Piecewise Polynomial Collocation for Fredholm Integro-Differential Equations with Weakly Singular Kernels

In the first part of this paper we study the regularity properties of solutions of initial- or boundary-value problems of linear Fredholm integro-differential equations with weakly singular or other nonsmooth kernels. We then use these results in the analysis of a piecewise polynomial collocation method for solving such problems numerically. The main purpose of the paper is the derivation of optimal global convergence estimates and the analysis of the attainable order of convergence of numerical solutions for all values of the nonuniformity parameter of the underlying grid.

[1]  R. Taylor,et al.  The Numerical Treatment of Integral Equations , 1978 .

[2]  Wolfgang Hackbusch Theory of Fredholm Integral Equations of the Second Kind , 1995 .

[3]  G. Leaf,et al.  COLLOCATION METHODS FOR INTEGRO-DIFFERENTIAL EQUATIONS* , 1977 .

[4]  H. Brunner,et al.  The numerical solution of Volterra equations , 1988 .

[5]  Qiya Hu Geometric meshes and their application to Volterra integro-differential equations with singularities , 1998 .

[6]  W. Hackbusch Integral Equations: Theory and Numerical Treatment , 1995 .

[7]  R. Kress Linear Integral Equations , 1989 .

[8]  Qiya Hu,et al.  Interpolation correction for collocation solutions of Fredholm integro-differential equations , 1998, Math. Comput..

[9]  Spline collocation methods for weakly singular Volterra integro-differential equations , 2003 .

[10]  Arvet Pedas,et al.  The properties of solutions of weakly singular integral equations , 1981, The Journal of the Australian Mathematical Society. Series B. Applied Mathematics.

[11]  Hermann Brunner,et al.  Piecewise Polynomial Collocation Methods for Linear Volterra Integro-Differential Equations with Weakly Singular Kernels , 2001, SIAM J. Numer. Anal..

[12]  Collocation approximations for weakly singular Volterra integro‐differential equations 1 , 2003 .

[13]  Mehmet Sezer,et al.  A Taylor Collocation Method for the Solution of Linear Integro-Differential Equations , 2002, Int. J. Comput. Math..

[14]  Hermann Brunner,et al.  A Spline Collocation Method for Linear Volterra Integro-Differential Equations with Weakly Singular Kernels , 2001 .

[15]  Tao Tang,et al.  Superconvergence of numerical solutions to weakly singular Volterra integro-differential equations , 1992 .

[16]  Ian H. Sloan,et al.  Optimal order spline methods for nonlinear differential and integro-differential equations , 1999 .

[17]  Gennadi Vainikko,et al.  Multidimensional Weakly Singular Integral Equations , 1993 .

[18]  Tao Tang,et al.  A note on collocation methods for Volterra integro-differential equations with weakly singular kernels , 1993 .

[19]  Ioan Danciu Polynomial spline collocation methods for Volterra integro-differential equations , 1996 .

[20]  Hideaki Kaneko,et al.  Superconvergence of the iterated collocation methods for Hammerstein equations , 1997 .

[21]  Yuesheng Xu,et al.  Fast Collocation Methods for Second Kind Integral Equations , 2002, SIAM J. Numer. Anal..

[22]  Raul Kangro,et al.  Superconvergence in the Maximum Norm of a Class of Piecewise Polynomial Collocation Methods for Solving Linear Weakly Singular Volterra Integro-Differential Equations , 2003 .

[23]  K. Atkinson The Numerical Solution of Integral Equations of the Second Kind , 1997 .

[24]  W. Volk The iterated Galerkin method for linear integro-differential equations , 1988 .

[25]  M. R. Osborne,et al.  The numerical solution of differential equations , 1961 .