We study error propagation in both an explicit and an implicit method for solving Volterra integro-differential equations. We determine the relationship between local and global errors. We derive upper bounds for the global error, and show that the global order for both methods is expected to be first-order. A few numerical examples illustrate our results.
翻译:我们研究求解Volterra积分-微分方程的显式与隐式方法中的误差传播。我们确定了局部误差与全局误差之间的关系。推导了全局误差的上界,并证明两种方法预期均具有一阶全局精度。若干数值算例验证了我们的结论。