NUMERICAL ALGORITHMS
For many systems of differential equations modeling problems in science and engineering, there are natural splittings of the right hand side into two parts, one non-stiff or mildly stiff, and the other one stiff. For such systems implicit-explicit (IMEX) integration combines an explicit scheme for the non-stiff part with an implicit scheme for the stiff part. In a recent series of papers two of the authors (Sandu and Zhang) have developed IMEX GLMs, a family of implicit-explicit schemes based on general linear methods. It has been shown that, due to their high stage order, IMEX GLMs require no additional coupling order conditions, and are not marred by order reduction. This work develops a …
An adaptive method for Volterra–Fredholm integral equations on the half line
AbstractIn this paper we develop a direct quadrature method for solving Volterra–Fredholm integral equations on an unbounded spatial domain. These problems, when related to some important physical and biological phenomena, are characterized by kernels that present variable peaks along space. The method we propose is adaptive in the sense that the number of spatial nodes of the quadrature formula varies with the position of the peaks. The convergence of the method is studied and its performances are illustrated by means of a few significative examples. The parallel algorithm which implements the method and its performances are described.