Fast numerical solution of weakly singular Volterra integral equations

Hairer, Ernst; Lubich, Christian; Schlichte, Manfred

doi:10.1016/0377-0427(88)90332-9

Scientific article

English

Fast numerical solution of weakly singular Volterra integral equations

ContributorsHairer, Ernst; Lubich, Christian; Schlichte, Manfred

Published inJournal of computational and applied mathematics, vol. 23, no. 1, p. 87-98

Publication date1988

Abstract

We give a FORTRAN program for the numerical solution of Abel—Volterra convolution equations of the second and first kind. We use a fractional linear multistep method (BDF4)^(1/2) and use Fast Fourier transform techniques to exploit the convolution structure. A detailed description of the computation of the quadrature weights using FFT is given. Numerical examples are included.

Keywords

Abel-Volterra convolution equation
Fractional multistep method
Fast Fourier Transform

Affiliation entities

Faculté des sciences / Section de mathématiques

Citation (ISO format)

HAIRER, Ernst, LUBICH, Christian, SCHLICHTE, Manfred. Fast numerical solution of weakly singular Volterra integral equations. In: Journal of computational and applied mathematics, 1988, vol. 23, n° 1, p. 87–98. doi: 10.1016/0377-0427(88)90332-9

Article (Published version)

Identifiers

PID : unige:12471
DOI : 10.1016/0377-0427(88)90332-9

ISSN of the journal0377-0427

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Fast numerical solution of weakly singular Volterra integral equations

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