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.
Original language | English (US) |
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Pages (from-to) | 2768-2782 |
Number of pages | 15 |
Journal | Journal of Computational and Applied Mathematics |
Volume | 234 |
Issue number | 9 |
DOIs | |
State | Published - Sep 1 2010 |
Keywords
- Convolution test equation
- General linear methods
- Linear stability analysis
- Order conditions
- Volterra integral equations
ASJC Scopus subject areas
- Computational Mathematics
- Applied Mathematics