We describe a modification of two-step collocation methods for the numerical solution of Volterra Integral Equations, with particular attention to the construction of efficient and highly stable methods. We present a constructive technique to obtain coefficient matrices having an estabilished structure, e.g. lower triangular or diagonal, and show examples of A-stable methods.
Construction of diagonally implicit almost collocation methods for Volterra Integral Equations
D'Ambrosio, Raffaele;
2011-01-01
Abstract
We describe a modification of two-step collocation methods for the numerical solution of Volterra Integral Equations, with particular attention to the construction of efficient and highly stable methods. We present a constructive technique to obtain coefficient matrices having an estabilished structure, e.g. lower triangular or diagonal, and show examples of A-stable methods.File in questo prodotto:
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