Volterra Integral Equations with Vanishing Delay

Iterated Collocation Methods for Volterra Integral Equations with Delay Arguments

In this paper we give a complete analysis of the global convergence and local superconvergence properties of piecewise polynomial collocation for Volterra integral equations with constant delay. This analysis includes continuous collocation-based Volterra-Runge-Kutta methods as well as iterated collocation methods and their discretizations.

Convergence of the sinc method applied to delay Volterra integral equations

‎In this paper‎, ‎the numerical solutions of linear and nonlinear Volterra integral‎ ‎equations with nonvanishing delay are considered by two methods‎. ‎The methods are developed by means of‎ ‎the sinc approximation with the single exponential (SE) and double exponential (DE)‎ ‎transformations‎. ‎The existence and uniqueness of sinc-collocation solutions for these equations are provided‎. ‎Thes...

COLLOCATION METHOD FOR FREDHOLM-VOLTERRA INTEGRAL EQUATIONS WITH WEAKLY KERNELS

In this paper it is shown that the use of‎ ‎uniform meshes leads to optimal convergence rates provided that‎ ‎the analytical solutions of a particular class of‎ ‎Fredholm-Volterra integral equations (FVIEs) are smooth‎.

Stochastic Volterra integral equations with a parameter

Discretization of Volterra Integral Equations

We show that various (discrete) methods for the approximate solution of Volterra (and Abel) integral equations of the first kind correspond to some discrete version of the method of (recursive) collocation in the space of (continuous) piecewise polynomials. In a collocation method no distinction has to be made between equations with regular or weakly singular kernels; the regularity or nonregul...