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Analytical and Numerical Methods for Volterra Equations

Peter Linz


SIAM Studies in Applied Mathematics 7

Presents an aspect of activity in integral equations methods for the solution of Volterra equations for those who need to solve real-world problems. Since there are few known analytical methods leading to closed-form solutions, the emphasis is on numerical techniques. The major points of the analytical methods used to study the properties of the solution are presented in the first part of the book. These techniques are important for gaining insight into the qualitative behavior of the solutions and for designing effective numerical methods. The second part of the book is devoted entirely to numerical methods.

The author has chosen the simplest possible setting for the discussion, the space of real functions of real variables. The text is supplemented by examples and exercises.

Contents

Some Applications of Volterra Equations; Linear Volterra Equations of the Second Kind; Nonlinear Equations of the Second Kind; Equations of the First Kind; Convolution Equations; The Numerical Solution of Equations of the Second Kind; Product Integration Methods for Equations of the Second Kind; Equations of the First Kind with Differentiable Kernels; Equations of the Abel Type; Integrodifferential Equations; Some Computer Programs; Case Studies.

1985 / xiii + 227 pages / Hardcover / ISBN-13: 978-0-898711-98-1 / ISBN-10: 0-89871-198-3 /
List Price $83.00 / SIAM Member Price $58.10 / Order Code AM07
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