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

IZZO, GIUSEPPE;
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: https://hdl.handle.net/11588/594475
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