An ultraspherical spectral method for linear Fredholm and Volterra integro-differential equations of convolution type

DOI10.1093/IMANUM/DRY042MaRDI QIDQ5243254zbMATH OpenOpenAlexFDO

Authors Nicholas Hale

Publication date 18 November 2019

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1712.00304

zbMATH Keywords

convolutionFredholmintegro-differentialLegendrespectralultrasphericalVolterra

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Integro-partial differential equations (35R09) Fredholm integral equations (45B05) Volterra integral equations (45D05) Integro-ordinary differential equations (45J05) Integro-partial differential equations (45K05) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Numerical methods for integral equations (65R20)

Abstract: The Legendre-based ultraspherical spectral method for ordinary differential equations is combined with a formula for the convolution of two Legendre series to produce a new technique for solving linear Fredholm and Volterra integro-differential equations with convolution-type kernels. When the kernel and coefficient functions are sufficiently smooth then the method is spectrally-accurate and the resulting almost-banded linear systems can be solved with linear complexity.

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(10)

• A fast sparse spectral method for nonlinear integro-differential Volterra equations with general kernels
• A sparse spectral method for Volterra integral equations using orthogonal polynomials on the triangle
• A spectral method of solving two-dimensional integral equations of convolution type
• Computing equilibrium measures with power law kernels
• The solving integro-differential equations of fractional order with the ultraspherical functions
• A static memory sparse spectral method for time-fractional PDEs
• Convergence analysis of a Legendre spectral collocation method for nonlinear Fredholm integral equations in multidimensions
• Spectral approximation of convolution operators of Fredholm type
• Solving nonlinear ODEs with the ultraspherical spectral method
• Fast spectral methods for Volterra integral equations

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