Continuous linear multistep method for the general solution of first order initial value problems for Volterra integro-differential equations

Abstract

Purpose The purpose of this paper is to develop a block method of order five for the general solution of the first-order initial value problems for Volterra integro-differential equations (VIDEs). Design/methodology/approach A collocation approximation method is adopted using the shifted Legendre polynomial as the basis function, and the developed method is applied as simultaneous integrators on the first-order VIDEs. Findings The new block method possessed the desirable feature of the Runge–Kutta method of being self-starting, hence eliminating the use of predictors. Originality/value In this paper, some information about solving VIDEs is provided. The authors have presented and illustrated the collocation approximation method using the shifted Legendre polynomial as the basis function to investigate solving an initial value problem in the class of VIDEs, which are very difficult, if not impossible, to solve analytically. With the block approach, the non-self-starting nature associated with the predictor corrector method has been eliminated. Unlike the approach in the predictor corrector method where additional equations are supplied from a different formulation, all the additional equations are from the same continuous formulation which shows the beauty of the method. However, the absolute stability region showed that the method is A-stable, and the application of this method to practical problems revealed that the method is more accurate than earlier methods.