Composite quadrature rules for a class of weakly singular Volterra integral equations with noncompact kernels

被引:2
作者
Majidian, Hassan [1 ]
机构
[1] Iranian Inst Encyclopedia Res, Dept Basic Sci, Tehran, Iran
关键词
Volterra integral equation; Weakly singular kernel; Gaussian quadrature rule; Optimal order; COLLOCATION METHODS; SPLINE COLLOCATION;
D O I
10.1016/j.apnum.2014.02.014
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
A special class of weakly singular Volterra integral equations with noncompact kernels is considered. We consider a representation of the unique smooth solution of the equation and present a novel class of numerical approximations based on Gaussian quadrature rules. It is shown that the method of this type has a(n) (nearly) optimal rate of convergence under a specific condition which is very practical and easy to check. In some cases, the superconvergence property is also achieved. A stability analysis of the method is also provided. The method may be preferred to the iterated collocation method which is superconvergent under many conditions on the unknown solution. Some numerical examples are presented which are in accordance with the theoretical results. (C) 2014 IMACS. Published by Elsevier B.V. All rights reserved.
引用
收藏
页码:1 / 11
页数:11
相关论文
共 18 条
[1]  
[Anonymous], 1984, Methods of Numerical Integration
[2]  
Bartoshevich M.A., 2008, INZH FIZ ZH, V28, P340
[3]  
Brunner, 2010, 7 LECTIRES THEORY NU
[4]   A HERMITE-TYPE COLLOCATION METHOD FOR THE SOLUTION OF AN INTEGRAL-EQUATION WITH A CERTAIN WEAKLY SINGULAR KERNEL [J].
DIOGO, T ;
MCKEE, S ;
TANG, T .
IMA JOURNAL OF NUMERICAL ANALYSIS, 1991, 11 (04) :595-605
[5]   High order product integration methods for a volterra integral equation with logarithmic singular kernel [J].
Diogo, T ;
Franco, NB ;
Lima, P .
COMMUNICATIONS ON PURE AND APPLIED ANALYSIS, 2004, 3 (02) :217-235
[6]   Superconvergence of collocation methods for a class of weakly singular Volterra integral equations [J].
Diogo, Teresa ;
Lima, Pedro .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2008, 218 (02) :307-316
[7]   Collocation and iterated collocation methods for a class of weakly singular Volterra integral equations [J].
Diogo, Teresa .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2009, 229 (02) :363-372
[8]   A fast algorithm for the calculation of the roots of special functions [J].
Glaser, Andreas ;
Liu, Xiangtao ;
Rokhlin, Vladimir .
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2007, 29 (04) :1420-1438
[9]   CALCULATION OF GAUSS QUADRATURE RULES [J].
GOLUB, GH ;
WELSCH, JH .
MATHEMATICS OF COMPUTATION, 1969, 23 (106) :221-&
[10]  
Han W., 1994, J INTEGRAL EQUAT, V6, P365, DOI DOI 10.1216/JIEA/1181075819