A new code for Volterra integral equations based on natural Runge-Kutta methods

A. Abdi, G. Hojjati, Zdzislaw Jackiewicz, H. Mahdi

Research output: Contribution to journalArticle

1 Scopus citations

Abstract

We describe some issues related to the development of a new code for numerical solution of systems of Volterra integral equations of the second kind. This code is based on A- and V 0 -stable natural Volterra Runge-Kutta method of order p=4 implemented in a variable stepsize environment. This method was derived by Conte et al. (2014) [13]. The numerical experiments on many equations and systems of equations illustrate that the code achieves the expected order of accuracy, and confirm its efficiency and robustness.

Original languageEnglish (US)
JournalApplied Numerical Mathematics
DOIs
StatePublished - Jan 1 2019

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Keywords

  • A- and V -stability
  • Implementation issues
  • Natural Volterra Runge-Kutta methods
  • Volterra integral equation of the second kind

ASJC Scopus subject areas

  • Numerical Analysis
  • Computational Mathematics
  • Applied Mathematics

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