The numerical analysis of implicit Runge-Kutta methods for a certain nonlinear integro-differential equation

Author:

Yuan Wei,Tang Tao

Abstract

In this paper and in an earlier 1987 paper, the mathematical theory and numerical methods for the nonlinear integro-differential equation \[ u ( t ) + p ( t ) u ( t ) + 0 t k ( t , s ) u ( t s ) u ( s ) d s = q ( t ) , 0 t T , u ( 0 ) = u 0 \begin {array}{*{20}{c}} {u’(t) + p(t)u(t) + \int _0^t {k(t} ,s)u(t - s)u(s)\,ds = q(t),\quad 0 \leq t \leq T,} \hfill \\ {u(0) = {u_0}} \hfill \\ \end {array} \] are considered. Equations of this type occur as model equations for describing turbulent diffusion. Previously, the existence and uniqueness properties of the solutions of the model equation were solved completely, and a class of implicit Runge-Kutta methods with m stages for the approximate solution of the model equation was introduced. In this paper, we give a further numerical analysis of these methods. It is proved that the implicit Runge-Kutta methods with n stages are of optimal approximation order p = 2 m p = 2m . Some computational examples are given.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,Computational Mathematics,Algebra and Number Theory

Reference23 articles.

1. Collocation methods for second-order Volterra integro-differential equations;Aguilar, M.;Appl. Numer. Math.,1988

2. C. T. H. Baker, Initial value problems for Volterra integro-differential equations, in Modern Numerical Methods for Ordinary Differential Equations (G. Hall and J. M. Watt, eds.), Clarendon Press, Oxford, 1976, pp. 296-307.

3. On the numerical solution of nonlinear Volterra integro-differential equations;Brunner, H.;Nordisk Tidskr. Informationsbehandling (BIT),1973

4. Implicit Runge-Kutta methods of optimal order for Volterra integro-differential equations;Brunner, Hermann;Math. Comp.,1984

5. Stability of numerical methods for Volterra integro-differential equations;Brunner, H.;Computing (Arch. Elektron. Rechnen),1974

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