A Collocation Boundary Value Method for Linear Volterra Integral Equations

被引:24
作者
Ma, Junjie [1 ]
Xiang, Shuhuang [2 ]
机构
[1] Guizhou Univ, Sch Math & Stat, Guiyang 550025, Guizhou, Peoples R China
[2] Cent S Univ, Sch Math & Stat, Changsha 410083, Hunan, Peoples R China
关键词
Boundary value method; Collocation; Volterra integral equation; Highly oscillatory; Linear stability; INITIAL-VALUE PROBLEMS; ORDINARY DIFFERENTIAL-EQUATIONS; STABILITY; CONVERGENCE; TRANSFORMS; QUADRATURE; MULTISTEP; KIND;
D O I
10.1007/s10915-016-0289-3
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper is devoted to studying the boundary value method for Volterra integral equations. High order numerical schemes are devised by using special multistep collocation methods, which depend on numerical approximations of the solution in the next several steps. Stability analysis illustrates these methods enjoy wide absolutely stable regions. With the help of efficient evaluation for highly oscillatory integrals, these methods are applied to solving Volterra integral equations with highly oscillatory kernels. Both theoretical and numerical results show they share the property that the higher the oscillation, the better the accuracy of the approximations.
引用
收藏
页码:1 / 20
页数:20
相关论文
共 29 条
[1]   BOUNDARY-VALUE METHODS BASED ON ADAMS-TYPE METHODS [J].
AMODIO, P ;
MAZZIA, F .
APPLIED NUMERICAL MATHEMATICS, 1995, 18 (1-3) :23-35
[2]   STABILITY OF SOME BOUNDARY-VALUE METHODS FOR THE SOLUTION OF INITIAL-VALUE PROBLEMS [J].
AMODIO, P ;
MAZZIA, F ;
TRIGIANTE, D .
BIT NUMERICAL MATHEMATICS, 1993, 33 (03) :434-451
[3]  
AXELSSON AOH, 1985, MATH COMPUT, V45, P153, DOI 10.1090/S0025-5718-1985-0790649-9
[4]   Boundary value methods: The third way between linear multistep and Runge-Kutta methods [J].
Brugnano, L ;
Trigiante, D .
COMPUTERS & MATHEMATICS WITH APPLICATIONS, 1998, 36 (10-12) :269-284
[5]   Convergence and stability of boundary value methods for ordinary differential equations [J].
Brugnano, L ;
Trigiante, D .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 1996, 66 (1-2) :97-109
[6]  
Brugnano L., 1998, Solving Differential Problems by Multistep Initial and Boundary Value Methods
[7]  
Brunner, 2010, 7 LECTIRES THEORY NU
[8]   ON VOLTERRA INTEGRAL OPERATORS WITH HIGHLY OSCILLATORY KERNELS [J].
Brunner, Hermann .
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS, 2014, 34 (03) :915-929
[9]  
CASH JR, 1976, STABLE RECURSIONS
[10]   Block boundary value methods for solving Volterra integral and integro-differential equations [J].
Chen, Hao ;
Zhang, Chengjian .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2012, 236 (11) :2822-2837