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Numerical methods based on the Floater-Hormann interpolants for stiff VIEs. (English) Zbl 1450.65179

Summary: The Floater-Hormann family of the barycentric rational interpolants has recently gained popularity because of its excellent stability properties and highly order of convergence. The purpose of this paper is to design highly accurate and stable schemes based on this family of interpolants for the numerical solution of stiff Volterra integral equations of the second kind.

MSC:

65R20 Numerical methods for integral equations
65D05 Numerical interpolation
65L20 Stability and convergence of numerical methods for ordinary differential equations
45D05 Volterra integral equations

Software:

Chebfun; Matlab
Full Text: DOI

References:

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