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

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

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.

Original languageEnglish
Article number24
JournalBIT Numerical Mathematics
Volume64
Issue number3
DOIs
StatePublished - Sep 2024

Keywords

  • 65L20
  • 65R20
  • Complete positivity
  • Convolution
  • Fractional differential equations
  • Nonuniform mesh
  • Resolvent

Fingerprint

Dive into the research topics of 'A class of monotonicity-preserving variable-step discretizations for Volterra integral equations'. Together they form a unique fingerprint.

Cite this