Numerical solution of multiple nonlinear Volterra integral equations (Q621029)

Nonlinear Volterra integral equations are analyzed that contain multiple integrals. They include the integral equations with a Volterra series instead of a single integral term on one side. However, single Volterra equations do not represent the most general form of causal systems with memory. There has been growing interest in functional equations with causal memory terms. In contrast to abstract functional equations, this paper deals with a concrete instance of causal equations with memory that are more general than the usual Volterra equations, namely equations with multiple integral terms. One application is a general nonlinear system with feedback. Other applications come from modeling memory effects in physical, biological, economic, and social systems. The obtained results of the paper cannot be obtained by previous methods. The proofs of the theorems contain novel analytical and combinatorial arguments. The existence and uniqueness are proven by the contraction mapping theorem. Further, the convergence of the finite difference schemes are proven.