In the theoretical part of this paper, we introduce a simplified proof technique for error bounds and convergence of a variation of E. Kansa’s well-known unsymmetric meshless collocation method. For a numerical implementation of the convergent variation, a previously proposed greedy technique is coupled with linear optimization. This algorithm allows a fully adaptive on-the-fly data-dependent m...

The collocation methods based on cubic B-spline, are developed to approximate solution of the second and first kind Fredholm integral equations.First we collocate the solution by B-spline and the Newton-Cotes formula is used to approximate integral. Convergence analysis has been investigated and proved that the quadratur rule is fourth order convergent. The presented methods are tested to the p...

The aim of this talk is to present highly stable collocation based numerical methods for Volterra Integral Equations (VIEs). As it is well known, a collocation method is based on the idea of approximating the exact solution of a given integral equation with a suitable function belonging to a chosen finite dimensional space, usually a piecewise algebraic polynomial, which satisfies the integral ...

SUMMARY In this paper we derive error bounds for a collocation-grid-projection scheme tuned for use in multilevel methods for solving boundary-element discretizations of potential integral equations. The grid-projection scheme is then combined with a precorrected-FFT style multilevel method for solving potential integral equations with 1 r and e ikr =r kernels. A complexity analysis of this com...

In this paper, a computational technique is proposed for solving a nonlinear backward stochastic differential equation involving standard Brownian motion. The method is presented via the block pulse functions in combination with the collocation method. With using this approach, the nonlinear backward stochastic differential is reduced to a stochastic nonlinear system of 2m equations and 2m unkn...

For the known spectral methods (Galerkin, Tau, Collocation) the condition number behaves like 0(N4) (N: maximal degree of polynomials). We introduce a spectral method with an 0(N2) condition number. The advantages with respect to propagation of rounding errors and preconditioning are demonstrated. A direct solver for constant coefficient problems is given. Extensions to variable coefficient pro...

Abstract. We present a new modified nodal cubic spline collocation scheme for solving the Dirichlet problem for Poisson’s equation on the unit square. We prove existence and uniqueness of a solution of the scheme and show how the solution can be computed on an (N + 1) × (N + 1) uniform partition of the square with cost O(NlogN) using a direct fast Fourier transform method. Using two comparison ...

Alternative Legendre polynomials (ALPs) are used to approximate the solution of a class of nonlinear Volterra-Hammerstein integral equations. For this purpose, the operational matrices of integration and the product for ALPs are derived. Then, using the collocation method, the considered problem is reduced into a set of nonlinear algebraic equations. The error analysis of the method is given an...

The method of generalized quasilinearization technique when is applied to the nonlinear integrodifferential equations of Volterra type, gives two sequences of linear integro-differential equations with solutions monotonically and quadratically convergent to the solution of nonlinear equation. In this paper we employ step-by-step collocation method to solve the linear equations numerically and t...

In this paper, we introduce a generalized Chebyshev collocation method (GCCM) based on the generalized Chebyshev polynomials for solving stiff systems. For employing a technique of the embedded Runge-Kutta method used in explicit schemes, the property of the generalized Chebyshev polynomials is used, in which the nodes for the higher degree polynomial are overlapped with those for the lower deg...