Collocation methods for Volterra integral and integro-differential equations: a review (Q2305869)

Summary: We present a collection of recent results on the numerical approximation of Volterra integral equations and integro-differential equations by means of collocation type methods, which are able to provide better balances between accuracy and stability demanding. We consider both exact and discretized one-step and multistep collocation methods, and illustrate main convergence results, making some comparisons in terms of accuracy and efficiency. Some numerical experiments complete the paper.