Numerical Solution of Linear Second-Kind Convolution Volterra Integral Equations Using the First-Order Recursive Filters Method

Abstract

A new numerical method for solving Volterra linear convolution integral equations (CVIEs) of the second kind is presented in this work. This new approach uses first-order infinite impulse response digital filters method (IIRFM). Three convolutive kernels were analyzed, the unit kernel and two singular kernels: the logarithmic and generalized Abel kernels. The IIRFM is based on the combined use of the Laplace transformation, a first-order decomposition, and a bilinear transformation. This approach often leads to simple analytical expressions of the approximate solutions, enabling efficient numerical calculation, even using single-precision floating-point numbers. When compared with the method of homotopic perturbations with Laplace transformation (HPM-L), the IIRFM approach does not present, in linear cases, the convergence difficulties inherent to iterative approaches. Unlike most solution methods based on the Laplace transform, the IIRFM has the dual advantage of not requiring the calculation of the Laplace transform of the source function, and of not requiring the systematic calculation of inverse Laplace transforms.

Keywords

• linear Volterra integral equations
• unit, logarithmic, and generalized Abel kernels
• infinite impulse response filters (IIR)
• homotopic perturbation method (HPM)