An important topic in the numerical analysis of Volterra integral equations is the stability theory. The main results known in theliterature have been obtained on linear test equations or, at least, on nonlinear equations with convolution kernel. Here, we considerVolterra integral equations with Hammerstein nonlinearity, not necessarily of convolution type, and we study the error equation forDirect Quadrature methods with respect to bounded perturbations. For a class of Direct Quadrature methods, we obtain conditionson the stepsize h for the numerical solution to behave stably and we report numerical examples which show the robustness of thisnonlinear stability theory.

Nonlinear stability of direct quadrature methods for Volterra integral equations

A Vecchio
2015

Abstract

An important topic in the numerical analysis of Volterra integral equations is the stability theory. The main results known in theliterature have been obtained on linear test equations or, at least, on nonlinear equations with convolution kernel. Here, we considerVolterra integral equations with Hammerstein nonlinearity, not necessarily of convolution type, and we study the error equation forDirect Quadrature methods with respect to bounded perturbations. For a class of Direct Quadrature methods, we obtain conditionson the stepsize h for the numerical solution to behave stably and we report numerical examples which show the robustness of thisnonlinear stability theory.
2015
Istituto Applicazioni del Calcolo ''Mauro Picone''
Volterra integral equations
Hammerstein nonlinearity
Direct quadrature methods
Numerical stability
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/210914
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