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Runge-Kutta theory for Volterra and Abel integral equations of the second kind
Author:
Ch. Lubich
Journal:
Math. Comp. 41 (1983), 87-102
MSC:
Primary 65R20
MathSciNet review:
701626
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Additional Information
Abstract: The present paper develops the local theory of general Runge-Kutta methods for a broad class of weakly singular and regular Volterra integral equations of the second kind. Further, the smoothness properties of the exact solutions of such equations are investigated.
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- M. Abramowitz & I. A. Stegun (Editors), Handbook of Mathematical Functions, Dover, New York, 1964.
- [2]
- U. an der Heiden, Analysis of Neural Networks, Lecture Notes in Biomathematics, Vol. 35, Springer-Verlag, Berlin, Heidelberg, New York, 1980. MR 617008 (84b:92020)
- [3]
- H. Brunner, E. Hairer & S. P. Nørsett, "Runge-Kutta theory for Volterra integral equations of the second kind," Math. Comp., v. 39, 1982, pp. 147-163. MR 658219 (83f:65203)
- [4]
- H. Brunner & S. P. Nørsett, "Superconvergence of collocation methods for Volterra and Abel integral equations of the second kind," Numer. Math. v. 36, 1981, pp. 347-358. MR 614853 (83e:65202)
- [5]
- H. Brunner & H. J. J. te Riele, Volterra-Type Integral Equations of the Second Kind with Non-Smooth Solutions: High-Order Methods Based on Collocation Techniques, Report NW 118, Mathematisch Centrum, Amsterdam, 1982.
- [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.
- [7]
- F. de Hoog & R. Weiss, "High order methods for a class of Volterra integral equations with weakly singular kernels," SIAM J. Numer. Anal., v. 11, 1974, pp. 1166-1180. MR 0368458 (51:4699)
- [8]
- E. Hairer & G. Wanner, "On the Butcher group and general multi-value methods," Computing, v. 13, 1974, pp. 1-15. MR 0403225 (53:7037)
- [9]
- R. K. Miller & A. Feldstein, "Smoothness of solutions of Volterra integral equations with weakly singular kernels," SIAM J. Math. Anal., v. 2, 1971, pp. 242-258. MR 0287258 (44:4465)
- [10]
- S. P. Nørsett & G. Wanner, "The real-pole sandwich for rational approximations and oscillation equations," BIT, v. 19, 1979, pp. 79-94. MR 530118 (81d:65040)
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- H. Oules, "Resolution numérique d'une équation intégrale singulière," Rev. Française Traitement Information, v. 7, 1964, pp. 117-124. MR 0172478 (30:2697)
- [12]
- P. Pouzet, "Etude en vue de leur traitement numérique des équations intégrales de type Volterra," Rev. Française Traitement Information, v. 6, 1963, pp. 79-112. MR 0152152 (27:2132)
- [13]
- H. J. J. te Riele, Collocation Methods for Weakly Singular Second Kind Volterra Integral Equations with Non-Smooth Solution, Report NW 115, Mathematisch Centrum, Amsterdam, 1981.
- [14]
- B. Ferebee, The Tangent Approximation to One-Sided Brownian Exit Densities, Univ. Heidelberg, SFB 123, Techn. Rep. Nr. 138, 1981. MR 679677 (84c:60120)
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Additional Information
DOI:
http://dx.doi.org/10.1090/S0025-5718-1983-0701626-6
PII:
S 0025-5718(1983)0701626-6
Article copyright:
© Copyright 1983 American Mathematical Society
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