Journal article

The linear barycentric rational quadrature method for Volterra integral equations

    01.01.2014
Published in:
  • SIAM Journal on Scientific Computing. - 2014, vol. 36, no. 1, p. A105–A123
English We introduce two direct quadrature methods based on linear rational interpolation for solving general Volterra integral equations of the second kind. The first, deduced by a direct application of linear barycentric rational quadrature given in former work, is shown to converge at the same rate as the rational quadrature rule but is costly on long integration intervals. The second, based on a composite version of this quadrature rule, loses one order of convergence but is much cheaper. Both require only a sample of the involved functions at equispaced nodes and yield an infinitely smooth solution of most classical examples with machine precision.
Faculty
Faculté des sciences et de médecine
Department
Département de Mathématiques
Language
  • English
Classification
Mathematics
License
License undefined
Identifiers
Persistent URL
https://folia.unifr.ch/unifr/documents/303647
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