RAS MathematicsЖурнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics

  • ISSN (Print) 0044-4669
  • ISSN (Online) 3034-533

COLLOCATION-VARIATIONAL APPROACHES TO SOLVE THE VOLTERRA INTEGRAL EQUATIONS OF THE FIRST KIND NUMERICALLY

PII
S0044466925010016-1
DOI
10.31857/S0044466925010016
Publication type
Article
Status
Published
Authors
Volume/ Edition
Volume 65 / Issue number 1
Pages
3-9
Abstract
Linear Volterra equations of the first kind are considered. A class of problems that have a single solution is identified, and collocation-variational methods are proposed to solve them numerically. The essence of these algorithms is that the approximate solution is found at the nodes of a uniform grid (the collocation condition) that yield an underdetermined system of linear algebraic equations. The system thus obtained is supplemented by the condition of minimum of the objective function, which approximates the squared norm of the approximate solution. As a result, a quadratic programming problem is obtained, viz. the objective function (the squared norm of the approximate solution) is quadratic, and the constraints (the collocation conditions) are equalities. This problem is solved by the method of Lagrange multipliers. Sufficiently simple third-order methods are considered in detail. The calculation results for test problems are given. Further development of this approach to solve other classes of integral equations numerically is discussed.
Keywords
интегральные уравнения Вольтерра квадратурные формулы коллокация метод множителей Лагранжа
Date of publication
17.09.2025
Year of publication
2025
Number of purchasers
0
Views
24

References

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