FFT techniques in the numerical solution of convolution equations
The authors describe a code for the numerical solution of Volterra integral equations and Volterra integro-differential equations of convolution type. They use an imbedded Runge-Kutta-Fehlberg formula with constant step size and apply the FFT-techniques of the reviewer, \textit{Ch. Lubich} and \textit{M. Schlichte} [SIAM J. Sci. Stat. Comput. 6, 532-541 (1985; Zbl 0581.65095)]. A second part of this article gives a detailed description of the computation of the weights of fractional quadrature formulas [cf. \textit{Ch. Lubich}, SIAM J. Math. Anal. 17, 704-719 (1986; Zbl 0624.65015)], again using FFT-routines.
Volterra integro-differential equations of convolution type
scientific article; zbMATH DE number 4024734
scientific article