Chebyshev spectral collocation method for system of nonlinear Volterra integral equations
The following system of nonlinear Volterra integral equations is discussed: \[ \mathbf{Y}(t)-\int\limits_{0}^{t}\mathbf{K}(t,s)\mathbf{f}(s,\mathbf{Y}(s))ds=g(t), \quad t\in[0,1], \] where \[ \mathbf{g}(t)=[g_1(t),g_2(t),\ldots,g_{Q}(t)]', \quad \mathbf{Y}(t)=[y_1(t),y_2(t),\ldots,y_{Q}(t)]', \] \[ \mathbf{K}(t,s)=[K_{pq}(t,s)], \; 1\le p,q \le Q, \] \[ \mathbf{f}(s,\mathbf{Y}(s))=[f_1(s,\mathbf{Y}(s)),f_2(s,\mathbf{Y}(s)),\ldots,f_{Q}(s,\mathbf{Y}(s))]'. \] A Chebyshev spectral collocation method is used, for which the collocation points are Chebyshev-Gauss points. The provided convergence analysis shows that numerical errors decay exponentially. Some numerical experiments are also presented to confirm the convergence results.
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