COLVI2: Collocation for Volterra Integral Equations of the Second Kind

Problem class:

Systems of Nonlinear Volterra Integral Equations of the Second Kind.

Method:

The algorithm is based on polynomial spline collocation, with the possibility of combination with the corresponding iterated collocation. It exploits certain local superconvergence properties for the error estimation and the stepsize strategy.

Language:

Fortran 77

Published as:

Algorithm 689, Discretized collocation and iterated collocation for nonlinear Volterra integral equations of the second kind
J.G. Blom & H. Brunner
ACM Trans. Math. Softw., Vol. 17, No. 2, pp. 167-177 (1991).

Companion paper:

The numerical solution of nonlinear Volterra integral equations of the second kind by collocation and iterated collocation methods
J.G. Blom & H. Brunner
SIAM J. Sci. Statist. Comput., Vol. 8, No. 5, pp. 806-830 (1987).

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