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Numerical solution of Volterra integral equations of the first kind with discontinuous kernels

Authors :
Muftahov, Ildar
Tynda, Aleksandr
Sidorov, Denis
Publication Year :
2015

Abstract

We propose the numerical methods for solution of the weakly regular linear and nonlinear evolutionary (Volterra) integral equation of the first kind. The kernels of such equations have jump discontinuities along the continuous curves (endogenous delays) which starts at the origin. In order to linearize these equations we use the modified Newton-Kantorovich iterative process. Then for linear equations we propose two direct quadrature methods based on the piecewise constant and piecewise linear approximation of the exact solution. The accuracy of proposed numerical methods is $\mathcal{O}(1/N)$ and $\mathcal{O}(1/N^2)$ respectively. We also suggest a certain iterative numerical scheme enjoying the regularization properties. Furthermore, we adduce generalized numerical method for nonlinear equations. We employ the midpoint quadrature rule in all the cases. In conclusion we include several numerical examples in order to demonstrate the efficiency of proposed numerical methods<br />Comment: Submitted to APNUM Journal

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1507.06484
Document Type :
Working Paper