Convergence of Step-by-step Methods for Non-linear Integro-Differential Equations

1 October 1971

journal article
Published by Oxford University Press (OUP) in IMA Journal of Applied Mathematics

Vol. 8 (2) , 235-239
https://doi.org/10.1093/imamat/8.2.235

Abstract

The theory of consistent step-by-step methods for solving Volterra integral equations is extended to non-singular Volterra integro-differential equations. It is shown that standard step-by-step algorithms for these more general equations are convergent. Several numerical examples are included.

Keywords

DIFFERENTIAL EQUATIONS
LINEAR INTEGRO
INTEGRO DIFFERENTIAL
STEP METHODS
CONVERGENCE OF STEP