Solving boundary value problems, integral, and integro-differential equations using Gegenbauer integration matrices (Q455856)

A hybrid Gegenbauer integration matrices (HGIM) method, as a special spectral technique, is proposed to approach linear two-point boundary value problems, integral, and integro-differential equations from a numerical point of view. The idea of the paper is to transform the boundary value problems and the integro-differential equations into their integral reformulation, and then discretize it using Gegenbauer integration matrices (GIM). The resulting system of algebraic linear equations is well-conditioned and it is solved using the implemented procedures in MATLAB 7. The presented algorithm is numerically stable with high spectral accuracy having superior performance to other competitive techniques in the recent literature regarding the accuracy and convergence rate. The authors put forward the fact that the Gegenbauer polynomials generally perform better than their subclasses such as Chebyshev and Legendre polynomials, and they prove a boundedness result for the Gegenbauer polynomials (Lemma 2.1) and a convergence result (Theorem 2.4) providing the error bound. The performances of the proposed HGIM method is illustrated on eight numerical examples: two-point boundary value problems for second and fourth order differential equations, linear Fredholm integral and integro-differential equations.