Boundary value methods for Volterra integral and integro-differential equations (Q425450)

Boundary value methods (BVM) are used to derive reducible quadrature rules and effective numerical methods for Volterra integral and integro-differential equations. It is proved that a BVM consistent of order \(p\) leads to a reducible quadrature rule of order \(p\). Moreover, the authors prove the existence, uniqueness and convergence of the approximate solution provided by BVM's for Volterra integral equations. Applying a BVM consistent of order \(p\) to the differential term and a reducible quadrature rule of order \(q\) to the integral term of the integro-differential equation, an effective and convergent extended BVM is constructed. The order of convergence of this combined method is min(\(p\),\(q\)). The discrete nonlinear systems derived by the above presented methods are proposed to be solved by using an effective multigrid scheme. The efficiency and accuracy of the presented methods are confirmed by some numerical examples.