degree with honors in Mathematics and Statistics from the University of Rwanda,

NYARUGENGE Campus.

Eric RENZAHO

University of Rwanda

College of Science and Technology

School of science

Reg:219001907

Signature ...................

Submission date .............

ii
 Certification

This is to certify that Eric RENZAHO (Reg:219001907) from the University of Rwanda College of

Science and Technology completed the project ”Solving Nonlinear Volterra Integro-Differential Equa-

tions.” in partial fulfillment of the requirement for the award of Bachelor of Science in Mathematics

and Statistics year 2020-2021.

Supervisor: Dr. Marcel GAHAMANYI

Signature .................. Date......................

Head of Department: Dr. Celestin KURUJYIBWAMI

Signature.........................

Date.............................

iii
 Dedication

This work is wholeheartedly dedicated to my beloved parents, who have been my source of inspiration

and gave me strength when I thought of giving up, who continually provide their moral, spiritual,

emotional, and financial support.To my brothers, sisters, relatives, friends and classmates who shared

their words of advice and encouragement to finish this project. And lastly, I dedicated this disser-

tation to the Almighty God, thank you for the guidance,strength, power of mind, protection and skills

and for giving me a healthy life.

iv
 Acknowledgement

First and foremost, praise and appreciation to God, the Almighty, for his abundant blessings during

my study effort, which enabled me to successfully complete this project. I would like to con-

vey my heartfelt gratitude to Dr. Marcel GAHAMANYI, my research supervisor for his amaz-

ing guidance during my dissertation. His dynamism, vision, genuineness, and motivation have all

left an indelible impression on me. He showed me how to conduct the study and present my

findings in the most clear and concise manner possible. Working and studying under his direc-

tion was a wonderful honor and privilege. I am appreciative for everything he has done for me

through his sensitivity and good humor. I owe my parents a debt of gratitude for their love,

prayers, care, and sacrifices in preparing me for the future. I am grateful to my wife for her

love, patience, prayers, and unwavering support in helping me finish this project. Also, I want

to thank my brother, sister-in-laws, and brother-in-laws for their help and prayers.I would like

to express my gratitude to my friends and colleagues (classmates) in the Department of Math-

ematics, particularly in Mathematics and Statistics, for their assistance in helping me improve

my grades in class, allowing me to progress in my courses. I appreciate the cooperation of the

College of Science and Technology’s administration, particularly the Mathematics Department,

in completing this task by providing the necessary information. Finally, I want to express my

gratitude to everyone who has helped me complete this project, whether directly or indirectly.

v
 Abstract

Volterra began working on integral equations in 1884, but it was not until 1896 that he focused on

them seriously. Du Bois-Reymond coined the term ”integral equation” in 1888. Nonlinear Volterra

Integro-Differential Equations have been solved using the combined Laplace transform-Adomian

decomposition approach, the Variational Iteration Method (VIM), and the Series Solution Method

(SSM), a combined form of the Laplace transform approach with the Adomian decomposition method

is devised in this study.

Keywords: Integral Equation, Exact Solution,Two Steps Adomian Decomposition Method, Se-

ries solution, Taylor Series, Recursive Relation, Successive Approximation, Adomian decomposition.

vi
 LIST OF ABBREVIATIONS

VIDEs: Volterra Integro-Differential Equations

NVIDEs: Nonlinear Volterra Integro-Differential Equations

VIM: Variational Iteration Method

PDEs: Partial Differential Equations

ODEs: Ordinary Differential Equations

NVEs: Nonlinear Volterra Equations

ADM: Adomian Decomposition Method

FIE: Fredholm Integral Equation

TSADM: Two Steps Adomian Decomposition Method

SSM: Series Solution Method

LVIDEs: Linear Volterra Integro-Differential Equations.

vii
Contents

Table of contents . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vii

1 GENERAL INTRODUCTION 1

1.1 Background of Volterra Integro-differential equations . . . . . . . . . . . . . . . . . . 1

1.2 Problem Statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2

1.3 Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

1.3.1 General objective . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

1.3.2 Specific objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

1.4 Significance of the study . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

1.5 Interest of the study . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

1.6 Methodology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

1.7 structure of the study . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

2 THEORETICAL FRAMEWORK OF THE STUDY 6

2.1 Introduction to the integral equations . . . . . . . . . . . . . . . . . . . . . . . . . . 6

2.2 Classification of Integral Differential Equation . . . . . . . . . . . . . . . . . . . . . . 8

2.2.1 Volterra Integro-Differential Equations of the Second Kind . . . . . . . . . . 9

2.2.2 The Adomian Decomposition Method . . . . . . . . . . . . . . . . . . . . . . 9

2.3 The Variational Iteration Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11

2.3.1 The Laplace Transform Method . . . . . . . . . . . . . . . . . . . . . . . . . . 12

2.3.2 The Series Solution Method (SSM) . . . . . . . . . . . . . . . . . . . . . . . . 13

2.3.3 Converting Volterra Integro-Differential Equations to Initial Value Problems 14

2.3.4 Converting Volterra Integro-Differential Equation to Volterra Integral Equation 15

viii
3 NONLINEAR VOLTERRA INTEGRO-DIFFERENTIAL EQUATIONS AND

THEIR APPLICATIONS 17

3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17

3.2 Nonlinear Volterra Integro-Differential Equations of the Second Kind . . . . . . . . . 18

3.2.1 Laplace transform method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19

3.2.2 The Series Solution Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21

3.3 Nonlinear Volterra Integro-Differential Equations of the first kind . . . . . . . . . . . 22

3.3.1 The Combined Laplace Transform-Adomian Decomposition Method . . . . . 22

3.3.2 Conversion to Nonlinear Volterra integral Equation of the Second Kind . . . 25

3.4 Two-Steps Adomian Decomposition Method (TSADM) . . . . . . . . . . . . . . . . 27

3.5 Systems of Nonlinear Volterra Integro-Differential Equations . . . . . . . . . . . . . . 29

3.5.1 The Variational Iteration Method . . . . . . . . . . . . . . . . . . . . . . . . . 30

4 CONCLUSION AND RECOMMENDATION 32

4.1 Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32

4.2 Recommendation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33

Bibliography 34

ix
Chapter 1

GENERAL INTRODUCTION

1.1 Background of Volterra Integro-differential equations

To solve Volterra Integro-differential equations (VIDEs), physical and engineering professionals have

used a number of numerical techniques. Many of these methods have yielded reliable and accurate

results [2]. Volterra was one of the first to research integro-differential equations. Lectures on

Integral and Integro-Differential Equations was published in 1913. Brunner (1986) employed high-

order numerical methods to solve Volterra Integro-differential equations. Using the trapezoidal rule,

Day (1967) established a numerical method for solving nonlinear Volterra integro-differential equa-

tions [4]. El-Sayed and Abdul-Aziz (2003) compared the Adomian decomposition method to the

Wavelet Galerkin method for solving Integro-differential equations. Ghasemi et al. (2011) em-

ployed He’s homotopy perturbation to solve a nonlinear Integro-differential equation. Linz (1969)

devised a fourth-order numerical method for solving nonlinear Volterra integro-differential equa-

tions of second order. To tackle nonlinear problems, Maleknejad et al. (2011) employed Block-pulse

functions with hybrid Legendre polynomials.The same year, A.M. Wazwaz (2011) presented appli-

cations of solvig Nonlinear Volterra Integro-Deferential Equations. For solving nonlinear volterra

integral equations of the second class, Mehdiyeva et al. (2013) presented a hybrid approach. Ac-

cording to Nadjafi and Ghorbani, his homotopic perturbation approach is an excellent tool for

1
solving nonlinear integral and integro-differential equations (2009). Prakash and Santanu converted

Lane-Emden equations (2015). The first and second types of Lane-Emden equations were con-

verted to Volterra integro-differential equations, which were solved with the Legendre multi-wavelet

method. Saadati et al. (2008) compared the variational iteration method to the trapezoidal rule

while solving linear integro-differential equations. Saeedi, Tari, and Masuleh described the opera-

tional Tau technique for solving nonlinear Volterra Integro-Differential equations of the second class

[4]. Wazwaz, Rach and Duan used Adomian decomposition method for solving the Volterra inte-

gral form of the Lane-Emden equation with initial values and boundary conditions [3]. Zhao and

Corless (2012) used the compact finite difference approach. The same year, Venkatesh et al. (2012)

applied Legendre wavelet direct method for solving integro-differential equations. The modified vari-

ation iteration method is used to solve nonlinear Volterra integro-differential equations in this article.

