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Collocation Methods for Weakly Singular Second-kind Volterra Integral Equations with Non-smooth Solution
Authors:RIELE   HERMAN J. J. TE
Affiliation:Department of Numerical Mathematics, Mathematisch Centrum Kruislaan 413, 1098 SJ Amsterdam, The Netherlands
Abstract:Collocation type methods are studied for the numerical solutionof the weakly singular Volterra integral equation of the secondkind: where the solution f(t) is assumedto have the form f(t) = x(t)+r?{psi}(t), x and {psi} being sufficientlysmooth. The solution is approximated near zero by a linear combinationof powers of t?, and away from zero by the usual polynomialrepresentation. Convergence is proved and many numerical experimentsare carried out with examples from the literature. A comparisonis made with a method of Brunner & Norsett (1981), originallydeveloped for (1) with a smooth solution. Special attentionis paid to the numerical approximation of the so-called momentintegrals which emerge in the collocation scheme.
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