Multistep collocation methods for Volterra Integral Equations

Authors:
D. Conte;B. Paternoster
Affiliations:
Dipartimento di Matematica e Informatica, Università di Salerno, Via Ponte Don Melillo, I-84084 Fisciano (SA), Italy;Dipartimento di Matematica e Informatica, Università di Salerno, Via Ponte Don Melillo, I-84084 Fisciano (SA), Italy
Venue:
Applied Numerical Mathematics
Year:
2009

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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.