Abstract
The subject of the present paper is to apply the Jacobi spectral collocation method for multidimensional linear Volterra integral equation with a weakly singular kernel. Here, we assume that the solution is sufficiently smooth. An error analysis has been provided which justifies that the approximate solution converges exponentially to the exact solution. Finally, two numerical examples are given to clarify the efficiency and accuracy of the method.


Similar content being viewed by others
References
Brunner, H.: Implicit Runge-Kutta methods of optimal order for Volterra integro-differential equations. Math. Comput. 42, 95–109 (1984)
Brunner, H.: Polynomial spline collocation methods for Volterra integro-differential equations with weakly singular kernels. IMA J. Numer. Anal. 6, 221–239 (1986)
Brunner, H.: Collocation Methods for Volterra Integral and Related Functional Equations, vol. 15. Cambridge University Press, Cambridge (2004)
Brunner, H., Pedas, A., Vainikko, G.: Piecewise polynomial collocation methods for linear Volterra integro-differential equations with weakly singular kernels. SIAM J. Numer. Anal. 39, 957–982 (2001)
Brunner, H., Schötzau, D.: hp-Discontinuous Galerkin time-stepping for Volterra integrodifferential equations. SIAM J. Numer. Anal. 44, 224–245 (2006)
Brunner, H., Tang, T.: Polynomial spline collocation methods for the nonlinear Basset equation. Comput. Math. Appl. 18, 449–457 (1989)
Canuto, C., Hussaini, M.Y., Quarteroni, A., et al.: Spectral Methods Fundamentals in Single Domains. Springer, Berlin (2006)
Chen, Y., Li, X., Tang, T.: A note on Jacobi spectral-collocation methods for weakly singular Volterra integral equations with smooth solutions. J. Comput. Math. 31, 47–56 (2013)
Chen, Y., Tang, T.: Spectral methods for weakly singular Volterra integral equations with smooth solutions. J. Comput. Appl. Math. 233, 938–950 (2009)
Chen, Y., Tang, T.: Convergence analysis of the Jacobi spectral-collocation methods for Volterra integral equations with a weakly singular kernel. Math. Comput. 79, 147–167 (2010)
Fedotov, A.I.: Lebesgue constant estimation in multidimensional Sobolev space. J. Math. 14, 25–32 (2004)
Goldfine, A.: Taylor series methods for the solution of Volterra integral and integro-differential equations. Math. Comput. 31, 691–707 (1977)
Headley, V.B.: A multidimensional nonlinear Gronwall inequality. J. Math. Anal. Appl. 47, 250–255 (1974)
Kufner, A., Persson, L.: Weighted Inequalities of Hardy Type. World Scientific, New York (2003)
Nevai, P.: Mean convergence of Lagrange interpolation. Trans. Am. Math. Soc. 282, 669–698 (1984)
Ragozin, D.L.: Polynomial approximation on compact manifolds and homogeneous spaces. Trans. Am. Math. Soc. 150, 41–53 (1970)
Ragozin, D.L.: Constructive polynomial approximation on spheres and projective spaces. Trans. Am. Math. Soc. 162, 157–170 (1971)
Shen, J., Tang, T.: Spectral and High-Order Methods with Applications. Science Press, Beijing (2006)
Tang, T., Xu, X., Chen, J.: On spectral methods for Volterra integral equations and the convergence analysis. J. Comput. Math. 26, 825–837 (2008)
Wei, Y.X., Chen, Y.: Legendre spectral collocation methods for pantograph Volterra delay-integro-differential equation. J. Sci. Comput. 53, 672–688 (2012)
Wei, Y.X., Chen, Y.: Legendre spectral collocation method for neutral and high-order Volterra integro-differential equation. Appl. Numer. Math. 81, 15–29 (2014)
Yang, Y., Chen, Y., Huang, Y., Yang, W.: Convergence analysis of Legendre-collocation methods for nonlinear Volterra type integro equations. Adv. Appl. Math. Mech. 7, 74–88 (2015)
Yuan, W., Tang, T.: The numerical analysis of implicit Runge—Kutta methods for a certain nonlinear integro-differential equation. Math. Comput. 54, 155–168 (1990)
Acknowledgements
This work is supported by National Natural Science Foundation of China (11671157) and Shandong Province Natural Science Foundation of China (ZR2017MA005).
Author information
Authors and Affiliations
Corresponding author
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
About this article
Cite this article
Wei, Y., Chen, Y. A Jacobi Spectral Method for Solving Multidimensional Linear Volterra Integral Equation of the Second Kind. J Sci Comput 79, 1801–1813 (2019). https://doi.org/10.1007/s10915-019-00912-7
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10915-019-00912-7
Keywords
- Multidimensional linear Volterra integral equation
- Jacobi collocation discretization
- Multidimensional Gauss quadrature formula
- Convergence analysis