Numerical Method for a Linear Volterra Integro-differential Equation with Cash-Karp Method
Keywords:
Volterra integro-differential (integral) equation, Cash-Karp method, Runge-Kutta Method, Truncation error, quadrature rule, fifth order.Abstract
In this paper a linear Volterra integro-differential equation is studied. Example of this question has been solved numerically using Cash-Karp method for ODE (Ordinary Differential Equation) parts and Newton-Cotes formulae (quadrature rules) for integral part. Finally, a new fifth order routine is used for the numerical solution of the linear Volterra integro-differential equation.
Â
References
Baker, C. T. H., The Numerical Treatment of Integral Equations, Clarendon Press; Oxford University Press, 1977.
Baker, C. T. H., G A Bochorov, A Filiz, N J Ford, C A H Paul, F A Rihan, A Tang, R M Thomas, H Tian and D R Wille., Numerical Modelling By Retarded Functional Differential Equations, Numerical analysis report, Manchester Centre for Computational Mathematics, No:335, ISSN 1360-1725, 1998.
Baker, C. T. H., G A Bochorov, A Filiz, N J Ford, C A H Paul, F A Rihan, A Tang, R M Thomas, H Tian and D R Wille., Numerical modelling by delay and Volterra functional differential equations, In: Computer Mathematics and its Applications- Advances and Developments (1994-2005), Editor: Elias A. Lipitakis, LEA Publishers, Athens, Greece, 2006.
Bellman, R., A survey of the theory of the boundedness stability and asymptotic behaviour of solutions of linear and non-linear differential and difference equations, Washington, 1949.
Cooke, K. L., Functional differential equations close to differential equation, Amer. Math. Soc., 72, 285-288, 1966.
Filiz, A., On the solution of Volterra and Lotka-Volterra type equations, LMS supported One Day Meeting in Delayed Differential Equation (Liverpool, UK), 12th March 2000.
Filiz, A., Numerical solution of some Volterra integral equations, PhD Thesis, University of Manchester, 2000.
Linz, P., Analytical and Numerical Methods for Volterra Equations, SIAM, Philadelphia,1985.
Volterra, V. (1931)., Le¸cons sur la Th´eorie Math´ematique de la Lutte Pour la Vie, Gauthier-Villars, Paris, 1931.
Volterra, V., Theory of Functionals and of Integro-Differential Equations, Dover, New York, 1959.
Volterra, V., Sulle equazioni integro-differenziali della teoria dell’elastica, Atti della Reale Accademia dei Lincei 18 (1909), Reprinted in Vito Volterra, Opera Mathematiche; Memorie e Note Vol. 3. Accademia dei Lincei Rome, pp. 288-293, 1957.
Bogacki, Przemyslaw and Shampine, Lawrence F., A 3(2) pair of Runge–Kutta formulas, Applied Mathematics Letters, 2 (4), pp. 321–325, 1989.
Ralston, Anthony, A First Course in Numerical Analysis, New York: McGraw-Hill, 1965.
Dormand, J. R.; Prince, P. J., A family of embedded Runge-Kutta formulae, Journal of Computational and Applied Mathematics, 6 (1): 19–26, 1980.
Hairer, Ernst; Nørsett, Syvert Paul; Wanner, Gerhard, Solving ordinary differential equations I: Nonstiff problems, Berlin, New York: Springer-Verlag, 2008.
Erwin Fehlberg, Low-order classical Runge-Kutta formulas with step size control and their application to some heat transfer problems, NASA Technical Report 315, 1969.
Cash, J. R. and A. H. Karp., A variable order Runge-Kutta method for initial value problems with rapidly varying right-hand sides, ACM Transactions on Mathematical Software, 16: 201-222, 1990.
Filiz, A., Fourth-Order Robust Numerical Method for Integro-differential Equations, Asian Journal of Fuzzy and Applied Mathematics, 2013, Vol 1, pp. 28-33.
Filiz, A., Numerical Solution of Linear Volterra Integro-differential Equation using Runge-Kutta-Fehlberg Method, Applied and Computational Mathematics (ACM), submitted.
Burden, R. L. and J. D. Faires, Numerical Analysis. New York: Brooks/Cole Publishing Company, USA, 1997, ch.5.
Kutta, W., Beitrag zur näherungsweisen Integration totaler Differentialgleichungen, Z. Math. Phys., 435-453, 1901.
Henrici, P., Discrete variable methods in ordinary differential equation, John Wiley and Sons, New York, 1962.
Abraham, O. and G. Bolarin, On error estimation in Runge-Kutta Methods, Leonardo J. Sci., 2011
ijs.academicdirect.org / A18/ 001_010.htm.
Downloads
Published
Issue
Section
License
- Papers must be submitted on the understanding that they have not been published elsewhere (except in the form of an abstract or as part of a published lecture, review, or thesis) and are not currently under consideration by another journal published by any other publisher.
- It is also the authors responsibility to ensure that the articles emanating from a particular source are submitted with the necessary approval.
- The authors warrant that the paper is original and that he/she is the author of the paper, except for material that is clearly identified as to its original source, with permission notices from the copyright owners where required.
- The authors ensure that all the references carefully and they are accurate in the text as well as in the list of references (and vice versa).
- Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a Attribution-NonCommercial 4.0 International that allows others to share the work with an acknowledgement of the work's authorship and initial publication in this journal.
- Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgement of its initial publication in this journal.
- Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work (See The Effect of Open Access).
- The journal/publisher is not responsible for subsequent uses of the work. It is the author's responsibility to bring an infringement action if so desired by the author.