Scientific article
English

Fast Numerical Solution of Nonlinear Volterra Convolution Equations

Published inSIAM journal on scientific and statistical computing, vol. 6, no. 3, p. 532-541
Publication date1985
Abstract

Numerical methods for general Volterra integral equations of the second kind need O(n^2) kernel evaluations and O(n^2) additions and multiplications. Here it is shown how the effort can be reduced for nonlinear convolution equations. Exploiting the convolution structure, most numerical methods need only O(n) kernel evaluations. With the use of Fast Fourier Transform techniques only O(n(log n)^2) additions and multiplications are necessary. The paper closes with numerical examples and comparisons.

Keywords
  • Volterra integral equation
  • Convolution
  • Fast Fourier transform
  • Runge-Kutta method
Citation (ISO format)
HAIRER, Ernst, LUBICH, Christian, SCHLICHTE, Manfred. Fast Numerical Solution of Nonlinear Volterra Convolution Equations. In: SIAM journal on scientific and statistical computing, 1985, vol. 6, n° 3, p. 532–541.
Identifiers
  • PID : unige:12466
Journal ISSN0196-5204
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Technical informations

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