Beyond fractional derivatives: local approximation of other convolution integrals

Satwinder Jit Singh, Anindya Chatterjee

Abstract

Dynamic systems involving convolution integrals with decaying kernels, of which fractionally damped systems form a special case, are non-local in time and hence infinite dimensional. Straightforward numerical solution of such systems up to time t needs Embedded Image computations owing to the repeated evaluation of integrals over intervals that grow like t. Finite-dimensional and local approximations are thus desirable. We present here an approximation method which first rewrites the evolution equation as a coupled infinite-dimensional system with no convolution, and then uses Galerkin approximation with finite elements to obtain linear, finite-dimensional, constant coefficient approximations for the convolution. This paper is a broad generalization, based on a new insight, of our prior work with fractional order derivatives (Singh & Chatterjee 2006Nonlinear Dyn.45, 183–206). In particular, the decaying kernels we can address are now generalized to the Laplace transforms of known functions; of these, the power law kernel of fractional order differentiation is a special case. The approximation can be refined easily. The local nature of the approximation allows numerical solution up to time t with Embedded Image computations. Examples with several different kernels show excellent performance. A key feature of our approach is that the dynamic system in which the convolution integral appears is itself approximated using another system, as distinct from numerically approximating just the solution for the given initial values; this allows non-standard uses of the approximation, e.g. in stability analyses.

Footnotes

    • Received July 19, 2009.
    • Accepted October 2, 2009.
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