A stable numerical method for Volterra integral equations with discontinuous kernel

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:337

Article

Messina, E.¹  Russo, E.¹  Vecchio, A.² 

[1] Univ Naples Federico II, Dipartimento Math & Applicaz, I-80126 Naples, Italy

[2] CNR, Sede Napoli, Ist Appl Calcolo M Picone, I-80131 Naples, Italy

关键词: Volterra integral equations;    trapezoidal method;    direct quadrature methods;    discontinuous kernel;    constant delay;   

DOI  :  10.1016/j.jmaa.2007.04.059

来源: Elsevier

【 摘 要 】

Numerical methods for Volterra integral equations with discontinuous kernel need to be tuned to their peculiar form. Here we propose a version of the trapezoidal direct quadrature method adapted to such a type of equations. In order to delineate its stability properties, we first investigate about the behavior of the solution of a suitable (basic) test equation and then we find out under which hypotheses the trapezoidal direct quadrature method provides numerical solutions which inherit the properties of the continuous problem. (C) 2007 Elsevier Inc. All rights reserved.

【 授权许可】

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