REVIEW ARTICLE

Numerical solution of Volterra integral equations with singularities

  • Marek KOLK ,
  • Arvet PEDAS
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  • Institute of Mathematics, University of Tartu, J. Liivi 2, Tartu 50409, Estonia

Received date: 03 Mar 2012

Accepted date: 29 Jun 2012

Published date: 01 Apr 2013

Copyright

2014 Higher Education Press and Springer-Verlag Berlin Heidelberg

Abstract

The numerical solution of linear Volterra integral equations of the second kind is discussed. The kernel of the integral equation may have weak diagonal and boundary singularities. Using suitable smoothing techniques and polynomial splines on mildly graded or uniform grids, the convergence behavior of the proposed algorithms is studied and a collection of numerical results is given.

Cite this article

Marek KOLK , Arvet PEDAS . Numerical solution of Volterra integral equations with singularities[J]. Frontiers of Mathematics in China, 2013 , 8(2) : 239 -259 . DOI: 10.1007/s11464-013-0292-z

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