Application of the block backward differential formula for numerical solution of Volterra integro-differential equations

In this paper, we consider an implicit block backward differentiation formula (BBDF) for solving Volterra Integro-Differential Equations (VIDEs). The approach given in this paper leads to numerical methods for solving VIDEs which avoid the need for special starting procedures. Convergence order and linear stability properties of the methods are analyzed. Also, methods with extensive stability region of orders ۲, ۳ and ۴ are constructed which are suitable for solving stiff VIDEs.

Keywords:

Volterra integro-differential equations , Block methods , Backward differential formula