Exponential fitting direct quadrature methods for Volterra integral equations (Q607521)

The paper is devoted to the application of the exponential fitting (EF) methods to the numerical solution of the convolution type linear Volterra integral equation \[ y(x)=f(x)+\int\limits_{-\infty}^{x}k(x-s)y(s)ds, \quad x\in[0,X], \] \[ y(x)=\psi(x), \quad -\infty<x\leq 0, \] where \(k\in L^1(\mathbb{R}^+)\), \(f\) is continuous and periodic on \([0,X]\), \(\psi\) is continuous and bounded on \(\mathbb{R}^-\). The authors developed a direct quadrature DQ method, which uses a class of EF-based quadrature rules adapted to the current problem to solve. The convergence of the method is also analyzed and the different formulas for the coefficients are suggested. These formulas limit rounding errors for small stepsizes. Numerical experiments for comparison with other DQ methods are presented in conclusion.