Title
General Linear Methods for Volterra Integro-differential Equations with Memory
Abstract
A new class of numerical methods for Volterra integro-differential equations with memory is developed. The methods are based on the combination of general linear methods with compound quadrature rules. Sufficient conditions that guarantee global and asymptotic stability of the solution of the differential equation and its numerical approximation are established. Numerical examples illustrate the convergence and effectiveness of the numerical methods.
Year
DOI
Venue
2006
10.1137/040607058
SIAM J. Scientific Computing
Keywords
Field
DocType
sufficient condition,differential equation,general linear method,new class,stability,general linear methods,numerical method,asymptotic stability,volterra integro-differential equations,volterra integro-differential equation,volterra delay-integro-differential equation,numerical approximation,numerical example,compound quadrature rule,quadrature rule,integro differential equation
Numerical methods for ordinary differential equations,Mathematical optimization,Exponential integrator,Mathematical analysis,Numerical partial differential equations,General linear methods,Backward differentiation formula,Numerical stability,Mathematics,Volterra integral equation,Pseudo-spectral method
Journal
Volume
Issue
ISSN
27
6
1064-8275
Citations 
PageRank 
References 
23
2.62
3
Authors
2
Name
Order
Citations
PageRank
Chengjian Zhang118529.75
Stefan Vandewalle250162.63