Spectral Petrov-Galerkin Methods for the Second Kind Volterra Type Integro-Differential Equations

Abstract

This work is to provide general spectral and pseudo-spectral Jacobi-Petrov-Galerkin approaches for the second kind Volterra integro-differential equations. The Gauss-Legendre quadrature formula is used to approximate the integral operator and the inner product based on the Jacobi weight is implemented in the weak formulation in the numerical implementation. For some spectral and pseudo-spectral Jacobi-Petrov-Galerkin methods, a rigorous error analysis in both $L_{\omega^{\alpha,\beta}}^2$ and $L^\infty$ norms is given provided that both the kernel function and the source function are sufficiently smooth. Numerical experiments validate the theoretical prediction.