# American Institute of Mathematical Sciences

June  2004, 3(2): 217-235. doi: 10.3934/cpaa.2004.3.217

## High order product integration methods for a Volterra integral equation with logarithmic singular kernel

 1 Centro de Matematica e Aplicącoes, Instituto Superior Tecnico, Av. Rovisco Pais, 1049-001 Lisboa, Portugal 2 Laboratorio Interdisciplinar de Computacao Cientıfica, Faculdades COC, 14096-160 Ribeirao Preto - SP, Brazil 3 Centro de Matemática Aplicacoes, Instituto Superior Técnico, Av. Rovisco Pais, 1049-001 Lisboa, Portugal

Received  June 2003 Revised  January 2004 Published  March 2004

This work is concerned with the construction and analysis of high order product integration methods for a class of Volterra integral equations with logarithmic singular kernel. Sufficient conditions for the methods to be convergent are derived and it is shown that optimal convergence orders are attained if the exact solution is sufficiently smooth. The case of non-smooth solutions is dealt with by making suitable transformations so that the new equation possesses smooth solutions. Two particular methods are considered and their convergence proved. A sample of numerical examples is included.
Citation: T. Diogo, N. B. Franco, P. Lima. High order product integration methods for a Volterra integral equation with logarithmic singular kernel. Communications on Pure & Applied Analysis, 2004, 3 (2) : 217-235. doi: 10.3934/cpaa.2004.3.217
 [1] Yin Yang, Yunqing Huang. Spectral Jacobi-Galerkin methods and iterated methods for Fredholm integral equations of the second kind with weakly singular kernel. Discrete & Continuous Dynamical Systems - S, 2019, 12 (3) : 685-702. doi: 10.3934/dcdss.2019043 [2] A. Pedas, G. Vainikko. Smoothing transformation and piecewise polynomial projection methods for weakly singular Fredholm integral equations. Communications on Pure & Applied Analysis, 2006, 5 (2) : 395-413. doi: 10.3934/cpaa.2006.5.395 [3] Hermann Brunner. The numerical solution of weakly singular Volterra functional integro-differential equations with variable delays. Communications on Pure & Applied Analysis, 2006, 5 (2) : 261-276. doi: 10.3934/cpaa.2006.5.261 [4] Dajana Conte, Raffaele D'Ambrosio, Beatrice Paternoster. On the stability of $\vartheta$-methods for stochastic Volterra integral equations. Discrete & Continuous Dynamical Systems - B, 2018, 23 (7) : 2695-2708. doi: 10.3934/dcdsb.2018087 [5] Diogo A. Gomes, Gabriele Terrone. Bernstein estimates: weakly coupled systems and integral equations. Communications on Pure & Applied Analysis, 2012, 11 (3) : 861-883. doi: 10.3934/cpaa.2012.11.861 [6] M. R. Arias, R. Benítez. Properties of solutions for nonlinear Volterra integral equations. Conference Publications, 2003, 2003 (Special) : 42-47. doi: 10.3934/proc.2003.2003.42 [7] Philipp Bader, Sergio Blanes, Fernando Casas, Mechthild Thalhammer. Efficient time integration methods for Gross-Pitaevskii equations with rotation term. Journal of Computational Dynamics, 2019, 6 (2) : 147-169. doi: 10.3934/jcd.2019008 [8] Patricia J.Y. Wong. Existence of solutions to singular integral equations. Conference Publications, 2009, 2009 (Special) : 818-827. doi: 10.3934/proc.2009.2009.818 [9] Xiaohui Yu. Liouville type theorems for singular integral equations and integral systems. Communications on Pure & Applied Analysis, 2016, 15 (5) : 1825-1840. doi: 10.3934/cpaa.2016017 [10] Valentina Casarino, Paolo Ciatti, Silvia Secco. Product structures and fractional integration along curves in the space. Discrete & Continuous Dynamical Systems - S, 2013, 6 (3) : 619-635. doi: 10.3934/dcdss.2013.6.619 [11] Yufeng Shi, Tianxiao Wang, Jiongmin Yong. Mean-field backward stochastic Volterra integral equations. Discrete & Continuous Dynamical Systems - B, 2013, 18 (7) : 1929-1967. doi: 10.3934/dcdsb.2013.18.1929 [12] Onur Alp İlhan. Solvability of some volterra type integral equations in hilbert space. Conference Publications, 2007, 2007 (Special) : 28-34. doi: 10.3934/proc.2007.2007.28 [13] Tianxiao Wang, Yufeng Shi. Symmetrical solutions of backward stochastic Volterra integral equations and their applications. Discrete & Continuous Dynamical Systems - B, 2010, 14 (1) : 251-274. doi: 10.3934/dcdsb.2010.14.251 [14] Yufeng Shi, Tianxiao Wang, Jiongmin Yong. Optimal control problems of forward-backward stochastic Volterra integral equations. Mathematical Control & Related Fields, 2015, 5 (3) : 613-649. doi: 10.3934/mcrf.2015.5.613 [15] Z. K. Eshkuvatov, M. Kammuji, Bachok M. Taib, N. M. A. Nik Long. Effective approximation method for solving linear Fredholm-Volterra integral equations. Numerical Algebra, Control & Optimization, 2017, 7 (1) : 77-88. doi: 10.3934/naco.2017004 [16] Lili Ju, Xinfeng Liu, Wei Leng. Compact implicit integration factor methods for a family of semilinear fourth-order parabolic equations. Discrete & Continuous Dynamical Systems - B, 2014, 19 (6) : 1667-1687. doi: 10.3934/dcdsb.2014.19.1667 [17] Claudio Marchi. On the convergence of singular perturbations of Hamilton-Jacobi equations. Communications on Pure & Applied Analysis, 2010, 9 (5) : 1363-1377. doi: 10.3934/cpaa.2010.9.1363 [18] Dorota Bors, Andrzej Skowron, Stanisław Walczak. Systems described by Volterra type integral operators. Discrete & Continuous Dynamical Systems - B, 2014, 19 (8) : 2401-2416. doi: 10.3934/dcdsb.2014.19.2401 [19] Hermann Brunner. On Volterra integral operators with highly oscillatory kernels. Discrete & Continuous Dynamical Systems - A, 2014, 34 (3) : 915-929. doi: 10.3934/dcds.2014.34.915 [20] Sergiu Aizicovici, Yimin Ding, N. S. Papageorgiou. Time dependent Volterra integral inclusions in Banach spaces. Discrete & Continuous Dynamical Systems - A, 1996, 2 (1) : 53-63. doi: 10.3934/dcds.1996.2.53

2018 Impact Factor: 0.925