Application of a second derivative multi-step method to numerical solution of Volterra integral equation of second kind.

Galina Mehdiyeva; Mehriban Imanova; Vagif Ibrahimov

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Application of a second derivative multi-step method to numerical solution of Volterra integral equation of second kind.

Author(s)

Galina Mehdiyeva Department of Computational mathematics, Baku State University, Baku, Azerbaijan

Mehriban Imanova Department of Computational mathematics, Baku State University, Baku, Azerbaijan

Vagif Ibrahimov Department of Computational mathematics, Baku State University, Baku, Azerbaijan

Abstract

As is known, many problems of natural science are reduced mainly to the solution of nonlinear Volterra integral equations. The method of quadratures that was first applied by Volterra to solving variable boundary integral equations is popular among numerical methods for the solution of such equations. At present, there are different modifications of the method of quadratures that have bounded accuracies. Here we suggest a second derivative multistep method for constructing more exact methods.

Publication Details

Page(s) 245-258

DOI DOI not available

Published Journal: Pakistan Journal of Statistics and Operation Research, Volume: 8, Issue: 2, Year: 2012

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