Solving Volterra integral equations of the second kind by wavelet-Galerkin scheme

Abstract: In this paper, we apply the wavelet-Galerkin method to obtain approximate solutions to linear Volterra integral equations (VIEs) of the second kind. Daubechies wavelets are used to find such approximations. In this approach, we introduce some new connection coefficients and discuss their properties and propose algorithms to evaluate them. These coefficients can be computed just once and applied for solving every linear VIE of the second kind. Convergence and error analysis are discussed and numerical examples illustrate the efficiency of the method. [Copyright &y& Elsevier]