On the Chebyshev spectral collocation method for the solution of highly oscillatory Volterra integral equations of the second kind

Abstract

Based on Chebyshev spectral collocation and numerical techniques for handling highly oscillatory integrals, we propose a numerical method for a class of highly oscillatory Volterra integral equations frequently encountered in engineering applications. Specifically, we interpolate the unknown function at Chebyshev points, and substitute these points into the integral equation, resulting in a system of linear equations. The highly oscillatory integrals are treated using either the numerical steepest descent method or the Filon-Clenshaw-Curtis method. Additionally, we derive an error estimation formula for this method using error analysis techniques and validate the convergence and effectiveness of the proposed approach through numerical examples.

Keywords

• volterra integral equations
• highly oscillatory integrals
• spectral collocation method
• chebyshev polynomial
• chebyshev points
• 5d32
• 65d30