Stability analysis of the de Hoog and Weiss implicit Runge-Kutta methods for the Volterra integral and integrodifferential equations (Q913473)
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English | Stability analysis of the de Hoog and Weiss implicit Runge-Kutta methods for the Volterra integral and integrodifferential equations |
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Stability analysis of the de Hoog and Weiss implicit Runge-Kutta methods for the Volterra integral and integrodifferential equations (English)
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1990
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Using an approach similar to the one in their previous paper [BIT 29, 258-269 (1989; Zbl 0675.65140)] the authors present a stability analysis for two discretizations due to \textit{F. de Hoog} and \textit{R. Weiss} [Numer. Math. 23, 199-213 (1975; Zbl 0313.65117)] of the spline collocation method for Volterra integro-differential equations. The underlying class of (linear) test equations is characterized by kernel functions k(t,s) which, for each t, are polynomials in s, with a prominent member given by \(y'(t)=\lambda y(t)+\mu \int^{t}_{0}y(s)ds\quad (\lambda <0,\quad \mu \leq 0).\) Three numerical examples illustrate the different stability properties (e.g. \(A_ 0\)-stability versus no \(A_ 0\)-stability) of the two methods.
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Runge-Kutta-type methods
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spline collocation method
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Volterra integro- differential equations
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numerical examples
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stability
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