THE BARYCENTRIC RATIONAL DIFFERENCE-QUADRATURE SCHEME FOR SYSTEMS OF VOLTERRA INTEGRO-DIFFERENTIAL EQUATIONS

摘要

In this paper, two applications of linear barycentric rational interpolation are used to derive a difference-quadrature scheme for solving a class of systems of Volterra integro-differential equations of the second kind. The convergence of the proposed method is proved, and the order of convergence is obtained in terms of the parameters of the method. Furthermore, the linear stability of the proposed method with respect to both the basic and convolution test equations is analyzed. All the obtained theoretical results are verified by several numerical experiments.