Chebyshev spectral collocation method for system of nonlinear Volterra integral equations

被引:6
|
作者
Gu, Zhendong [1 ]
机构
[1] Guangdong Univ Finance, Sch Financial Math & Stat, Guangzhou 510521, Peoples R China
关键词
Spectral collocation method; System of nonlinear VIEs; Convergence analysis; Numerical experiments;
D O I
10.1007/s11075-019-00679-w
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We investigate Chebyshev spectral collocation method for system of nonlinear Volterra integral equations. We choose Chebyshev Gauss points as collocation points, and approximate integral terms by Legendre Gauss quadrature formula. The provided convergence analysis shows that numerical errors decay exponentially, which is one of the most prominent features of spectral methods. Numerical experiments are carried out to confirm theoretical results. We have never seen any paper investigating the spectral method for the system of nonlinear Volterra integral equations (VIEs). The present method and corresponding convergence analysis would be useful in studying numerical methods for the system of integral equations and partial differential equations.
引用
收藏
页码:243 / 263
页数:21
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