Algorithm 876

Abstract

We present here the algorithms and user interface of a Matlab program, Fie, that solves numerically Fredholm integral equations of the second kind on an interval [ a , b ] to a specified, modest accuracy. The kernel function K ( s , t ) is moderately smooth on [ a , b ] ×[ a , b ] except possibly across the diagonal s  =  t . If the interval is finite, provides for kernel functions that behave in a variety of ways across the diagonal, that is, K ( s , t ) may be smooth, have a discontinuity in a low-order derivative, have a logarithmic singularity, or have an algebraic singularity. Fie also solves a large class of integral equations with moderately smooth kernel function on [0, ∞ ).