1.2 Problem Statement

An integral equation is one in which the unknown function u(x) is written under an integral [1].

Abel, an Italian mathematician, created an integral equation in relation to differential equations in

1825. It was determined that using ordinary or partial differential equations alone is insufficient to

simulate processes having aftereffect. Integral or integro-differential equations, as well as equations

with delay, were used to address the problem. Many initial and boundary value problems related

with ordinary differential equations (ODEs) and partial differential equations (PDEs) can be turned

into difficulties of solving some approximation integral equations using the integral equation. A

standard integral equation in u(x) is of the form:

Z h(x)
u(x) = f (x) + λ k(x, t)u(t)dt (1.1)
g(x)

where g(x) and h(x) are integration limits, λ is a constant parameter, and K(x, t) is the kernel or nu-

cleus of the integral equation, which is a function of two variables x and t. The determined function

2
u(x) occurs under the integral sign, as well as within and outside the integral sign. The functions

f (x) and K(x, t) are pre-defined. It’s worth noting that the integration limits g(x) and h(x) can be

variables, constants, or mixed [4]. An integro-differential equation is one in which the unknown func-

tion u(x) is written as an integral and also has an ordinary derivative u(n) (x). There are four different

kinds of integrals.

1.Volterra integral equations

2.Fredholm integral equations

3.Integral -differential equations

4.Singular integral equations.

A standard integro-differential equation is of the form:

Z h(x)
u(n) (x) = f (x) + λ h(x)g(x)k(x, t)u(t)dt (1.2)
g(x)

where g(x),h(x),f (x),λ and the kernel K(x, t) are as prescribed before. Integral equations and

integro-differential equations will be classified into distinct types according to the limits of integration

and the kernel K(x, t). In 1913, Volterra published Lectures on Integral and Integro-Differential

Equations. Later, in 1931, a classification of integro-differential equations was provided.Equations

in which integrals were used are for instance the following:

1. Equations of oscillations of the wire.

t
d2 ω
Z
m(t) − µ = hω(t) + ϕ(t, τ )ω(τ )dτ (1.3)
dt2 0

2. Partial derivative equations of elliptic type occurring in questions of hereditary phenomena in

physics.
t
∂ 2 u(t) ∂ 2 u(τ ) ∂ 2 u(τ )
Z
∆u(t) + ( f (t, τ ) + ϕ(t, τ ) + ϕ(t, τ ))dτ (1.4)
0 ∂x2 ∂y 2 ∂z 2

3. Partial derivative Integro-Differential Equations of hyperbolic type

t
∂ 2 u(z, t) ∂ 2 u(z, t) ∂ 2 u(z, t)
Z
= + Ψ(t, τ )dτ (1.5)
∂t2 ∂z 2 0 ∂z 2

4. equations of parabolic type

t
∂u(x, t) ∂ 2 u(x, t) ∂ 2 u(x, τ )
Z
− − A(t, τ ) dτ = 0 (1.6)
∂t ∂x2 t0 ∂x2

3
 5. The application of Fourier method to equation (1.5) and (1.6) leads to study of equation (1.3).

In case of (1.6), it is necessary to consider equation of type.

Z t
dy
= −K 2 − K 2 A(t, τ )x(τ )dτ (1.7)
dx 0

1.3 Objectives

1.3.1 General objective

The objective of this study is to gain an understanding of the concept of integro-differential equations,

particularly Volterra integro-differential equations, and to demonstrate how to solve different integro-

differential equations using methods such as the Laplace transform, variational iteration method,two

steps adomian decomposition and series solution.

1.3.2 Specific objectives

The major goal of this study is to explain and demonstrate methods and strategies for solving

nonlinear Volterra integro-differential equations and providing their accurate solutions, taking into

account both first and second class nonlinear Volterra integro-differential equations.

1.4 Significance of the study

The study will emphasize different methods ad techniques like the Laplace transform, variational

iteration method,two steps adomian decomposition and series solution so as to be used in order to find

solutions of Volterra integro-differential equations especially nonlinear Volterra integro-differential

equations.

1.5 Interest of the study

This project will generally focus on the solutions of integral equations and in particular, the solution

of Nonlinear Volterra Integro-Differential Equations (VIDEs) of both first and second kind.

4
1.6 Methodology

The following methods are among methods used to handle the Nonlinear Volterra Integro-Differential

Equations of second kind by using different methods and providing the exact solutions.

a) The combined Laplace transform-Adomian Decomposition Method (ADM),

b) Conversion to Nonlinear Volterra Equations (NVEs) of the Second Kind,

c) The Variational Iteration Method (VIM).

1.7 structure of the study

The study was built in way to cover the whole things in the structured manner as follows: Chapter

1 covered introduction showing background of Volterra Intego-Differential Equations through taking

account for different authors in different era, the scope of study,ojectives of study and methodologies

to be used are shown in this introduction and in addition,this chapter introduces the way of applying

such equations in different fields. Chapter 2 covered the theoretical framework of study inwhich

classification of Volterra Integro-Differential Equations are shown. Chapter 3 covered the Volterra

Integro-Differential Equations that are nonlinear and their application. Chapter 4 covered the

conclusion and recommendation.

5
Chapter 2

THEORETICAL FRAMEWORK

OF THE STUDY

The goal of this chapter is to introduce the fundamental definitions and theories that are pertinent

to the book’s major theme. In this chapter, we will look at some relevant integral equations and

show how to solve nonlinear Volterra integro-differential equations using theories.

2.1 Introduction to the integral equations

As it was explained in previous chapter, the integral equation is the equation in which the unknown

function u(x) appear inside an integral sign [1],[4]. A common integral equation in u(x) is of the

form
Z h(x)
u(x) = f (x) + λ k(x, t)u(t)dt (2.1)
g(x)

where g(x) and h(x) are the limits of integration, λ is a constant parameter, and K(x, t) is a function

of two variables x and t called the kernel or the nucleus of the integral equation. The function u(x)

that will be determined appears under the integral sign, and it appears inside the integral sign and

outside the integral sign as well. The functions f (x) and K(x, t) are given in advance. It is to be

noted that the limits of integration g(x) and h(x) may be both variables, constants, or mixed.

6
 1. If the limits of integration are constant, the integral equation is called a Fredholm Integral

Equation (FIE) given in the form:

Z b
u(x) = f (x) + λ k(x, t)u(t)dt (2.2)
a

2. If one of the limit is a variable, then the integral equation is called a Volterra integral equation
Z x
u(x) = f (x) + λ k(x, t)u(t)dt (2.3)
a

3. If derivatives also appear in the equation they are often called integral differential equations.

4. The integral equation (2.1) became singular if the limits of integration are or the kernel K(x, t)

becomes unbounded at a certain point in the interval. In addition, if f (x) = 0 equation (2.1)

is homogeneous integral equation otherwise is called non-homogeneous integral equation.

