Multistep Hermite collocation methods for solving Volterra integral equations (Q415340): Difference between revisions
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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 | |||
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Property / Mathematics Subject Classification ID: 65R20 / rank | |||
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Property / Mathematics Subject Classification ID: 45D05 / rank | |||
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Property / Mathematics Subject Classification ID: 45G10 / rank | |||
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Property / zbMATH DE Number: 6031711 / rank | |||
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multistep collocation methods | |||
Property / zbMATH Keywords: multistep collocation methods / rank | |||
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Hermite interpolation | |||
Property / zbMATH Keywords: Hermite interpolation / rank | |||
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stability | |||
Property / zbMATH Keywords: stability / rank | |||
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convergence | |||
Property / zbMATH Keywords: convergence / rank | |||
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nonlinear Volterra integral equation | |||
Property / zbMATH Keywords: nonlinear Volterra integral equation / rank | |||
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numerical examples | |||
Property / zbMATH Keywords: numerical examples / rank | |||
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Revision as of 19:30, 29 June 2023
scientific article
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English | Multistep Hermite collocation methods for solving Volterra integral equations |
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Multistep Hermite collocation methods for solving Volterra integral equations (English)
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8 May 2012
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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.
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multistep collocation methods
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Hermite interpolation
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stability
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convergence
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nonlinear Volterra integral equation
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numerical examples
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