Superconvergent Nyström and Degenerate Kernel Methods for Integro-Differential Equations

Abstract

The aim of this paper is to carry out an improved analysis of the convergence of the Nyström and degenerate kernel methods and their superconvergent versions for the numerical solution of a class of linear Fredholm integro-differential equations of the second kind. By using an interpolatory projection at Gauss points onto the space of (discontinuous) piecewise polynomial functions of degree ⩽r−1, we obtain convergence order 2r for degenerate kernel and Nyström methods, while, for the superconvergent and the iterated versions of theses methods, the obtained convergence orders are 3r+1 and 4r, respectively. Moreover, we show that the optimal convergence order 4r is restored at the partition knots for the approximate solutions. The obtained theoretical results are illustrated by some numerical examples.

Keywords

• degenerate kernel method
• Nyström method
• Fredholm integro-differential equation