On numerical solution of Fredholm and Hammerstein integral equations via Nystr\"{o}m method and Gaussian quadrature rules for splines

Abstract

Nystr\"{o}m method is a standard numerical technique to solve Fredholm integral equations of the second kind where the integration of the kernel is approximated using a quadrature formula. Traditionally, the quadrature rule used is the classical polynomial Gauss quadrature. Motivated by the observation that a given function can be better approximated by a spline function of a lower degree than a single polynomial piece of a higher degree, in this work, we investigate the use of Gaussian rules for splines in the Nystr\"{o}m method. We show that, for continuous kernels, the approximate solution of linear Fredholm integral equations computed using spline Gaussian quadrature rules converges to the exact solution for $m \rightarrow \infty$, $m$ being the number of quadrature points. Our numerical results also show that, when fixing the same number of quadrature points, the approximation is more accurate using spline Gaussian rules than using the classical polynomial Gauss rules. We also investigate the non-linear case, considering Hammerstein integral equations, and present some numerical tests.