A Stability Analysis of Convolution Quadraturea for Abel-Volterra Integral Equations

We investigate the stability properties of numerical methodsfor weakly singular Volterra integral equations of the secondkind. Our theory extends the stability theory of linear multistepmethods for ordinary differential equations. We introduce theconcepts of A-stability, A()-stability etc. for Abel-Volterraequations. The stability region is characterized in terms ofthe weights of the method. It is shown that the order of anA-stable convolution quadrature cannot exceed 2. Further westudy the stability properties of implicit Adam methods, withparticular emphasis on the question of A()-stability.