The Coiflet-Galerkin method for linear Volterra integral equations. (English) Zbl 1329.65321
Summary: This paper deals with the application of the Wavelet-Galerkin method based on Coiflets as a basis for solving linear Volterra integral equations (VIEs). The main contribution of this work is that some new connection coefficients are introduced and a suitable algorithm is developed for their solution; once they have been computed they can be stored and applied to any linear VIE. The convergence properties of the Coiflet-Galerkin method are analyzed. Some test examples are presented to illustrate the performance of the method with respect to the error norms and CPU time.
MSC:
| 65R20 | Numerical methods for integral equations |
| 45D05 | Volterra integral equations |
| 65T60 | Numerical methods for wavelets |
Keywords:
Volterra integral equations; wavelet-Galerkin method; Coifman wavelets; connection coefficients; convergenceReferences:
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