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JOURNALS // Sibirskii Zhurnal Vychislitel'noi Matematiki // Archive

Sib. Zh. Vychisl. Mat., 2001 Volume 4, Number 2, Pages 179–184 (Mi sjvm393)

This article is cited in 1 paper

The optimal quadratures for numerical solving of integral Volterra equations and the Cauchy problem

A. O. Savchenko

Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences

Abstract: The equations for optimal subgrid points and quadrature coefficients in the problems of numerical solution of integral Volterra equations and the Cauchy problem are obtained. The optimality is regarded as the minimum of the sum of squares of approximation errors in all subgrid points under condition that the last subgrid point is equal to the right end of the subgrid. The optimal points are numerically found for various numbers of subgrid points.

UDC: 518.5+512.83

Received: 24.04.2000
Revised: 27.11.2000



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