There exist other two noticed kinds of integral equations depending on the appearance of unknown

function u(x), are shown below: The integral equation is called a second kind if the unknown function

u(x) appear both inside and outside of the integral sign of Fredholm or volterra integral equation

[4].
Z h(x)
u(x) = f (x) + k(x, t)u(t)dt (2.4)
g(x)

The equations of the type (2.4) can be solved by using differential transformation method [18], where
Rx U (k−1)
we use the transformation of f (x) = x0
u(t)dt to F (k) = k , for k ≥ 0. In the following theorem,

we find the differential transformation for two types of product of single-valued functions. These re-

sults are very useful on our approach for solving integral equations.

Theorem

Suppose that U (k) and G(k) are differential transformations of u(x) and g(x) respectively,then the

following properties hold

Rx Pk−1
a) If f (x) = x0
g(t)u(t)dt, then F (k) = l=0 G(l) U (k−l−1)
k , for F (0) = 0
Rx Pk−1
b) If f (x) = g(x) x0
u(t)dt, then F (k) = l=0 G(l) U (k−l−1)
k−l , for F (0) = 0. The proof of this theorem

is not in the scope of this study

Rx
Let us suppose that u(x) = x + x0
(t − x)u(t)dt, for 0 < x < 1. to solve this equation using theorem

7
above where the transformation of
Rx U (k−1)
f (x) = x0
u(t)dt to F (k) = k , for k ≥ 1, F (0) = 0

is used from appendix, we have the following recurrence relations

Pk−1 Pk−1
U (k) = δ(k − 1)+ l=0 δ(l−l) U (k−l−1)
k − l=0 δ(l−1) U (k−l−1)
k−l for k ≥ 1

Consequently, we have the following

1 1 1
U (1) = 1, U (2) = 0, U (3) = − 3! , U (4) = 0, U (5) = 5! , U (6) = 0, U (7) = − 7! and so on

1 3 1 5 1 7
Therefore, the solution of the integral is given by u(x) = x− 3! x + 5! x − 7! x +... and this converges

to exact solution which is from appendix

u(x) = sinx

The integral equation is called a first kind if the unknown function u(x) appears only under the in-

tegral sign of Fredholm or volterra integral equation [4].

Z h(x)
f (x) = k(x, t)u(t)dt (2.5)
g(x)

from the above Fredholm or Volterra integral equation if the function f (x) = 0, the integral equation

is homogeneous Fredholm or Volterra integral equation, otherwise are non-homogeneous integral

equations [4]. An integro-differential equation is an equation in which the unknown function u(x)

appears under an integral sign and contain an ordinary derivatives u(n) (x) as well. A standard

Integro-differential equation is of the form:

Z x
(n)
u (x) = f (x) + k(x, t)u(t)dt (2.6)
0

dn u
where u(n) (x) = dxn

2.2 Classification of Integral Differential Equation

Integral equations can be classified as linear or nonlinear integral equations as it is known for ordinary

and partial differential equations.There are four types of integral equations namely:

1. Volterra integral equations

8
2. Fredholm integral equations

3. Integro-differential equations

4. Singular integral equations.

In this section, we will look at especially Volterra Integro-Differential Equations (VIDEs) of the sec-

ond kind and different methods used for solving integro-differential equations of this kind [4].

2.2.1 Volterra Integro-Differential Equations of the Second Kind

The Adomian decomposition technique (ADM) and the variational iteration method (VIM), both

recently developed approaches, will be utilized to treat the Volterra integro-differential equations of

the second class in the following sections. In addition, some traditional methods will be investigated,

such as the Laplace transform method, the series solution method, converting Volterra integro-

differential equations to equivalent Volterra integral equations, and converting Volterra integro-

differential equations to equivalent initial value problem. The Volterra integro-differential equations

of the first class, on the other hand, will be investigated. The first kind equations will be solved

using the Laplace transform method and the variational iteration approach [4].

2.2.2 The Adomian Decomposition Method

The Adomian decomposition method gives the solution in an infinite series of components that

can be recurrently determined. The obtained series may give the exact solution if such a solution

exists. Otherwise, the series gives an approximation for the solution that gives high accuracy level

[4]. Without loss of generality, we may assume a Volterra integro-differential equation of the second

kind given by
Z x
′′
u (x) = f (x) + k(x, t)u(t)dt (2.7)
0

′
for u(0) = a0 and u (0) = a, After integrating both sides twice with respect to t, we get

Z x
−1 −1
u(x) = a0 + a1 x + L (f (x)) + L ( K(x, t)u(t)dt) (2.8)
0

9
where we use the initial conditions u(0) and u(0), and L(−1) is a two-fold integral operator. We then

use the decomposition series

∞
X
un (x) (2.9)
n=0

And put this series in (2.8) to get

∞
X Z x ∞
X
−1 −1
un (x) = a0 + a1 x + L (f (x)) + L ( K(x, t)u(t) un (t)dt) (2.10)
n=0 0 n=0

which is equivalent to
Z x Z x Z x
−1 −1 −1 −1
u0 x+u1 x+u2 x+. = a0 +a1 x+L (f (x))+L ( K(x, t)u0 (t)dt)+L ( K(x, t)u1 (t)dt)+L ( K(x, t)u2 (t)dt)+...
0 0 0

(2.11)

To determine the components u0 (x),u1 (x),u2 (x),of the solution u(x), we set the recurrence relation
Z x
u0 (x) = a0 + a1 x + L−1 (f (x)), uk+1 (x) = L−1 ( K(x, t)uk (t)dt) (2.12)
0

forK ≥ 0 where the zeroth component u0 (x) is defined by all terms not included inside the integral

sign of (2.8). Having determined the components ui (x), i ≥ 0 the solution u(x) of is then obtained

in a series form. Using (2.9), the obtained series converges to the exact solution if such a solution

exists. However, for concrete problems, a truncated series

n
X
uk (x)
k=0

is usually used to approximate the solution u(x) that can be used for numerical purposes [4].

1. The Adomian decomposition approach has previously been used to solve Volterra integro-

differential equations of second order. We can use the same strategy as before for other orders.

This will be explored in more depth later by looking at some instances, including first-order,

second-order, third-order, and fourth-order Volterra integro-differential equations.

2. The previously utilized modified decomposition method can be used to solve Volterra integro-

differential equations of any order.

3. If noise terms exist, the previously applicable phenomena of noise terms might be utilized.

Orders 1, 2, 3, and 4 are represented by the equations chosen. Other higher-order equations

can be treated in the same way.

10
This decomposition can be carried out the same way as it will be shown in a example given in section

(3.5) through two steps.

2.3 The Variational Iteration Method

By transforming Volterra integral equations to an initial value problem or an equivalent integro-

differential equation, the variational iteration method (technique) (VIM) was employed to solve

them. If a closed form solution exists, the approach yields fast converging consecutive approxima-

tions of the actual solution, rather than components as in the Adomian decomposition method.

The variational iteration method solves linear and nonlinear problems in the same way, without

the requirement for special constraints like Adomian polynomials, which are required for nonlinear

problems [4]. The standard ith order integro-differential equation is of the form.

