Collocation-Variational Approaches to the Numerical Solution of Volterra Integral Equations of the First Kind

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Publicado en:Computational Mathematics and Mathematical Physics vol. 65, no. 1 (Jan 2025), p. 1
Autor principal: Bulatov, M. V.
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Springer Nature B.V.
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100 1 |a Bulatov, M. V.  |u Matrosov Institute for System Dynamics and Control Theory, Siberian Branch, Russian Academy of Sciences, Irkutsk, Russia (GRID:grid.465328.e) 
245 1 |a Collocation-Variational Approaches to the Numerical Solution of Volterra Integral Equations of the First Kind 
260 |b Springer Nature B.V.  |c Jan 2025 
513 |a Journal Article 
520 3 |a Linear Volterra equations of the first kind are considered. A class of problems with a unique solution is identified, for which collocation-variational solution methods are proposed. According to the proposed algorithms, an approximate solution is found at nodes of a uniform grid (collocation condition), which yields an underdetermined system of linear algebraic equations. The system thus obtained is supplemented with the minimization condition for the objective function, which approximates the squared norm of the approximate solution. As a result, we obtain a quadratic programming problem with a quadratic objective function (squared norm of the approximate solution) and equality constraints (collocation conditions). This problem is solved by applying the Lagrange multiplier method. Fairly simple third-order methods are considered in detail. Numerical results for test problems are presented. Further development of this approach for the numerical solution of other classes of integral equations is discussed. 
653 |a Mathematical programming 
653 |a Conflicts of interest 
653 |a Algorithms 
653 |a Linear algebra 
653 |a Lagrange multiplier 
653 |a Integral equations 
653 |a Collocation 
653 |a Quadratic programming 
653 |a Volterra integral equations 
653 |a Collocation methods 
773 0 |t Computational Mathematics and Mathematical Physics  |g vol. 65, no. 1 (Jan 2025), p. 1 
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