FFT techniques in the numerical solution of convolution equations
type: Item
instance of: scholarly article
title: FFT techniques in the numerical solution of convolution equations
zbMATH Open document ID: 0629.65143
DOI: 10.1016/0377-0427(87)90122-1
published in: Journal of Computational and Applied Mathematics
publication date: 1987-01-01T00:00:00Z
review text: 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.
reviewed by: Ernst Hairer
Mathematics Subject Classification ID: 65R20
Mathematics Subject Classification ID: 45G10
Mathematics Subject Classification ID: 45J05
zbMATH DE Number: 4024734
zbMATH Keywords: Abel-Volterra equations
zbMATH Keywords: reducible quadrature
zbMATH Keywords: fast Fourier transform
zbMATH Keywords: Volterra integro-differential equations of convolution type
zbMATH Keywords: imbedded Runge-Kutta-Fehlberg formula
zbMATH Keywords: fractional quadrature formulas
author: Christopher T. H. Baker
author: Mir S. Derakhshan
MaRDI profile type: Publication
full work available at URL: 0377-0427(87)90122-1
OpenAlex ID: W2090334889
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description: scientific article; zbMATH DE number 4024734