Iterative solution of integral equations by a quasi-Newton method (Q1096374)

The authors consider the numerical solution of integral equations of the form \(u(x)=f(x)+\lambda \int_{\Omega}K(x,t,u(t))dt,\) \(x\in \Omega\) by Broyden's method in which a sequence of iterates, produced by solving linear integral equations, whose kernels are updated by a one rank modification. The proposed method is outlined schematically demonstrating the superlinear convergence of the algorithm. Numerical examples are presented and discussed together with the general overheads required.