Implicit Runge-Kutta methods for singularly perturbed integro-differential systems (Q1902075)

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Implicit Runge-Kutta methods for singularly perturbed integro-differential systems
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    Implicit Runge-Kutta methods for singularly perturbed integro-differential systems (English)
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    7 July 1996
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    In order to analyze the effective order of convergence of implicit Runge-Kutta methods for systems of singularly perturbed Volterra integro-differential equations of the form \[ y'(t) = f\biggl(y(t), z(t), \int^t_0 k(t,y(s), z(s)) ds\biggr),\quad \varepsilon z'(t) = g\biggl(y(t), z(t), \int^t_0 \ell(t,y(s), z(s)) ds\biggr),\tag{1} \] with \(t \in [0,T]\) and \(0 < \varepsilon \ll 1\), the author shows that this system can be reformulated as a system of singularly perturbed ordinary differential equations in a suitable Banach space setting, such that the transformation leaves the Runge-Kutta approximations invariant. Since sharp convergence results for singularly perturbed ordinary differential equations have been derived by \textit{E. Hairer, Ch. Lubich} and \textit{M. Roche} [BIT 28, No. 3, 678-700 (1988; Zbl 0657.65093)], those results apply to the reformulated problem and lead to global order estimates for extended Pouzet-Volterra-Runge-Kutta methods for (1). A numerical example is used to illustrate the theory.
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    convergence
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    implicit Runge-Kutta methods
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    systems of singularly perturbed Volterra integro-differential equations
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    extended Pouzet-Volterra-Runge-Kutta methods
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    numerical example
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