A fast sparse spectral method for nonlinear integro-differential Volterra equations with general kernels
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AbstractWe present a sparse spectral method for nonlinear integro-differential Volterra equations based on the Volterra operator’s banded sparsity structure when acting on specific Jacobi polynomial bases. The method is not restricted to convolution-type kernels of the form K(x, y) = K(x − y) but instead works for general kernels at competitive speeds and with exponential convergence. We provide various numerical experiments based on an open-source implementation for problems with and without known analytic solutions and comparisons with other methods.
2016 ◽
Vol 26
(08)
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pp. 1567-1598
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2016 ◽
Vol 203
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pp. 245-254
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2011 ◽
Vol 43
(4)
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pp. 1005-1026
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2018 ◽
Vol 56
(1)
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pp. 24-49
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