Multistep collocation methods for Volterra integro-differential equations

被引：30
|
作者：
Cardone, Angelamaria [1 ]
Conte, Dajana [1 ]
机构：
[1] Univ Salerno, Dipartimento Matemat, I-84084 Fisciano, SA, Italy
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2013年 / 221卷
关键词：
Volterra integro-differential equations; Multistep collocation; Superconvergence; Stability; INTEGRO-DIFFERENTIAL EQUATIONS; NUMERICAL-METHODS; QUADRATIC STABILITY; NORDSIECK METHODS; SYSTEMS;
D O I：
10.1016/j.amc.2013.07.012
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Multistep collocation methods for Volterra integro-differential equations are derived and analyzed. They increase the order of convergence of classical one-step collocation methods, at the same computational cost. The numerical stability analysis is carried out and classes of A(0)-stable methods are provided. Numerical experiments confirm theoretical expectations and make comparisons with the one-step collocation methods. (C) 2013 Elsevier Inc. All rights reserved.
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页码：770 / 785
页数：16
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