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.

Multistep collocation methods for Volterra Integral Equations

CONTE, Dajana;PATERNOSTER, Beatrice
2009-01-01

Abstract

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.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11386/2296714
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