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A third order, semi-explicit method in the numerical solution of first kind Volterra integral equations

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Abstract

We present a new numerical method for the solution of nonsingular Volterra integral equations of the first kind. It belongs to a new class of methods that are semi-explicit, provide self-starting algorithms and possess favourable stability properties. The third order convergence of the particular method exhibited is established, under suitable conditions, and numerical results are illustrated.

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Keech, M.S. A third order, semi-explicit method in the numerical solution of first kind Volterra integral equations. BIT 17, 312–320 (1977). https://doi.org/10.1007/BF01932151

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  • DOI: https://doi.org/10.1007/BF01932151

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