Collocation methods for Volterra integral and integro-differential equations: A review

A Cardone, D Conte, R D'Ambrosio, B Paternoster - axioms, 2018 - mdpi.com
We present a collection of recent results on the numerical approximation of Volterra integral
equations and integro-differential equations by means of collocation type methods, which …

Multivalue collocation methods for ordinary and fractional differential equations

A Cardone, D Conte, R D'Ambrosio, B Paternoster - Mathematics, 2022 - mdpi.com
The present paper illustrates some classes of multivalue methods for the numerical solution
of ordinary and fractional differential equations. In particular, it focuses on two-step and …

Multistep collocation methods for Volterra integral equations

D Conte, B Paternoster - Applied numerical mathematics, 2009 - Elsevier
We introduce multistep collocation methods for the numerical integration of Volterra Integral
Equations, which depend on the numerical solution in a fixed number of previous time steps …

The barycentric rational predictor-corrector schemes for Volterra integral equations

A Abdi, JP Berrut, H Podhaisky - Journal of Computational and Applied …, 2024 - Elsevier
This paper introduces a family of barycentric rational predictor-corrector schemes based on
the Floater–Hormann family of linear barycentric rational interpolants (LBRIs) for the …

[PDF][PDF] On the stability of ϑ-methods for stochastic Volterra integral equations

D Conte, R D'Ambrosio, B Paternoster - Discr. Cont. Dyn. Sys …, 2018 - academia.edu
The paper is focused on the analysis of stability properties of a family of numerical methods
designed for the numerical solution of stochastic Volterra integral equations. Stability …

Two-step almost collocation methods for ordinary differential equations

R D'Ambrosio, M Ferro, Z Jackiewicz… - Numerical Algorithms, 2010 - Springer
A new class of two-step Runge-Kutta methods for the numerical solution of ordinary
differential equations is proposed. These methods are obtained using the collocation …

Multistep collocation methods for Volterra integro-differential equations

A Cardone, D Conte - Applied Mathematics and Computation, 2013 - Elsevier
Multistep collocation methods for Volterra integro-differential equations are derived and
analyzed. They increase the order of convergence of classical one-step collocation …

An hp-version of the discontinuous Galerkin time-stepping method for Volterra integral equations with weakly singular kernels

L Wang, H Tian, L Yi - Applied Numerical Mathematics, 2021 - Elsevier
We develop and analyze an hp-version of the discontinuous Galerkin time-stepping method
for linear Volterra integral equations with weakly singular kernels. We derive a priori error …

Improved ϑ-methods for stochastic Volterra integral equations

D Conte, R D'Ambrosio, B Paternoster - Communications in Nonlinear …, 2021 - Elsevier
The paper introduces improved stochastic ϑ-methods for the numerical integration of
stochastic Volterra integral equations. Such methods, compared to those introduced by the …

Exponentially fitted two-step Runge–Kutta methods: construction and parameter selection

R D'Ambrosio, E Esposito, B Paternoster - Applied Mathematics and …, 2012 - Elsevier
We derive exponentially fitted two-step Runge–Kutta methods for the numerical solution of
y′= f (x, y), specially tuned to the behaviour of the solution. Such methods have …