Multistep collocation methods for Volterra Integral Equations

被引：82
作者：
Conte, D. [1 ]
Paternoster, B. [1 ]
机构：
[1] Univ Salerno, Dipartimento Matemat & Informat, I-84084 Fisciano, SA, Italy
来源：
APPLIED NUMERICAL MATHEMATICS | 2009年 / 59卷 / 08期
关键词：
Numerical methods for Volterra Integral Equations; Multistep collocation methods; Multistep Runge-Kutta methods; RUNGE-KUTTA METHODS; FAMILY; 2-STEP;
D O I：
10.1016/j.apnum.2009.01.001
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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. (C) 2009 IMACS. Published by Elsevier B.V. All rights reserved.
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页码：1721 / 1736
页数：16
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