Z x
(i)
u (x) = f (x) + K(x, t)u(t)dt (2.13)
0

di u ′
where u(i) x = dxi and u(0),u (0), u(i−1) (0) are the initial conditions. The correction functional for

the integro-differential equation (2.13) is

Z x Z η
un+1 (x) = un (x) + λ(η)(u(i)
n (η) − f (η) − K(η, r)un (r)dr)dη (2.14)
0 0

The variational iteration method is used by applying two essential steps. It is required first to

determine the Lagrange multiplier λ that can be identified optimally via integration by parts and by

using a restricted variation. Having determined λ, an iteration formula, without restricted variation,

should be used for the determination of the successive approximations un+1 (x), n ≥ 0 of the solution

u(x). The zeroth approximation u0 (x), can be any selective function. However, the initial values
′
u(0), u (0), are preferably used for the selective zeroth approximation u0 (x) as well. Consequently,

the solution is given by

u(x) = lim un (x) (2.15)

n→∞

11
2.3.1 The Laplace Transform Method

The Laplace transform approach has previously been used to solve the first and second types of

Volterra integral equations. The Laplace transform method’s specifics and properties can be found

in this scheme on differential equations. Before we begin using this strategy, let us review some of the

concepts surrounding the Laplace transform of the function [4].This transform was defined earlier by

Watugala (1993) as the Sumudu transform and it is extended to functions of two variables. Using

this extended definition, a function of two variables such as f (x, y) is transformed to a function such

as F (u, v),[16],[17].
Z ∞
F (s) = e−sx f (x)dx (2.16)
0

In the Laplace transform convolution theorem, it was stated that if the kernel K(x, t) of the integral

equation
Z x
u(i) (x) = f (x) + λ K(x, t)u(t)dt (2.17)
0

depends on the difference x − t, then it is called a difference kernel. The integro-differential equation

can thus be expressed as

Z x
u(i) (x) = f (x) + λ K(x − t)u(t)dt (2.18)
0

Consider two functions f1 (x) and f2 (x) that possess the conditions needed for the existence of

Laplace transform for each. Let the Laplace transforms for the functions f1 (x) and f2 (x) be given

by

L {f1 (x)} = F1 (s), L {f2 (x)} = F2 (s) (2.19)

R∞
The Laplace convolution product of these two functions is defined by (f1 ∗f2 )(x) = 0
f1 (x − t)f2 (t)
R∞
or (f2 ∗f1 )(x) = 0
f2 (x − t)f1 (t)

Note that

(f1 ∗ f2 )(x) = (f2 ∗ f1 )(x) (2.20)

We can easily show that the Laplace transform of the convolution product (f1 ∗ f2 )(x) is given by

Z ∞
L {(f1 ∗ f2 )(x)} = L f1 (x − t)f2 (t)dt} = F1 (s)F2 (s) (2.21)
0

12
To solve Volterra integro-differential equations by using the Laplace transform method, it is essential

to use the Laplace transforms of the derivatives of u(x). We can easily show that

L {u(n) (x)} = sn L {u(x)} − sn−1 u(0) − sn−2 u′ (0)...un−1 (0) (2.22)

This simply gives L {u′ (x)} = sL {u(x)}−u(0) = su(s)

L {u′′ (x)} = s2 L {u(x)}−su(0)−u′′ (0) = s2 u(s)−su(0)−u′ (0)

L {u′′′ (x)} = s3 L {u(x)}−s2 u(0)−su′′ (0)−u′′ (0) = s3 u(s)−s2 u(0)−su′′ (0)−u′′ (0)

L {uiv (x)} = s4 L {u(x)} − s3 u(0) − s2 u′ (0) − su′′ (0) − u′′′ (0) = s4 u(s) − s3 u(0) − s2 u′ (0) − su′′ (0) −

u′′′ (0) and so on. for higher-order derivatives First, we use the proper Laplace transform for the

derivative of u(x) to apply the Laplace transform to both sides of an equation, and then we solve

for U (s). The solution u(x) of the equation is then obtained by using the inverse Laplace transform

of both sides of the resulting equation.

2.3.2 The Series Solution Method (SSM)

It is known that a real function u(x) is called analytic if it has derivatives of all orders such that the

Taylor series at any point b in its domain.

∞
X u(n) b
U (x) = (x − b)n (2.23)
n=0
n!

converges to u(x) in a neighborhood of b. For simplicity, the generic form of Taylor series at x = 0

can be written as
∞
X
a n xn (2.24)
n=0

In this section we will use the series solution method for solving Volterra integro-differential equations

of the second kind. We will assume that the solution u(x) of the Volterra integro-differential equation

Z x
u(n) (x) = f (x) + λ k(x, t)u(t)dt, u(k) (0) = k!ak (2.25)
0

and 0 ≤ k ≤ n − 1 is analytic, and therefore possesses a Taylor series of the form given in (2.23),

where the coefficients an will be determined recurrently. The first few coefficients ak can be deter-
′
1 ′′ 1 ′′′
mined by using the initial conditions so that a0 = u(0) ,a1 = u (0),a2 = 2! u (0) ,a3 = 3! u (0)and so

13
on. The remaining coefficients ak will be determined by applying the series solution method to the

Volterra integro-differential equation. Substituting (2.24) into both sides of (2.25) gives.

∞
X Z x
k n
( ak x ) = T (f (x)) + λ [k(x, t)(a0 + a1 t + a2 t2 + a3 t3 + ....)]dt (2.26)
n=0 0

Or simplified to

Z x
2 3
a0 + a1 x + a2 x + a3 x + .... = T (f (x)) + λ [k(x, t)(a0 + a1 t + a2 t2 + a3 t3 + ....)]dt (2.27)
0

T (f (x)) denotes the Taylor series for f (x). The integro-differential equation will be changed to a

standard integral in (2.26) or (2.27), where terms of the form t n, n will be integrated instead of

the unknown function u(x). Because we’re looking for a series solution, Taylor expansions for func-

tions in f (x) should be employed if f (x) includes elementary functions like trigonometric functions,

exponential functions, and so on. We collect the coefficients of like powers of x after integrating

the right side of the integral in (2.26) or (2.27). To find a recurrence relation in aj , j ≥ 0, we first

equate the coefficients of like powers of x into both sides of the resulting equation. The recurrence

relation will be solved and it leads to the entire determination of the coefficients aj , j ≥ 0, some of

which will be employed from the initial circumstances The series solution is obtained by replacing

the derived coefficients into after determining the coefficients aj , j ≥ 0. If a precise solution exists, it

can be acquired. If a precise solution can not be found, the obtained series can be used for numerical

calculation and it shows that the higher the accuracy level, the more terms we assess.

2.3.3 Converting Volterra Integro-Differential Equations to Initial Value

Problems

The Volterra integro-differential equation

Z x
u(n) (x) = f (x) + λ k(x, t)u(t)dt, u(k) (0) = k!ak (2.28)
0

for 0 ≤ k ≤ n − 1. It is possible to solve it by transforming it to a problem with an equivalent initial

value. The Volterra integro-differential equations will be studied, where the kernel is a difference

kernel of the type K(x, t). We chose this option because we want ODEs with constant coefficients.

14
After converting the integro-differential equation to an initial value issue, we can solve ODEs using

any standard approach. It is worth mentioning that while the conversion technique is simple to

utilize, it necessitates more effort than the integro-differential equations methods. By differentiating

both sides of the Volterra integro-differential equation as many times as necessary until the integral

sign is removed, the conversion process is obtained. The Leibnitz rule should be used to perform the

integral differentiation on the right side. Initial conditions should be determined utilizing a variety of

integral equations obtained during the differentiation process. The clearest examples were discussed

in [4],to provide a clear overview of this procedure.

2.3.4 Converting Volterra Integro-Differential Equation to Volterra Inte-

gral Equation

The Volterra integro-differential equation

Z x
(n)
u (x) = f (x) + λ k(x, t)u(t)dt (2.29)
0

It is also possible to solve it by turning it to a Volterra integral equation. Remember that the begin-

ning conditions in integro-differential equations are frequently specified. The focus of the research

will be on the Volterra integro-differential equations with a difference kernel as the kernel. Once

the integro-differential equation has been converted to an equivalent integral equation, it can be

solved using any of the methods available, including the Adomian approach, series solution method,

and Laplace transform method [4]. It’s self-evident that a Volterra integro-differential equation has

derivatives on the left side and integrals on the right. To complete the conversion, we must integrate

both sides n times to obtain a conventional Volterra integral equation. As a result, it’s helpful to sum-

marize a few formulas as the means of assisting the conversion process The first set of formulas is com-

monly studied in calculus, as we point out.

