Numerical methods for highly oscillatory Volterra integral equations with general oscillators

Abstract

In this paper, collocation methods for linear Volterra integral equations with highly oscillatory trigonometric kernels are considered. Different from the cases with linear oscillator, we need a further action to obtain a practical scheme for general oscillators. To deal with it, the moment free Filon type method is employed in the exact collocation equation resulting to a fully discretized one. In order to conduct the convergence analysis, we firstly study the highly oscillatory integrals occurring in the error equations. Both the theoretical and numerical results show that our method not only converges with respect to step length but also has an asymptotic order which could be two. The asymptotic order indicates that the numerical results will become more accurate as the increase of frequency.