Generalized convolution quadrature based on Runge-Kutta methods (Q303646)
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English | Generalized convolution quadrature based on Runge-Kutta methods |
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Generalized convolution quadrature based on Runge-Kutta methods (English)
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22 August 2016
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The authors use a particular case of the Runge-Kutta method with the variable step, that satisfies the assumption \[ |R(z)|\leq 1, \qquad \text{for}\quad \operatorname{Re}z \leq 0, \] where \( R(z)\) is stability function of the method. This case is applied to approximate, so to say, the convolution equation \[ \int_{0}^{t}k(t- \tau) \phi (\tau)d\tau = g(t),\qquad t\in [0,T], \] where the kernel \(k\) is defined as the inverse Laplace transform of a given transfer operator \( K \). This method is compared with the implicit Euler method for an example.
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convolution equation
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Runge-Kutta method
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stability function
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