|
Runge-Kutta theory for Volterra integral equations of the second kind
Authors:
H. Brunner, E. Hairer and S. P. Nørsett
Journal:
Math. Comp. 39 (1982), 147-163
MSC:
Primary 65R20
MathSciNet review:
658219
Full-text PDF Free Access
Abstract |
References |
Similar Articles |
Additional Information
Abstract: The present paper develops the theory of general Runge-Kutta methods for Volterra integral equations of the second kind. The order conditions are derived by using the theory of P-series, which for our problem reduces to the theory of V-series. These results are then applied to two special classes of Runge-Kutta methods introduced by Pouzet and by Beĺtyukov.
- [1]
Enzo
Aparo, Sulla risoluzione numerica delle equazioni integrali di
Volterra di seconda specie, Atti Accad. Naz. Lincei Rend. Cl. Sci.
Fis. Mat. Nat. (8) 26 (1959), 183–188 (Italian). MR 0130127
(23 #B3159)
- [2]
Christopher
T. H. Baker, The numerical treatment of integral equations,
Clarendon Press, Oxford, 1977. Monographs on Numerical Analysis. MR 0467215
(57 #7079)
- [3]
B.
A. Bel′tjukov, An analogue of the Runge-Kutta method for the
solution of nonlinear integral equations of Volterra type,
Differencial′nye Uravnenija 1 (1965), 545–556
(Russian). MR
0195277 (33 #3479)
- [4]
H. Brunner & S. P. Nørsett, Runge-Kutta Theory for Volterra Integral Equations of the Second Kind, Report 1/80, Dept. of Math., NTH-Trondheim, Norway, 1980.
- [5]
J.
C. Butcher, An algebraic theory of integration
methods, Math. Comp. 26 (1972), 79–106. MR 0305608
(46 #4738), http://dx.doi.org/10.1090/S0025-5718-1972-0305608-0
- [6]
J. C. Butcher, "Implicit Runge-Kutta and related methods," in Modern Numerical Methods for Ordinary Differential Equations (G. Hall and J. M. Watt, eds.), Clarendon Press, Oxford, 1976, pp. 136-151. (MR 57 #14454)
- [7]
E.
Hairer and G.
Wanner, Multistep-multistage-multiderivative methods of ordinary
differential equations, Computing (Arch. Elektron. Rechnen)
11 (1973), no. 3, 287–303 (English, with German
summary). MR
0378422 (51 #14590)
- [8]
E.
Hairer and G.
Wanner, On the Butcher group and general multi-value methods,
Computing (Arch. Elektron. Rechnen) 13 (1974), no. 1,
1–15 (English, with German summary). MR 0403225
(53 #7037)
- [9]
E.
Hairer, Order conditions for numerical methods for partitioned
ordinary differential equations, Numer. Math. 36
(1980/81), no. 4, 431–445. MR 614858
(82j:65047), http://dx.doi.org/10.1007/BF01395956
- [10]
E. Hairer, "A fourth-order Beĺtyukov-type method for Volterra integral equations of the second kind." (In preparation.)
- [11]
F.
de Hoog and R.
Weiss, Implicit Runge-Kutta methods for second kind Volterra
integral equations, Numer. Math. 23 (1974/75),
199–213. MR 0373349
(51 #9549)
- [12]
Hubert
Oulès, Sur la résolution numérique de
l’équation intégrale de Volterra de seconde
espèce, C. R. Acad. Sci. Paris 250 (1960),
964–965 (French). MR 0110216
(22 #1096)
- [13]
Hubert
Oulès, Sur l’intégration numérique de
l’équation intégrale de Volterra de seconde
espèce, C. R. Acad. Sci. Paris 250 (1960),
1433–1435 (French). MR 0113283
(22 #4121)
- [14]
P.
Pouzet, Étude en vue de leur traitement numérique des
équations intégrales de type Volterra, Rev.
Franç. Traitement Information Chiffres 6 (1963),
79–112 (French). MR 0152152
(27 #2132)
- [1]
- E. Aparo, "Sulla risoluzione numerica delle equazioni integrali di Volterra di seconda specie," Atti Accad. Naz. Lincei Rend. Cl. Sci. Fis. Mat. Natur., v. 26, 1959, pp. 183-188. (MR 23 #B3159) MR 0130127 (23:B3159)
- [2]
- C. T. H. Baker, The Numerical Treatment of Integral Equations, Clarendon Press, Oxford, 1977, pp. 849-864. MR 0467215 (57:7079)
- [3]
- B. A. Beĺtyukov, "An analogue of the Runge-Kutta method for the solution of nonlinear integral equations of Volterra type," Differential Equations, v. 1, 1965, pp. 417-433. (MR 33 #3479) MR 0195277 (33:3479)
- [4]
- H. Brunner & S. P. Nørsett, Runge-Kutta Theory for Volterra Integral Equations of the Second Kind, Report 1/80, Dept. of Math., NTH-Trondheim, Norway, 1980.
- [5]
- J. C. Butcher, "An algebraic theory of integration methods," Math. Comp., v. 26, 1972, pp. 79-106. (MR 46 #4378) MR 0305608 (46:4738)
- [6]
- J. C. Butcher, "Implicit Runge-Kutta and related methods," in Modern Numerical Methods for Ordinary Differential Equations (G. Hall and J. M. Watt, eds.), Clarendon Press, Oxford, 1976, pp. 136-151. (MR 57 #14454)
- [7]
- E. Hairer & G. Wanner, "Multistep-multistage-multiderivative methods for ordinary differential equations," Computing, v. 11, 1973, pp. 287-303. (MR 51 # 14590) MR 0378422 (51:14590)
- [8]
- E. Hairer & G. Wanner, "On the Butcher group and general multi-value methods," Computing, v. 13, 1974, pp. 1-15. (MR 53 #7037) MR 0403225 (53:7037)
- [9]
- E. Hairer, "Order conditions for numerical methods for partitioned ordinary differential equations," Numer. Math., v. 36, 1981, pp. 431-445. MR 614858 (82j:65047)
- [10]
- E. Hairer, "A fourth-order Beĺtyukov-type method for Volterra integral equations of the second kind." (In preparation.)
- [11]
- F. de Hoog & R. Weiss, "Implicit Runge-Kutta methods for second kind Volterra integral equations," Numer. Math., v. 23, 1975, pp. 199-213. (MR 51 #9549) MR 0373349 (51:9549)
- [12]
- H. Oulès, "Sur la résolution numérique de l'équation intégrale de Volterra de seconde espèce," C. R. Acad. Sci. Paris, v. 250, 1960, pp. 964-965. (MR 22 # 1096) MR 0110216 (22:1096)
- [13]
- H. Oulès, "Sur l'intégration numérique de l'équation integrale de Volterra de seconde espèce," C. R. Acad. Sci. Paris, v. 250, 1960, pp. 1433-1435. (MR 22 #4121) MR 0113283 (22:4121)
- [14]
- P. Pouzet, "Etude en vue de leur traitement numérique des équations intégrales de type Volterra," Rev. Français Traitement Information (Chiffres), v. 6, 1963, pp. 79-112. (MR 27 #2132) MR 0152152 (27:2132)
Similar Articles
Retrieve articles in Mathematics of Computation
with MSC:
65R20
Retrieve articles in all journals
with MSC:
65R20
Additional Information
DOI:
http://dx.doi.org/10.1090/S0025-5718-1982-0658219-8
PII:
S 0025-5718(1982)0658219-8
Keywords:
Volterra integral equations of the second kind,
Runge-Kutta methods,
order conditions
Article copyright:
© Copyright 1982 American Mathematical Society
|