Abstract
This paper is concerned with the numerical solution of auto-convolution Volterra integral equations. A composite quadrature method based on linear barycentric rational interpolation is introduced. The method is easy to be implemented because only a linear equation needs to be solved in each time step. Collocation method is used as the starting procedure. The boundedness and convergence of the numerical solution are studied in detail. Some numerical experiments are carried out to confirm the theoretical results.
Similar content being viewed by others
References
Baker, C.T.H.: The Numerical Treatment of Integral Equations. Monographs on Numerical Analysis. Clarendon Press, Oxford (1977)
Battles, Z., Trefethen, L.N.: An extension of matlab to continuous functions and operators. SIAM J. Sci. Comput. 25(5), 1743–1770 (2004)
Bellen, A., Jackiewicz, Z., Vermiglio, R., Zennaro, M.: Stability analysis of Runge–Kutta methods for Volterra integral equations of the second kind. IMA J. Numer. Anal. 10(1), 103–118 (1990)
Berrut, J.P., Hosseini, S., Klein, G.: The linear barycentric rational quadrature method for Volterra integral equations. SIAM J. Sci. Comput. 36(1), A105–A123 (2014)
Berrut, J.P., Trefethen, L.N.: Barycentric Lagrange interpolation. SIAM Rev. 46(3), 501–517 (2004)
Brunner, H.: Collocation Methods for Volterra Integral and Related Functional Differential Equations. Cambridge University Press, Cambridge (2004)
Brunner, H., Hairer, E., Nørsett, S.: Runge–Kutta theory for Volterra integral equations of the second kind. Math. Comput. 39(159), 147–163 (1982)
Brunner, H., van der Houwen, P.J.: The Numerical Solution of Volterra Equations. CWI Monographs, vol. 3. North-Holland Publishing Co., Amsterdam (1986)
Brunner, H., Yan, N.: On global superconvergence of iterated collocation solutions to linear second-kind Volterra integral equations. J. Comput. Appl. Math. 67(1), 185–189 (1996)
Chen, H., Zhang, C.: Block boundary value methods for solving Volterra integral and integro-differential equations. J. Comput. Appl. Math. 236(11), 2822–2837 (2012)
Chen, Y., Tang, T.: Convergence analysis of the Jacobi spectral-collocation methods for Volterra integral equations with a weakly singular kernel. Math. Comput. 79(269), 147–167 (2010)
Floater, M.S., Hormann, K.: Barycentric rational interpolation with no poles and high rates of approximation. Numer. Math. 107(2), 315–331 (2007)
Guan, Q., Zhang, R., Zou, Y.: Analysis of collocation solutions for nonstandard Volterra integral equations. IMA J. Numer. Anal. 32(4), 1755–1785 (2011)
Hosseini, S.A., Abdi, A.: On the numerical stability of the linear barycentric rational quadrature method for Volterra integral equations. Appl. Numer. Math. 100, 1–13 (2016)
Hu, Q.: Superconvergence of numerical solutions to Volterra integral equations with singularities. SIAM J. Numer. Anal. 34(5), 1698–1707 (1997)
Huang, C.: Stability of linear multistep methods for delay integro-differential equations. Comput. Math. Appl. 55(12), 2830–2838 (2008)
Huang, C., Vandewalle, S.: Stability of Runge–Kutta–Pouzet methods for Volterra integro-differential equations with delays. Front. Math. China 4(1), 63–87 (2009)
Liang, H., Brunner, H.: On the convergence of collocation solutions in continuous piecewise polynomial spaces for Volterra integral equations. BIT 56(4), 1339–1367 (2016)
Linz, P.: Analytical and Numerical Methods for Volterra Equations. SIAM, Philadelphia (1985)
Lubich, C.: On the stability of linear multistep methods for Volterra convolution equations. IMA J. Numer. Anal. 3(4), 439–465 (1983)
Lubich, C.: Runge–Kutta theory for Volterra and Abel integral equations of the second kind. Math. Comput. 41(163), 87–102 (1983)
Ma, J., Xiang, S.: A collocation boundary value method for linear Volterra integral equations. J. Sci. Comput. 71(1), 1–20 (2017)
Ming, W., Huang, C.: Collocation methods for Volterra functional integral equations with non-vanishing delays. Appl. Math. Comput. 296, 198–214 (2017)
Pouzet, P.: étude en vue de leur traitement numérique des équations intégrales de type Volterra. Rev. Franç. Trait. Inf. Chiffres 6, 79–112 (1963)
Shen, J., Tang, T., Wang, L.L.: Spectral Methods: Algorithms, Analysis and Applications, vol. 41. Springer, Berlin (2011)
Tang, T.: Superconvergence of numerical solutions to weakly singular Volterra integro-differential equations. Numer. Math. 61(3), 373–382 (1992)
Tang, T., Xu, X., Cheng, J.: On spectral methods for Volterra integral equations and the convergence analysis. J. Comput. Math. 26, 825–837 (2008)
Trefethen, L.N., et al.: Chebfun version 4.2, the Chebfun development team (2011)
Wang, Z., Yang, Z., Zhao, C.: Theoretical and numerical analysis for third-kind auto-convolution Volterra integral equations. Commun. Nonlinear Sci. Numer. Simul. (under review)
Xie, H., Zhang, R., Brunner, H.: Collocation methods for general Volterra functional integral equations with vanishing delays. SIAM J. Sci. Comput. 33(6), 3303–3332 (2011)
Xie, Z., Li, X., Tang, T.: Convergence analysis of spectral galerkin methods for Volterra type integral equations. J. Sci. Comput. 53(2), 414–434 (2012)
Zhang, R., Liang, H., Brunner, H.: Analysis of collocation methods for generalized auto-convolution Volterra integral equations. SIAM J. Numer. Anal. 54(2), 899–920 (2016)
Zhao, J., Cao, Y., Xu, Y.: Legendre spectral collocation methods for Volterra delay-integro-differential equations. J. Sci. Comput. 67(3), 1110–1133 (2016)
Acknowledgements
The authors would like to thank Dr. Zhanwen Yang for his helpful suggestions for the Proof of Theorem 2. They are also grateful to the anonymous referees and the editors whose comments improved the paper significantly.
Author information
Authors and Affiliations
Corresponding author
Additional information
This work was supported by National Natural Science Foundation of China (No. 11771163).
Rights and permissions
About this article
Cite this article
Li, M., Huang, C. The Linear Barycentric Rational Quadrature Method for Auto-Convolution Volterra Integral Equations. J Sci Comput 78, 549–564 (2019). https://doi.org/10.1007/s10915-018-0779-6
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10915-018-0779-6