Extended backward differentiation formulae in the numerical solution of general Volterra integro-differential equations (Q1308504)

In this paper nonlinear Volterra integro-differential equations are considered with kernels of the form \(P(x,s,y(s))\) and \(K(x,s,y(x),y(s))\) and extended backward differentiation methods are applied as extended from their introduction for the solution of ordinary differential equations. An error bound is obtained and a rate of convergence is found and validated by testing the method on some examples. The numerical results are compared with those obtained by applying standard backward differentiation and collocation methods.