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On the stability of multistep formulas for Volterra integral equations of the second kind

Über die Stabilität des Mehrschrittverfahrens für Volterrasche Integralgleichungen zweiter Art

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Abstract

The purpose of this paper is to analyse the stability properties of a class of multistep methods for second kind Volterra integral equations. Our approach follows the usual analysis in which the kernel function is a priori restricted to a special class of test functions. We consider the class of finitely decomposable kernels. Stability conditions will be derived and compared with those obtained with the simple test equation. It turns out that the new criteria are more severe than the conventional conditions. The practical value is tested by numerical experiments with the trapezoidal rule.

Zusammenfassung

Ziel dieser Arbeit ist es, die Stabilitätseigenschaften einer Klasse Volterrascher Integralgleichungen zweiter Art zu untersuchen. Unsere Behandlung ist der üblichen Stabilitätsanalyse ähnlich, in der die Kernfunktionen zu einer im voraus beschränkten Klasse von Testfunktionen gehören. Wir haben die Klasse der “endlich zerlegbaren” Kerne betrachtet. Stabilitätsbedingungen werden abgeleitet und verglichen mit den Bedingungen für die einfache Testgleichung. Es zeigt sich, daß die neuen Kriteria einschränkender sind als die konventionellen Bedingungen. Der praktische Wert wird getestet durch numerische Experimente mit der Trapezregel.

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van der Houwen, P.J., Wolkenfelt, P.H.M. On the stability of multistep formulas for Volterra integral equations of the second kind. Computing 24, 341–347 (1980). https://doi.org/10.1007/BF02237819

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  • DOI: https://doi.org/10.1007/BF02237819

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