A third order,semi-explicit method in the numerical solution of first kind Volterra integral equations |
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Authors: | Malcolm S. Keech |
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Affiliation: | (1) Department of Mathematics, University of Manchester, M13 9PL Manchester, England |
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Abstract: | We present a new numerical method for the solution of nonsingular Volterra integral equations of the first kind. It belongs to a new class of methods that are semi-explicit, provide self-starting algorithms and possess favourable stability properties. The third order convergence of the particular method exhibited is established, under suitable conditions, and numerical results are illustrated. |
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Keywords: | semi-explicit methods self-starting stable firt kind Volterra equations |
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