I.Integration of derivatives from calculus, we observe the following:

Rx
1. 0
u′ (t)dt = u(x) − u(0)

R x R x1
2. 0 0
u′′ (t)dtdx1 = u(x) − xu′ (0) − u(0)

15
 R x R x1 R x2
3. 0 0 0
u′′′ (t)dtdx1 dx2 = u(x) − 2!
1 2 ′′
x u (0) − xu′ (x) − u(0), and so on for other derivatives.

II.Reducing multiple integrals to a single integral, we studied the following:

R x R x1 1
Rx 2
1. 0 0
(x − t)u(t)dtdx1 = 2 0
(x − t) u(t)dt

R x R x1 2 1
Rx 3
2. 0 0
(x − t) u(t)dtdx1 = 3 0
(x − t) u(t)dt

R x R x1 3 1
Rx 4
3. 0 0
(x − t) u(t)dtdx1 = 4 0
(x − t) u(t)dt

R x R x1 4 1
Rx 5
4. 0 0
(x − t) u(t)dtdx1 = 5 0
(x − t) u(t)dt,

these integrals can be generalized as

R x R x1 R xn−1 1
Rx n
0 0
... 0
(x − t)dtdxn−1 ...dx1 = n! 0
(x − t) u(t)dt

16
Chapter 3

NONLINEAR VOLTERRA

INTEGRO-DIFFERENTIAL

EQUATIONS AND THEIR

APPLICATIONS

3.1 Introduction

The Linear Volterra integro-differential equations (LVIDEs), where both differential and integral

operators appear together in the same equation, has been studied in previous Chapter. In this

section, we will extend the work presented in this Chapter to nonlinear Volterra integro-differential

equations and their applications. It is known that linear and nonlinear Volterra integral equations

arise in many scientific fields such as the population dynamics, spread of epidemics, and semi-

conductor devices. Volterra started working on integral equations in 1884, but his serious study

began in 1896. The name integral equation was given by Du Bois-Reymond in 1888. It is our goal in

this chapter to study the nonlinear Volterra integro-differential equations of the first and the second

17
kind. The nonlinear Volterra integro-differential equations are characterized by at least one variable

limit of integration [4]. The nonlinear Volterra integro-differential equation of the second kind is in

the form.
Z x
u(n) (x) = f (x) + K(x, t)F (u(t))dt (3.1)
0

And the nonlinear Volterra integro-differential equation of the first kind is given by
Z x Z x
K1 (x, t)F (u(t))dt + K2 (x, t)u(n) (t)dt = f (x) (3.2)
0 0

where u(n) (x) is the nth derivative of u(x) with respect to x. For these equations, the kernels K(x, t),

K1 (x, t) and K2 (x, t), and the function f (x) are given real valued functions. The function F (u(x))

is a nonlinear function of u(x) such as u2 (x), sin(u(x)), and eu(x)

3.2 Nonlinear Volterra Integro-Differential Equations of the

Second Kind

The linear Volterra integro-differential equation, where both differential and integral operators ap-

pear together in the same equation, has been studied in previous Chapter. In this section, we will

extend the work presented in this Chapter to nonlinear Volterra integro-differential equation [4].

The nonlinear Volterra integro-differential equation of the second kind reads.

Z x
(i)
u (x) = f (x) + K(x, t)F (u(t))dt (3.3)
0

di u
F u(x) is a nonlinear function of u(x) and u(i) (x) = dxi . Because the differential and integral

operators are combined in (3.1), It is necessary to define the beginning conditions for identifying the

specific solution u(x) of the nonlinear Volterra integro-differential equation. The nonlinear Volterra

integro-differential equation appeared after Volterra’s founding [4]. It can be found in a wide range

of physical applications, including the glass-forming process, heat transfer, general diffusion, neutron

diffusion, and biological species coexisting with increasing and decreasing generation rates. More

information on the sources where these equations arise can be found in physics, biology, and engineer-

ing application publications.To solve the second-order linear Volterra integro-differential equations,

18
we used a variety of methods. In this section, only a few of these strategies will be employed.

Other approaches, such as those outlined in the preceding chapter, can also be used. We will use

the combined Laplace transform-Adomian decomposition strategy, the variational iteration method

(VIM), and the series solution method to solve nonlinear Volterra integro-differential equations of

the second class.

3.2.1 Laplace transform method

In this section we will consider the kernel K(x, t) of (3.3) as a difference kernel that depends on

the difference x − t, such as e(x−t) , cosh(x − t), and sin(x − t). The nonlinear Volterra integro-

differential equation (3.3) can thus be expressed as

Z x
u(i) (x) = f (x) + K(x − t)F (u(t))dt (3.4)
0

To solve the nonlinear Volterra integro-differential equations by using the Laplace transform method,

it is essential to use the Laplace transforms of the derivatives of u(x). We can easily show that

L {u(i) (x)} = si L {u(x)}−si−1 u(0)−si−2 u′ (0)...ui−1 (0)

L {u′ (x)} = sL {u(x)}−u(0) = su(s)

L {u′′ (x)} = s2 L {u(x)}−su(0)−u′′ (0) = s2 u(s)−su(0)−u′ (0)

L {u′′′ (x)} = s3 L {u(x)}−s2 u(0)−su′′ (0)−u′′ (0) = s3 u(s)−s2 u(0)−su′′ (0)−u′′ (0)

L {uiv (x)} = s4 L {u(x)} − s3 u(0) − s2 u′ (0) − su′′ (0) − u′′′ (0) = s4 u(s) − s3 u(0) − s2 u′ (0) − su′′ (0) −

u′′′ (0),

and so on for derivatives of higher order. Note that L {u(x)} = U (s) Applying the Laplace transform

to both sides of (3.4) gives

L {u(i) (x)} = si L {u(x)} − si−1 u(0) − si−2 u′ (0)...ui−1 (0) + L {f (x)} + L {K(x − t)}L {F u(t)}

(3.5)

Which is equivalent to

1 1 1
L {u(x)} = u(0) − 2 u′ (0) − ... i u(i−1) + L {f (x)} + L {K(x − t)}L {F u(t)} (3.6)
s s s

19
To overcome the difficulty of the nonlinear term F (u(x)), we apply the Adomian decomposition

method for handling (3.6). To achieve this goal, we first represent the linear term u(x) at the left

side by an infinite series of components given by

∞
X
un (x) (3.7)
n=0

where the components un (x), n ≥ 0 will be recursively determined. However, the nonlinear term

F (u(x)) at the right side of (3.6) will be represented by an infinite series of the Adomian polynomials

An in the form
∞
X
F (u(x)) = An (x) (3.8)
n=0

where An ,for n ≥ 0 can be obtained for all forms of nonlinearity. Substituting (3.7) and (3.8) into

(3.6) leads to

∞ ∞
X 1 1 1 X
L{ un (x)} = u(0) − 2 u′ (0) − ... i u(i−1) + L {f (x)} + L {K(x − t)}L { An (x) (3.9)
n=0
s s s n=0

The Adomian decomposition method admits the use of the following recursive relation:

1 1 1
L {u0 (x)} = u(0) − 2 u′ (0) − ... i u(i−1) + L {f (x)} (3.10)
s s s
∞
1 X
L {uk+1 (x)} = i
L {K(x − t)}L { Ak (x)} (3.11)
s
k=0

for k ≥ 0 Applying the inverse Laplace transform to the first part of (3.11) gives us u0 (x), that will

define A0 . This in turn will lead to the complete determination of the components of u(k+1) , k ≥ 0

upon using the second part of (3.11). Consider the nonlinear Volterra integro-differential equation
Rx
u′ (x) = −1+ 0
u2 (t)dt for u(0) = 0, Taking Laplace transform on both sides of this equation and em-
Rx
ploying the initial condition, we get L {u′ (x)} = L {−1+ 0
u2 (t)dt} L {u(x)} = − s12 + s12 L {u2 (x)}
P∞ P∞
By substituting the series form of u(x) gives L { n=0 un (x)} = − s12 + s2 L {
1
n=0 An (x)},by

matching both sides of this relation gives the iterative algorithm L {u0 (x)} = − s12 L {un+1 (x)} =

s2 L {An (x)}
1
Taking inverse Laplace transform on both sides of these iterative algorithm and using

x4 x 7
x10
the recursive relations, we get u0 (x) = −x, u1 (x) = 48 , u2 (x) = − 4032 , u3 (x) = 387072 The series

x4 x7 x10
solution is therefore given by u(x) = −x + 48 − 4032 + 387072 + ...

