Uniform l1 Behavior of a Time Discretization Method for a Volterra Integrodifferential Equation with Convex Kernel; Stability
نویسندگان
چکیده
We study stability of a numerical method in which the backward Euler method is combined with order one convolution quadrature for approximating the integral term of the linear Volterra integrodifferential equation u′(t) + ∫ t 0 β(t − s)Au(s) ds = 0, t ≥ 0, u(0) = u0, which arises in the theory of linear viscoelasticity. Here A is a positive self-adjoint densely defined linear operator in a real Hilbert space, and β(t) is locally integrable, nonnegative, nonincreasing, convex, and −β′(t) is convex. We establish stability of the method under these hypotheses on β(t). Thus, the method is stable for a wider class of kernel functions β(t) than was previously known. We also extend the class of operators A for which the method is stable.
منابع مشابه
A Compact Scheme for a Partial Integro-Differential Equation with Weakly Singular Kernel
Compact finite difference scheme is applied for a partial integro-differential equation with a weakly singular kernel. The product trapezoidal method is applied for discretization of the integral term. The order of accuracy in space and time is , where . Stability and convergence in norm are discussed through energy method. Numerical examples are provided to confirm the theoretical prediction ...
متن کاملA finite difference method for the smooth solution of linear Volterra integral equations
The present paper proposes a fast numerical method for the linear Volterra integral equations withregular and weakly singular kernels having smooth solutions. This method is based on the approx-imation of the kernel, to simplify the integral operator and then discretization of the simpliedoperator using a forward dierence formula. To analyze and verify the accuracy of the method, weexamine samp...
متن کاملSpectral Collocation Methods for a Partial Integro-differential Equation with a Weakly Singular Kernel
We propose and analyze the spectral collocation approximation for the partial integrodifferential equations with a weakly singular kernel. The space discretization is based on the pseudo-spectral method, which is a collocation method at the Gauss-Lobatto quadrature points. We prove unconditional stability and obtain the optimal error bounds which depend on the time step, the degree of polynomia...
متن کاملMultistep Methods for Coupled Second Order Integro-differential Equations: Stability, Convergence and Error Bounds
In this paper multistep methods for systems of coupled second order Volterra integrodifferential equations are proposed. Stability and convergence properties are studied and an error bound for the discretization error is given.
متن کاملStability Results for One-step Discretized Collocation Methods in the Numerical Treatment of Volterra Integral Equations
Abstract. This paper is concerned with the stability analysis of the discretized collocation method for the second-kind Volterra integral equation with degenerate kernel. A fixed-order recurrence relation with variable coefficients is derived, and local stability conditions are given independent of the discretization. Local stability and stability with respect to an isolated perturbation of som...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- SIAM J. Numerical Analysis
دوره 49 شماره
صفحات -
تاریخ انتشار 2011