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Journal ArticleDOI

Implicit Runge-Kutta methods for singularly perturbed integro-differential systems

J.-P. Kauthen
- 01 Sep 1995 - 
- Vol. 18, pp 201-210
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TLDR
In this article, the convergence of extended implicit Pouzet-Volterra-Runge-Kutta methods applied to singularly perturbed systems of Volterra integro-differential equations and to the associated integrodifferential-algebraic systems is analyzed.
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This article is published in Applied Numerical Mathematics.The article was published on 1995-09-01. It has received 20 citations till now. The article focuses on the topics: Method of matched asymptotic expansions & Runge–Kutta methods.

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Citations
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Journal ArticleDOI

A perspective on the numerical treatment of Volterra equations

TL;DR: In this paper, the properties and numerical treatment of various types of Volterra and Abel-Volterra integral and integro-differential equations are discussed and discussed in detail.
Journal ArticleDOI

A survey of singularly perturbed Volterra equations

TL;DR: A survey of the existing literature on singularly perturbed Volterra integral and integro-differential equations is given in this article, where convergence results for linear multistep methods applied to singular, possibly weakly singular VOLTERRA integral equations and numerical illustrations are provided.
Journal ArticleDOI

Uniform difference method for singularly perturbed Volterra integro-differential equations

TL;DR: Singularly perturbed Volterra integro-differential equations are considered and an exponentially fitted difference scheme is constructed which gives first order uniform convergence in the discrete maximum norm.
Journal ArticleDOI

Numerical solution of a singularly perturbed Volterra integro-differential equation

TL;DR: In this article, the convergence properties of a difference scheme for singularly perturbed Volterra integro-differential equations on a graded mesh were studied, and it was shown that the scheme is first-order convergent in the discrete maximum norm, independently of the perturbation parameter.
Journal ArticleDOI

Tension spline collocation methods for singularly perturbed Volterra integro-differential and Volterra integral equations

TL;DR: In this paper, the authors considered the numerical discretization of singularly perturbed Volterra integro-differential equations (VIDE) and VIE by tension spline collocation methods.
References
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Book

Solving Ordinary Differential Equations II: Stiff and Differential - Algebraic Problems

TL;DR: In this paper, the authors present the solution of stiff differential equations and differential-algebraic systems (differential equations with constraints) and discuss their application in physics, chemistry, biology, control engineering, electrical network analysis, and computer programs.
Book

The numerical solution of Volterra equations

TL;DR: In this article, the authors introduce the theory of Volterra Equations, and present a number of methods for computing them, e.g., Runge-Kutta-type methods for VOLTERRA Equations with Regular Kernels.
Journal ArticleDOI

Error of Runge-Kutta methods for stiff problems studied via differential algebraic equations

TL;DR: A study of Runge-Kutta methods when applied to stiff differential equations containing a small stiffness parameter ε yields sharp error bounds for the stiff problem.
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