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

by   Yuanyuan Feng, et al.
Shanghai Jiao Tong University
East China Normal University

The time continuous Volterra equations valued in ℝ with completely positive kernels have two basic monotonicity properties. The first is that any two solution curves do not intersect with suitable given signals. The second is that the solutions to the autonomous equations are monotone. Due to the fading memory principle, we also desire the kernels to be nonincreasing. In this work, through an generalization of the convolution to nonuniform meshes, we introduce the concept of “right complementary monotone” (R-CMM) kernels in the discrete level for nonuniform meshes, which inherits both the nonincreasing property and complete positivity in the continuous level. We prove that the discrete solutions preserve these two monotonicity properties if the discretized kernel satisfies R-CMM property. Technically, we highly rely on the resolvent kernels to achieve this.


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