Error propagation in an explicit and an implicit numerical method for Volterra integro-differential equations
Numerical Analysis
2023-07-25 v1 Numerical Analysis
Abstract
We study error propagation in both an explicit and an implicit method for solving Volterra integro-differential equations. We determine the relationship between local and global errors. We derive upper bounds for the global error, and show that the global order for both methods is expected to be first-order. A few numerical examples illustrate our results.
Keywords
Cite
@article{arxiv.2307.12196,
title = {Error propagation in an explicit and an implicit numerical method for Volterra integro-differential equations},
author = {J. S. C. Prentice},
journal= {arXiv preprint arXiv:2307.12196},
year = {2023}
}
Comments
14p, 5 figs