A fast method for solving second Order boundary value volterra Integro-differential equations

DOI10.1080/00207169708804602MaRDI QIDQ4375422zbMATH OpenOpenAlexFDO

Authors Ruth E. Shaw, L. E. Garey

Publication date 15 October 1998

Published in International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207169708804602

zbMATH Keywords

algorithmboundary value problemfinite difference methodsnumerical examplestridiagonal systemsVolterra integro-differential equation

Mathematics Subject Classification ID

Other nonlinear integral equations (45G10) Integro-ordinary differential equations (45J05) Numerical methods for integral equations (65R20)

Review text

The authors examine an efficient algorithm for finding a discrete solution of the following Volterra integro-differential equation \[ y^{(2)}(x)= f\Biggl(x, y(x),\;\int^x_0 K(x,t,y(t))dt\Biggr),\quad 0\leq x\leq a,\;y(0)= b_0,\;y(a)= b_1. \] The new approach of the authors is that they develop a special fast algorithm for solving tridiagonal systems which appear after using finite difference methods instead of the traditional LU method. This new approach is based on \((2,2)\)-band symmetric matrices introduced by \textit{M. M. Chawla} and \textit{C. P. Katti} [BIT 20, 511-514 (1980; Zbl 0477.65062)]. Numerical examples which demonstrate the advantages of the new method are presented.

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Cites work

• A fast algorithm for solving special tridiagonal systems
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Cited in

(15)

• An approximate solution for a system with a symmetric matrix
• A parallel algorithm for solving Toeplitz linear systems
• Generalized Störmer-Cowell methods for nonlinear BVPs of second-order delay-integro-differential equations
• An efficient algorithm for solving Volterra integro-differential equations based on Alpert's multi-wavelets Galerkin method
• A parallel numerical algorithm for near symmetric and banded systems
• Parallel algorithms for solving tridiagonal and near-circulant systems.
• A novel algorithm for solving quasi penta-diagonal linear systems
• A Jacobi spectral collocation method for solving fractional integro-differential equations
• An Efficient Method for Second Order Boundary Value Problems with Two Point Boundary Conditions
• scientific article; zbMATH DE number 6507595 (Why is no real title available?)
• An algorithm for solving linear Volterra integro-differential equations
• scientific article; zbMATH DE number 810058 (Why is no real title available?)
• Solving banded and near symmetric systems
• Time-stepping schemes for systems of Volterra integro-differential equations
• A parallel method for linear equations with tridiagonal Toeplitz coefficient matrices

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Uses Software

• NAPACK

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