20
3.2.2 The Series Solution Method

The series solution method (SSM) was effectively used in this text to handle integral and integro-

differential equations as it has been shown in previous chapter. The method stems mainly from the

Taylor series for analytic functions. A real function u(x) is called analytic if it has derivatives of all

orders such that the Taylor series at any point b in its domain.

∞
X u(n) (b) n
Uk (x) = (x − b) (3.12)
n=0
n!

converges to u(x) in a neighborhood of b. For simplicity, the generic form of Taylor series at x = 0

can be written as
∞
X
a n xn (3.13)
n=0

The Taylor series method, or simply the series solution method will be used in this section for solv-

ing nonlinear Volterra integro-differential equations. We will assume that the solution u(x) of the

nonlinear Volterra integro-differential equation

Z x
u(n) (x) = f (x) + λ k(x, t)u(t)dt, u(k) (0) = k!ak , 0 ≤ k ≤ n − 1 (3.14)
0

is analytic, and therefore possesses a Taylor series of the form given in (3.18), where the coefficients

an will be determined recurrently. The first few coefficients ak can be determined by using the initial

conditions so

a0 = u(0), a1 = u′ (0), a2 = 1 ′′
2! u (0), a2 = 1 ′′′
3! u (0) and so on. The remaining coefficients ak of

(3.15) will be determined by applying the series solution method to the nonlinear Volterra integro-

differential equation (3.18). Substituting (3.18) into both sides of (3.19) gives

∞
X Z x ∞
X
(k)
( ak x = T f (x) + k(x, t) ak xk )dt (3.15)
k=0 0 k=0

where T (f (x)) is the Taylor series for f(x). The integro-differential equation (3.19) will be converted

to a traditional integral in (3.20) where instead of integrating the unknown function F (u(x)), terms

21
of the form t n, n ≥ 0 will be integrated. Notice that because we are seeking series solution, then

if f (x) includes elementary functions such as trigonometric functions, exponential functions and so

on., then Taylor expansions for functions involved in f (x) should be used. We firstly integrate the

right side of the integral in (3.20), and collect the coefficients of like powers of x. We next equate

the coefficients of like powers of x into both sides of the resulting equation to determine a recurrence

relation in aj , j ≥ 0. Solving the recurrence relation will lead to a complete determination of

the coefficients aj , j ≥ 0, where some of these coefficients will be used from the initial conditions

[4]. Having determined the coefficients aj , j ≥ 0, the series solution follows immediately upon

substituting the derived coefficients into (3.18).

3.3 Nonlinear Volterra Integro-Differential Equations of the

first kind

The standard form of the nonlinear Volterra integro-differential equation of the first kind is given

by
Z x Z x
K1 (x, t)F (u(t))dt + K2 (x, t)u(i) (t)dt = f (x) (3.16)
0 0

where u(i) (t) is the ith derivative of t. For this equation, the kernels K1 (x, t) and K2 (x, t) are

functions of x and t.

3.3.1 The Combined Laplace Transform-Adomian Decomposition Method

The combined Laplace transform-Adomian decomposition method was used in the previous section

for solving nonlinear Volterra integro-differential equations of the second kind. The analysis will

be focused on equations where the kernels K1 (x, t) and K2 (x, t) of (3.21) are difference kernels.

This means that each kernel depends on the difference (x − t). Recalling the Laplace transform of

the convolution product, We can easily show that the Laplace transform of the convolution product

(f1 ∗ f2 )(x) is given by

22
 R∞
L {(f1 ∗ f2 )(x)} = L 0
f1 (x − t)f2 (t)dt} = F1 (s)F2 (s)

L {u(i) (x)} = si L {u(x)} − si−1 u(0) − si−2 u′ (0) − ... − ui−1 (0) (3.17)

Taking Laplace transform of both sides of (3.21) gives

L {(K1 (x − t) ∗ F u(x)} + L {(K2 (x − t) ∗ u(i) (x)} = L {f (x)} (3.18)

so that

K1 (s)L {F (u(x)} + L {K2 (s)u(i) (x)} = L {f (x)} (3.19)

Where ϕ(s) = L {f (x)}, K1 (s) = L {K1 (x)} and K2 (s) = L {K2 (x)}

Using (3.22) and solving for U (s) we find

ϕ(s) + K2 (s)Γ(s) − K1 (s)L {F (u(x))}

U (s) − (3.20)
si K1 (s)

Where

Γ(s) = si−1 u(0)−si−2 u′ (0)−...−ui−1 (0) and U (s) = L {u(x)}

The combined Laplace transform-Adomian decomposition method can be used effectively in (3.25)

provided that
K1 (s)
lim =0 (3.21)
s→∞ K2 (s)

To overcome the difficulty of the nonlinear term F (u(x)), we apply the Adomian decomposition

method for handling (3.25). To achieve this goal, we first represent the linear term u(x) at the left

side by an infinite series of components given by

∞
X
u(x) = un xn (3.22)
n=0

where the components un (x), n ≥ 0 will be recursively determined. However, the nonlinear term

F (u(x)) at the right side of (3.25) will be represented by an infinite series of the Adomian polynomials

An the form
∞
X
F (u(x)) = An x n (3.23)
n=0

where the Adomian polynomials An for n ≥ 0 are given by

∞
dn X
An = [F λi ui ] (3.24)
λn n! i=0

23
for λ = 0 and n=0,1,2,... Substituting (3.27) and (3.28) into (3.25) leads to

∞ ∞
X 1 1 1 1 K1 (s) X
L{ un (x)} = u(0) + 2 u′ (0) + ... + i ui−1 (0) + i ϕ(s) − i L{ An (x)} (3.25)
n=0
s s s s K2 (s) s K2 (s) n=0

The Adomian decomposition method admits the use of the following recursive relation

1 1 1 1
u0 (s) = u(0) + 2 u′ (0) + ... + i ui−1 (0) + i ϕ(s) (3.26)
s s s s K2 (s)
∞
K1 (s) X
L {uk+1 (x)} = − L { Kn (x)} (3.27)
si K2 (s) n=0

for all n ≥ 0 provided that

K1 (s)
lims→∞ K2 (s) = 0 In such a problem, the combined Laplace transform-Adomian decomposition

method can not be used. Instead another approach should be used to handle this case. Ap-

plying the inverse Laplace transform to the first part of (3.32) gives u(0) (x), that will define

A0 . This in turn will lead to the complete determination of the components of uk for k ≥ 0

For example:K2 (x, t) = cosh(x − t), K1 (x, t) = x−t and the equation includes u(x), then

s2
lims→∞ s2 −1 =1

Let us consider the integro-differential equation

Rx
u′′ (x) = −1 − 13 (sinx + sin(2x)) + 2cosx + 0
sin(x − t)u2 (t)dt where u(0) = −1 and u′ (0) = 1

Notice that Kernel K(x − t) = sin(x − t). By taking Laplace transform of both sides gives

L {u′′ (x)} = L {−1− 13 (sinx + sin(2x))+2cosx}+L {sin(x − t)u2 (x)}

+1 + s2 +1 L {u (x)}
so that s2 U (s)−su(0)−u′ (0) = − 1s − 3(s21)+1 − 3(s22)+1 + s22s 1 2

This implies that

U (s) = − 1s + s12 − s13 − 3s2 (s12 )+1 − 3s2 (s22 )+1 + s(s22+1) + s2 (s12 +1) L {u2 (x)}

Proceeding as before, we find

u0 (x) = −1+x+ 12 x2 − 16 x3 − 12
1 4 1 5
x + 40 1
x + 360 11
x6 − 5040 x7 +...

