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A fast sparse spectral method for nonlinear integro-differential Volterra equations with general kernels

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arxiv 2005.06081 v1 pith:HDD7VRY3 submitted 2020-05-12 math.NA cs.NA

classification math.NAcs.NA
keywords kernelsmethodvolterraequationsgeneralintegro-differentialnonlinearsparse
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abstract

We present a sparse spectral method for nonlinear integro-differential Volterra equations based on the Volterra operator's banded sparsity structure when acting on specific Jacobi polynomial bases. The method is not restricted to convolution-type kernels of the form $K(x,y)=K(x-y)$ but instead works for general kernels at competitive speeds and with exponential convergence. We provide various numerical experiments on problems with or without known analytic solutions and comparisons with other methods.

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