Singularity subtraction in the numerical solution of integral equations

Abstract

The singularity subtraction technique described by Kantorovich and Krylov in [11] is designed to reduce or overcome the effect of a weakly singular kernel in the numerical solution of integral equations. First, the equation is rearranged in such a way that the singularity of the kernel is at least partially cancelled by the smoothness of the solution, and then numerical integration is applied. We present convergence results and error bounds under general conditions on the nature of the singularity and the numerical integration procedure. Numerical examples demonstrate the benefit of the singularity subtraction technique.