Stability analysis of modified multilag methods for volterra integral equations

Research output: Contribution to journalArticle

2 Citations (Scopus)

Abstract

Stability analysis of modified multilag methods for Volterra integral equations of the second and first kind is presented, based respectively on the test equations. y(t)=1+∫01(λ+μt+νs)y(s)ds(t≥0),∫01(1+μt+νs)y(s)ds=t(t≥0).This analysis reinforces the opinion that modified multilag methods are advantageous over quadrature methods for Volterra equations. They allow us to combine the good stability properties of backward differentiation formulae and the efficiency of Adams-Moulton formulae for ordinary differential equations.

Original languageEnglish (US)
Pages (from-to)473-484
Number of pages12
JournalIMA Journal of Numerical Analysis
Volume7
Issue number4
DOIs
StatePublished - Oct 1987
Externally publishedYes

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Volterra Integral Equations
Integral equations
integral equations
Stability Analysis
Volterra equations
Backward Differentiation Formula
Quadrature Method
Volterra Equation
quadratures
Ordinary differential equations
Ordinary differential equation
differential equations

ASJC Scopus subject areas

  • Molecular Biology
  • Statistics and Probability
  • Computational Mathematics
  • Condensed Matter Physics
  • Applied Mathematics
  • Mathematics(all)

Cite this

Stability analysis of modified multilag methods for volterra integral equations. / Jackiewicz, Zdzislaw.

In: IMA Journal of Numerical Analysis, Vol. 7, No. 4, 10.1987, p. 473-484.

Research output: Contribution to journalArticle

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