Stability of backward differentiation formulas for Volterra integro-differential equations (Q1971854)
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English | Stability of backward differentiation formulas for Volterra integro-differential equations |
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Stability of backward differentiation formulas for Volterra integro-differential equations (English)
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12 December 2000
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The paper deals with the system of Volterra integro-differential equations with linear convolution kernel \[ y'(t)= g(t)+ Ay(t)+ \int^t_0 k(t- s)y(s) ds,\quad t\in[0, T],\tag{1} \] \[ y(0)= y_0;\quad y, g\in\mathbb{R}^d;\quad A, k\in\mathbb{R}^{d\times d}.\tag{2} \] The author analyzes the numerical stability of backward differentiation methods for (1), (2).
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system of Volterra integro-differential equations
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linear convolution kernel
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numerical stability
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backward differentiation methods
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