Legendre spectral-collocation method for Volterra integral equations with non-vanishing delay

  • Authors:
  • Zhendong Gu;Yanping Chen

  • Affiliations:
  • School of Mathematics and Computational Science, Xiangtan University, Xiangtan, China 411105;School of Mathematics Science, South China Normal University, Guangzhou, China 510631

  • Venue:
  • Calcolo: a quarterly on numerical analysis and theory of computation
  • Year:
  • 2014

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Abstract

The main purpose of this paper is to propose the Legendre spectral-collocation method to solve the Volterra integral equations of the second kind with non-vanishing delay. We divide the definition domain into several subintervals according to the primary discontinuous points associated with the delay. In each subinterval, where the solution is smooth enough, we can apply Legendre spectral-collocation method to approximate the solution. The provided convergence analysis shows that the numerical errors decay exponentially. Numerical examples are presented to confirm this theoretical predict.