A combination of the quasilinearization method and linear barycentric rational interpolation to solve nonlinear multi-dimensional Volterra integral equations

Abstract

In this paper, an iterative scheme including a combination of the quasilinearization technique and multi-dimensional linear barycentric rational interpolation is applied to solve nonlinear multi-dimensional Volterra integral equations. First, employing the quasilinearization method, the nonlinear multi-dimensional Volterra integral equation is reduced to a sequence of linear Volterra integral equations. Under appropriate assumptions, the constructed iterative sequence is uniformly convergent to the unique solution of the problem. In general, finding an analytical solution for linear Volterra integral equations is impossible. Hence, in each iteration, using a collocation method based on multi-dimensional barycentric rational basis functions, the solution to the linear integral equation is approximated. The quadratic convergence of the quasilinearization approach and the error estimation of the combined method are investigated theoretically. In the end, the efficiency and the validity of this method are illustrated with some numerical examples and compared with those of the existing numerical methods.