On optimal integration methods for Volterra integral equations of the first kind

Gladwin, C. J.

doi:10.1090/S0025-5718-1982-0669643-1

On optimal integration methods for Volterra integral equations of the first kind
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by C. J. Gladwin PDF

Math. Comp. 39 (1982), 511-518 Request permission

Abstract:

Families of methods depending on free parameters are constructed for the solution of nonsingular Volterra integral equations of the first kind in [5]. These parameters are restricted to certain regions in order that a certain polynomial satisfies both a stability and a consistency condition. In this note an optimal choice of the free parameters is outlined in order that the ${l_2}$-norm of the roots of the polynomial is minimized.

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Finite Differences for Actuarial Students

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