On spectral methods for Volterra-type integro-differential equations (Q2389978): Difference between revisions

The author considers the problem of numerical solving the equation \[ u'(x)=a(x)u(x)+ b(x) + \int_{-1}^{x}K(x,s)u(s)ds \] with \(|x|<1\) and the initial condition \(u(-1)=u_{-1}\). The origin integro-differential equation is chained on two integral equations with respect to functions \(u(x)\) and \(z(x)=u'(x)\). The numerical method for solving the obtained system is a Legendre-collocation method with Gauss quadrature formulas for integral terems proposed by \textit{T. Tang, X. Xu} and \textit{J. Cheng} [J. Comput. Math. 26, No. 6, 825--837 (2008; Zbl 1174.65058)]. A theoretical \(L_{\infty}\)-estimation of error of the required solution (via it's different norms) is derived. A numerical example illustrates the theoretical results.