1. Product integration methods for solving a system of nonlinear Volterra integral equations
- Author
-
Bartur Jumarhon and Sean McKee
- Subjects
Applied Mathematics ,Mathematical analysis ,MathematicsofComputing_NUMERICALANALYSIS ,Lipschitz continuity ,Volterra integral equation ,Integral equation ,Numerical integration ,Product integration methods ,Nonlinear system ,symbols.namesake ,Computational Mathematics ,Volterra equations ,Product (mathematics) ,Convergence (routing) ,ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION ,symbols ,Euler's formula ,Mathematics - Abstract
In this paper the technique of subtracting out singularities is used to derive explicit and implicit product Euler schemes with order one convergence and a product trapezoidal scheme with order two convergence for a system of Volterra integral equations with a weakly singular kernel. The convergence proofs of the numerical schemes are presented; these are nonstandard since the nonlinear function involved in the integral equation system does not satisfy a global Lipschitz condition.
- Full Text
- View/download PDF