Integration matrix based on arbitrary grids with a preconditioner for pseudospectral method (Q2479387)

The authors are concerned with the use of pseudo-spectral methods for solving inegro-differential equations. The approach is based on a Gauss-Lobatto grid and a transformation to an arbitrary grid. The idea is to provide a method based on a regular equidistant grid that gives reliable results for the solution of the integro-differential equation. The paper is organised as follows: following preliminaries, the pseudo-spectral integration matrix is introduced and the authors show how to use this as a preconditioner for integro-differential equations. Now this approach can induce some technical difficulties which are considered, such as the need to invert a Vandermonde matrix, but these problems are discussed and can be circumvented. The paper concludes with some numerical experiments.