1 4 1 5 1 6 1 7
u1 (x) = 24 x − 60 x − 720 x + 504 x +...

The series solution is therefore given by

24
 1 3 1 5 1 7 1 2 1 4 1 6
u(x) = (x − 3! x + 5! x − 7! x + ...)−(1 − 2! x + 4! x − 6! x + ...)

that converges to u(x) = sinx − cosx

3.3.2 Conversion to Nonlinear Volterra integral Equation of the Second

Kind

In this section we will convert the nonlinear Volterra integro-differential equation of the first kind

of the form
Z x Z x
K1 (x, t)F (u(t))dt + K2 (x, t)u(n) (t)dt = f (x) (3.28)
0 0

for K2 (x, x) ̸= 0

to a nonlinear Volterra integral equation of the second kind or nonlinear Volterra integro-differential

equation of the second kind. Without loss of generality, we will study the form

Z x Z x
K1 (x, t)F (u(t))dt + K2 (x, t)u′ (t)dt = f (x) (3.29)
0 0

for K2 (x, x) ̸= 0

and
Z x Z x
K1 (x, t)F (u(t))dt + K2 (x, t)u′′ (t)dt = f (x) (3.30)
0 0

for K2 (x, x) ̸= 0

However, equations of higher order can be handled in a similar manner [4]. Integrating the second

integral in (3.29) by parts gives the nonlinear Volterra integral equation

Z x Z x
∂K2 (x, t)
K1 (x, t)F (u(t))dt + K2 (x, x)u(x) − K2 (x, 0)u(0) − u(t)dt = f (x) (3.31)
0 0 ∂t

or equivalently

Z x Z x
f (x) K2 (x, 0) 1 ∂K2 (x, t) 1
u(x) = + u(0) + u(t)dt − K1 (x, t)F (u(t))dt
K2 (x, x) K2 (x, x) K2 (x, x) 0 ∂t K2 (x, x) 0

(3.32)

for K2 (x, x) ̸= 0 Equation (3.32) is the nonlinear Volterra integral equation of the second kind that

was handled in this chapter by distinct methods. In a like manner, we integrate the second integral

25
in (3.30) by parts to obtain the nonlinear Volterra integro-differential equation of the second kind
Z x Z x
′ ′ ∂K2 (x, t) ′
K1 (x, t)F (u(t))dt + K2 (x, x)u (x) − K2 (x, 0)u (0) − u (t)dt = f (x) (3.33)
0 0 ∂t

for K2 (x, x) ̸= 0

or equivalently
Z x Z x
f (x) K2 (x, 0) ′ 1 ∂K2 (x, t) ′ 1
u(x) = + u (0) + u (t)dt − K1 (x, t)F (u(t))dt
K2 (x, x) K2 (x, x) K2 (x, x) 0 ∂t K2 (x, x) 0

(3.34)

for K2 (x, x) ̸= 0

It is important to notice that if the nonlinear Volterra integral equation of the first kind contains the

first derivative of u(x), then the conversion process will give a nonlinear Volterra integral equation of

the second kind as shown by (3.32). However, if the nonlinear Volterra integral equation of the first

kind contains u(i) (x), i ≥ 2, then integrating the second integral once will give a nonlinear Volterra

integro-differential equation of the second kind as shown by (3.34). Both types of equations were ex-

amined before. Let us investigate how the nonlinear Volterra integro-differential equation of the first

kind can be converted to nonlinear Volterra integral equation of the second kind by considering this

example

Let us consider nonlinear Volterra integro-differential equation

Z x
1 1 1
(x − t)u2 (t)dt + ex−t u′ (t) = xex + e2x − − x
0 4 4 2

, for x(0) = 1 is converted to nonlinear Volterra integral equation of the second kind by integrating

the second integral by part and obtain the following equation

Z x
1 1 1
u(x) = ex + xex + e2x − − x − (x − t)u2 (t)dt − ex−t u(t)dt
4 4 2 0

, So selecting the modified decomposition method, we use the following recurrence approximations

u0 (x) = ex + xex ,
Z x
1 1 1
u1 (x) = e2x − − x − (x − t)u20 (t)dt − ex−t u0 (t)dt
4 4 2 0

= −xex

After cancelling the noise term xex from u0 (x) leads to u(x) = ex

26
3.4 Two-Steps Adomian Decomposition Method (TSADM)

In spite of the fact that the “Modified Decomposition Method” which has been shown to be compu-

tationally efficient in some applications, the criterion of separating the given function into two appro-

priate parts, and when the function includes only one term, this case remains unsolved.Furthermore,

the Modified Decomposition Method does not always minimize the required size of calculations, and

often needs more computation than the common Adomian method.The Two-Steps Adomian De-

composition Method (TSADM) as a modification to the common Adomian Decomposition Method

may provide the solution by using a single iteration only and reduces the quantity of computation

compared with the common Adomian Decomposition Method and the modified method [19],[20].The

two-Step decomposition method perhaps also produces the exact solution without any requirement

of the polynomials of Adomian and wide classes of nonlinear integro-differential equations, both

Volterra as well as Fredholm, can be solved by the (TSADM). Let us consider the Integro-differential

equation of the form

Z x
′′
u (x) = f (x) + K(x, t)(Lu(t) + N u(t))dt (3.35)
0

d2 u
with initial conditions u(0) = α and u′ (0) = β Where u′′ (x) = dx2 is the second derivative of the

unknown function u(x) that will be determined, K(x, t) are the kernels of the integro-differential

equations, f (x) are an analytic functions, 0 and x are the limits of integration. Lu(t) and N u(t) are

d2
RxRx
linear and nonlinear term, respectively. Let L = dx2 , so L−1 (.) = 0 0
(.)dxdx, applying L−1 to

both sides of above equation, and using initial conditions, we obtain

Z x
u(x) = α + βx + L−1 f (x) + L−1 K(x, t)(Lu(t) + N u(t))dt (3.36)
0

For nonlinear equations, the nonlinear operator N (u) = F (u) is usually represented by an infinite

series of the Adomian polynomials

∞
X
An (3.37)
n=0

The standard Adomian method defines the solution u by the series

∞
X
un (3.38)
n=0

27
where the components u0 , u1 , u2 , u3 , ... are usually determined recursively by:


u0 = α + βx + L−1 f (x)


(3.39)

uk+1 = L−1 x K(x, t)(uk + Ak )dt

 R
0

fork ≥ 1 The main ideas of the proposed “Two-Step Adomian Decomposition Method” are:

1. Step one: Applying the inverse operator L−1 to f , and using the given conditions it is

obtained: ϕ = Φ + L−1 f where Φ is the function represents the terms arising from using

the given conditions. To achieve the objectives of this method, it is set: ϕ = ϕ0 + ϕ1 +

ϕ2 + ...ϕm where ϕ0 , ϕ1 , ϕ2 , ...ϕm are the terms arising from integrating f and from using the

given conditions. Based on this, the function u0 is defined as: u0 = ϕk + ... + ϕk+s where,

k = 0, 1, ..., m and s = 0, 1, ..., m − k. Then, by substitution, verify that u0 satisfies the integro

differential equation (3.35) and the given conditions. Once the exact solution is obtained, the

process is ended, otherwise, go to the following step two.

