A multistep Legendre pseudo-spectral method for Volterra integral equations

摘要

In this paper, we extend the single-step pseudo-spectral method for Volterra integral equations of the second kind to the multistep pseudo-spectral method. We also analyze the convergence of the hp-version of the multistep pseudo-spectral method under the L2-norm, and show that the scheme enjoys high order accuracy and can be implemented in a stable and efficient manner. In addition, it is very suitable for long time calculations and large step size situations. Numerical experiments confirm theoretical expectations.