On the order of the error in discretization methods for weakly singular second kind Volterra integral equations with non-smooth solutions (Q1069689)

The solution of the weakly singular second kind Volterra integral equation \[ y(t)=g(t)+\int^{t}_{0}(t-s)^{-\alpha} k(t,s)y(s)ds,\quad 0<\alpha <1 \] is in general non-smooth at 0. Therefore, the high-order accuracy of the classical product integration schemes is lost. By the use of a special discrete Gronwall inequality it is shown in this article that the global error of the product trapezoidal rule satisfies \[ | y(t_ i)-y_ i| \leq C(h^{2-\alpha} t_ i^{-\alpha}+h^ 2), \] where h is the step size and \(t_ i=ih\). Consequently, the order of this method is 2-\(\alpha\) at the fixed point \(t_ i\) away from the origin. A similar result is established for higher order product integration methods and collocation schemes. In order to avoid this order reduction one can either use graded meshes (very small step sizes near the origin), or one can apply the fractional linear multistep methods of \textit{Ch. Lubich} [Discretized fractional calculus, SIAM J. Math. Anal. 17, 704-719 (1986)].