Volterra积分方程的快速多步配置法及块边值法分析-计算数学专业论文.docxVIP

哈尔滨工业大学理学硕士学位论文 哈尔滨工业大学理学硕士学位论文 - - II - Abstract The numerical approximation of differential equations and integral equations has been one of the principal concerns of numerical analysis. It is still a very active field of research due to the proposition of new methods and the appearance of new problems. Here, we mainly concern with two kinds of numerical methods, namely multistep collocation (MC) methods and block boundary value methods (B2VMs). The classical numerical methods are extended to solve some new problems. Multistep collocation methods are high convergence and easy to be constructed. It is known that the numerical treatment of Volterra integral equations (VIEs) has a very high computational cost, since, for each time step, we have to compute the history term (lag term). It is important to seek for numerical methods which can pull down the computational cost. Firstly, fast multistep collocation methods are proposed for VIEs with convolution kernel by making use of discretized inverse Laplace transformation. It is proved that new methods own both high order of convergence and efficient implementation, which needs less cost in time and space. Moreover, the fast methods can preserve the convergence and stability of the original methods. B2VMs are relatively new and efficient numerical methods. Differs from multistep methods, which are step-by-step approach, B2VMs are called global methods. In the second part of this paper, we applied B2VMs and reducible quadrature to neutral Volterra delay integro-differential equations. It is proved that every A-stable B2VMs can preserve the delay-independent asymptotic stability of the analytic solution under some certain conditions. The new methods in the first part give an efficient approach for solving VIEs, which avoid the very high computational cost both in time and space. It makes the multistep collocation methods more practical for VIEs. The problem in the second part contains several kinds of numerical problems,