A sufficient condition for the stability of direct quadrature methods for Volterra integral equations (Q521934): Difference between revisions

The paper is devoted to the numerical solution of linear Volterra equations of the second kind with continuous kernels, not necessarily of convolution form, by direct quadrature methods with convolution weights that are not assumed to be of product integration type. The main result is a theorem that provides a set of sufficient conditions on the kernel of the integral operator for this approach to be stable, thus allowing a reliable numerical approximation over long intervals. The conditions are more general than those of well-known earlier results for this problem. The extension to nonlinear Volterra equations of Hammerstein type is discussed as well. Moreover, the authors analyze the influence of perturbations in the kernel. This investigation permits an error analysis for the numerical scheme under the assumption that the kernel is only known unprecisely.