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The Computer Journal 1967 10(1):101-107; doi:10.1093/comjnl/10.1.101
© 1967 by British Computer Society
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Numerical solution of linear differential equations and Volterra's integral equation using Lobatto quadrature formula

M. K. Jain and K. D. Sharma *

Department of Mathematics, Indian Institute of Technology, Hauz Khas, New Delhi, India

This paper describes a one-step method based on the Lobatto four-point quadrature formula for the numerical solution of the differential equation

[equation: see PDF]

. The method has been extended to the linear differential equation

[equation: see PDF]

and to Volterra's linear integral equation of the second kind. In the case of ordinary linear second-order differential equation, a computational and theoretical comparison of the new method with other methods is also discussed.


* Department of Mathematics, Indian Institute of Technology, Hauz Khas, New Delhi-29, India.


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