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Fast spectral methods for Volterra integral equations
arXiv cs.NA0 views
arXiv:2610.20206v1 Announce Type: new Abstract: We develop novel methods for the fast construction of spectral approximations to smooth linear and weakly singular Volterra integral operators and for the fast evaluation of smooth nonlinear Volterra integrals. The proposed methods employ the Duffy mapping, which transforms the original indefinite integral into a definite integral and maps the original causal triangular domain to a square, thereby avoiding any artificial extension of the kernel function. For smooth linear and weakly singular Volterra operators, the resulting approximations are almost-banded and lower-banded, respectively. The $N\times N$ principal finite section of these approximations can be constructed in $O(N)$ and $O(N^2)$ flops, respectively, via recurrence relations. For Volterra integrals with a smooth kernel that depends nonlinearly on a given function, recurrence relations lead to fast evaluation with a complexity of $O(N^2\log N)$ when the function is approximated by a degree-$N$ Chebyshev approximant. These spectral approximations and evaluation procedures give rise to fast and stable spectral methods for solving Volterra integral equations, as well as a broad class of problems involving Volterra integral operators. Extensive numerical experiments show that these spectral methods significantly outperform existing methods in terms of stability, speed, accuracy, and ease of implementation.
Source:https://arxiv.org/abs/2610.20206PreviousModel order reduction of HDG discretizations for harmonic wave propagationNextWavelet compression for sampling deep Gaussian processes
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