A new numerical approximation for Volterra integral equations combining two quadrature rules (Q654667)
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English | A new numerical approximation for Volterra integral equations combining two quadrature rules |
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A new numerical approximation for Volterra integral equations combining two quadrature rules (English)
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29 December 2011
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This paper rediscovers a well known special case of the Nyström method for the numerical solution of Volterra equations of the second kind. The underlying quadrature is just the classical compound Simpson rule at the even-numbered nodes, and a compound Simpson rule plus a trapezoidal method for the last subinterval in the case of nodes with odd indices.
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Volterra integral equation of the second kind
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trapezoidal rule
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Simpson rule
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Nyström method
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quadrature
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