6 search results - page 1 / 2 » Numerical solution of linear Volterra integral equations of ... |
JCAM
2011
12 years 7 months ago
2011
Collocation methods are a well developed approach for the numerical solution of smooth and weakly-singular Volterra integral equations. In this paper we extend these methods, thro...
MOC
2010
12 years 11 months ago
2010
In this paper, a Jacobi-collocation spectral method is developed for Volterra integral equations of the second kind with a weakly singular kernel. We use some function transformati...
APPML
2005
13 years 4 months ago
2005
Three iterative refinement schemes are studied for approximating the solutions of linear weakly singular Fredholm integral equations of the second kind. The rates of convergence a...
FS
2010
13 years 3 months ago
2010
Abstract A time-dependent double-barrier option is a derivative security that delivers the terminal value φ(ST ) at expiry T if neither of the continuous time-dependent barriers b...
SIAMAM
2000
13 years 4 months ago
2000
An algorithm for a loaded crack partly in frictionless contact is presented. The problem is nonlinear in the sense that the equations of linear elasticity are supplemented by certa...