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Research of a Multistep Method Applied to Numerical Solution of Volterra Integro-Differential Equation

Authors: G.Mehdiyeva, V.Ibrahimov, M.Imanova


Solution of some practical problems is reduced to the solution of the integro-differential equations. But for the numerical solution of such equations basically quadrature methods or its combination with multistep or one-step methods are used. The quadrature methods basically is applied to calculation of the integral participating in right hand side of integro-differential equations. As this integral is of Volterra type, it is obvious that at replacement with its integrated sum the upper limit of the sum depends on a current point in which values of the integral are defined. Thus we receive the integrated sum with variable boundary, to work with is hardly. Therefore multistep method with the constant coefficients, which is free from noted lack and gives the way for finding it-s coefficients is present.

Keywords: Finite-Difference Methods, initial value problem, Volterra integro-differential equations, multistepmethods

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