General linear methods for Volterra integral equations
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摘要
We investigate the class of general linear methods of order p and stage order q=p for the numerical solution of Volterra integral equations of the second kind. Construction of highly stable methods based on the Schur criterion is described and examples of methods of order one and two which have good stability properties with respect to the basic test equation and the convolution one are given.
论文关键词:General linear methods,Volterra integral equations,Order conditions,Linear stability analysis,Convolution test equation
论文评审过程:Received 23 February 2009, Revised 30 October 2009, Available online 25 January 2010.
论文官网地址:https://doi.org/10.1016/j.cam.2010.01.023