Stability analysis of modified multilag methods for volterra integral equations

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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 1 1987
Externally publishedYes

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ASJC Scopus subject areas

  • Mathematics(all)
  • Computational Mathematics
  • Applied Mathematics

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