2. Step two: We set u0 = ϕ and continue with the standard Adomian recursive relation
Rx
uk+1 = L−1 0
K(x, t)(uk + Ak )dt fork ≥ 1 Compared to the common Adomian Decompo-

sition Method and the Modified Decomposition Method, it is clear that the “Two-Step De-

composition Method” may produce the solution by using only one iteration. It is worthy to

note that the Procedure of verification in the first step can be most effective in many cases

[20].

This can be note through the following examples. Further, the “Two-Step Decomposition Method”

avoids the difficulties arising in the modified method. Also the number of the terms in ϕ, namely m, is

small in many practical problems.

Consider nonlinear Volterra integro-differential equation

Z 0
1 1 2 2
u′ (x) = 1 − x + xe−x + xte−u (t)
dt (3.40)
2 2 0

for u(0) = 0 the exact solution may be obtained by using the TSADM by proceeding as follows
Rx
Applying L−1 (.) = 0
(.)dx in both sides given
Z x
1 1 1 2 2
u(x) = x − x2 + − e−x + L−1 xte−u (t)
dt (3.41)
4 4 4 0

28
The modified decomposition method: Using the modified recursive relation, and by selecting

u0 = Φ0 = x (3.42)

we obtain
Z x
1 1 1 2 2
u1 = − x2 + − e−x + L−1 xte−u (t)
dt = 0 (3.43)
4 4 4 0

In view of (3.43), the exact solution is given by

u(x) = x

However, we use the standard Adomian method to find


 2
u0 = − 41 x2 + 14 − 41 e−x








 Rx
u1 = L−1 0 xtA0 dt









 Rx
u2 = L−1 0 xtA1 dt


(3.44)


.











 .






.


In view of (3.44), the modified method also requires a huge size of computational work to obtain

few terms of the series. Moreover, the same as the standard Adomian decomposition method, the

modified method requires the use of the Adomian polynomials for nonlinear models. However, using

the two-step Adomian decomposition method, there is no need to use the Adomian polynomials [20].

3.5 Systems of Nonlinear Volterra Integro-Differential Equa-

tions

In this section, we will study systems of nonlinear Volterra integro-differential equations and how to

solve them y usingVariational Iteration Method (VIM). The systems of nonlinear Volterra integro-

29
differential equations of the second kind are given by

u(i) (x) = f1 (x) + R x [K1 (x, t)F1 (u(t)) + K̃1 (x, t)F˜1 (v(t))]dt


0

(3.45)

v (i) (x) = f2 (x) + x [K2 (x, t)F2 (u(t)) + K̃2 (x, t)F˜2 (v(t))]dt

 R
0

The correction functionals for the Volterra system of integro-differential equations (3.45) are given

by

Rx Rt
un+1 = un (x) + 0 λ(t)[un(i) (t) − f1 (t) − 0 γ1 (t, r)dr]dt



(3.46)

vn+1 = vn (x) + x λ(t)[vn(i) (t) − f2 (t) − t γ2 (t, r)dr]dt)

 R R
0 0

3.5.1 The Variational Iteration Method

The variational iteration method (VIM)is used by applying two essential steps. It is required first

to determine the Lagrange multiplier that can be identified optimally via integration by parts and

by using a restricted variation [4]. Having λ determined, an iteration formula, without restricted

variation, should be used for the determination of the successive approximations u(n+1) (x) , n ≥ 0

and v(n+1 )(x), n ≥ 0 of the solutions u(x) and v(x). The zeroth approximations u0 (x) and v0 (x) can

be any selective functions. However, using the initial conditions are preferably used for the selective

zeroth approximations u0 (x) and v0 (x) as will be seen later. Consequently, the solutions are given

by

lim un (x) = u(x), lim vn (x) = v(x) (3.47)

n→∞ n→∞

The VIM will be illustrated by studying the following systems of nonlinear Volterra integro-differential

equations of the second kind.


 Rx
u′ (x) = 1 − x + 21 x2 − 1 4
12 x + ((x − t)u2 (t) + v 2 (t))dt


0
(3.48)
 Rx
v ′ (x) = −1 − x − 3 x2 −
 1 4 2 2 2
12 x + (u (t) + (x − t) v (t))dt

2 0

for

u(0) = v(0) = 1

30
The correction functional for this system are

 Rx
un+1 (x) = un (x) − 0 (u′n (t) − 1 + t − 23 t2 + 1 4
12 t − I1 (t))dt


(3.49)

vn+1 (x) = vn (x) − x (vn′ (t) + 1 + t + 3 t2 + 1 4
 R
12 t − I2 (t))dt

0 2

Where
Z t
I1 (t) = ((t − r)u2 (r) + v 2 (r))dr
0
Z t
2
I2 (t) = (u2 (r) + (t − r) v 2 (r))dt
0

and λ = 1 for first order Integro-Differential Equation. By selecting

u0 (x) = v0 (x) = 1

leads to successive approximation

u0 (x) = 1,

v0 (x) = 1,

1 1 1
u1 (x) = 1 + x + x3 − x4 − x5 ,
3 6 60
1 1
v1 (x) = 1 − x − x3 − x5 ,
3 60
1 1 1 1 1
u2 (x) = 1 + x + ( x3 − x3 ) + ( x4 − x4 ) − x5 + ...,
3 3 6 6 30
1 1 1 1 1
v2 (x) = 1 − x + ( x3 − x3 ) + ( x4 − x4 ) + x5 + ...,
3 3 6 6 30
1 5 1
u3 (x) = 1 + x + ( x − x5 ) + ...,
30 30
1 5 1
v2 (x) = 1 − x + ( x − x5 ) + ...,
30 30

and so on.It is seen that the noise terms are appearing i each approximation ad this leads to exact

solutions that are given by (u(x), v(x)) = (1 + x, 1 − x)

31
Chapter 4

CONCLUSION AND

RECOMMENDATION

4.1 Conclusion

In this work, we have discussed different methods of finding solutions for Nonlinear Volterra Integro-

differential equations of both first and second kind by combined Laplace-Adomian decomposition

method, the series solution method, conversion of nonlinear Volterra integro-differential equations of

first kind to these of second kind and we have established method for solving the system of Volterra

integro-differential equations. In this dissertation, we have applied two-step Adomian Decomposi-

tion Method (TSAM) to obtain the solutions of nonlinear Volterra integro-differential equations.

Some examples have been discussed as illustrations, we showed that TSADM is convenient to solve

integro-differential equations and reduce the size of calculations compared to the standard Adomian

decomposition method and modified decomposition method. This modification also avoids com-

puting Adomian polynomials. The TSADM produces the solution by using only two iterations, if

compared with the common Adomian method and the modified method. Moreover, it overcomes the

difficulties arising in the modified decomposition method.We have obtained the series solution that

can converges to the exact solution if it exists, though the results show that it is very complicated

32
to calculate the all series of components of un (x) the higher terms.

4.2 Recommendation

I would like to recommend everyone who will continue research related to solving Nonlinear Volterra

integro-differential equations to study about whether there is a software that may be used to execute

and solve such kinds of equation and the next researcher has to demonstrate more applications of

these equations in mathematical physics and in engineering professionals by describing the aftereffect

in addition of what we have shown while introduce this work. The department of mathematics would

add both linear and nonlinear Volterra integro-differential equations in modules by encouraging

lecturers to put effort in teaching many sessions related to these equations so that undergraduate

students will understand their applications even in daily life.

33
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35