Convergence analysis of piecewise continuous collocation methods for higher index integral algebraic equations of the Hessenberg type (Q2872867)

The piecewise continuous collocation method based on Lagrange polynomials is proposed for high index Volterra integral algebraic equations of Hessenberg type. Firstly, in the convergence analysis, necessary and sufficient conditions for the convergence of the approximate solution of the continuous collocation method and of the fully discretized continuous collocation method to the exact solution of a system of first kind Volterra linear integral equations are established. Similarly, for the integral algebraic equation, the convergence of the approximate solution of the piecewise continuous collocation method to the exact solution is characterized. Secondly, for nonlinear Volterra algebraic integral equations, the fully discretized continuous collocation method is combined with the Newton's iterative method and necessary and sufficient conditions for the convergence of the approximate solution are established. In all these convergence results, the collocation error is specified. Four numerical examples are provided to support the theoretical results and to illustrate the efficiency of the proposed collocation method.