A stability analysis of the trapezoidal method for Volterra integral equations with completely positive kernels (Q751788)
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English | A stability analysis of the trapezoidal method for Volterra integral equations with completely positive kernels |
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A stability analysis of the trapezoidal method for Volterra integral equations with completely positive kernels (English)
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1990
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It can be shown that the solution of the Volterra integral equation with completely positive kernel \(y(t)+\int^{t}_{0}b(t-s)y(s)ds=u_ 0+\int^{t}_{0}b(t-s)g(s)ds,\quad t\geq 0\) is nonnegative and nonincreasing provided that the function g is nonincreasing and \(0\leq g(t)\leq u_ 0\) for any \(t>0\). It is proved that under some additional hypotheses this property is inherited by the solution of the recurrence relation resulting from applying the trapezoidal method to this equation.
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stability
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Volterra integral equation
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completely positive kernel
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recurrence relation
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trapezoidal method
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