The numerical stability of multistep methods for convolution Volterra integral equations

Linear Multistep Methods for Volterra Integral and Integro-Differential Equations

In these appendices we present, successively, I conditions for the existence of a unique solution of (1.1) and (1.2); II three tables of coefficients of forward differentiation formulas, and of two common LM formulas for ODEs, viz., backward differentiation formulas and Adams-Moulton formulas; III two lemmas which are needed in: IV proofs of the main results of this paper, as far as they are no...

Convolution spline approximations of Volterra integral equations

We derive a new “convolution spline” approximation method for convolution Volterra integral equations. This shares some properties of convolution quadrature, but instead of being based on an underlying ODE solver is explicitly constructed in terms of basis functions which have compact support. At time step tn = nh > 0, the solution is approximated in a “backward time” manner in terms of basis f...

Stability Results for One-step Discretized Collocation Methods in the Numerical Treatment of Volterra Integral Equations

Abstract. This paper is concerned with the stability analysis of the discretized collocation method for the second-kind Volterra integral equation with degenerate kernel. A fixed-order recurrence relation with variable coefficients is derived, and local stability conditions are given independent of the discretization. Local stability and stability with respect to an isolated perturbation of som...

On the Stability of Numerical Methods for Nonlinear Volterra Integral Equations

Fractional Linear Multistep Methods for Abel-Volterra Integral Equations of the Second Kind

Fractional powers of linear multistep methods are suggested for the numerical solution of weakly singular Volterra integral equations. The proposed methods are convergent of the order of the underlying multistep method, also in the generic case of solutions which are not smooth at the origin. The stability properties (stability region, A-stability, A(a)-stability) are closely related to those o...