Product Integration with Application to Differential Equations

Author(s):  
John Day Dollard ◽  
Charles N. Friedman
2011 ◽  
Vol 16 (1) ◽  
pp. 153-172 ◽  
Author(s):  
Arvet Pedas ◽  
Enn Tamme

On the basis of product integration techniques a discrete version of a piecewise polynomial collocation method for the numerical solution of initial or boundary value problems of linear Fredholm integro-differential equations with weakly singular kernels is constructed. Using an integral equation reformulation and special graded grids, optimal global convergence estimates are derived. For special values of parameters an improvement of the convergence rate of elaborated numerical schemes is established. Presented numerical examples display that theoretical results are in good accordance with actual convergence rates of proposed algorithms.


Sign in / Sign up

Export Citation Format

Share Document