Collocation methods for nonlinear Volterra integral equations with oscillatory kernel

Abstract

This work is devoted to the numerical solution of second kind nonlinear Volterra integral equations with highly oscillatory kernel. We use a collocation approach by discretizing the oscillatory integrals in the collocation equation using a Filon-type quadrature rule. We investigate the convergence of the numerical method in terms of step length h and frequency ω. As h decreases, the suggested technique converges with order d, while its asymptotic order as the frequency increase, is at least 1 and may reach 2 in some cases. Numerical experiments validate theoretical results.