Numerical solution of Volterra integro-differential equations by the tau method with the Chebyshev and Legendre bases (Q2572025): Difference between revisions
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English | Numerical solution of Volterra integro-differential equations by the tau method with the Chebyshev and Legendre bases |
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Numerical solution of Volterra integro-differential equations by the tau method with the Chebyshev and Legendre bases (English)
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14 November 2005
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The authors consider the general form of a linear Volterra integro-differential equation (VIDE) \[ Du(x)-\lambda\int_a^x k(x,t)u(t)\,dt=f(x),\quad x\in[a,b], \] with \(n_d\) independent boundary conditions \[ \sum_{s=1}^{n_d}\left[c_{js}^{(1)}u^{(s-1)}(x_1)+ c_{js}^{(2)}u^{(s-1)}(x_2)\right]=d_{j},\quad j=1,2,\dots,n_d, \] where \(f(x)\) and \(k(x,t)\) are given continuous functions and \(\lambda\), \(a\), \(c_{js}^{(1)}\), \(c_{js}^{(2)}\), \(x_1\), \(x_2\in[a,b]\) given constants and \(n_d\) is the order of the differential operator \(D\) with polynomial coefficients \(p_i(x)\), \(D=\sum_{i=1}^{n_d}p_i(x)\frac{d^i}{dx^i}\), \(p_i(x)=\sum_{j=0}^{\alpha_i}p_{ij}x^j, \) where \(\alpha_j\) is the degree of \(p_i(x)\). The subject of this paper is to present developments of the operational tau method with arbitrary polynomial bases by use of some simple matrices for the numerical solution of VIDEs. In particular, Chebyshev and Legendre polynomials are applied as bases polynomials. Some examples demonstrate the accuracy of the method and effectiveness of the Chebyshev and Legendre basis.
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operational tau method
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linear Volterra integro-differential equations
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shifted Chebyshev and Legendre polynomials
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error estimation
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numerical examples
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