Linear multistep methods for Volterra integral and integro-differential equations

Authors:
P. J. van der Houwen and H. J. J. te Riele

Journal:
Math. Comp. **45** (1985), 439-461

MSC:
Primary 65R20; Secondary 45L10

DOI:
https://doi.org/10.1090/S0025-5718-1985-0804934-5

MathSciNet review:
804934

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Abstract | References | Similar Articles | Additional Information

Abstract: A general class of linear multistep methods is presented for numerically solving first- and second-kind Volterra integral equations, and Volterra integro-differential equations. These so-called *VLM* methods, which include the well-known direct quadrature methods, allow for a unified treatment of the problems of consistency and convergence, and have an analogue in linear multistep methods for ODEs, as treated in any textbook on computational methods in ordinary differential equations.

General consistency and convergence results are presented (and proved in an Appendix), together with results of numerical experiments which support the theory.

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Additional Information

DOI:
https://doi.org/10.1090/S0025-5718-1985-0804934-5

Keywords:
Numerical analysis,
Volterra integral and integro-differential equations,
linear multistep methods,
consistency,
convergence

Article copyright:
© Copyright 1985
American Mathematical Society