Numerical solution of nonlinear Volterra integral equations with nonincreasing kernel and an application (Q1941008)

The rationale behind the method of quasilinearization is summarised in the introduction. The new method presented in the paper employs numerical methods to solve the resulting two coupled linear equations in a piecewise continuous polynomial space, and to combine it with an iterative scheme, to approximate the unique solution of the nonlinear integral equation under stated conditions on the kernel. The method avoids both the need to work with nonlinear algebraic systems and the subsequent discussions relating to existence and uniqueness of their solutions. In Section 2, the authors present a general framework for the idea of quasilinearization being used to solve nonlinear integral equations. In Section 3, the use of a collocation method, in a piecewise polynomial space, to approximate the solution of the coupled linear integral equations is demonstrated. Section 4 focuses on the discretization of the system, using Lagarange polynomials, to an algebraic system of equations. The uniqueness of the solution of the algebraic system is proved in Theorem 4.1, and the convergence of the solution of the systems of collocation equations to the solution of the system of linear integral equations is proved in Theorem 4.2. Illustrative examples, showing the convergence of the sequences to the exact solution (where known), are presented in Section 5.