Inverse Problem for the Integral Dynamic Models with Discontinuous Kernels

The objective of this paper was to present a new inverse problem statement and numerical method for the Volterra integral equations with piecewise continuous kernels. For such Volterra integral equations of the first kind, it is assumed that kernel discontinuity curves are the desired ones, but the rest of the information is known. The resulting integral equation is nonlinear with respect to discontinuity curves which correspond to integration bounds. A direct method of discretization with a posteriori verification of calculations is proposed. The family of quadrature rules is employed for approximation purposes. It is shown that the arithmetic complexity of the proposed numerical method is O(N-3). The method has first-order convergence. A generalization of the method is also proposed for the case of an arbitrary number of discontinuity curves. The illustrative examples are included to demonstrate the efficiency and accuracy of proposed solver.

Automated summary

This paper presents a new inverse problem statement and numerical method for Volterra integral equations with piecewise continuous kernels. The method has an arithmetic complexity of O(N-3) and first-order convergence, and can be applied to an arbitrary number of discontinuity curves.