A perspective on the numerical treatment of Volterra equations (Q1841957)
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English | A perspective on the numerical treatment of Volterra equations |
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A perspective on the numerical treatment of Volterra equations (English)
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18 February 2001
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Following a short introduction to the basic theory of Volterra integral and integro-differential equations, the author surveys the principle classes of of numerial methods for such functional equations: these include methods based on elementary quadrature formulas; Runge-Kutta type methods; and (exact and discretized) collocation methods. The subsequent discussion of the analysis of these numerical methods focuses on their stability properties. An extensive list of references complements this survey.
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Volterra and Abel integral equations
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quadrature methods
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survey paper
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integro-differential equations
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Runge-Kutta type methods
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collocation methods
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stability
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