A very general class of Runge-Kutta methods for Volterra integral equations of the second kind is analyzed. Order and stage order conditions are derived for methods of order p and stage order q=p up to the order four. We also investigate stability properties of these methods with respect to the basic and the convolution test equations. The systematic search for A- and V0-stable methods is described and examples of highly stable methods are presented up to the order p=4 and stage order q=4.

Construction of highly stable Volterra Runge-Kutta methods

CONTE, Dajana;D'AMBROSIO, RAFFAELE;
2013

Abstract

A very general class of Runge-Kutta methods for Volterra integral equations of the second kind is analyzed. Order and stage order conditions are derived for methods of order p and stage order q=p up to the order four. We also investigate stability properties of these methods with respect to the basic and the convolution test equations. The systematic search for A- and V0-stable methods is described and examples of highly stable methods are presented up to the order p=4 and stage order q=4.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11386/4521658
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