Skip to main content
Log in

Natural Continuous Extensions of Runge-Kutta methods for Volterra integrodifferential equations

  • Published:
Numerische Mathematik Aims and scope Submit manuscript

Summary

In this paper we deal with a very general class of Runge-Kutta methods for the numerical solution of Volterra integrodifferential equations. Our main contribution is the development of the theory of Natural Continuous Extensions (NCEs), i.e. piecewice polynomial functions which interpolate the values given by the RK-method at the mesh points. The particular features of these NCEs allow us to construct tail approximations which are quite efficient since they require a minimal number of kernel evaluations.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Baker, C.T.H.: Initial value problems for Volterra integrodifferential equations. In: Modern numerical methods for ordinary differential equations (G. Hall, J. Watt, eds.), pp. 296–307. Oxford: Clarendon Press 1976

    Google Scholar 

  2. Baker, C.T.H., Makroglou, A., Short, E.: Regions of stability in the numerical treatment of Volterra integro-differential equations. SIAM J. Numer. Anal.16, 890–910 (1979)

    Article  Google Scholar 

  3. Bellen, A.: Constrained mesh methods for functional differential equations. ISNM74, 52–70 (1985)

    Google Scholar 

  4. Bellen, A., Jackiewicz, Z., Vermiglio, R., Zennaro, M.: Natural continuous extensions of Runge-Kutta methods for Volterra integral equations of second kind and their applications. (preprint)

  5. Bellen, A., Zennaro, M.: Stability properties of interpolants for Runge-Kutta methods. SIAM J. Numer. Anal. (to appear)

  6. Brunner, H.: Implicit Runge-Kutta methods of optimal order for Volterra integro-differential equations. Math. Comput.42, 95–109 (1984)

    Google Scholar 

  7. Brunner, H.: The Application of the variation of constants formulas in numerical analysis of integral and integro-differential equations. Utilitas Math.19, 255–290 (1981)

    Google Scholar 

  8. Brunner, H., Hairer, E., Norsett, S.P.: Runge-Kutta theory for volterra integral equations of second kind. Math. Comput.39, 147–163 (1982)

    Google Scholar 

  9. Brunner, H., Van der Houwen, P.: The numerical solution of Volterra equations. Amsterdam: North-Holland (1986)

    Google Scholar 

  10. Chawla, M.M., Sharma, S.R.: Absolute Stability of explicit Runge-Kutta Nystrom methods fory″=f(x, y, y′). J. Comput. Appl. Math.10, 163–168 (1984)

    Article  Google Scholar 

  11. Cryer, C.W.: Numerical methods for functional differential equations. In: Delay and functional differential equations and their applications (K. Schmitt, ed.), pp. 17–101. New York, London: Academic Press (1972)

    Google Scholar 

  12. Fine, J.M.: Low Order practical Runge Kutta Nystrom methods. Computing. (to appear)

  13. Gear, C.W.: The stability of numerical methods for second order ordinary differential equations. Siam J. Numer. Anal.15, 188–197 (1978)

    Article  Google Scholar 

  14. Hairer, E.: Order conditions for numerical methods for partitioned ordinary differential equations. Numer. Math.36, 431–445 (1981)

    Google Scholar 

  15. Lubich, C.: Numerische Behandlung Volterrascher Integrodifferentialgleichungen. Diploma Thesis. Univ. Innsbruck 1981

  16. Lubich, C.: Runge-Kutta theory for Volterra integrodifferential equations. Numer. Math.40, 119–135 (1982)

    Google Scholar 

  17. Zennaro, M.: Natural continuous extensions of Runge-Kutta methods. Math. Comput.46, 119–133 (1986)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Vermiglio, R. Natural Continuous Extensions of Runge-Kutta methods for Volterra integrodifferential equations. Numer. Math. 53, 439–458 (1988). https://doi.org/10.1007/BF01396328

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01396328

Subject Classifications

Navigation