Numerical Solution of Volterra Integro-Differential Equations Using Improved Runge-Kutta Methods

Abstract

In this paper, we proposed the numerical solution of Volterra integro-differential equations of the second kind using Improved Runge-Kutta method of order three and four with 2 stages and 4 stages, respectively. The improved Runge-kutta method is considered as two-step numerical method for solving the ordinary differential equation part and the integral operator in Volterra integro-differential equation is approximated using quadrature rule and Lagrange interpolation polynomials. To illustrate the efficiency of proposed methods, the test problems are carried out and the numerical results are compared with existing third and fourth order classical Runge-Kutta method with 3 and 4 stages, respectively. The numerical results showed that the Improved Runge-Kutta method by achieving the higher accuracy performed better results than existing methods.