FFT techniques in the numerical solution of convolution equations (Q1094126)
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English | FFT techniques in the numerical solution of convolution equations |
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FFT techniques in the numerical solution of convolution equations (English)
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1987
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The authors describe a code for the numerical solution of Volterra integral equations and Volterra integro-differential equations of convolution type. They use an imbedded Runge-Kutta-Fehlberg formula with constant step size and apply the FFT-techniques of the reviewer, \textit{Ch. Lubich} and \textit{M. Schlichte} [SIAM J. Sci. Stat. Comput. 6, 532-541 (1985; Zbl 0581.65095)]. A second part of this article gives a detailed description of the computation of the weights of fractional quadrature formulas [cf. \textit{Ch. Lubich}, SIAM J. Math. Anal. 17, 704-719 (1986; Zbl 0624.65015)], again using FFT-routines.
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Abel-Volterra equations
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reducible quadrature
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fast Fourier transform
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Volterra integro-differential equations of convolution type
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imbedded Runge-Kutta-Fehlberg formula
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fractional quadrature formulas
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