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JOURNALS // Sibirskii Zhurnal Vychislitel'noi Matematiki // Archive

Sib. Zh. Vychisl. Mat., 2021 Volume 24, Number 4, Pages 435–444 (Mi sjvm791)

This article is cited in 2 papers

Numerical method for solving Volterra integral equations with oscillatory kernels using a transform

M. Uddin, A. Khan

Department of Basic Sciences, University of Engineering and Technology, Peshawar, Pakistan

Abstract: In the present work, a numerical scheme is constructed for the approximation of a class of Volterra integral equations of the convolution type with highly oscillatory kernels. The proposed numerical technique transforms the Volterra integral equations of the convolution type into simple algebraic equations. By an inverse transform the problem is converted into an integral representation in the complex plane, and then computed by a suitable quadrature formula. The numerical scheme is applied for a class of linear and nonlinear Volterra integral equations of the convolution type with highly oscillatory kernels, and some of the obtained results are compared with the methods available in the literature. The main advantage of the present scheme is the transformation of a highly oscillatory problem to a non-oscillatory and simple problem. So a large class of a similar type of integral equations having kernels of a highly oscillatory type can be very effectively approximated.

Key words: oscillatory kernels of convolution type, Volterra integral equations, Laplace transform, inverse Laplace transform, Numerical method.

MSC: 44A10, 45D05, 65R20

Received: 22.05.2020
Revised: 24.11.2020
Accepted: 14.07.2021

DOI: 10.15372/SJNM20210407


 English version:
Numerical Analysis and Applications, 2021, 14:4, 379–387

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