A fast sparse spectral method for nonlinear integro-differential
Volterra equations with general kernels
Volterra equations with general kernels
File(s)Gutleb2021_Article_AFastSparseSpectralMethodForNo.pdf (947.64 KB)
Published version
Author(s)
Gutleb, Timon S
Type
Journal Article
Abstract
We present a sparse spectral method for nonlinear integro-differential
Volterra equations based on the Volterra operator's banded sparsity structure
when acting on specific Jacobi polynomial bases. The method is not restricted
to convolution-type kernels of the form $K(x,y)=K(x-y)$ but instead works for
general kernels at competitive speeds and with exponential convergence. We
provide various numerical experiments on problems with or without known
analytic solutions and comparisons with other methods.
Volterra equations based on the Volterra operator's banded sparsity structure
when acting on specific Jacobi polynomial bases. The method is not restricted
to convolution-type kernels of the form $K(x,y)=K(x-y)$ but instead works for
general kernels at competitive speeds and with exponential convergence. We
provide various numerical experiments on problems with or without known
analytic solutions and comparisons with other methods.
Date Issued
2021-05-07
Date Acceptance
2021-04-08
Citation
Advances in Computational Mathematics, 2021, 47, pp.1-26
ISSN
1019-7168
Publisher
Springer
Start Page
1
End Page
26
Journal / Book Title
Advances in Computational Mathematics
Volume
47
Copyright Statement
© The Author(s) 2021. This article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article's Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article's Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/.
License URL
Identifier
http://arxiv.org/abs/2005.06081v1
Subjects
math.NA
math.NA
cs.NA
45D05, 65N35, 65R20
Notes
24 pages, 8 figures
Publication Status
Published
Article Number
42
Date Publish Online
2021-05-07