A sparse spectral method for Volterra integral equations using orthogonal polynomials on the triangle
File(s)SparseSpectralVolterra_Gutleb_Olver.pdf (1.71 MB)
Accepted version
OA Location
Author(s)
Gutleb, Timon
Olver, Sheehan
Type
Journal Article
Abstract
We introduce and analyze a sparse spectral method for the solution of Volterra integral equations using bivariate orthogonal polynomials on a triangle domain. The sparsity of the Volterra operator on a weighted Jacobi basis is used to achieve high efficiency and exponential convergence. The discussion is followed by a demonstration of the method on example Volterra integral equations of the first and second kind with or without known analytic solutions as well as an application-oriented numerical experiment. We prove convergence for both first and second kind
problems, where the former builds on connections with Toeplitz operators.
problems, where the former builds on connections with Toeplitz operators.
Date Issued
2020-06-29
Date Acceptance
2020-04-20
Citation
SIAM Journal on Numerical Analysis, 2020, 58 (3), pp.1993-2018
ISSN
0036-1429
Publisher
Society for Industrial and Applied Mathematics
Start Page
1993
End Page
2018
Journal / Book Title
SIAM Journal on Numerical Analysis
Volume
58
Issue
3
Copyright Statement
© 2020 Society for Industrial and Applied Mathematics
Sponsor
The Leverhulme Trust
Identifier
https://epubs.siam.org/doi/10.1137/19M1267441
Grant Number
RPG-2019-144
Subjects
math.NA
math.NA
65N35, 45D05
Numerical & Computational Mathematics
0101 Pure Mathematics
0102 Applied Mathematics
0103 Numerical and Computational Mathematics
Publication Status
Published
Date Publish Online
2020-06-29