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A class of monotonicity-preserving variable-step discretizations for Volterra integral equations.

Authors :
Feng, Yuanyuan
Li, Lei
Source :
BIT: Numerical Mathematics; Sep2024, Vol. 64 Issue 3, p1-33, 33p
Publication Year :
2024

Abstract

We study in this paper the monotonicity properties of the numerical solutions to Volterra integral equations with nonincreasing completely positive kernels on nonuniform meshes. There is a duality between the complete positivity and the properties of the complementary kernel being nonnegative and nonincreasing. Based on this, we propose the “complementary monotonicity” to describe the nonincreasing completely positive kernels, and the “right complementary monotone” (R-CMM) kernels as the analogue for nonuniform meshes. We then establish the monotonicity properties of the numerical solutions inherited from the continuous equation if the discretization has the R-CMM property. Such a property seems weaker than log-convexity and there is no restriction on the step size ratio of the discretization for the R-CMM property to hold. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00063835
Volume :
64
Issue :
3
Database :
Complementary Index
Journal :
BIT: Numerical Mathematics
Publication Type :
Academic Journal
Accession number :
177917780
Full Text :
https://doi.org/10.1007/s10543-024-01027-8