Nonlinear stability of direct quadrature methods for Volterra integral equations

Abstract
An important topic in the numerical analysis of Volterra integral equations is the stability theory. The main results known in theliterature have been obtained on linear test equations or, at least, on nonlinear equations with convolution kernel. Here, we considerVolterra integral equations with Hammerstein nonlinearity, not necessarily of convolution type, and we study the error equation forDirect Quadrature methods with respect to bounded perturbations. For a class of Direct Quadrature methods, we obtain conditionson the stepsize h for the numerical solution to behave stably and we report numerical examples which show the robustness of thisnonlinear stability theory.
Anno
2015
Autori IAC
Tipo pubblicazione
Altri Autori
E. Messina, A. Vecchio
Editore
North-Holland Publishing Company
Rivista
Mathematics and computers in simulation (Print)