Quadratically converging iterative schemes for nonlinear Volterra integral equations and an application

Sudhakar G. Pandit

International Journal of Stochastic Analysis, 1997, vol. 10, 1-10

Abstract:

A generalized quasilinear technique is employed to derive iterative schemes for nonlinear Volterra integral equations under various monotonicity and convexity (concavity) conditions on the kernels. The iterates in the schemes are linear, and converge monotonically, uniformly and quadratically to the unique solution. An application to a boundary-layer theory problem and examples illustrating the results are presented.

Date: 1997
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://downloads.hindawi.com/journals/IJSA/10/470243.pdf (application/pdf)
http://downloads.hindawi.com/journals/IJSA/10/470243.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:470243

DOI: 10.1155/S1048953397000208

Access Statistics for this article

More articles in International Journal of Stochastic Analysis from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().