FFT techniques in the numerical solution of convolution equations (Q1094126)

From MaRDI portal
Revision as of 13:09, 18 June 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
FFT techniques in the numerical solution of convolution equations
scientific article

    Statements

    FFT techniques in the numerical solution of convolution equations (English)
    0 references
    1987
    0 references
    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.
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Abel-Volterra equations
    0 references
    reducible quadrature
    0 references
    fast Fourier transform
    0 references
    Volterra integro-differential equations of convolution type
    0 references
    imbedded Runge-Kutta-Fehlberg formula
    0 references
    fractional quadrature formulas
    0 references
    0 references