Runge-Kutta theory for Volterra integral equations of the second kind

Author:

Brunner H.,Hairer E.,Nørsett S. P.

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.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,Computational Mathematics,Algebra and Number Theory

Reference14 articles.

1. Sulla risoluzione numerica delle equazioni integrali di Volterra di seconda specie;Aparo, Enzo;Atti Accad. Naz. Lincei Rend. Cl. Sci. Fis. Mat. Nat. (8),1959

2. Monographs on Numerical Analysis;Baker, Christopher T. H.,1977

3. An analogue of the Runge-Kutta method for the solution of nonlinear integral equations of Volterra type;Bel′tjukov, B. A.;Differencial\cprime nye Uravnenija,1965

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. An algebraic theory of integration methods;Butcher, J. C.;Math. Comp.,1972

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