Volterra integral equations and a new Gronwall inequality (Part I: The linear case)

1987 ◽  
Vol 106 (3-4) ◽  
pp. 361-373 ◽  
Author(s):  
J. Norbury ◽  
A. M. Stuart
Keyword(s):  
Numerical Method ◽  
Integral Equations ◽  
Volterra Integral Equations ◽  
Linear Case ◽  
Gronwall Inequality ◽  
Product Integration ◽  
Weakly Singular ◽  
Grönwall Inequality ◽  
Discrete Inequalities ◽  
Singular Kernels

SynopsisWe present a generalisation of the continuous Gronwall inequality and show its use in bounding solutions of discrete inequalities of a form that arise when analysing the convergence of product integration methods for Volterra integral equations. We then use these ideas to prove convergence of a numerical method which is effective in approximating Volterra integral equations of the second kind with weakly singular kernels.

Numerical Algorithms of Optimal Complexity for Weakly Singular Volterra Integral Equations

2006 ◽  
Vol 6 (4) ◽  
pp. 436-442 ◽  
Author(s):  
A.N. Tynda
Keyword(s):  
Numerical Methods ◽  
Integral Equations ◽  
Numerical Algorithms ◽  
Volterra Integral Equations ◽  
Volterra Equations ◽  
Fredholm Integral Equations ◽  
Optimal Complexity ◽  
Weakly Singular ◽  
Different Types ◽  
Singular Kernels

AbstractIn this paper we construct complexity order optimal numerical methods for Volterra integral equations with different types of weakly singular kernels. We show that for Volterra equations (in contrast to Fredholm integral equations) using the ”block-by-block” technique it is not necessary to employ the additional iterations to construct complexity optimal methods.

scholarly journals NUMERICAL SOLUTION OF VOLTERRA INTEGRAL EQUATIONS WITH WEAKLY SINGULAR KERNELS WHICH MAY HAVE A BOUNDARY SINGULARITY

2009 ◽  
Vol 14 (1) ◽  
pp. 79-89 ◽  
Author(s):  
Marek Kolk ◽  
Arvet Pedas
Keyword(s):  
Integral Equations ◽  
Volterra Integral Equations ◽  
Piecewise Polynomial ◽  
Boundary Singularity ◽  
Weakly Singular ◽  
Singular Kernels ◽  
Convergence Estimates ◽  
Linear Volterra Integral Equations ◽  
Piecewise Polynomial Collocation Method ◽  
Polynomial Collocation

We propose a piecewise polynomial collocation method for solving linear Volterra integral equations of the second kind with kernels which, in addition to a weak diagonal singularity, may have a weak boundary singularity. Global convergence estimates are derived and a collection of numerical results is given.

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