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The iterative correction method for Volterra integral equations

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Abstract

We show that the (n − 1)-fold application of an iterative correction technique to the iterated collocation solution corresponding to the one-point Gauss collocation solution for a Volterra integral equation of the second kind l6eads to a significant improvement in the precision of these approximations: the resulting rate of (global) convergence is\(\mathcal{O}\left( {h^n } \right)\).

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The work of first author has been supported by the Natural Sciences and Engineering Research Council of Canada (Research Grant OGP0009406).

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Brunner, H., Qun, L. & Ningning, Y. The iterative correction method for Volterra integral equations. Bit Numer Math 36, 221–228 (1996). https://doi.org/10.1007/BF01731980

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  • DOI: https://doi.org/10.1007/BF01731980

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