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.
General linear methods for Volterra integral equations / Izzo, Giuseppe; Z., Jackiewicz; Messina, Eleonora; A., Vecchio. - In: JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS. - ISSN 0377-0427. - STAMPA. - 234:(2010), pp. 2768-2782. [10.1016/j.cam.2010.01.023]
General linear methods for Volterra integral equations
IZZO, GIUSEPPE;MESSINA, ELEONORA;
2010
Abstract
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.| File | Dimensione | Formato | |
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