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A sufficient condition for the stability of direct quadrature methods for Volterra integral equations

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Abstract

Within the theoretical framework of the numerical stability analysis for the Volterra integral equations, we consider a new class of test problems and we study the long-time behavior of the numerical solution obtained by direct quadrature methods as a function of the stepsize. Furthermore, we analyze how the numerical solution responds to certain perturbations in the kernel.

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Authors and Affiliations

  1. Dipartimento di Matematica e Applicazioni, Università degli Studi di Napoli “Federico II”, - Via Cintia, I-80126, Napoli, Italy

    Eleonora Messina

  2. C.N.R. National Research Council of Italy, Institute for Computational Application “Mauro Picone”, Via P. Castellino, 111, 80131, Napoli, Italy

    Antonia Vecchio

Authors
  1. Eleonora Messina
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  2. Antonia Vecchio
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Correspondence to Eleonora Messina.

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Messina, E., Vecchio, A. A sufficient condition for the stability of direct quadrature methods for Volterra integral equations. Numer Algor 74, 1223–1236 (2017). https://doi.org/10.1007/s11075-016-0193-9

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  • DOI: https://doi.org/10.1007/s11075-016-0193-9

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