Article ID Journal Published Year Pages File Type
6420005 Applied Mathematics and Computation 2016 15 Pages PDF
Abstract

In this paper, we extend the single-step pseudo-spectral method for Volterra integral equations of the second kind to the multistep pseudo-spectral method. We also analyze the convergence of the hp-version of the multistep pseudo-spectral method under the L2-norm, and show that the scheme enjoys high order accuracy and can be implemented in a stable and efficient manner. In addition, it is very suitable for long time calculations and large step size situations. Numerical experiments confirm theoretical expectations.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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