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Convergence Analysis of the Legendre Spectral Collocation Methods for Second Order Volterra Integro-Differential Equations
Authors:Yunxia Wei  Yanping Chen
Institution:1. School of Mathematics and Computational Science, Sun Yat-sen University,Guangzhou 510275, China
2. School of Mathematical Sciences, South China Normal University, Guangzhou 510631, China
Abstract:A class of numerical methods is developed for second order Volterra integrodifferential equations by using a Legendre spectral approach.We provide a rigorous error analysis for the proposed methods,which shows that the numerical errors decay exponentially in the L∞-norm and L2-norm.Numerical examples illustrate the convergence and effectiveness of the numerical methods.
Keywords:Second order Volterra integro-differential equations  Gauss quadrature tormula  Legendre-collocation methods  convergence analysis
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