Qualitative behaviour of numerical approximations to Volterra integro-differential equations

Application of the block backward differential formula for numerical solution of Volterra integro-differential equations

In this paper, we consider an implicit block backward differentiation formula (BBDF) for solving Volterra Integro-Differential Equations (VIDEs). The approach given in this paper leads to numerical methods for solving VIDEs which avoid the need for special starting procedures. Convergence order and linear stability properties of the methods are analyzed. Also, methods with extensive stability r...

Stochastic Volterra integro-differential equations: stability and numerical methods

We consider the reliability of some numerical methods in preserving the stability properties of the linear stochastic functional differential equation ẋ(t) = αx(t) + β ∫ t 0 x(s)ds+ σx(t− τ )Ẇ (t), where α, β, σ, τ ≥ 0 are real constants, and W (t) is a standard Wiener process. We adopt the shorthand notation of ẋ(t) to represent the differential dx(t) etc. Our choice of test equation is a stoc...

Numerical Treatments for Volterra Delay Integro-differential Equations

This paper presents a new technique for numerical treatments of Volterra delay integro-differential equations that have many applications in biological and physical sciences. The technique is based on the mono-implicit Runge — Kutta method (described in [12]) for treating the differential part and the collocation method (using Boole’s quadrature rule) for treating the integral part. The efficie...

Positive Solutions of Volterra Integro–differential Equations

We present some sufficient conditions such that Eq. (1) only has solutions with zero points in (0,∞). Moreover, we also obtain some conditions such that Eq. (1) has a positive solution on [0,+∞). The motivation of this work comes from the work of Ladas, Philos and Sficas [5]. They discussed the oscillation behavior of Eq. (1) when P (t, s) = P (t− s) and g(t) = t. They obtained a necessary and ...

Tau Numerical Solution of Volterra Integro-Differential Equations With Arbitrary Polynomial Bases