A collocation boundary value method for linear Volterra integral equations
type: Item
instance of: scholarly article
title: A collocation boundary value method for linear Volterra integral equations
zbMATH Open document ID: 1398.65355
author: Junjie Ma
author: Shuhuang Xiang
published in: Journal of Scientific Computing
publication date: 2018-03-13T00:00:00Z
review text: This paper is devoted to the classical linear Volterra integral equation of the second kind \[ u(t)+\int\limits_{0}^{t}K(t,s)ds=f(t), \; t\in I=[0,T], \tag{1} \] with the continuous kernel \(K(t,s)\) defined on \(D=\{(s,t):\;0\leq s\leq t\leq T\}\). This equation has a unique continuous solution for any \(f(t)\in C(I)\). High order numerical schemes for (1) are devised by using special multistep collocation methods, which depend on numerical approximations of the solution in the next several steps. Stability analysis illustrates that these methods enjoy wide absolutely stable regions. With the help of efficient evaluation for highly oscillatory integrals, these methods are applied to solving Volterra integral equations with highly oscillatory kernels. Both theoretical and numerical results show they share the property that the higher the oscillation, the better the accuracy of the approximations.
reviewed by: Alexander N. Tynda
Mathematics Subject Classification ID: 65R20
zbMATH DE Number: 6849347
zbMATH Keywords: Volterra integral equation
zbMATH Keywords: boundary value method
zbMATH Keywords: collocation
zbMATH Keywords: highly oscillatory
zbMATH Keywords: linear stability.
MaRDI profile type: Publication
full work available at URL: s10915-016-0289-3
OpenAlex ID: W2519385179
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DOI: 10.1007/S10915-016-0289-3
description: scientific article; zbMATH DE number 6849347