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 language | English (US) |
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Pages (from-to) | 473-484 |
Number of pages | 12 |
Journal | IMA Journal of Numerical Analysis |
Volume | 7 |
Issue number | 4 |
DOIs | |
State | Published - Oct 1987 |
Externally published | Yes |
ASJC Scopus subject areas
- General Mathematics
- Computational Mathematics
- Applied Mathematics