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General linear methods for Volterra integral equations
Authors:G. Izzo  Z. Jackiewicz  E. Messina
Affiliation:a Dipartimento di Matematica e Applicazioni, Università di Napoli-“Federico II”, 80126 Napoli, Italy
b Department of Mathematics, Arizona State University, Tempe, AZ 85287, United States
c AGH University of Science and Technology, Kraków, Poland
d IAC-CNR, Via P. Castellino, 111, 80131 Napoli, Italy
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.
Keywords:General linear methods   Volterra integral equations   Order conditions   Linear stability analysis   Convolution test equation
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