Algorithm 876: Solving Fredholm integral equations of the second kind in MATLAB

被引:46
|
作者
Atkinson, Kendall E. [1 ]
Shampine, Lawrence F. [2 ]
机构
[1] Univ Iowa, Dept Math, Iowa City, IA 52242 USA
[2] So Methodist Univ, Dept Math, Dallas, TX 75275 USA
来源
关键词
algorithms; numerical solution; MATLAB;
D O I
10.1145/1377596.1377601
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
We present here the algorithms and user interface of a MATLAB program, Fie, that solves numerically Fredholm integral equations of the second kind on an interval [a, b] to a specified, modest accuracy. The kernel function K(s, t) is moderately smooth on [a, b] x [a, b] except possibly across the diagonal s = t. If the interval is finite, Fie provides for kernel functions that behave in a variety of ways across the diagonal, that is, K(s, t) may be smooth, have a discontinuity in a low-order derivative, have a logarithmic singularity, or have an algebraic singularity. Fie also solves a large class of integral equations with moderately smooth kernel function on [0,infinity).
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页数:20
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