Multistep collocation methods for Volterra Integral Equations

• Autores: D. Conte, Beatrice Paternoster
• Localización: Applied numerical mathematics, ISSN-e 0168-9274, Vol. 59, Nº. 8, 2009, págs. 1721-1736
• Idioma: inglés
• DOI: 10.1016/j.apnum.2009.01.001
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• Resumen

  • We introduce multistep collocation methods for the numerical integration of Volterra Integral Equations, which depend on the numerical solution in a fixed number of previous time steps. We describe the constructive technique, analyze the order of the resulting methods and their linear stability properties. Numerical experiments confirm the theoretical expectations.