In this paper, we present a novel and exible numerical method to solvenon-standard Volterra integral equations of the second kind. Starting from the mean-value theorem for integrals we give theoretical results that allow associating to each Volterra integral equation a system of non-linear equations that is solved by mean of a numerical method. The algorithm produces very accurate numerical solutions and it is very fast. To test the tness of our method, we applied it to some examples.

Non-standard Volterra integral equations: a mean-value theorem numerical approach / DE ANGELIS, Paolo; DE MARCHIS, Roberto; Martire, ANTONIO LUCIANO; Patri', Stefano. - In: APPLIED MATHEMATICAL SCIENCES. - ISSN 1312-885X. - 14:9(2020), pp. 423-432. [10.12988/ams]

Non-standard Volterra integral equations: a mean-value theorem numerical approach

Paolo De Angelis;Roberto De Marchis;Antonio Luciano Martire
;
Stefano Patrì
2020

Abstract

In this paper, we present a novel and exible numerical method to solvenon-standard Volterra integral equations of the second kind. Starting from the mean-value theorem for integrals we give theoretical results that allow associating to each Volterra integral equation a system of non-linear equations that is solved by mean of a numerical method. The algorithm produces very accurate numerical solutions and it is very fast. To test the tness of our method, we applied it to some examples.
2020
Non-standard Volterra integral equations; mean-value theorem; american put
01 Pubblicazione su rivista::01a Articolo in rivista
Non-standard Volterra integral equations: a mean-value theorem numerical approach / DE ANGELIS, Paolo; DE MARCHIS, Roberto; Martire, ANTONIO LUCIANO; Patri', Stefano. - In: APPLIED MATHEMATICAL SCIENCES. - ISSN 1312-885X. - 14:9(2020), pp. 423-432. [10.12988/ams]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1419946
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