Global convergence and local superconvergence of first-kind Volterra integral equation approximations

被引:5
作者
Brunner, Hermann [2 ]
Davies, Penny J. [1 ]
Duncan, Dugald B. [3 ]
机构
[1] Univ Strathclyde, Dept Math & Stat, Glasgow G1 1XH, Lanark, Scotland
[2] Mem Univ Newfoundland, Dept Math & Stat, St John, NF A1C 5S7, Canada
[3] Heriot Watt Univ, Maxwell Inst Math Sci, Dept Math, Edinburgh EH14 4AS, Midlothian, Scotland
基金
英国工程与自然科学研究理事会; 加拿大自然科学与工程研究理事会;
关键词
Volterra integral equations of the first kind; collocation; quadrature Galerkin; discontinuous Galerkin; global convergence; local superconvergence; 1ST KIND;
D O I
10.1093/imanum/drr029
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We present a comprehensive convergence analysis for discontinuous piecewise polynomial approximations of a first-kind Volterra integral equation with smooth convolution kernel, examining the attainable order of (super-) convergence in collocation, quadrature discontinuous Galerkin (QDG) and full discontinuous Galerkin (DG) methods. We introduce new polynomial basis functions with properties that greatly simplify the convergence analysis for collocation methods. This also enables us to determine explicit formulae for the location of superconvergence points (i.e., discrete points at which the convergence order is one higher than the global bound) for all convergent collocation schemes. We show that a QDG method, which is based on piecewise polynomials of degree m and uses exactly m + 1 quadrature points and nonzero quadrature weights, is equivalent to a collocation scheme, and so its convergence properties are fully determined by the previous collocation analysis and they depend only on the quadrature point location (in particular, they are completely independent of the accuracy of the quadrature rule). We also give a complete analysis for QDG with more than m + 1 quadrature points when the degree of precision (d.o.p.) is at least 2m + 1. The behaviour (but not the approximation) is the same as that for a DG scheme when the d.o.p. is at least 2m + 2. Numerical test results confirm that the theoretical convergence rates are optimal.
引用
收藏
页码:1117 / 1146
页数:30
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