High order product integration methods for a Volterra integral equation with logarithmic singular kernel (Q1766500)

The Volterra equation \(F(t) + \pi^{-1/2} \int_0^t (\ln t - \ln s)^{-1/2} s^{-1} F(s) ds = H(s)\) arises, e.g., in heat conduction problems with mixed boundary conditions. In view of the strength of the singularity of its kernel, one is interested in solutions \(F\) satisfying \(F(t) = O(t^\mu)\) as \(t \to 0\) with some prescribed \(\mu > 0\). To this end, it is convenient to rewrite the problem in the equivalent form \(y(t) - \int_0^t s^{\mu-1} t^{-\mu}y(s) ds = g(t)\). The paper under review is devoted to a study of numerical methods for the latter equation. The authors first briefly review the analytical properties of the solution. They differ substantially from the well known case of Abel (convolution) kernels. The numerical method uses a uniform discretization of the interval where the solution is sought, combined with an application of product integration techniques based on simple piecewise polynomial interpolation methods. The consistency of the resulting scheme is established under very general assumptions. Stability and hence convergence are also proved, but under slightly stronger restrictions. Among the methods covered by the theory we find appropriate modifications of the trapezoidal and the Simpson method.