AbstractIn this paper, we discuss the superconvergence of the “interpolated” collocation solutions for weakly singular Volterra integral equations of the second kind. Based on the collocation solution $$u_h$$
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, two different interpolation postprocessing approximations of higher accuracy: $$I_{2h}^{2m-1}u_h$$
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1
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based on the collocation points and $$I_{2h}^{m}u_h$$
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based on the least square scheme are constructed, whose convergence order are the same as that of the iterated collocation solution. Such interpolation postprocessing methods are much simpler in computation. We further apply this interpolation postprocessing technique to hybrid collocation solutions and similar results are obtained. Numerical experiments are shown to demonstrate the efficiency of the interpolation postprocessing methods.
On a class of reflected backward stochastic Volterra integral equations and related time-inconsistent optimal stopping problems
