Numerical method for Volterra equation with a power-type nonlinearity

DOI10.1016/J.AMC.2018.05.036MaRDI QIDQ2335673zbMATH OpenOpenAlexWikidataFDO

Authors Hanna Okrasińska-Płociniczak, Łukasz Płociniczak

Publication date 15 November 2019

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1705.03073

zbMATH Keywords

numerical methodnonlinearityVolterra equationpower-type

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Volterra integral equations (45D05) Other nonlinear integral equations (45G10)

Abstract: In this work we prove that a family of explicit numerical finite-difference methods is convergent when applied to a nonlinear Volterra equation with a power-type nonlinearity. In that case the kernel is not of Lipschitz type, therefore the classical analysis cannot be applied. We indicate several difficulties that arise in the proofs and show how they can be remedied. The tools that we use consist of variations on discreet Gronwall's lemmas and comparison theorems. Additionally, we give an upper bound on the convergence order. We conclude the paper with a construction of a convergent method and apply it for solving some examples.

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Cited in

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