第一类卷积型Volterra积分方程的快速配置边值方法
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Fast Collocation Boundary Value Method for Convolutiontype Volterra Integral Equation of the First Kind
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    摘要:

    针对第一类卷积型Volterra积分方程的数值解,研究其快速算法;基于特殊的多步配置方法,利用未计算的近似值,构造了高阶数值格式;通过格式,将原积分方程离散为线性方程组,其中系数矩阵可分解为Toeplitz矩阵和稀疏矩阵;利用快速Fourier变换计算该线性方程组,运算量为O(Nlong N);数值例子验证了方法的高效性。

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    This paper is devoted to studying the fast numerical method for convolutiontype Volterra integral equation of the first kind. High order numerical schemes are devised by using special multistep collocation methods, which depend on numerical approximations of the solution in the next several steps. Then the original integral equation is discretized into a system of linear equations, and the coefficient matrix can be decomposed into a Toeplitz matrix and a sparse matrix. The fast calculation of linear equations is implemented by using fast Fourier transform in this paper, and the calculation amount is O(NlogN). Numerical examples are provided to demonstrate the efficiency of the proposed method.

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刘玲,杨镇.第一类卷积型Volterra积分方程的快速配置边值方法[J].重庆工商大学学报(自然科学版),2020,37(4):83-88
LIU Ling, YANG Zhen. Fast Collocation Boundary Value Method for Convolutiontype Volterra Integral Equation of the First Kind[J]. Journal of Chongqing Technology and Business University(Natural Science Edition),2020,37(4):83-88

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  • 在线发布日期: 2020-07-14
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