Runge–Kutta convolution quadrature methods for well-posed equations with memory

Authors:
M. P. Calvo;E. Cuesta;C. Palencia
Affiliations:
Universidad de Valladolid, Departamento de Matemática Aplicada, Valladolid, Spain;Universidad de Valladolid, Departamento de Matemática Aplicada, Valladolid, Spain;Universidad de Valladolid, Departamento de Matemática Aplicada, Valladolid, Spain
Venue:
Numerische Mathematik
Year:
2007

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Abstract

Runge–Kutta based convolution quadrature methods for abstract, well-posed, linear, and homogeneous Volterra equations, non necessarily of sectorial type, are developed. A general representation of the numerical solution in terms of the continuous one is given. The error and stability analysis is based on this representation, which, for the particular case of the backward Euler method, also shows that the numerical solution inherits some interesting qualitative properties, such as positivity, of the exact solution. Numerical illustrations are provided.