Solving Volterra Integrodifferential Equations via Diagonally Implicit Multistep Block Method

Author:

Baharum Nur Auni1,Abdul Majid Zanariah12ORCID,Senu Norazak12ORCID

Affiliation:

1. Institute for Mathematical Research, Universiti Putra Malaysia, 43400 Serdang, Selangor, Malaysia

2. Mathematics Department, Faculty of Science, Universiti Putra Malaysia, 43400 Serdang, Selangor, Malaysia

Abstract

The performance of the numerical computation based on the diagonally implicit multistep block method for solving Volterra integrodifferential equations (VIDE) of the second kind has been analyzed. The numerical solutions of VIDE will be computed at two points concurrently using the proposed numerical method and executed in the predictor-corrector (PECE) mode. The strategy to obtain the numerical solution of an integral part is discussed and the stability analysis of the diagonally implicit multistep block method was investigated. Numerical results showed the competence of diagonally implicit multistep block method when solving Volterra integrodifferential equations compared to the existing methods.

Funder

Fundamental Research Grant Scheme

Publisher

Hindawi Limited

Subject

Mathematics (miscellaneous)

Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Boole's Strategy in Multistep Block Method for Volterra Integro-Differential Equation;Malaysian Journal of Mathematical Sciences;2022-04-29

2. Numerical Solution of Volterra Integro–Differential Equation Using 6th Order Runge-Kutta Method;Journal of Physics: Conference Series;2021-03-01

3. A Novel Numerical Method for Solving Volterra Integro-Differential Equations;International Journal of Applied and Computational Mathematics;2019-12-23

4. Numerical Solution of Functional Volterra–Hammerstein Integro-differential Equations of Order Two;Iranian Journal of Science and Technology, Transactions A: Science;2019-11-06

5. Minimizing an Insurer’s Ultimate Ruin Probability by Reinsurance and Investments;Mathematical and Computational Applications;2019-02-02

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