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A discrete collocation method for Fredholm integro-differential equations with weakly singular kernels
Authors:Arvet Pedas Enn Tamme
Institution:Institute of Mathematics, University of Tartu, Liivi 2, 50409 Tartu, Estonia
Abstract:A fully discrete version of a piecewise polynomial collocation method is constructed to solve initial or boundary value problems of linear Fredholm integro-differential equations with weakly singular kernels. Using an integral equation reformulation and special graded grids, optimal global convergence estimates are derived. For special values of parameters an improvement of the convergence rate of elaborated numerical schemes is established. Some of our theoretical results are illustrated by numerical experiments.
Keywords:Weakly singular integro-differential equation  Discrete collocation method  Product integration  Graded grid
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