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Stability Analysis of Runge-Kutta Methods for Volterra Integral Equations of the Second Kind
Authors:BELLEN, A.   JACKIEWICZ, Z.   VERMIGLIO, R.   ZENNARO, M.
Affiliation:Dipartimento di Scienze Mathematiche, Universita' di Trieste I-34100 Trieste, Italy
Department of Mathematics, Arizona State University Tempe, Arizona 85287 USA
Dipartimento di Matematica e Informatica, Universita' di Udine I-33100 Udine, Italy
Abstract:Stability analysis of Volterra-Runge-Kutta methods based onthe basic test equation of the form Formula where {lambda} is a complex parameter, and on the convolution test equation Formula where {lambda} and {sigma} are real parameters, is presented. General stabilityconditions are derived and applied to construct numerical methodswith good stability properties. In particular, a family of second-orderVo-stable Volterra-Runge-Kutta methods is obtained. No Vo-stablemethods of order greater than one have been presented previouslyin the literature.
Keywords:
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