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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2021 Volume 61, Number 11, Pages 1825–1838 (Mi zvmmf11316)

This article is cited in 2 papers

Partial Differential Equations

Numerical solution of integral-algebraic equations with a weak boundary singularity by $k$-step methods

M. N. Botoroevaa, O. S. Budnikovaa, M. V. Bulatovb, S. S. Orlova

a Irkutsk State University, 664003, Irkutsk, Russia
b Institute for System Dynamics and Control Theory, Siberian Branch, Russian Academy of Sciences, 664033, Irkutsk, Russia

Abstract: The article presents the construction of $k$-step methods for solving systems of Volterra integral equations of the first and the second kind with a weak power-law singularity of the kernels in the lower limit of integration. The matrix-vector representation of such systems has the form of an abstract equation with a degenerate coefficient matrix at the nonintegral terms, which is called an integral-algebraic equation. The methods proposed are based on extrapolation formulas for the principal part, Adams-type multistep methods, and a product integration formula for the integral term. The weights of the quadrature formulas constructed are obtained explicitly. A theorem on the convergence of the methods developed is proved. The theoretical results are illustrated by numerical calculations of test examples.

Key words: integral-algebraic equations, multistep methods, weak boundary singularity.

UDC: 519.62

Received: 21.11.2020
Revised: 06.04.2021
Accepted: 07.07.2021

DOI: 10.31857/S0044466921110041


 English version:
Computational Mathematics and Mathematical Physics, 2021, 61:11, 1787–1799

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© Steklov Math. Inst. of RAS, 2024