Natural continuous extension of Runge-Kutta methods for Volterra integrodiffential equations (Q1094127)

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Natural continuous extension of Runge-Kutta methods for Volterra integrodiffential equations
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    Natural continuous extension of Runge-Kutta methods for Volterra integrodiffential equations (English)
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    1988
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    We deal with a very general class of Runge-Kutta (RK) methods for numerical solution of Volterra integrodifferential equations. Our main contribution is the development of the theory of natural continuous extensions (NCEs), i.e. piecewise 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.
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    Runge-Kutta (RK) methods
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    Volterra integrodifferential equations
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    natural continuous extensions
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    piecewise polynomial functions
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    minimal number of kernel evaluations
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