This paper proposes a Chebyshev spectral collocation method for nonlinear Volterra–Hammerstein integral equations of the second kind with smooth kernels. We approximate the unknown solution using a finite Chebyshev expansion and place collocation points at the Chebyshev–Gauss–Lobatto nodes. Conventional methods apply separate grids for collocation and quadrature. In contrast, we discretise the integral operator using a Chebyshev operational integration matrix that is exact for polynomials of degree up to N. This construction allows collocation and integration to share a single node set, leaving the integrand’s interpolation error as the dominant remaining error source. We present a complete convergence analysis in Lω2(I) and L∞(I). Under a strict contraction assumption on the Volterra integral operator and for m-times continuously differentiable data, we establish ∥u−uN∥Lω2(I)≤CN−m and ∥u−uN∥L∞(I)≤CN12−m. Numerical experiments validate our theoretical findings. For the epidemiological SIR model, our scheme achieves an accuracy of 10−8 using only N=12 collocation points. A systematic comparison with a Gauss–Legendre quadrature-based Chebyshev collocation method clarifies the distinct advantages of each approach. The quadrature-based method yields higher accuracy on smooth problems by factors between 10 and 105. Meanwhile, the operational integration matrix reduces the wall-clock runtime per Newton iteration by up to a factor of 8 at N=80. Thus, this work delivers analytical and structural contributions: a self-contained convergence theory for the operational matrix approach and a unified node set for collocation and integration. A lower computational cost during repeated Newton iterations is also demonstrated.
The Hamilton–Jacobi–Bellman (HJB) equation is fundamental in stochastic optimal control but is often difficult to solve accurately because of its nonlinear and multidimensional structure. This paper develops a hybrid tensor-product spectral collocation method based on shifted Bernstein polynomials in time and fractiona...
Alvian Alif Hidayatullah, S. Subchan, Sena Safarina et al.· Mathematical Modelling and N...· 0 citations
We construct a collocation scheme for nonlinear fractional Volterra integro-differential equations whose Volterra term contains a logarithmic weak singularity. Quasilinearization is used to obtain a sequence of linear fractional problems, and each iterate is represented by a six-parameter fractional non-polynomial spli...
Mizhda A. Headayat, F. Hamasalh· Symmetry· 0 citations
In this paper, we consider a collocation method for solving a nonlinear Volterra integral equation involving the solution-dependent singular kernel (t−s)−α(u(s))F(s,u(s)), where F(s,u(s))=sσϕ(s,u(s)), 0<σ<1, and ϕ is a suitably defined nonlinear function. We first establish the existence and uniqueness of a continuous...
In this paper, we present a highly accurate numerical scheme for solving first-kind Cauchy-type singular integral equations (CSIEs). The method is based on approximating the unknown function using Chebyshev series and applying modified Gauss–Chebyshev quadrature formulas with Gauss–Lobatto nodes to evaluate weighted ke...
Z. Eshkuvatov, H. Mamatova, Shadiyar Y. Altynbekov et al.· Mathematics· 0 citations
This paper introduces a highly accurate spectral framework, termed the Shifted Chebyshev Adapted Pseudo Collocation (SCAPC) method, for solving multidimensional time-space fractional diffusion equations subject to Robin boundary conditions. The proposed approach integrates a spectral spatial discretization based on shi...
Y. Youssri· Applied Mathematics and Stat...· 0 citations
This paper compares three numerical schemes for Caputo fractional differential equations: the Shifted Chebyshev Tau Method (SCTM), the Shifted Chebyshev Collocation Method (SCCM), and the Haar Wavelet Collocation Method (HWCM). In the two Chebyshev schemes, the unknown solution is approximated by shifted Chebyshev poly...
H. Zedan, N. Okasha· Advances in Differential Equ...· 0 citations
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