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An improved first order local regularization method for ill-posed Volterra equations
Journal article   Open access   Peer reviewed

An improved first order local regularization method for ill-posed Volterra equations

Cara D Brooks and Patricia K Lamm
Journal of mathematical analysis and applications, Vol.477(1), pp.437-462
09-01-2019

Abstract

Fast sequential algorithm Ill-posed Volterra equation Inverse problem Local regularization
In this paper, we present a first order local regularization method for solving ill-posed Volterra equations with ν-smoothing kernels, and establish stability and convergence of the method for all values of ν∈N. The method is an improvement of one whose numerical performance is shown to erode at ν=4 and whose convergence theory is uncertain once ν>4. We describe numerical implementation of the fast sequential algorithm associated with the method and provide a new scheme to approximate the initial condition. Numerical examples illustrate our theoretical results, particularly the method's stability in the case ν=4 and higher.
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https://doi.org/10.1016/j.jmaa.2019.04.040View
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