We describe a modification of two-step collocation methods for the numerical solution of Volterra Integral Equations, with particular attention to the construction of efficient and highly stable methods. We present a constructive technique to obtain coefficient matrices having an estabilished structure, e.g. lower triangular or diagonal, and show examples of A-stable methods.

Construction of diagonally implicit almost collocation methods for Volterra Integral Equations

CONTE, Dajana;D'AMBROSIO, RAFFAELE;PATERNOSTER, Beatrice
2011

Abstract

We describe a modification of two-step collocation methods for the numerical solution of Volterra Integral Equations, with particular attention to the construction of efficient and highly stable methods. We present a constructive technique to obtain coefficient matrices having an estabilished structure, e.g. lower triangular or diagonal, and show examples of A-stable methods.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11386/3576277
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