Piecewise Legendre spectral-collocation method for Volterra integro-differential equations

Abstract

Our main purpose in this paper is to propose the piecewise Legendre spectral-collocation method to solve Volterra integro-differential equations. We provide convergence analysis to show that the numerical errors in our method decay in $h^{m}N^{-m}$ -version rate. These results are better than the piecewise polynomial collocation method and the global Legendre spectral-collocation method. The provided numerical examples confirm these theoretical results.