Multistep collocation methods for Volterra Integral Equations

Multistep collocation methods for Volterra Integral Equations
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DOI:
10.1016/j.apnum.2009.01.001
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发表时间:
2009-08
影响因子:
2.8
通讯作者:
D. Conte;B. Paternoster
D. Conte;B. Paternoster
中科院分区:
数学2区
文献类型:
--
作者:
D. Conte;B. Paternoster

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本文介绍了沃尔泰拉积分方程数值积分的多步配点法,该方法依赖于前几步的数值解。我们描述的建设性技术,分析所产生的方法的顺序和它们的线性稳定性。数值实验证实了理论预期。
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.