Article ID Journal Published Year Pages File Type
5776661 Applied Numerical Mathematics 2017 8 Pages PDF
Abstract
Volterra Integral Equations (VIEs) arise in many problems of real life, as, for example, feedback control theory, population dynamics and fluid dynamics. A reliable numerical simulation of these phenomena requires a careful analysis of the long time behavior of the numerical solution. Here we develop a numerical stability theory for Direct Quadrature (DQ) methods which applies to a quite general and representative class of problems. We obtain stability results under some conditions on the stepsize and, in particular cases, unconditional stability for DQ methods of whatever order.
Related Topics
Physical Sciences and Engineering Mathematics Computational Mathematics
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