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Discretization of Volterra integral equations of the first kind (II)

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In the present paper integral equations of the first kind associated with strictly monotone Volterra integral operators are solved by projecting the exact solution of such an equation into the spaceS (−1) m (Z N ) of piecewise polynomials of degreem≧0, possessing jump discontinuities on the setZ N of knots. Since the majority of “direct” one-step methods (including the higher-order block methods) result from particular discretizations of the moment integrals occuring in the above projection method we obtain a unified convergence analysis for these methods; in addition, the above approach yields the tools to deal with the question of the connection between the location of the collocation points used to determine the projection inS (−1) m (Z N ) and the order of convergence of the method.

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This research was supported by the National Research Council of Canada (Grant No. A-4805)

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Brunner, H. Discretization of Volterra integral equations of the first kind (II). Numer. Math. 30, 117–136 (1978). https://doi.org/10.1007/BF02042940

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