Stability Analysis of Runge-Kutta Methods for Volterra Integral Equations of the Second Kind |
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Authors: | BELLEN, A. JACKIEWICZ, Z. VERMIGLIO, R. ZENNARO, M. |
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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 |
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Abstract: | Stability analysis of Volterra-Runge-Kutta methods based onthe basic test equation of the form where is a complex parameter, and on the convolution test equation where and 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. |
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