Multistep Hermite collocation methods for solving Volterra integral equations (Q415340): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(4 intermediate revisions by 4 users not shown) | |||
Property / review text | |||
A new method is presented to obtain numerical solutions of a class of nonlinear Volterra integral equations of the form \[ y(t)=g(t)+\int_0^t K(t,s,y(s))ds,\quad t\in I:=[0,T],\tag{\(*\)} \] where \(g:I\to \mathbb R\) is sufficiently smooth and \(K:D\times \mathbb R\to \mathbb R\), with \(D:=\{(t,s):0\leq s\leq t\leq T\}\), is continuous and is Lipschitzian in \(y\). In this paper the authors use (\(*\)) and \[ y'(t)=g'(t)+\int_0^t K_t(t,s,y(s))ds+K(t,t,y(t)),\quad t\in I, \] so that the approximate solution in each subinterval depends on the values of the approximated solution and its first derivative in the fixed number \(r\) of previous time steps and also the values of the approximate solution and its first derivative in the \(m\) collocation points. This technique enables them to find higher order methods with extensive stability region. This new method, which is called multistep Hermite collocation method, has the uniform convergence order \(2m+2r\) for \(r\) steps and \(m\) collocation points. Some numerical examples are presented to show the efficiency of the method. | |||
Property / review text: A new method is presented to obtain numerical solutions of a class of nonlinear Volterra integral equations of the form \[ y(t)=g(t)+\int_0^t K(t,s,y(s))ds,\quad t\in I:=[0,T],\tag{\(*\)} \] where \(g:I\to \mathbb R\) is sufficiently smooth and \(K:D\times \mathbb R\to \mathbb R\), with \(D:=\{(t,s):0\leq s\leq t\leq T\}\), is continuous and is Lipschitzian in \(y\). In this paper the authors use (\(*\)) and \[ y'(t)=g'(t)+\int_0^t K_t(t,s,y(s))ds+K(t,t,y(t)),\quad t\in I, \] so that the approximate solution in each subinterval depends on the values of the approximated solution and its first derivative in the fixed number \(r\) of previous time steps and also the values of the approximate solution and its first derivative in the \(m\) collocation points. This technique enables them to find higher order methods with extensive stability region. This new method, which is called multistep Hermite collocation method, has the uniform convergence order \(2m+2r\) for \(r\) steps and \(m\) collocation points. Some numerical examples are presented to show the efficiency of the method. / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 65R20 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 45D05 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 45G10 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6031711 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
multistep collocation methods | |||
Property / zbMATH Keywords: multistep collocation methods / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Hermite interpolation | |||
Property / zbMATH Keywords: Hermite interpolation / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
stability | |||
Property / zbMATH Keywords: stability / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
convergence | |||
Property / zbMATH Keywords: convergence / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
nonlinear Volterra integral equation | |||
Property / zbMATH Keywords: nonlinear Volterra integral equation / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
numerical examples | |||
Property / zbMATH Keywords: numerical examples / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s11075-011-9510-5 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2026610032 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Stability Regions in the Numerical Treatment of Volterra Integral Equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Stability Analysis of Runge-Kutta Methods for Volterra Integral Equations of the Second Kind / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Collocation Methods for Volterra Integral and Related Functional Differential Equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On the divergence of collocation solutions in smooth piecewise polynomial spaces for Volterra integral equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3750978 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Second Derivative Extended Backward Differentiation Formulas for the Numerical Integration of Stiff Systems / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Two-step almost collocation methods for Volterra integral equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A Family of Multistep Collocation Methods for Volterra Integral Equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Multistep collocation methods for Volterra integral equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: New second derivative multistep methods for stiff systems / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Some interpolation theorems for polynomials / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4488176 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Efficient Integration Methods for Stiff Systems of Ordinary Differential Equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4779819 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Backward differentiation type formulas for Volterra integral equations of the second kind / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 03:37, 5 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Multistep Hermite collocation methods for solving Volterra integral equations |
scientific article |
Statements
Multistep Hermite collocation methods for solving Volterra integral equations (English)
0 references
8 May 2012
0 references
A new method is presented to obtain numerical solutions of a class of nonlinear Volterra integral equations of the form \[ y(t)=g(t)+\int_0^t K(t,s,y(s))ds,\quad t\in I:=[0,T],\tag{\(*\)} \] where \(g:I\to \mathbb R\) is sufficiently smooth and \(K:D\times \mathbb R\to \mathbb R\), with \(D:=\{(t,s):0\leq s\leq t\leq T\}\), is continuous and is Lipschitzian in \(y\). In this paper the authors use (\(*\)) and \[ y'(t)=g'(t)+\int_0^t K_t(t,s,y(s))ds+K(t,t,y(t)),\quad t\in I, \] so that the approximate solution in each subinterval depends on the values of the approximated solution and its first derivative in the fixed number \(r\) of previous time steps and also the values of the approximate solution and its first derivative in the \(m\) collocation points. This technique enables them to find higher order methods with extensive stability region. This new method, which is called multistep Hermite collocation method, has the uniform convergence order \(2m+2r\) for \(r\) steps and \(m\) collocation points. Some numerical examples are presented to show the efficiency of the method.
0 references
multistep collocation methods
0 references
Hermite interpolation
0 references
stability
0 references
convergence
0 references
nonlinear Volterra integral equation
0 references
numerical examples
0 references
0 references
0 references
0 references
0 references