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.File in questo prodotto:
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