MULTILEVEL CORRECTION FOR COLLOCATION SOLUTIONS OF VOLTERRA NONL INEARINTEGRO-DIFFERENTIAL EQUATIONS

1. IntroductionWe consider a Volterra integro-differential equationwith initial condition u(0) = not where f, P, k are continuous on their respective domainsJ, JxR and axs (n:~ {(t,s): 05s5t5T}) such that (1.l) possesses a unique solutionu E C'(J).It has been shown in 1] that the collocation approximation for (1.1) by discolltinuous piece--wise polynomial spline collocation at the Gauss points restore optimal local superconvergenceat the knots but does not yield global superconvergence on…

MULTILEVEL CORRECTION FOR COLLOCATION SOLUTIONS OF VOLTERRA NONLINEAR INTEGRO-DIFFERENTIAL EQUATIONS

In this paper we give a complete analysis of the convergence acceleration method for collocation solutions of Volterra nonlinear integro-differential equations with smooth kernels. It will be shown that when continuous piecewise polynomials of degree m are used and collocation is based on the Lobatto points, the first derivative of this collocation approximation admits, at the knots, an error expansion in even powers of the step-size h, beginning with a term in h2m. On the basis of this expansion we show that when a correction procedure is applied to this collocation approximation for k times, the global accurary of the corresponding corrected approximation will be increased to O(h2m(k 1)).