A multistep Legendre pseudo-spectral method for Volterra integral equations

Zhang Xiao-yong

Applied Mathematics and Computation, 2016, vol. 274, issue C, 480-494

Abstract: In this paper, we extend the single-step pseudo-spectral method for Volterra integral equations of the second kind to the multistep pseudo-spectral method. We also analyze the convergence of the hp-version of the multistep pseudo-spectral method under the L2-norm, and show that the scheme enjoys high order accuracy and can be implemented in a stable and efficient manner. In addition, it is very suitable for long time calculations and large step size situations. Numerical experiments confirm theoretical expectations.

Keywords: Volterra integral equation; Multistep method; Convergence (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:274:y:2016:i:c:p:480-494

DOI: 10.1016/j.amc.2015.11.011

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