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A fast sparse spectral method for nonlinear integro-differential Volterra equations with general kernels
Advances in Computational Mathematics ( IF 1.7 ) Pub Date : 2021-05-07 , DOI: 10.1007/s10444-021-09866-7
Timon S. Gutleb

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(xy) but instead works for general kernels at competitive speeds and with exponential convergence. We provide various numerical experiments based on an open-source implementation for problems with and without known analytic solutions and comparisons with other methods.



中文翻译:

具有通用核的非线性积分-微分Volterra方程的快速稀疏谱方法

当对特定的Jacobi多项式基进行操作时,我们基于Volterra算子的带状稀疏结构,提出了一种非线性积分-微分Volterra方程的稀疏谱方法。该方法不限于形式为Kxy)= Kx - y)的卷积型内核,而是适用于具有竞争力的速度和指数收敛的一般内核。我们提供基于开放源代码实现的各种数值实验,以解决有无已知解析解以及与其他方法进行比较的问题。

更新日期:2021-05-07
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