English

A class of monotonicity-preserving variable-step discretizations for Volterra integral equations and time fractional ordinary differential equations

Numerical Analysis 2023-10-04 v4 Numerical Analysis

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 being log-convex and there is no resctriction on the step size ratio of the discretization for the R-CMM property to hold.

Keywords

Cite

@article{arxiv.2304.06293,
  title  = {A class of monotonicity-preserving variable-step discretizations for Volterra integral equations and time fractional ordinary differential equations},
  author = {Yuanyuan Feng and Lei Li},
  journal= {arXiv preprint arXiv:2304.06293},
  year   = {2023}
}