Error Analysis for Direct Linear Integral Equation Methods

Error Analysis for Direct Linear Integral Equation Methods*

An error analysis of projection methods for solving linear integral equations of the second kind is presented. The relationships between several direct methods for solving integral equations are examined. It is shown that the error analysis given is applicable to other methods, including a modified Nyström method and certain degenerate kernel methods.

Iterative methods for solving non linear Fokker-Planck equation

Integral Equation Methods for Free Boundary Problems∗

We outline a unified approach for treating free boundary problems arising in Finance using integral equation methods. Starting with the PDE formulations of the free boundary problems, we show how to derive nonlinear integral equations for the free boundaries in a variety of Finance applications. Methods to treat theoretical (existence, uniqueness) questions and analytical and numerical approxim...

Fast integral equation methods for the modified Helmholtz equation

Talk Abstract We present an efficient integral equation method approach to solve the forced heat equation, ut(x) − ∆u(x) = F (x, u, t), in a two dimensional, multiply connected domain, with Dirichlet boundary conditions. We first discretize in time, which is known as Rothe’s method, resulting in a non-homogeneous modified Helmholtz equation that is solved at each time step. We formulate the sol...

General linear methods for Volterra integral equations

s of IWANASP, September 10 – 12, 2008, Ericeira, Portugal GENERAL LINEAR METHODS FOR VOLTERRA INTEGRAL EQUATIONS ZDZISÃlAW JACKIEWICZ Departament of Mathematics, Arizona State University Tempe, Arizona 85287, USA E-mail: [email protected] We investigate the class of general linear methods of order p and stage order q = p for the numerical solution of Volterra integral equations of the se...