EXPLICIT GENERAL LINEAR METHODS WITH A LARGE STABILITY REGION FOR VOLTERRA INTEGRO-DIFFERENTIAL EQUATIONS
نویسندگان
چکیده
منابع مشابه
General Linear Methods for Volterra Integro-differential Equations with Memory
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 th...
متن کاملLinear Multistep Methods for Volterra Integral and Integro-Differential Equations
In these appendices we present, successively, I conditions for the existence of a unique solution of (1.1) and (1.2); II three tables of coefficients of forward differentiation formulas, and of two common LM formulas for ODEs, viz., backward differentiation formulas and Adams-Moulton formulas; III two lemmas which are needed in: IV proofs of the main results of this paper, as far as they are no...
متن کاملStochastic Volterra integro-differential equations: stability and numerical methods
We consider the reliability of some numerical methods in preserving the stability properties of the linear stochastic functional differential equation ẋ(t) = αx(t) + β ∫ t 0 x(s)ds+ σx(t− τ )Ẇ (t), where α, β, σ, τ ≥ 0 are real constants, and W (t) is a standard Wiener process. We adopt the shorthand notation of ẋ(t) to represent the differential dx(t) etc. Our choice of test equation is a stoc...
متن کاملA new approach for solving fuzzy linear Volterra integro-differential equations
In this paper, a fuzzy numerical procedure for solving fuzzy linear Volterra integro-differential equations of the second kind under strong generalized differentiability is designed. Unlike the existing numerical methods, we do not replace the original fuzzy equation by a $2times 2$ system ofcrisp equations, that is the main difference between our method and other numerical methods.Error ana...
متن کاملStability of a system of Volterra integro-differential equations
Using new and known forms of Lyapunov functionals, this paper proposes new stability criteria for a system of Volterra integro-differential equations. 2003 Elsevier Science (USA). All rights reserved.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematical Modelling and Analysis
سال: 2019
ISSN: 1392-6292,1648-3510
DOI: 10.3846/mma.2019.029