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Solution of the Volterra equation of renewal theory with the Galerkin technique using cubic splines. (English) Zbl 0575.65144
A numerical method for solving a Volterra equation of renewal theory is proposed. The considered method generates a cubic spline approximation of the renewal function by a Galerkin technique. The performance of the proposed method is demonstrated for the gamma lifetime densities of various shapes. Numerical results are compared against known analytical solutions and earlier approximations.
Reviewer: L.Hącia

MSC:
65C99 Probabilistic methods, stochastic differential equations
65R20 Numerical methods for integral equations
45D05 Volterra integral equations
60K05 Renewal theory
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