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Article . 1975 . Peer-reviewed
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Efficient algorithms for volterra integral equations of the second kind

Efficient algorithms for Volterra integral equations of the second kind
Authors: M. E. A. Tom;

Efficient algorithms for volterra integral equations of the second kind

Abstract

Spline function of degreem, deficiencyJ?1, i. e. inCm?J, are used in conjunction with (Gaussian) quadrature rules to construct algorthms for the numerical solution of a general Volterra integral equation of the second kind. For a givenm, the method is of order (m+1) and, in general, requires 0(N) evaluations of the kernel. This is in sharp contrast to the 0(N2) evaluations required by hitherto known methods. It is shown that the method for spline functions with full continuity (J=1) is numerically unstable for allm>2. However, stability is established forJ=m, m?1, for allm. Furthermore, form=3,J=1, it is demonstrated that by appropriately modifying the original method, a whole family of stable methods is obtained. Zur Konstruktion von Algorithmen zur numerischen Losung einer allgemeinen Volterraschen Integralgleichung zweiter Art werden Splinefunktionen vom Gradem und der DefizienzJ?1, d. h. inCm?J, zusammen mit Gauβschen Quadraturformeln benutzt. Die Methode ist, fur gegebenesm, von der Ordnung (m+1), und sie erfordert im allgemeinen 0(N) Auswertungen des Kerns. Die bisher bekannten Methoden erfordern 0(N2) Auswertungen. Es wird gezeigt, daβ die Methode fur Splinefunktionen mit voller Stetigkeit (J=1) numerisch instabil ist fur allem>2. Dagegen wird die Stabilitat bewiesen furJ=m, m ?1 undm beiliebig. Weiter wird furm=3,J=1 gezeigt, daβ bei geeigneter Modifikation der ursprunglichen Methode eine ganze Familie stabiler Methoden gewonnen werden kann.

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Keywords

Volterra integral equations, Numerical methods for integral equations

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
7
Average
Top 10%
Average
bronze