Exponential fitting Direct Quadrature methods for Volterra integral equations

被引:32
作者
Cardone, Angelamaria [2 ]
Ixaru, Liviu Gr. [1 ]
Paternoster, Beatrice [2 ]
机构
[1] Horia Hulubei Natl Inst Phys & Nucl Engn, Bucharest, Romania
[2] Univ Salerno, Dipartimento Matemat & Informat, I-84084 Fisciano, SA, Italy
关键词
Volterra integral equations; Periodic; Direct Quadrature; Exponential fitting; Convergence; COLLOCATION METHODS;
D O I
10.1007/s11075-010-9365-1
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper is the first approach to the solution of Volterra integral equation by exponential fitting methods. We have developed a Direct Quadrature method, which uses a class of ef-based quadrature rules adapted to the current problem to solve. We have analyzed the convergence of the method and have found different formulas for the coefficients, which limit rounding errors for small stepsizes. Numerical experiments for comparison with other DQ methods are presented.
引用
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页码:467 / 480
页数:14
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