Solve various integral equations using the numerical methods of Betto and Thomas (2021).
Project description
Solve Volterra and Fredholm integral equations
This package estimates Volterra and Fredholm integral equations. It uses the fast matrix inversion method established in Betto and Thomas (2021).
Volterra
This package provides the function SolveVolterra
which approximates the solution, g(x), to the Volterra Integral Equation of the first kind:
Parameters
k : function
The kernel function that takes two arguments.
f : function
The left hand side function that takes one argument.
b : float
Upper bound of the estimate, defaults to 1.
num : int
Number of estimation points between zero and `b`.
Returns
grid : 2-D array
Input values are in the first row and output values are in the second row.
Fredholm
Coming soon.
Project details
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