Numerical method for Volterra equation with a power-type nonlinearity

In this work we prove that a family of explicit numerical methods is convergent when applied to a nonlinear Volterra equation with a power-type nonlinearity. In that case the kernel is not of Lipschitz type, therefore the classical analysis cannot be utilized. We indicate several difficulties that arise in the proofs and show how they can be remedied. The tools that we use consist of variations on discreet Gronwall's lemmas and comparison theorems. Additionally, we give an upper bound on the convergence order. We conclude the paper with a construction of a convergent method and apply it for solving some examples. (C) 2018 Elsevier Inc. All rights reserved.