B-Theory of Runge-Kutta methods for stiff Volterra functional differential equations

2003 ◽  
Vol 46 (5) ◽  
pp. 662 ◽  
Author(s):  
Shoufu LI
Keyword(s):  
Differential Equations ◽  
Functional Differential Equations ◽  
Runge Kutta ◽  
Functional Differential

RUNGE–KUTTA METHODS FOR RETARDED FUNCTIONAL DIFFERENTIAL EQUATIONS

2005 ◽  
Vol 15 (08) ◽  
pp. 1203-1251 ◽  
Author(s):  
STEFANO MASET ◽  
LUCIO TORELLI ◽  
ROSSANA VERMIGLIO
Keyword(s):  
Differential Equations ◽  
Ordinary Differential Equations ◽  
Polynomial Function ◽  
Functional Differential Equations ◽  
Order Conditions ◽  
Polynomial Functions ◽  
Retarded Functional Differential Equations ◽  
Runge Kutta ◽  
Functional Differential ◽  
Order Four

We introduce Runge–Kutta (RK) methods for Retarded Functional Differential Equations (RFDEs). With respect to RK methods (A, b, c) for Ordinary Differential Equations the weights vector b ∈ ℝs and the coefficients matrix A ∈ ℝs×s are replaced by ℝs-valued and ℝs×s-valued polynomial functions b(·) and A(·) respectively. Such methods for RFDEs are different from Continuous RK (CRK) methods where only the weights vector is replaced by a polynomial function. We develop order conditions and construct explicit methods up to the convergence order four.

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