Legendre spectral Galerkin method for second-kind Volterra integral equations

Zhengsu Wan , Yanping Chen , Yunqing Huang

Front. Math. China ›› 2009, Vol. 4 ›› Issue (1) : 181 -193.

PDF
Front. Math. China ›› 2009, Vol. 4 ›› Issue (1) : 181 -193. DOI: 10.1007/s11464-009-0002-z
Research Article

Legendre spectral Galerkin method for second-kind Volterra integral equations

Author information +
History +
PDF

Abstract

The Legendre spectral Galerkin method for the Volterra integral equations of the second kind is proposed in this paper. We provide a rigorous error analysis for the proposed method, which indicates that the numerical errors (in the L2 norm) will decay exponentially provided that the kernel function and the source function are sufficiently smooth. Numerical examples are given to illustrate the theoretical results.

Keywords

Volterra integral equation / Legendre spectral Galerkin method / convergence

Cite this article

Download citation ▾
Zhengsu Wan, Yanping Chen, Yunqing Huang. Legendre spectral Galerkin method for second-kind Volterra integral equations. Front. Math. China, 2009, 4(1): 181-193 DOI:10.1007/s11464-009-0002-z

登录浏览全文

4963

注册一个新账户 忘记密码

References

[1]

Atkinson K. E. A Survey of Numerical Methods for the Solution of Fredholm Integral Equations of the Second Kind, 1976, Philadelphia: SIAM.

[2]

Bock I., Lovisek J. On a reliable solution of a Volterra integral equation in a Hilbert space. Appl Math, 2003, 48(6): 469-486.

[3]

Brunner H. Collocation Methods for Volterra Integral and Related Functional Equations, 2004, Cambridge: Cambridge University Press.

[4]

Canuto C., Hussaini M. Y., Quarteroni A., Zang T. A. Spectral Methods Fundamentals in Single Domains, 2006, Berlin: Springer-Verlag.

[5]

Federson M, Bianconi R, Barbanti L. Linear Volterra integral equations as the limit of discrete systems. Cadernos de Matematica, 2003, (4): 331–352

[6]

Hu Q. Stieltjes derivatives and β-polynomial spline collocation for Volterra integrodifferential equations with singularities. SIAM J Numer Anal, 1996, 33(1): 208-220.

[7]

Mahmoudi Y. Wavelet Galerkin method for numerical solution of nonlinear integral equation. Applied Mathematics and Computation, 2005, 167: 1119-1129.

[8]

Oja P., Saveljeva D. Cubic spline collocation for Volterra integral equations. Computing, 2002, 69: 319-337.

[9]

Reihani M. H., Abadi Z. Rationalized Haar functions method for solving Fredholm and Volterra integral equations. Journal of Computational and Applied Mathematics, 2007, 200: 12-20.

[10]

Saberi-Nadjafi J., Tamamgar M. A generalized block-by-block method for solving linear Volterra integral equations. Applied Mathematics and Computation, 2007, 188: 1969-1974.

[11]

Shaw S., Whiteman J. R. Discontinuous Galerkin method with a posteriori Lp(0; ti) error estimate for second-kind Volterra problems. Numer Math, 1996, 74: 361-383.

[12]

Shen J., Tang T. Spectral and High-Order Methods with Applications, 2006, Beijing: Science Press.

[13]

Tang T. Superconvergence of numerical solutions to weakly singular Volterra integro-differential equations. Numer Math, 1992, 61: 373-382.

[14]

Tang T. A note on collocation methods for Volterra integro-differential equations with weakly singular kernels. IMA J Numer Anal, 1993, 13: 93-99.

[15]

Tang T, Xu X, Cheng J. On spectral methods for Volterra type integral equations and the convergence analysis. Journal of Computational Mathematics (in press)

[16]

Tian H. Spectral Method for Volterra Integral Equation. MSc Thesis. Simon Fraser University, 1995

[17]

Wang W. Mechanical algorithm for solving the second kind of Volterra integral equation. Appl Math Comput, 2006, 173: 1149-1162.

[18]

Zhang S., Lin Y., Rao M. Numerical solutions for second-kind Volterra integral equations by Galerkin methods. Applications of Mathematics, 2005, 45(1): 19-39.

AI Summary AI Mindmap
PDF

126

Accesses

0

Citation

Detail

Sections
Recommended

AI思维导图

/