Approximate solution of systems of Volterra integral equations with error analysis

作者：Zarebnia M^*; Rashidinia J

来源：International Journal of Computer Mathematics, 2010, 87(13): 3052-3062.

DOI：10.1080/00207160902906463

• system of Volterra integral equations
• sinc method
• exponential convergence

This paper describes a procedure for solving the system of linear Volterra integral equations by means of the Sinc collocation method. A convergence and an error analysis are given; it is shown that the Sinc solution produces an error of order O(exp(-c N1/2)), where c0 is a constant. This approximation reduces the system of integral equations to an explicit system of algebraic equations. The analytical results are illustrated with numerical examples that exhibit the exponential convergence rate.

• 出版日期2010