Construction of efficient general linear methods for stiff Volterra integral equations

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摘要

General linear methods in the Nordsieck form have been introduced for the numerical solution of Volterra integral equations. In this paper, we introduce general linear methods of order p and stage order q=p for the numerical solution of Volterra integral equations in general form, rather than Nordsieck form. A- and V0(α)-stable methods are constructed and applied on stiff problems to show their efficiency.

论文关键词:Volterra integral equations,General linear methods,Order conditions,A-stability,V0-stability,V0(α)-stability

论文评审过程:Received 11 November 2014, Revised 25 March 2015, Available online 29 July 2015, Version of Record 8 August 2015.

论文官网地址:https://doi.org/10.1016/j.cam.2015.07.028