Fast spectral methods for Volterra integral equations

DOI10.48550/arXiv.2610.20206MaRDI QIDQ7395215zbMATH OpenarXivFDO

Authors Kuan Xu, Xi Chen

Publication date 14 October 2026

Published in arXiv

Tldr This paper develops novel fast spectral approximation methods for smooth linear and weakly singular Volterra integral operators and nonlinear Volterra integrals via the Duffy mapping. The resulting approximations are constructed in O(N) and O(N^2) flops for linear and weakly singular operators, while nonlinear integrals can be evaluated in O(N^2 log N) time when using a degree-N Chebyshev approximant of the kernel function.

Full work available at URL https://doi.org/10.48550/arXiv.2610.20206

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Volterra integral equations (45D05) Other nonlinear integral equations (45G10) Linear operator approximation theory (47A58) Numerical methods for integral equations (65R20)

arXiv classification

math.NA

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