A perspective on the numerical treatment of Volterra equations (Q1841957): Difference between revisions

Following a short introduction to the basic theory of Volterra integral and integro-differential equations, the author surveys the principle classes of of numerial methods for such functional equations: these include methods based on elementary quadrature formulas; Runge-Kutta type methods; and (exact and discretized) collocation methods. The subsequent discussion of the analysis of these numerical methods focuses on their stability properties. An extensive list of references complements this survey.