Uniform \(l^1\) behavior in the Crank-Nicolson methods for a linear Volterra equation with convex kernel (Q2017955)

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Uniform \(l^1\) behavior in the Crank-Nicolson methods for a linear Volterra equation with convex kernel
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    Uniform \(l^1\) behavior in the Crank-Nicolson methods for a linear Volterra equation with convex kernel (English)
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    23 March 2015
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    The author studies the time discretization of the Cauchy problem \[ u_t+\int _0^t\beta(t-s)Lu(s)ds=0,\, t>0, \,u(0)=u_0, \] where \(L\) is a self-adjoint densely defined linear operator on the Hilbert space having a complete eigensystem \({\{\lambda_m,\varphi_m\}}_{m=1}^\infty\). The kernel \(\beta\in C(0,\infty)\cap L^1(0,1)\) is real-valued, nonnegative, nonincreasing and convex, \(-\beta '\) is also convex. The discretization in time is based on using the Crank-Nicolson method and on the trapezoidal rule. The integral term is also approximated by the trapezoidal rule. Uniform error estimates are also studied and some numerical examples are given.
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    linear Volterra integro-differential equation
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    Crank-Nicolson method
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    \(l_1\) stability
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    uniform convergence
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    Cauchy problem
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    error estimate
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    numerical example
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