Block boundary value methods for solving Volterra integral and integro-differential equations (Q413724)

The Volterra integral equation of second kind and the Volterra integro-differential equation of the form \[ y'(t)= f(t,y(t), \int_{t_{0}}^{t} K(t,v,y(v))dv \] are solved using the numerical method based on the quadrature rule for the approximate solution of ordinary differential equation (the generalized Adams method). The convergence and the stability of this method is proved imposing the Lipschitz conditions at the functions \( f(t,y), K(t,v,y).\)