Highly stable Runge-Kutta methods for Volterra integral equations

Authors:
G. Izzo;E. Russo;C. Chiapparelli
Affiliations:
Dipartimento di Matematica e Applicazioni, Universití di Napoli-"Federico II", 80126 Napoli, Italy;Dipartimento di Matematica e Applicazioni, Universití di Napoli-"Federico II", 80126 Napoli, Italy;Dipartimento di Matematica e Applicazioni, Universití di Napoli-"Federico II", 80126 Napoli, Italy
Venue:
Applied Numerical Mathematics
Year:
2012

Citing 5
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Abstract

We investigate the numerical stability of the class of Runge-Kutta methods for the solution of Volterra integral equations of the second kind. To this aim we introduce the definition of V"0(@a)-stability and a new technique to construct highly stable methods. V"0-stable methods of order three and four are provided.