High order product integration methods for a Volterra integral equation with logarithmic singular kernel

Abstract

This work is concerned with the construction and analysis of high order product integration methods for a class of Volterra integral equations with logarithmic singular kernel. Sufficient conditions for the methods to be convergent are derived and it is shown that optimal convergence orders are attained if the exact solution is sufficiently smooth. The case of non-smooth solutions is dealt with by making suitable transformations so that the new equation possesses smooth solutions. Two particular methods are considered and their convergence proved. A sample of numerical examples is included.