A sinc quadrature method for the Urysohn integral equation (Q388715): Difference between revisions

The Urysohn integral equation of Fredholm type is considered \[ u(t)-\int_{a}^{b}k(t,s,u(s))ds=g(t), \quad t\in[a,b]. \] Two numerical schemes for a Nyström method based on sinc quadrature formulas are presented. The methods are developed by means of the sinc approximation with the Single Exponential (SE) and Double Exponential (DE) transformations. These numerical methods combine a sinc Nyström method with the Newton iterative process that involves solving a nonlinear system of equations. The first method is given by extending Stenger's idea to nonlinear Fredholm integral equations. It is shown that this method has the convergence rate \(O(\exp(-C\sqrt{N}))\). The second method is derived by replacing the smoothing transformation employed in the first method, the standard \(\tanh\) transformation, with the so-called double exponential transformation. Such a replacement improves the order of convergence to \(O(\exp(-C(N/\log N)))\). An error analysis for the methods is provided. These methods improve conventional results and achieve exponential convergence. There are also several numerical examples in the paper which confirm the theoretical accuracy and allow for comparing the suggested approach to other numerical techniques.