Collocation Methods for Volterra Integral and Related Functional Differential Equations

The first comprehensive guide to the analysis of collocation methods for a wide class of initial-value problems, including equations with delay arguments. It describes important problems and directions for future research. Also includes numerous exercises, a vast bibliography with historical commentary, and important applications to modelling biological and physical phenomena.

Collocation based on piecewise polynomial approximation represents a powerful class of methods for the numerical solution of initial-value problems for functional differential and integral equations arising in a wide spectrum of applications, including biological and physical phenomena. The present book introduces the reader to the general principles underlying these methods and then describes in detail their convergence properties when applied to ordinary differential equations, functional equations with (Volterra type) memory terms, delay equations, and differential-algebraic and integral-algebraic equations. Each chapter starts with a self-contained introduction to the relevant theory of the class of equations under consideration. Numerous exercises and examples are supplied, along with extensive historical and bibliographical notes utilising the vast annotated reference list of over 1300 items. In sum, Hermann Brunner has written a treatise that can serve as an introduction for students, a guide for users, and a comprehensive resource for experts.