Fast numerical solution of weakly singular Volterra integral equations

摘要

We give a FORTRAN program for the numerical solution of Abel—Volterra convolution equations of the second and first kind. We use a fractional linear multistep method (BDF4)12 and use Fast Fourier transform techniques to exploit the convolution structure. A detailed description of the computation of the quadrature weights using FFT is given. Numerical examples are included.